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GET
/
v1
/
orderbook
/
fetch_orderbook_impact
Fetch orderbook impact
curl --request GET \
  --url https://github.com/openpx-trade/openpx/v1/orderbook/fetch_orderbook_impact
{
  "asset_id": "<string>",
  "buy_fill_pct": 123,
  "openpx_ts": "2023-11-07T05:31:56Z",
  "sell_fill_pct": 123,
  "size": 123,
  "buy_avg_price": 123,
  "buy_slippage_bps": 123,
  "exchange_ts": "2023-11-07T05:31:56Z",
  "mid": 123,
  "sell_avg_price": 123,
  "sell_slippage_bps": 123
}
Average fill price and slippage (bps) for a market order of size contracts on each side.

Query Parameters

​
asset_id
string
required
​
size
number<double>
required

Response

Success.

Slippage curve at one requested size.

​
asset_id
string
required

Orderable asset id (e.g. "KXBTCD-25APR1517").

​
buy_fill_pct
number<double>
required

Buy-side fill percentage in [0, 100] (e.g. 100.0).

​
openpx_ts
string<date-time>
required

Wall-clock time OpenPX served the response (UTC).

​
sell_fill_pct
number<double>
required

Sell-side fill percentage in [0, 100] (e.g. 100.0).

​
size
number<double>
required

Requested order size in contracts (e.g. 100.0).

​
buy_avg_price
number<double> | null

Average fill price hitting asks (e.g. 0.625).

​
buy_slippage_bps
number<double> | null

Buy-side slippage vs mid in basis points (e.g. 80.0).

​
exchange_ts
string<date-time> | null

Upstream snapshot time in UTC; null when not provided.

​
mid
number<double> | null

Mid price as YES probability (e.g. 0.62).

​
sell_avg_price
number<double> | null

Average fill price hitting bids (e.g. 0.615).

​
sell_slippage_bps
number<double> | null

Sell-side slippage vs mid in basis points (e.g. 80.0).