FeeSlippageEstimator

exec.fee_slippage_estimator

Execution planned Spec ready frozen

Stamps every approved OrderIntent with an explicit fee + slippage estimate before the order shaper sees it.

What it does

Stamps every approved OrderIntent with an explicit fee + slippage estimate before the order shaper sees it. The estimate is a structured object (maker_fee_bps, taker_fee_bps, expected_slippage_bps, total_cost_usd) that downstream tools and UIs all read instead of guessing.

Pipeline placement

runs after: intel.orderflowanalyzer → FeeSlippageEstimator → runs before: exec.smart_router, exec.order_shaper

Applies to: Per OrderIntent

Why it matters

If this fails	Consequence
Hidden cost surprises	Without a per-order estimate, post-trade reports are the first place anyone learns the order was unprofitable after fees.
Inconsistent cost models	Each strategy inventing its own cost estimate produces inconsistent reports and dashboards.
Affiliate/builderCode accounting	The builder-fee component on V2 must be visible per order to track attribution correctly.

Inputs

Polymarket inputs

Input	Source	Required	Use
Live OrderBookSnapshot	intel.orderflowanalyzer	required	Estimate slippage from depth profile.
Polymarket fee schedule (maker/taker/builder)	Config	required	Current tier fees.

Internal inputs

Input	Source	Required	Use
OrderIntent	Strategy bot	required	The order to estimate.
Market microstructure prior	intel.liquidity_decay_monitor	optional	Improves slippage estimate when available.

Authority

What this bot is permitted to do

Annotate

State

Readiness

Spec ready

Status

planned

Class

Execution Utility

Default mode

shadow

Developer owner

Execution pod

Capital impact

Direct

Reason codes emitted

Code	Severity	Meaning	Action
EXEC_COST_ESTIMATED	P2	Exec Cost Estimated	See decision output and developer log for context.
EXEC_COST_FALLBACK	P2	Exec Cost Fallback	See decision output and developer log for context.
EXEC_COST_FEE_SCHEDULE_STALE	P2	Exec Cost Fee Schedule Stale	See decision output and developer log for context.

Related bots in Execution

exec.antitoxicfill exec.cancelreplaceoptimizer exec.dustandroundingcleaner

Used by

Reverse index — strategies that currently reference exec.fee_slippage_estimator. If you change this bot's authority or reason codes, these strategies must re-pass shadow.

Strategy	State	Activity
Fed Rates — surprise drift	frozen	last triggered 29m ago

Showing 1 of 1 · demo-wired ≠ production-live

Why this matters

Execution bots does NOT propose new positions; only routes and shapes approved intents. Understanding the authority boundary prevents misuse and makes promotion-gate reviews faster and more reliable. View raw spec JSON →

Polytraders Operator UX Mock · INTERNAL · demo-wired ≠ production-live · the plan · reason codes · shadow-mode pipeline