{"uid":"cap_zHRgXoPeOuDmSRQL0xVE7","slug":"agent-tollgate-engine-orderbook-imbalance-signal-5145beb2","name":"Agent Tollgate Engine – Orderbook Imbalance Signal","description":"Pay-per-call trading intelligence (x402, USDC) and fee-bearing swap routing for autonomous agents.","url":"https://skinwinking.com/api/v1/alpha/orderbook-imbalance?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":["pair"],"properties":{"pair":{"type":"string","description":"Trading pair such as SOL-USDT, BTC-USDT, ETH-USDT"}}}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":"object","properties":{"mid":{"type":"number"},"pair":{"type":"string"},"skew":{"type":"number"},"bands":{"type":"array"},"venue":{"type":"string"},"signal":{"enum":["bullish_accumulation","bearish_distribution","neutral"],"type":"string"},"spreadBps":{"type":"number"}}}}}}},"responseSchema":{"type":"json","example":{"mid":108.275,"asOf":"2026-10-13T12:00:00.000Z","pair":"SOLUSDT","skew":0.1,"bands":[{"bps":25,"imbalance":0.0669,"askNotional":161032.1,"bidNotional":184210.55},{"bps":100,"imbalance":0.1426,"askNotional":902114.4,"bidNotional":1204410.9}],"venue":"binance","walls":{"ask":{"price":109,"notional":70220.5,"distanceBps":66.9},"bid":{"price":107.5,"notional":98211,"distanceBps":71.6}},"signal":"neutral","spreadBps":0.924}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.02","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":"$0.02/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.02","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.02","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_8eRIUZiEIBEQq626fHCR3","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.02","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Returns real-time orderbook imbalance metrics, bid/ask skew, liquidity walls, and directional signals (bullish/bearish/neutral) for a given crypto trading pair.","exampleAgentPrompt":"Pull the current orderbook imbalance for SOL-USDT — I want to see the bid/ask skew, any major liquidity walls, and whether the signal is bullish accumulation, bearish distribution, or neutral.","exampleUseCases":[{"title":"Pre-trade directional signal check","prompt":"Before my trading bot submits a SOL buy order, check the orderbook for SOL-USDT and tell me if there's bullish accumulation or a big ask wall that could crush the price."},{"title":"Real-time market microstructure monitoring","prompt":"I'm watching BTC-USDT — can you check the orderbook imbalance right now and tell me the skew, the spread in bps, and where the nearest bid and ask walls are sitting?"},{"title":"ETH liquidity wall detection for DeFi routing","prompt":"Before I route a large ETH swap, check the ETH-USDT orderbook for any major ask walls within 100 bps of mid that could cause slippage, and give me the current imbalance signal."}],"resultDescription":"A JSON object containing: the mid price, timestamp, trading pair, venue (e.g. binance), spread in basis points, orderbook skew ratio, imbalance bands at 25bps and 100bps (with bid/ask notional and imbalance ratio), detected bid/ask liquidity walls (price, notional, distance in bps), and a categorical directional signal (bullish_accumulation, bearish_distribution, or neutral).","failureModes":["Missing or invalid 'pair' query parameter returns a 400 error","Unsupported trading pair returns an error or empty data","Payment failure (x402 / USDC) results in a 402 Payment Required response","Venue (Binance) connectivity issues may return stale or unavailable data","Rate limiting if agent calls too frequently without valid micropayment"],"whenToPreferThis":"Choose this endpoint when an autonomous trading agent needs real-time market microstructure intelligence — specifically orderbook depth imbalance, liquidity wall detection, and directional signals — before submitting a trade or routing a swap. It is ideal for agents that pay per call in USDC via x402 and need actionable, structured signals rather than raw tick data. Prefer this over generic market data APIs when you need the bullish/bearish/neutral classification and notional depth bands in a single call.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-14T06:34:43.183Z","isFirstParty":false,"canonicalSlug":"agent-tollgate-engine-orderbook-imbalance-signal-5145beb2"}