Order Size | Best Routing Strategy | Expected Slippage | Execution Time | Recommended Exchanges | Action |
---|---|---|---|---|---|
$10,000 | Market Order | 0.02% | ~0.5 seconds | 100% | |
$50,000 | Market Order | 0.14% | ~1.2 seconds | 80% 20% | |
$100,000 | Smart Routing | 0.37% | ~2.4 seconds | 60% 30% 10% | |
$500,000 | TWAP (5 min) | 0.85% | ~5 minutes | 45% 25% 15% 10% 5% | |
$1,000,000+ | Iceberg (15 min) | 1.24% | ~15 minutes | All (Dynamic) |
Price Level | Wall Type | Size | Exchange Distribution | Significance | Distance from Current Price |
---|---|---|---|---|---|
$65,000.00 | Sell Wall | $4,850,000 | 45% 35% 20% | High | +1.23% ($790) |
$64,500.00 | Buy Wall | $3,250,000 | 60% 25% 15% | Medium | +0.42% ($270) |
$64,000.00 | Sell Wall | $2,750,000 | 50% 30% 20% | Medium | -0.38% (-$245) |
$63,750.00 | Buy Wall | $1,950,000 | 55% 30% 15% | Low | -0.77% (-$495) |
$63,000.00 | Buy Wall | $6,850,000 | 40% 30% 20% 10% | High | -1.98% (-$1,270) |