Fee paths between Korean and offshore spot books
Rebalancing a Seoul-centric book often means one domestic venue, maybe a second, and an offshore spot account used for pairs that trade thinly locally. The fee path between those pockets is where plans go quiet on paper and loud in the wallet.
Withdrawal minimums beat spreads sometimes
A slightly worse fill on the venue that already holds the asset can beat a pristine fill that requires a network withdrawal plus a second deposit wait. Write both options down before you move size.
KRW loops hide cost
Selling to KRW, buying USDT, then withdrawing USDT can feel familiar and still cost more than a direct stablecoin route when spreads are calm. During busy hours the reverse can be true. The point is to compare, not to memorize a single “always” path.
Maker patience vs. drift urgency
If your Desktop alert fired because of a 6% drift and your personal max slippage is 0.4%, waiting for maker fills may be acceptable. If drift is 12% and you are near a risk limit you wrote down last quarter, paying taker fees can be the cheaper mistake to avoid.
What we put on the order sheet
In a Scalablenet review the order sheet lists venue, pair, side, approximate size, and which fee assumption we used. You still decide. The sheet exists so the decision is not made from memory mid-call.
For a walkthrough of the full sequence, see the rebalancing method.