Prediction Markets / Order-book depth
Prediction Market Order Book Slippage Calculator
Enter ask levels to buy or bid levels to sell as price:size pairs. The tool consumes the best available prices first.
Your inputs
Manual model only. Check current market rules, fee schedule, liquidity and settlement terms.
How to use this calculator: Order-book depth
Enter ask levels to buy or bid levels to sell as price:size pairs. The tool consumes the best available prices first.
Worked example: To buy 100 shares: 50 at $0.40 and 50 at $0.43 gives a $0.415 average fill, above the visible best ask.
Important limitation
A snapshot does not guarantee fills; crossed books, hidden liquidity, latency and price changes are not modeled.
Manual model only. Check current market rules, fee schedule, liquidity and settlement terms.
Read the order book from the best price outward
For a buy, consume the lowest ask first; for a sale, consume the highest bid first. Never assume the top-of-book price applies to the full quantity.
This models depth rather than headline price. It is the right tool when the displayed best bid or ask does not have enough size for the order you actually want to execute.
An average fill price can change an exit decision. Compare sell versus hold at the executable quantity.
Partial fills change the calculation
If requested size exceeds visible depth, show unfilled volume instead of treating the last quoted level as unlimited liquidity.
Related calculations
FAQ
Why is my average price higher than the best ask?
The best ask may have fewer contracts available than the requested quantity, so the order consumes more expensive levels.
What if the book shows too little volume?
The calculator reports the filled and unfilled quantities. It does not invent liquidity or assume the remainder trades at the last quoted price.
Does the estimate include live order matching?
No. The levels are a manual snapshot that can change before an order executes, including its queue position.
Important limitation
A snapshot does not guarantee fills; crossed books, hidden liquidity, latency and price changes are not modeled.