Slippage and spreads are determined entirely by market conditions, specifically liquidity and the data feed provider.
Slippage may occur during fast-moving or low-liquidity market conditions, resulting in a difference between the expected and executed price.
Liquidity impacts how efficiency orders are filled; lower liquidity can lead to wider spreads and increased slippage.
We do not add any artificial markups, spreads, or manipulate slippage. All pricing is directly based on the provider's feed.
This ensures transparent and fair trade execution aligned with real market conditions.