xyz:RDDTequity & other · growth mode on · 10× max
Over 43 days of 20-level order-book snapshots, xyz:RDDT quoted a median spread of 8.91 bps in US regular hours with $29k resting within 25 bps of mid. A $25k market order paid about 23.34 bps in regular hours and 82.81 bps on weekends, when depth within 25 bps fell to $4k. Taker fee is 0.90 bps with growth mode on; funding averaged +11.01% annualised over the last 30 days.
by sessionNew York time · medians over 43 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 | 1,695 | 8.91 | 28.90 | $29k | 23.34 | 33.60 | 45% | 11% | ||||
| US extended 4–9:30, 16–20 | 2,488 | 11.48 | 36.04 | $12k | 37.37 | 52.70 | 28% | 5% | ||||
| Overnight 20–4 | 1,715 | 12.83 | 34.58 | $10k | 43.64 | 55.71 | 29% | 3% | ||||
| Weekend / holiday | 3,042 | 14.44 | 28.65 | $4k | 82.81 | 158.72 | 12% | 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
8,940 snapshots · 2026-08-18 17:50 → 2026-09-30 18:12 UTC (43.0 days) · size decimals 2 · raw: /data/xyz/RDDT.json · method and caveats: methodology