A fill export records what happened. It does not record what the book looked like at the time, and it does not record what your bot meant to do. Those are three different questions, and which input you give us decides how many of them we can answer. Nothing below needs an API key.
Drop in a file
One export. Offline, in this tab, zero requests to anyone.
Fee leakage
FreeWhat you paid, priced against your own maker rate.
Maker/taker premium
FreeThe share of fills that took liquidity, and what that cost.
Rate reconciliation
FreeYour effective rate against the venue's published schedule.
Order fragmentation
FreeHow often one instruction returns as many fills.
Realised dispersion
FreePrice spread inside a single order, bucketed by fill count.
Timing
FreeCost by hour of day — the same strategy on a thinner book.
Concentration
FreeWhich instrument carries the leakage, and how much of it.
Funding cost
FreeCarry on perpetuals, separated from execution.
Venue comparison
FreeThe same flow priced at another venue's schedule.
Data integrity
FreeDuplicates, sign errors and mislabelled rows in the venue's own export.
Pool benchmark
FreeWhere you sit against your cohort. Contributing is free and opt-in; until the cohort fills, the panel shows a worked example instead.
Connect the agent
A local process that reads your exports on a schedule and pulls public candles from the venue you already trade on — from your machine, not ours.
Slippage vs mid
StarterYour fill against the midpoint at that moment. Needs market data.
Your own bot's logs
StarterHummingbot, Freqtrade and your own writer, read on a schedule alongside the venue export.
Spread at fill
StarterHow wide the book was when you took it.
VWAP and TWAP
StarterYour execution against the market over the same window.
Market drift
StarterWhether the move happened before or after you traded.
Fill and cancel rate
StarterWhat share of resting orders ever filled. Needs the order stream, not just fills.
Baselines and drift alerts
StarterContinuity: today's number against your own history.
Adverse selection
DeskWhere the price went right after your passive fills.
Market impact
DeskWhat your own size did to the book.
Implementation shortfall
DeskDecision price to final fill, with the delay cost split out.
Per-strategy attribution
DeskSeveral accounts and venues, one number each.
What neither input can tell you
- Slippage against your intended priceNeeds your bot's own intent log. A fill export records what happened, never what was meant.
- Queue positionNeeds the venue's per-order book state. No public feed exposes where you sat in it.
- The counterfactualWhat the same strategy would have paid with different logic. We measure, we do not simulate.
- Whether the strategy is any goodThis is execution cost, not alpha. A profitable bot and an expensive one are separate questions.