What Is a MEV Sandwich Attack? What It Really Costs
A MEV sandwich attack extracts measurable value from DeFi trades by exploiting transaction ordering and the slippage tolerance you set before confirming.
Articles tagged "Execution"
7 articles with this tag. View all articles →
How Exchange Infrastructure Shapes Price Discovery
Matching engine design, order routing, and API latency all shape how quickly and accurately a price forms - and why identical assets briefly diverge across venues.
What Slippage Really Costs: The Hidden Tax on Every Trade
Slippage is not a glitch or bad luck - it's a structural cost created by liquidity depth, order size, and speed. This article breaks down where it actually comes from and why it compounds over time.
Why Stale Price Data Kills Real-Time Traders
When your price feed lags behind the actual market, every decision you make is based on a reality that no longer exists. Understanding how data latency creates execution risk is the difference between trading the market and trading a ghost of it.
Order Book Depth: Why Deep Books Behave Shallow
Order book depth is the quantity resting at each price level, and it decides your fill price. Learn how to read depth and why deep books turn shallow.
Why Strategies Fail Without Process
A strategy tells you what to do. A process tells you how to do it every time. Without the second, the first is just a hypothesis that breaks under pressure.
Why Traders Chase Green Candles in Crypto
Why crypto traders chase green candles, what happens when they do, and how to stop becoming exit liquidity for the patient participants who entered earlier.
About this tag
Execution is what happens between the decision and the fill. You see a price, you send an order, and the trade comes back at something else. The difference is not bad luck. It is the sum of how deep the book is at your size, how stale your feed is at that moment, and whether the decision was made in advance or invented under pressure. Execution is where a correct directional call quietly loses its edge.
Most of the cost lives in timing and process, not the fee line. A decision made before the session — with a target level, a size, and a condition — arrives at the market as a resting limit or a pre-set trigger. A decision made in the moment, watching a candle move, almost always arrives late: chasing strength that has already printed, or reacting to a stop run that is already over. The fill reflects the difference. Latency compounds this: what renders on screen is a measurement taken in the past, and in fast markets the delay is widest precisely when stops and breakouts are being tested.
This tag collects observations on the mechanics of getting filled. Order book depth as a cost map before the order is sent. Latency and stale data as execution risk that calm markets hide. Chasing green candles as reactive execution that arrives at peak visible strength. Process as the structure that turns a static strategy into something a trader can apply the same way every time, instead of negotiating each entry live.
The framing is mechanical, not directional. Execution does not tell you what to buy - it determines what the trade costs once you do. Notes here document where fills diverge from intentions: depth that wasn't there, feeds that lagged, sizing that varied with mood, decisions left to the moment instead of made beforehand. Read it as field notes on the distance between plan and fill.