{"uid":"cap_hoM9xgiLhNiwqyPWFDEH3","slug":"execution-quality-vs-vwap-00bfe678","name":"Execution Quality vs VWAP","description":"Compare average fill to VWAP benchmark (bps). Call when post-trade quality vs a caller-supplied VWAP. Returns slippage_bps_vs_vwap as deterministic JSON for $0.001 USDC via x402 on Base. First-party local math only—no RPC, live market feed, API keys, storage, or mediagen. Advisory only; the caller owns capital, risk, and production controls.","url":"https://api.delx.ai/api/v1/x402/exec-quality-vs-vwap","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"side":{"type":"string","description":"Trade side: buy or sell"},"vwap":{"type":"number","description":"VWAP benchmark price"},"avg_fill":{"type":"number","description":"Average fill price"}}},"responseSchema":{"type":"json","example":{"side":"sell","schema":"delx/util-exec-quality-vs-vwap/v1","slippage_bps":50}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.001","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":"$0.001/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.001","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.001","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_s7aQOSsrZv02x6ufbNFON","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.001","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Compares an average fill price against a caller-supplied VWAP benchmark and returns slippage in basis points for post-trade quality analysis.","exampleAgentPrompt":"I bought 500 shares and my average fill was $102.35 — the VWAP for that period was $101.80. How many basis points did I slip vs VWAP on the buy side?","exampleUseCases":[{"title":"Post-trade slippage report for buy order","prompt":"I executed a buy and my average fill came in at $205.60 against a VWAP of $204.90 — can you calculate how many basis points of slippage I had versus VWAP?"},{"title":"Sell-side execution quality check","prompt":"We sold a block and the average fill was $98.10 while VWAP was $98.75. What's our execution quality in bps versus VWAP on the sell side?"},{"title":"Algorithm performance benchmarking","prompt":"My algo filled at an average price of $3,412.50 on a buy order, and the session VWAP was $3,408.00. Calculate the bps difference so I can benchmark its performance against VWAP."}],"resultDescription":"Returns a deterministic JSON object containing slippage_bps_vs_vwap — the number of basis points by which the average fill price differed from the supplied VWAP benchmark, signed to reflect favorable or unfavorable execution relative to trade side.","failureModes":["Missing required fields (side, vwap, avg_fill) return a validation error","Invalid trade side value (not 'buy' or 'sell') causes a parameter error","Non-numeric values for vwap or avg_fill result in a type error","Zero or negative price inputs may produce undefined results","Payment failure via x402 prevents execution"],"whenToPreferThis":"Use this endpoint when you need a fast, deterministic, server-side calculation of post-trade slippage in basis points relative to a known VWAP benchmark. Prefer it over building local math when you want a reproducible, auditable result returned as structured JSON for a single trade. It is purely computational with no live market data dependencies, making it suitable for any post-trade workflow where VWAP is already known.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-15T01:08:59.341Z","isFirstParty":false}