Account Trade Slippage

Type: USER-DATA

Weight: 5

GET /fapi/v1/userTrades/slippage

Per-fill slippage: executed price versus the mark price locked when the order was submitted. Sparky-only — Binance has no equivalent.

Request

GET /fapi/v1/userTrades/slippage?symbol=BTCUSDT&limit=500&timestamp=<ms>&signature=<hex>

Query params

Name	Type	Required	Default	Notes
symbol	string	no	—
startTime / endTime	long	no	—	ms
limit	integer	no	500	1..1000

Response — 200

[
  {
    "symbol": "BTCUSDT",
    "tradeId": "trade-uuid",
    "orderId": "order-uuid",
    "side": "BUY",
    "orderType": "MARKET",
    "expectedPrice": "60050.00",
    "executedPrice": "60080.00",
    "qty": "0.010",
    "slippageAbs": "30.00",
    "slippageBps": "4.9958",
    "maker": false,
    "time": 1714261234567
  }
]

Field	Notes
expectedPrice	Mark price captured at order creation
executedPrice	Actual fill price
slippageAbs	(executedPrice − expectedPrice) × sign(side), sign(BUY)=+1, sign(SELL)=−1. Positive = worse for you.
slippageBps	slippageAbs / expectedPrice × 10000, 4 decimals

LIMIT fills are included too (slippage is usually ≈ 0 or negative).

Authentication failures (INVALID_API_KEY, API_KEY_DISABLED, IP_NOT_ALLOWED, SIGNATURE_INVALID) apply to every signed endpoint and use Sparky's {"success":false,"error":{...}} envelope; see Error Codes.