User Trades Slippage

Description

Get per-trade slippage for the authenticated user. For every fill, the endpoint compares the expected price captured at order submission (mark_price_at_creation) against the actual execution price.

Slippage is signed so that positive values are unfavorable to the user (paid more on BUY, received less on SELL). Maker fills typically show slippage ≈ 0 since limit price is guaranteed.

HTTP Request

GET /fapi/v1/userTrades/slippage (HMAC SHA256)

Weight

5

Request Parameters

Name	Type	Required	Description
symbol	STRING	NO	Trading pair filter
startTime	LONG	NO	Start time in milliseconds
endTime	LONG	NO	End time in milliseconds
limit	INT	NO	Default 500; Max 1000
timestamp	LONG	YES	Timestamp

Response Fields

Field	Type	Description
symbol	STRING	Trading pair
tradeId	STRING	Trade ID
orderId	STRING	The user's order ID for this fill
side	STRING	BUY / SELL (from user's perspective)
orderType	STRING	LIMIT / MARKET
expectedPrice	STRING	Mark price snapshot when the order was submitted
executedPrice	STRING	Actual fill price
qty	STRING	Filled quantity (base asset)
slippageAbs	STRING	Signed absolute slippage in quote currency
slippageBps	STRING	Signed slippage in basis points (positive = worse for user)
maker	BOOL	Whether user was the maker side
time	LONG	Trade timestamp (ms)

Calculation

sign = +1 for BUY, -1 for SELL
slippageAbs = (executedPrice - expectedPrice) * sign
slippageBps = slippageAbs / expectedPrice * 10000

Response Example

[
  {
    "symbol": "BTCUSDT",
    "tradeId": "0fbb7679-7960-41b1-8025-054450129024",
    "orderId": "b8bab68c-d41b-462b-8a9e-d451ac1e1665",
    "side": "BUY",
    "orderType": "LIMIT",
    "expectedPrice": "71101.000000000000000000",
    "executedPrice": "70808.990000000000000000",
    "qty": "0.008431111111110778",
    "slippageAbs": "-292.010000000000000000",
    "slippageBps": "-41.0697",
    "maker": true,
    "time": 1776066625866
  }
]

In the example above, a BUY fill executed 292 USDT below expectation — a negative slippage, meaning the trade was favorable to the user.

Code Examples

cURL

API_KEY="your_api_key"
API_SECRET="your_api_secret"
TIMESTAMP=$(date +%s%3N)
QUERY_STRING="symbol=BTCUSDT&limit=500&timestamp=${TIMESTAMP}"
SIGNATURE=$(echo -n "${QUERY_STRING}" | openssl dgst -sha256 -hmac "${API_SECRET}" | awk '{print $2}')

curl -s -H "X-MBX-APIKEY: ${API_KEY}" \
  "https://api.ztdx.io/fapi/v1/userTrades/slippage?${QUERY_STRING}&signature=${SIGNATURE}"

Python

import time, hmac, hashlib, requests

API_KEY = "your_api_key"
API_SECRET = "your_api_secret"
BASE_URL = "https://api.ztdx.io"

def sign(params: str) -> str:
    return hmac.new(API_SECRET.encode(), params.encode(), hashlib.sha256).hexdigest()

def signed_get(path, params={}):
    params["timestamp"] = int(time.time() * 1000)
    qs = "&".join(f"{k}={v}" for k, v in params.items())
    params["signature"] = sign(qs)
    return requests.get(f"{BASE_URL}{path}", params=params, headers={"X-MBX-APIKEY": API_KEY})

resp = signed_get("/fapi/v1/userTrades/slippage", params={"symbol": "BTCUSDT", "limit": "500"})
print(resp.json())