HALOWERKMarktwerk
slippage
Takes side, size and size_unit and simulates the fill against the visible book of Binance, Coinbase, Kraken, OKX or Bybit. avg_price is the size weighted fill price, worst_price the last level touched, slippage is stated against the mid and against the best price on the executing side, with the reference named. If the visible depth is not enough the answer is still valid and paid: insufficient_liquidity is true, filled_pct says how far it got and max_fillable_size names the size the book.
POST https://markt.halowerk.com/slippageEingaben
| Feld | Typ | Pflicht | Beschreibung |
|---|---|---|---|
| symbol | string | Ja | Trading pair as BASE/QUOTE, for example ETH/USDC. |
| venue | string | Nein | Exchange whose book is used. |
| side | string | Ja | buy consumes the ask side, sell the bid side. |
| size | number | Ja | Order size, in the unit given by size_unit. |
| size_unit | string | Nein | base means size is in BASE, quote means size is in QUOTE. |
| include_fees | boolean | Nein | Adds the taker fee of the entry tier on top of the fill price. |
Vollständiges Eingabeschema anzeigen
{
"type": "object",
"required": [
"symbol",
"side",
"size"
],
"additionalProperties": false,
"properties": {
"symbol": {
"type": "string",
"pattern": "^[A-Za-z0-9]{2,15}/[A-Za-z0-9]{2,15}$",
"description": "Trading pair as BASE/QUOTE, for example ETH/USDC."
},
"venue": {
"type": "string",
"enum": [
"binance",
"coinbase",
"kraken",
"okx",
"bybit"
],
"default": "binance",
"description": "Exchange whose book is used."
},
"side": {
"type": "string",
"enum": [
"buy",
"sell"
],
"description": "buy consumes the ask side, sell the bid side."
},
"size": {
"type": "number",
"exclusiveMinimum": 0,
"description": "Order size, in the unit given by size_unit."
},
"size_unit": {
"type": "string",
"enum": [
"base",
"quote"
],
"default": "base",
"description": "base means size is in BASE, quote means size is in QUOTE."
},
"include_fees": {
"type": "boolean",
"default": false,
"description": "Adds the taker fee of the entry tier on top of the fill price."
}
}
}Veröffentlichtes Eingabebeispiel
{
"symbol": "AA/AA",
"side": "buy",
"size": 0.1,
"venue": "binance",
"size_unit": "base",
"include_fees": false
}Ergebnis & Dokumentation
Maschinenlesbare Dokumentation dieses Hubs
Quelle dieser Seite: der veröffentlichte HALOWERK-Katalog. Stand: 2026-11-01, 15:19 UTC.
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