Traders value precision and speed. With the announcement that on Friday October 17, 2025 in the early to late morning UTC the tick size on a range of spot margin and perpetual markets will be refined, OKX takes a clear step toward more efficient order books and a smoother price discovery process. Trading will continue throughout the adjustment so existing strategies can keep running without interruption. Pairs such as DOGS LUNA MASK NOT ONT PARTI RVN SHELL and ZIL will receive a finer minimum price increment. Several USD and USDT combinations will also be refined including ASP DAO and VRA. The result is more price levels between bid and ask, which allows quotes to meet more closely and leads to a smaller effective spread more often.
What a smaller tick size delivers for your execution
Tick size is the smallest step by which a price moves. By making that step smaller the price ladder becomes smoother. Market makers can quote more tightly and active traders can place limit orders closer to true microstructure. For scalpers this means entries hit more often at the intended level and the position in the queue feels more natural. For swing traders it becomes easier to set stops and targets exactly on technical levels rather than on rounded steps. For periodic accumulation rounding bias is reduced so average purchase prices sit closer to the actual market price.
Examples of pairs that benefit from finer price steps
Instruments with micro pricing such as DOGS against USDT benefit immediately from added precision, which shows up as more intermediate steps in the book and a more natural fill at price sensitive levels. LUNA MASK and ONT shift by one decimal and therefore display more nuance in the book. NOT RVN and ZIL also gain from the refinement with tighter spreads and a better balance between quoting and filling. On the spot side ASP DAO and VRA follow the same pattern with identical benefits for entries exits and the measurement of slippage around key liquidity moments.
How to align your approach with the refinement
Bring your limit grid a little closer to important zones such as recent swing points and intraday average price levels. Track the relationship between quoted spread and effective spread during your active hours and log the difference before and after the change so that improvement becomes visible in your data. If you use algorithms it is valuable to recalibrate impact and slippage models based on fresh order book data. By noting fills cancellations and time in queue you will see execution quality stabilize at the same risk per transaction. This is how you extract the most value from the refinement without overhauling your playbook.
What this means for Bitease traders and investors
For Bitease users this is a clear upgrade in execution. Our community is data driven and every basis point of improvement in execution matters. Start your trading day by reviewing the pairs listed in the announcement and observe how depth evolves around your favorite levels. Use your trading journal to compare the period before and after October 17. You will often notice tighter spreads and higher consistency in fills around your planned entry. A platform level improvement becomes tangible in your own results.
Conclusion with a focus on precision and ease of use
By refining tick sizes OKX brings the market closer to the prices that buyers and sellers truly want. This gives traders more control over entries and exits and increases confidence in the depth of the book. Improvements like this make day trading more efficient and help strategic investors achieve more precise execution. A small change in decimals can make a noticeable difference in performance.
If you are new to the platform you can create your OKX account right now and be ready to trade with the refined tick sizes in minutes.
