sFOX’s Post Trade Analysis feature is available to all users with an sFOX account. This feature allows users access to in-depth analysis on all completed trades and is a great tool for traders interested in understanding and quantifying how sFOX helps you gain an edge in the crypto markets.
What metrics does Post Trade Analytics capture?
Volume by Counterparty: How much of a trade was executed on OTC desks, exchanges, Dark Pool, and with other sFOX clients
Volume by Execution Type: How much of the order was executed as taker (aggressive) vs. maker (passive)
Fill Price: The price you received for their trade
Exchange Index VWAP: A VWAP of all trades between the pair on Coinbase, Kraken, and Gemini during the order duration. Note: these are raw prices that do not include NPR adjustments
Risk Transfer Price: The expected price you would have received for a market order at the time the order was placed
Arrival Best Bid/Offer: The best bid/offer on the orderbook when the order was placed
Final Best Bid/Offer: The best bid/offer on the orderbook when the order finished
How do I access Post Trade Analytics on my completed trades?
Complete a trade
In the “Pro Trader” UI, navigate to the “Done Trades”
Find the “Analysis” column on the far right
Click the information symbol in the row of the trade (see picture below)
You will be presented with the Post Trade Analytics modal for the trade