Working out what I actually get
Spreads, impact, funding, limits and fees.
Deposit for the pairing: the money and the coins
— Why the size is one number for both legs, why the money per leg differs, and what changed for saved filters.
The net spread: what you actually get at your size
— The spread at the best prices, less the walk through the book, less both venues' fees — worked through on numbers.
Spread impact: how much your size eats of the spread
— The share of the spread your deposit eats, the filter on it, and the max safe size.