Swap Cost Notes

Tagged "exchange"

9 articles on this topic.

Building a Repeatable Method for Comparing Swap Costs

The whole method in one page: what to record, when to record it, and which conclusions the data can support.

entry log

no.dateentrytopic
008Oct 20, 2026What a Zero-Fee Swap Charges InsteadNo venue converts for free. If the fee line says zero, the cost is in the rate, and it can be measured.exchange
007Oct 16, 2026Weekend Spreads Against Weekday Spreads, Pair by PairCaptures across four weekends on three pairs. The widening is consistent in direction and uneven in size.exchange
006Oct 7, 2026Tracking One Pair for Thirty Days: What the Spread DidA month of daily captures on a single pair, and the three patterns that survived the noise.exchange
005Oct 4, 2026Minimum Sizes Where the Fixed Fee Stops MatteringBelow a certain amount, flat costs make a conversion pointless. The threshold is one division and worth knowing for your own…exchange
004Sep 24, 2026How Long a Quote Holds, and What Happens When It ExpiresQuote windows run from a few seconds to a minute. What the venue does at the end of that window is the part worth knowing.exchange
003Sep 9, 2026Same Swap, Five Venues: What the Difference Looks LikeOne pair, one size, five places, measured within the same ten minutes. The spread between best and worst was larger than any fee.exchange
002Sep 4, 2026Slippage on Thin Pairs, Measured Rather Than EstimatedHow much a given order size moves the price, and why the book depth matters more than the fee schedule.exchange
001Aug 31, 2026Quoted Rate Versus Executed Rate: A Month of ObservationsThirty paired measurements of what was promised and what arrived, and what the gap depended on.exchange