Pre-Trade Analytics

Pre-trade Analytics

After entering your order details (pair, size, and exchange), the Pre-Trade Analytics section provides estimated metrics to help assess market conditions before execution.

Important Note: All pre-trade analytics depend on sufficient historical data to generate reliable estimates. For newly listed tokens, low-liquidity pairs, or trading pairs with limited trading history, these metrics may be inaccurate or unavailable. The Participation Rate calculation requires expected volume data (or falls back to historical volume), Market Volatility requires at least 12 hours of price data, and Market Volume requires sufficient history to establish expected patterns. When data is insufficient, metrics may display as "N/A" or return unreliable values.

Participation Rate

This metric estimates the percentage of expected market volume your order is expected to represent over its duration, based on predicted volume patterns (Expected Scheduled Volume) adjusted for recent market activity via the Expected Volume Ratio. A higher participation rate may indicate greater potential market impact.

Market Volatility

This represents the historical realized volatility of the selected pair on your chosen exchange, calculated from hourly price movements over the past 24 hours and projected over the order duration. The value represents the expected price movement within one standard deviation (1σ). Longer-duration orders are generally exposed to more volatility.

Market Volume

This metric compares realized market volume over the past 24 hours against expected volume patterns (e.g., time of day, day of week). A value above 1.0 indicates current activity is above typical levels, while below 1.0 suggests below-average activity. This helps determine whether current market conditions are more or less active than usual.