xyz:BOTequity & other · growth mode on · 10× max
Over 96 days of 20-level order-book snapshots, xyz:BOT quoted a median spread of 13.47 bps in US regular hours with $6k resting within 25 bps of mid. A $25k market order paid about 46.72 bps in regular hours and 60.40 bps on weekends, when depth within 25 bps fell to $4k. Taker fee is 0.90 bps with growth mode on; funding averaged +21.64% annualised over the last 30 days.
by sessionNew York time · medians over 96 days
| session | snaps | spread | p90 | top | depth ±10 | depth ±25 | depth ±50 | $5k | $25k | $100k | $100k fills | $250k fills |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| US regular 9:30–16:00 | 4,302 | 13.47 | 31.54 | $6k | 46.72 | 68.96 | 6% | 1% | ||||
| US extended 4–9:30, 16–20 | 6,360 | 11.12 | 27.36 | $4k | 61.10 | 85.45 | 1% | 0% | ||||
| Overnight 20–4 | 4,284 | 10.98 | 31.72 | $4k | 100.14 | 203.32 | 1% | 0% | ||||
| Weekend / holiday | 8,313 | 12.49 | 34.67 | $4k | 60.40 | 127.69 | 0% | 0% |
bps unless stated · RTH 9:30–16:00 · extended 4:00–9:30 and 16:00–20:00 · overnight 20:00–4:00 on weekdays · weekend runs Friday 20:00 to Monday 4:00 and includes NYSE holidays · slip = mean of the buy and sell side of a market order walking the visible 20 levels · fills = share of snapshots the size fits inside those levels · "—" = not fillable in the median snapshot
slippage curve
hour of week
weekly · spread
weekly · depth ±25 bps
per round trip = 2 × median slippage + 2 × taker fee · funding uses the 30-day mean hourly rate, annualised, charged for a position held all day · slippage between tested sizes is interpolated on a log scale · ignores maker rebates, impact that persists after your fill, and fee tiers
23,259 snapshots · 2026-06-26 20:07 → 2026-09-30 18:21 UTC (95.9 days) · size decimals 2 · raw: /data/xyz/BOT.json · method and caveats: methodology