$JUMP
Sudden SpikeSnapshot Window: 2026-09-23 11:20 UTC · ← Back to Crypto Overview
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Are maker orders still cheaper if you count the trades that never fill? One thing bothers me about maker vs taker comparisons: the maker numbers usually only include orders that filled. If ur bid sits there while the market moves up without you, that missed entry doesn’t show up in ur average execution cost. Crossing the spread does. That seems like a pretty generous comparison for the maker approach. For anyone who’s compared both on the same strategy did the fee savings survive once you included missed entries and orders you eventually had to chase?