{"uid":"cap_OxK8QVoNjGTSN9LU9pVs5","slug":"saylor-innovations-crypto-order-book-depth-slippage-71889117","name":"Saylor Innovations Crypto Order Book Depth & Slippage","description":"Crypto slippage - what a USD trade size costs on the Coinbase, Kraken, Bitstamp and Gemini order books, with spread, average fill price, slippage percent and best venue to buy or sell","url":"https://saylorinnovations.com/api/crypto/orderbook/depth?utm_source=zero.xyz","method":"GET","headers":{},"bodySchema":{"type":"object","$schema":"https://json-schema.org/draft/2020-12/schema","required":["input"],"properties":{"input":{"type":"object","required":["type","method"],"properties":{"type":{"type":"string","const":"http"},"method":{"enum":["GET","POST","PUT","PATCH","DELETE","HEAD"],"type":"string"},"queryParams":{"type":"object","required":["base"],"properties":{"usd":{"type":"string","description":"optional trade size in USD, 100-10000000, default 100000"},"base":{"type":"string","description":"Coin symbol, e.g. BTC, ETH, SOL"}}}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string","const":"json"},"example":{"type":"object","required":["base","venues"],"properties":{"base":{"type":"string","description":"Base asset or base currency"},"note":{"type":["string","null"],"description":"Caveat or context for reading the result"},"venues":{"type":"array","items":{"type":"object","properties":{"buy":{"type":"object"},"sell":{"type":"object"},"best_ask":{"description":"Lowest ask price"},"best_bid":{"description":"Highest bid price"},"exchange":{"type":"string","description":"Exchange the data comes from"},"spread_pct":{"type":["number","null"],"description":"Spread, as a percentage"},"levels_fetched":{"description":"Levels fetched"}}},"description":"Venues included"},"checked_at":{"type":["string","null"],"description":"Time the check was run (UTC)"},"trade_size_usd":{"type":"number","description":"Trade size, in US dollars"},"best_venue_to_buy":{"type":["string","null"],"description":"Best venue to buy"},"venues_responding":{"type":["number","null"],"description":"Venues that answered"},"best_venue_to_sell":{"type":["string","null"],"description":"Best venue to sell"}}}}}}},"responseSchema":null,"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.01","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.01/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.01","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.01","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_D0UjWSzrlU-Iw1gnowljD","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.01","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Returns slippage cost, spread, average fill price, and best venue to buy or sell a crypto asset for a given USD trade size across Coinbase, Kraken, Bitstamp, and Gemini order books.","exampleAgentPrompt":"What would it cost in slippage to buy $250,000 worth of ETH right now, and which of Coinbase, Kraken, Bitstamp, or Gemini gives the best fill price?","exampleUseCases":[{"title":"Pre-trade slippage check for large BTC buy","prompt":"I'm about to buy $500,000 of BTC — can you check slippage and average fill price across Coinbase, Kraken, Bitstamp and Gemini, and tell me which exchange to use?"},{"title":"Best venue to liquidate SOL position","prompt":"I need to sell $200,000 worth of SOL. Which exchange — Coinbase, Kraken, Bitstamp, or Gemini — will give me the least slippage and the best average sell price right now?"},{"title":"Spread monitoring for algo trading setup","prompt":"Pull the current bid-ask spread and order book depth for ETH across all four major exchanges for a $50,000 trade size so I can decide where to route my orders."}],"resultDescription":"A JSON object containing, for each responding exchange, the best bid, best ask, spread percent, number of order book levels fetched, and buy/sell sub-objects with average fill price and slippage percent. Also includes top-level fields for the best venue to buy, best venue to sell, total venues responding, trade size in USD, the coin symbol, and a timestamp of when the check was run.","failureModes":["Exchange API unavailable — that venue is excluded from results and venues_responding count drops","Invalid coin symbol — endpoint may return empty venues or an error","Trade size outside 100–10,000,000 USD range — may return an error or unexpected result","Insufficient order book depth for requested trade size — slippage figures may be null or incomplete","Network timeout fetching live order book data — checked_at may reflect stale or partial data"],"whenToPreferThis":"Choose this endpoint when you need real-time, multi-exchange order book slippage and execution cost analysis for a specific USD trade size. It is ideal for pre-trade routing decisions, comparing execution quality across Coinbase, Kraken, Bitstamp, and Gemini simultaneously, or any workflow where minimizing market impact of a large crypto trade matters. Prefer it over single-exchange ticker APIs when cross-venue comparison and slippage quantification are the goal.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-16T12:34:51.341Z","isFirstParty":false,"canonicalSlug":"saylor-innovations-crypto-order-book-depth-slippage-71889117"}