xyz:UNITREEequity & other · growth mode on · 10× max
Over 56 days of 20-level order-book snapshots, xyz:UNITREE quoted a median spread of 2.51 bps in US regular hours with $52k resting within 25 bps of mid. A $25k market order paid about 6.46 bps in regular hours and 5.98 bps on weekends, when depth within 25 bps fell to $36k. Taker fee is 0.90 bps with growth mode on; funding averaged -5.13% annualised over the last 30 days.
by sessionNew York time · medians over 56 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 | 2,391 | 2.51 | 11.12 | $52k | 6.46 | 11.87 | 3% | 0% | ||||
| US extended 4–9:30, 16–20 | 3,458 | 2.50 | 11.25 | $53k | 6.30 | 11.66 | 2% | 0% | ||||
| Overnight 20–4 | 2,353 | 2.76 | 11.93 | $72k | 5.90 | 9.51 | 3% | 0% | ||||
| Weekend / holiday | 4,310 | 2.58 | 8.75 | $36k | 5.98 | 10.66 | 1% | 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
12,512 snapshots · 2026-08-05 14:57 → 2026-09-30 18:24 UTC (56.1 days) · size decimals 2 · raw: /data/xyz/UNITREE.json · method and caveats: methodology