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Quick reverse turns a long into a short of the same size, or the reverse, in a single action. It is a convenience for a moment when you have changed your mind and speed matters more than precision. Mechanically it is not one operation. It submits a market order for twice your position size — enough to close what you hold and open the same size in the opposite direction.
One-way — what you expect
Hedge — reversing the long leg
Long 0.1 BTC
Market sell 0.2
Short 0.1 BTC
Long 0.2 · Short 0.1
Market sell 0.4
Short 0.3the new short merges with the one you held
It is a market order for twice the selected position — not a primitiveSo reversing one leg of a two-sided position increases the other. Check the resulting size in the confirmation.
Understanding it as a doubled market order rather than a special primitive explains everything that follows: the fees, the slippage, and the surprising case in hedge mode.

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One-way mode

Straightforward. A 0.1 BTC long becomes a 0.1 BTC short. You cross the spread twice — once closing, once opening — and pay taker fees on the full doubled size.

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Hedge mode

Here the result is not what most people expect, because reverse acts on the position you selected, not on your net exposure. Suppose you hold 0.2 BTC long and 0.1 BTC short, and you reverse the long: A 0.4 BTC sell is submitted: 0.2 to close the long, 0.2 to open a new short. That new short merges with the short you already had, leaving 0.3 — not the 0.2 you might have assumed by thinking of it as “flip my long.”
In hedge mode, reversing one leg of a two-sided position increases the other leg. If you hold offsetting positions and reverse one, the result is a larger directional exposure than either leg had before. Check the resulting size in the confirmation before proceeding.

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What can go wrong

The order is capped. If twice your position exceeds the market’s maximum order size, the order is truncated to that maximum. You end up partially reversed — flat or holding a reduced position rather than a full flip — and the interface tells you the cap was applied. Margin can be insufficient. Closing releases margin, but opening the new position requires it, and at the moment the order reaches matching the numbers may not work. The order is rejected for insufficient margin. Closing succeeded conceptually; the new position simply does not open. It behaves like a market order, because it is one. In a thin book it may partially fill, leaving you somewhere between the two directions. All of slippage protection applies — the same bounds, the same possibility of an unfilled remainder.

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When to use something else

Quick reverse costs two crossings of the spread and full taker fees on double the size. That is the price of doing it in one click. If you are not in a hurry:
  • Close, then decide. A close and a later open are two decisions, and the second one benefits from not being made in the same second as the first.
  • Use limit orders if the spread or fees matter at your size.
  • Scale out and back in with TWAP or scale orders if the position is large enough that a doubled market order would move the book against you.

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Where to go next

Margin modes

Why hedge mode changes what reverse produces.

Market orders

The slippage bounds that apply to the order reverse submits.

Reduce-only

The opposite guarantee — an order that can never flip you.

Fees

Taker fees, charged on the full doubled size.