How to Backtest Steam Market Slippage

cs2.sh stores full-depth Steam bid and ask orderbook snapshots from June 9, 2026, which lets a backtest replay a fixed quantity through every historical ask ladder.

The best ask prices only the first available level. A larger purchase may consume several levels, so its average fill price depends on the quantity offered at each price.

Steam depth available for a slippage backtest#

Each historical point contains top and depth. top.ask and top.bid are the best prices, while top.ask_volume and top.bid_volume are total order counts. The full ladders live in paired arrays: depth.asks.prices[i] matches depth.asks.volumes[i], and the bid side uses the same layout.

Ask prices are ascending and bid prices are descending. Each volumes entry is the quantity at that exact level, not cumulative depth. Current books are available for all regular items; the history endpoint provides the latest full-depth observation selected inside each 1h or 1d bucket.

How to calculate historical slippage#

For each point, start at the first ask and consume min(remaining quantity, level volume) until the requested quantity is filled or the ladder ends. Divide total visible cost by filled units for the average fill price. Compare that average with top.ask to measure slippage, and retain any unfilled quantity rather than discarding a thin book.

Store bucket, updated_at, and collected_at with the calculation. bucket is the UTC grouping boundary, updated_at identifies the selected Steam observation, and collected_at records when cs2.sh collected it.

Applicable endpoints#

Limits that affect the backtest#

• Historical points are snapshots, not completed executions. Orders can be canceled between observation and submission.
• 1h orderbook history is limited to 90 days; 1d has no public maximum range.
• Variants are not supported on the Steam orderbook endpoints. A phase-specific name will not produce a book.
• The ladders are Steam wallet prices. Fees and any cash-value conversion are external assumptions.

The Steam orderbook history guide describes the snapshot timing in more detail.