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Priced pool: BTC/USD [WBTC.b-USDC].","quoteTimestamp":"2026-09-05T14:20:26.111Z"},{"exchange":"Bluefin","type":"dex","feeBps":3.5,"feeBpsMin":3.5,"feeBpsMax":3.5,"feeModel":"maker-taker","feeSelection":"requested-order-type","feeBasis":"taker","feeTypeApplied":"taker","slippageBps":3.9217,"halfSpreadBps":2.6244,"spreadBps":5.2488,"totalBps":10.0461,"midPrice":79637.9,"vwap":79690,"sufficient":true,"fillStatus":"filled","depthFetchedUsd":150211,"depthConfidence":"high","depthConfidenceReason":null,"rankingEligible":true,"executionWarning":null},{"exchange":"Aevo","type":"dex","feeBps":8,"feeBpsMin":8,"feeBpsMax":8,"feeModel":"maker-taker","feeSelection":"requested-order-type","feeBasis":"taker","feeTypeApplied":"taker","slippageBps":1.4605,"halfSpreadBps":1.8394,"spreadBps":3.6787,"totalBps":11.2999,"midPrice":79647.5,"vwap":79673.8,"sufficient":true,"fillStatus":"filled","depthFetchedUsd":2882698,"depthConfidence":"high","depthConfidenceReason":null,"rankingEligible":true,"executionWarning":null},{"exchange":"dYdX","type":"dex","feeBps":5,"feeBpsMin":5,"feeBpsMax":5,"feeModel":"maker-taker","feeSelection":"requested-order-type","feeBasis":"taker","feeTypeApplied":"taker","slippageBps":8.4269,"halfSpreadBps":1.3179,"spreadBps":2.6358,"totalBps":14.7448,"midPrice":79671.5,"vwap":79749.1,"sufficient":true,"fillStatus":"filled","depthFetchedUsd":109614227,"depthConfidence":"high","depthConfidenceReason":null,"rankingEligible":true,"executionWarning":null},{"exchange":"Orderly","type":"dex","feeBps":3,"feeBpsMin":3,"feeBpsMax":3,"feeModel":"maker-taker","feeSelection":"requested-order-type","feeBasis":"taker","feeTypeApplied":"taker","slippageBps":0.0868,"halfSpreadBps":32.4657,"spreadBps":64.9314,"totalBps":35.5525,"midPrice":79622.5,"vwap":79881.7,"sufficient":true,"fillStatus":"filled","depthFetchedUsd":427393,"depthConfidence":"high","depthConfidenceReason":null,"rankingEligible":true,"executionWarning":null},{"exchange":"Paradex","type":"dex","feeBps":0,"feeBpsMin":0,"feeBpsMax":0,"feeModel":"maker-taker","feeSelection":"requested-order-type","feeBasis":"taker","feeTypeApplied":"taker","slippageBps":133.2688,"halfSpreadBps":4.4163,"spreadBps":8.8326,"totalBps":137.6851,"midPrice":79704.8,"vwap":80802.7,"sufficient":true,"fillStatus":"filled","depthFetchedUsd":224864,"depthConfidence":"high","depthConfidenceReason":null,"rankingEligible":true,"executionWarning":null},{"exchange":"BingX","type":"cex","feeBps":5,"feeBpsMin":5,"feeBpsMax":5,"feeModel":"maker-taker","feeSelection":"requested-order-type","feeBasis":"taker","feeTypeApplied":"taker","slippageBps":0.1099,"halfSpreadBps":0.0565,"spreadBps":0.113,"totalBps":5.1664,"midPrice":79635.6,"vwap":79636.9,"sufficient":true,"fillStatus":"filled","depthFetchedUsd":1525096204,"depthConfidence":"low","depthConfidenceReason":"single-level-wall-exceeds-tier1-max","rankingEligible":true,"executionWarning":null},{"exchange":"XT.COM","type":"cex","feeBps":6,"feeBpsMin":6,"feeBpsMax":6,"feeModel":"maker-taker","feeSelection":"requested-order-type","feeBasis":"taker","feeTypeApplied":"taker","slippageBps":0,"halfSpreadBps":0.0188,"spreadBps":0.0377,"totalBps":6.0188,"midPrice":79636.5,"vwap":79636.6,"sufficient":true,"fillStatus":"filled","depthFetchedUsd":162072199,"depthConfidence":"low","depthConfidenceReason":"in-band-depth-exceeds-tier1-benchmark-open-interest-unavailable","rankingEligible":true,"executionWarning":null},{"exchange":"Hotstuff","type":"dex","feeBps":2.5,"feeBpsMin":2.5,"feeBpsMax":2.5,"feeModel":"maker-taker","feeSelection":"requested-order-type","feeBasis":"taker","feeTypeApplied":"taker","slippageBps":null,"halfSpreadBps":5.9015,"spreadBps":11.803,"totalBps":null,"midPrice":79641,"vwap":null,"sufficient":false,"fillStatus":"insufficient-depth","depthFetchedUsd":5495,"depthConfidence":"high","depthConfidenceReason":null,"rankingEligible":true,"partial":{"slippageBps":0,"totalBps":8.4015,"vwap":79668.6,"filledUsd":5495,"fillRatio":0.0549},"executionWarning":"The fetched public order book does not show enough visible liquidity within 2% of the effective touch for this size."}],"side":"buy","coverage":{"side":"buy","integrated":50,"target":50,"supported":50,"observed":47,"insufficientDepth":1,"invalidData":0,"temporarilyUnavailable":2,"unsupported":0,"notListed":0,"notListedVenues":[],"insufficientDepthVenues":["Hotstuff"],"invalidDataVenues":[],"unsupportedVenues":[],"temporarilyUnavailableVenues":["edgeX","Ethereal"],"beyondFetchedDepthVenues":[],"lowDepthConfidence":2,"lowDepthConfidenceVenues":["BingX","XT.COM"]},"referenceMidSource":{"basis":"tier1-median-mid","venues":["Binance","Bybit","Hyperliquid","OKX"],"midPrice":79636.2},"meta":{"costMethodologyVersion":6,"ranking":"Sufficient rows with high depth confidence first, then sufficient rows with low depth confidence, then rows that cannot fill. Cheapest totalBps first inside each group.","depthPlausibilityRule":"Depth confidence is low when a venue's in-band depth on the walked side exceeds max(3x its own open interest on that market, 1.5x the deepest tier-1 book in the same sweep), or when one level holds more than 25% of in-band depth and exceeds the largest tier-1 level by 5x. Tier-1 books are Binance, Bybit, OKX, Hyperliquid. Low-confidence rows are labelled and ranked after high-confidence rows. No venue is removed.","unfillableRowsCarryNoCost":"totalBps, slippageBps and vwap are null when sufficient is false. The partial-fill numbers are in results[].partial and are not comparable with a complete fill.","sizeIndependentOracleRanking":"Oracle rows whose impact does not change with order size do not take the headline rank above $1,000,000; they stay in the payload with rankingEligible false."},"updatedAt":"2026-09-05T14:20:33.723Z","dataStatus":"partial","upstreamTimestamp":null,"generatedAt":"2026-09-05T14:20:33.723Z","schemaVersion":1,"sources":"Public perp/perp-like exchange order books + live oracle execution quotes + internal fee registry; methodology docs at /api-manifest"}