io:SNDKus equity · growth mode on · 10× max
Over 50 days of 20-level order-book snapshots, io:SNDK quoted a median spread of 1.16 bps in US regular hours with $320k resting within 25 bps of mid. A $25k market order paid about 4.45 bps in regular hours and 4.44 bps on weekends, when depth within 25 bps fell to $108k. Taker fee is 0.90 bps with growth mode on; funding averaged +2.73% annualised over the last 30 days.
order book replay48 snapshots · 2026-10-08 12:30 → 16:50 UTC · SNDK.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 50 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 | 2,024 | 1.16 | 2.87 | $320k | 4.45 | 6.97 | 65% | 3% | ||||
| US extended 4–9:30, 16–20 | 2,867 | 0.65 | 1.96 | $170k | 4.58 | 7.50 | 20% | 1% | ||||
| Overnight 20–4 | 2,014 | 0.65 | 2.04 | $192k | 4.43 | 7.34 | 29% | 1% | ||||
| Weekend / holiday | 3,547 | 0.58 | 1.88 | $108k | 4.44 | 6.54 | 8% | 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
history3 market changes to io:SNDK observed in the changelog · newest first
- 2026-08-26 11:46OI cap$5.0M ↑ $10.0M gap 7.0hoiCap observed changing from $5M to $10M
- 2026-08-19 14:46listedannounced → tradingtrading enabled, announced 2026-08-19 · OI cap $5M · 10× max · growth mode on · marginTableId 10 · szDecimals 4 · fundingMultiplier 0.5
- 2026-08-19 09:46announced— → announcedmarket announced, trading not enabled
Plus 14 funding-parameter changes on 14 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
10,452 snapshots · 2026-08-19 14:47 → 2026-10-08 16:20 UTC (50.1 days) · size decimals 4 · raw: /api/io/SNDK.json · method and caveats: methodology