io:OAIpre-ipo · growth mode on · 6× max
Over 36 days of 20-level order-book snapshots, io:OAI quoted a median spread of 4.11 bps in US regular hours with $14k resting within 25 bps of mid. A $25k market order paid about 48.55 bps in regular hours and 16.45 bps on weekends, when depth within 25 bps fell to $20k. Taker fee is 0.90 bps with growth mode on; funding averaged +25.48% annualised over the last 30 days.
order book replay48 snapshots · 2026-10-08 12:50 → 16:50 UTC · OAI.json
depth = USD resting within ±25 bps of mid · slip = $25k market order through the book, avg fill vs mid, buy/sell mean · med = this market's median in the snapshot's session
order book replay: no recent order book snapshots
by sessionNew York time · medians over 36 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 | 1,514 | 4.11 | 12.68 | $14k | 48.55 | 58.64 | 0% | 0% | ||||
| US extended 4–9:30, 16–20 | 2,165 | 3.71 | 11.75 | $15k | 40.24 | 66.46 | 1% | 0% | ||||
| Overnight 20–4 | 1,466 | 3.20 | 11.37 | $17k | 39.52 | 70.61 | 1% | 0% | ||||
| Weekend / holiday | 2,554 | 3.27 | 8.65 | $20k | 16.45 | — | 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
history10 market changes to io:OAI observed in the changelog · newest first
- 2026-09-29 15:19OI cap$10.0M ↑ $12.0MoiCap observed changing from $10M to $12M
- 2026-09-09 14:28OI cap$8.0M ↑ $10.0MoiCap observed changing from $8M to $10M
- 2026-09-05 06:45OI cap$5.0M ↑ $8.0MoiCap observed changing from $5M to $8M
- 2026-09-03 15:45OI cap$3.0M ↑ $5.0MoiCap observed changing from $3M to $5M
- 2026-09-02 14:45listedannounced → tradingtrading enabled, announced 2026-08-17 · OI cap $3M · 6× max · growth mode on · marginTableId 6 · szDecimals 3 · fundingMultiplier 0.0125
- 2026-09-02 13:45growth modedisabled → enabledgrowthMode observed changing from disabled to enabled
- 2026-09-02 13:45margin table3 → 6marginTableId observed changing from 3 to 6
- 2026-09-02 13:45max leverage3× ↑ 6×maxLeverage observed changing from 3 to 6
- 2026-09-02 13:45OI cap— → $3.0MoiCap observed changing from unknown to $3M
- 2026-08-17 22:46announced— → announcedmarket announced, trading not enabled
Plus 2 funding-parameter changes on 2 days, not listed here: show them in the changelog.
observed = first collector snapshot showing the new value, UTC; the change happened between the previous snapshot and that one announced = the market appeared with trading disabled; listed = trading enabled; trading halt = off and back within 48 h, before → after = mark either side full changelog atom feed
io:OAI is a pre-IPO name: daily closes, range, open interest and volume since listing are on its pre-IPO price page.
7,699 snapshots · 2026-09-02 14:45 → 2026-10-08 16:20 UTC (36.1 days) · size decimals 3 · raw: /api/io/OAI.json · method and caveats: methodology