The asset tab (e.g. “BNB”) is the history & analysis view. Over your look-back window it shows how the makers actually filled (aggregated trade stats), the on-demand quote table, the routing-auction win table, and the price chart. Use it to judge how good a venue has been over time.
“● Live now” is the real-time snapshot. For the buy size you pick, it shows the cheapest place to buy right this second across every venue, from live quotes. Use it to decide where to route a trade right now.
Same data, two lenses: the tab looks backward (what happened over the window); Live looks at this instant (what you'd get now).
ON = the Binance price includes its spot taker fee (VIP0 10 bp · VIP4 5.4 bp, no BNB discount — the same method as CompareSol, whose Binance fee is 0.10%).
OFF = the raw Binance book, no fee. On-chain venues' swap fee is always already in their price.
This is history — real trades that already executed on the prop AMMs, not live prices. Each row is a maker + pair, showing how many trades happened, the average size people actually traded, and how good those fills were vs the Binance price for that same size.
Read it carefully: a maker only shows up here when it won the trade, so you're seeing its winning fills only — the spread looks flattering by design. For an unbiased, same-size comparison across every venue, use the On-demand quotes table below.
The columns: vs mid = distance from the Binance midpoint. vs Binance VIP0 / VIP4 @ size = vs what that same size would actually cost on Binance (its book walked for the trade size + that tier's taker fee, no BNB discount) — − means the maker beat Binance. VIP0 = 10 bp retail · VIP4 = 5.4 bp. The best row is highlighted.
| maker | pair | trades | avg size | vs mid |
|---|
This is the present — what every venue would quote right now for the size you pick below, polled every block. Unlike the table above it's unbiased (it's the quote whether or not anyone trades on it) and apples-to-apples (every venue at the same size), and it includes the benchmarks PancakeSwap V3 and Binance VIP0/VIP4 so you can see who's genuinely cheapest.
It's what you'd actually pay to buy / sell the asset vs Binance at the selected size — click a size to compare. Each cell shows the gap in bps and the $ cost / saving at that size. Binance = its own order book walked for that size; EulerSwap is our ~$100 test pool (only quotes tiny sizes).
Elfomo (getAmountOut) and Tessera V (tesseraSwapViewAmounts) both expose on-chain quoters that return the exact execution price for any size every block, so both are unbiased live quotes like PancakeSwap — not winner-selected. A maker missing from this table simply isn't quoting that asset at that moment (makers toggle pairs on/off with flow and inventory). Realized fills still appear in the table above.
The difference in one line: the how they actually filled table = what happened (past · mixed sizes · winners only); this table = what you'd get (now · one size you choose · every venue).
| venue | buy vs Binance | sell vs Binance |
|---|
This is the routing auction. For every size and direction we record each venue's live quote at the same block, then ask: of the ticks it was quoting, how often did each venue offer the best fillable on-chain price (win%), and what's its median gap to the next-best on-chain venue (gap — − = it beat the field, + = it was beaten by that many bps)?
Binance / CEX is excluded — aggregators never route to a centralized exchange. A venue that's depth-capped or not quoting a size can't win it. Unlike the "how they actually filled" table, this counts the ticks a venue LOSES too, so it's the unbiased answer to "does the prop AMM really beat PancakeSwap, and by how much?" — not just the trades it won. Win-rates sharpen over days as the sample grows.
getAmountOut, Tessera tesseraSwapViewAmounts). A maker only falls back to its last fill + age when it isn't quoting BNB at this size (e.g. depth-capped, or a temporary toxic-flow pause)."Binance" = the Binance spot order book for the asset vs USDT (BNB → BNBUSDT, BTC → BTCUSDT, …), streamed live from Binance's public market-data websocket — no API key, updated every tick.
The "vs Binance" gap is measured against the spot mid-price = (best bid + best ask) ÷ 2 at the moment of the quote. + bps = more expensive than the Binance mid; − bps = better than the mid. (Buying is almost always a small + because the mid sits inside the spread.) The mid is a fair-value yardstick, not a price you can fill — it's deliberately tighter than anything actually tradable, so beating it is a strict bar.
The two Binance VIP0 / VIP4 rows are different — those are what you'd actually pay as a taker on Binance spot for this size: the top-20 book walked for the size (so it includes Binance's own slippage) plus the spot taker fee (VIP0 10 bp · VIP4 5.4 bp). Toggle Inc. fees off to see the walked book with no fee.
Spot, not perp/futures. Makers may hedge on Binance futures, but the benchmark on this page is the spot mid.
| source | type | price (USDT/BNB) | vs Binance spot mid | note |
|---|
One line per new synchronized snapshot — every venue re-quoted as of the same instant. The gap between lines (+Xs) is the true update cadence (build latency + freeze window), and N/M quoting shows how many venues returned a fillable price that cycle.