{"uid":"cap_waNTXNdyAz75SXsHgxg0b","slug":"order-book-depth-slippage-ed2d3e85","name":"Order Book Depth & Slippage","description":"Spot order book on OKX, Gate or Kraken: best bid/ask, spread in bps, USD depth within 0.5%, 1% and 2% of mid, and the average fill price and slippage to market-buy or sell a given USD size.","url":"https://bess-x402.onrender.com/v1/crypto/orderbook?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","HEAD","DELETE"],"type":"string"},"queryParams":{"type":"object","required":[],"properties":{"pair":{"type":"string","description":"Pair, e.g. BTC-USDT or ETH-USD"},"venue":{"type":"string","description":"okx, gate or kraken"},"size_usd":{"type":"number","description":"Order size in quote currency for slippage"}}}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":"object"}}}}},"responseSchema":null,"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.003","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":"$0.003/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.003","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.003","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_voRSnVjXSJK4i8y_3Kgj9","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.003","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Returns spot order book data for OKX, Gate, or Kraken including best bid/ask, spread in bps, USD depth at 0.5%/1%/2%, and average fill price/slippage for a given USD order size.","exampleAgentPrompt":"What's the current bid-ask spread and order book depth for BTC-USDT on OKX, and how much slippage would I get on a $50,000 market buy?","exampleUseCases":[{"title":"Pre-trade slippage check for large order","prompt":"I'm about to market-buy $200,000 worth of ETH on Kraken — can you check the order book and tell me what average fill price and slippage I should expect?"},{"title":"Cross-venue liquidity comparison","prompt":"Compare the bid-ask spread and depth within 1% of mid for BTC-USDT on OKX versus Gate — I want to know which venue has tighter liquidity right now."},{"title":"Real-time spread monitoring for arbitrage","prompt":"What's the current spread in basis points and best bid/ask for ETH-USD on Kraken? I'm monitoring for arbitrage opportunities."}],"resultDescription":"Returns the best bid and ask prices, spread in basis points, available USD liquidity within 0.5%, 1%, and 2% of the mid price, and (when size_usd is provided) the estimated average fill price and slippage in basis points for a market buy or sell of that USD notional.","failureModes":["Unsupported trading pair for the selected venue returns an error or empty data","Invalid venue name (not okx, gate, or kraken) causes a 400 or similar error","Exchange API downtime or rate limiting may result in stale or missing data","Very illiquid pairs may show zero depth at certain price bands","size_usd larger than total available book depth will produce incomplete slippage estimates"],"whenToPreferThis":"Use this endpoint when you need real-time order book microstructure data — specifically spread, depth, and slippage estimates — for crypto spot markets on OKX, Gate, or Kraken. Prefer it over generic price feeds when execution quality, market impact, or liquidity analysis is the goal rather than just a last-traded price.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-29T12:36:11.433Z","isFirstParty":false,"canonicalSlug":"order-book-depth-slippage-ed2d3e85"}