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CloudMaxi0x Order Fill Simulator
x402
CloudMaxi0x Order Fill Simulator is a paid API for AI agents from cloudmaxi0x.com, paid per call via x402, $0.005/call, status unknown (last checked 2026-09-14).
Replays a historical trade order against actual OHLCV price data, reporting which of stop-loss or take-profit triggered first, excursion metrics, and ambiguity detection when ordering cannot be determined within a single bar.
Price / call$0.005
Success—
StatusUnknown
How this service works
Deterministic, verifiable crypto market data and honest backtest audits. Use GET /v1/data/ohlcv for exact OHLCV over a half-open range with a SHA-256 Merkle manifest - only closed candles are returned, exchange decimal strings are preserved byte for byte, so the same query always yields the same root. Use GET /v1/data/proof to verify one candle against a root you already hold. Use POST /v1/validate/trades to find out whether a list of trade returns can be distinguished from luck, and POST /v1/validate/filter to test a trade filter against a permutation null. GET /, /v1/schema and /v1/data/sources are free.
Output
Returns which exit level (stop-loss or take-profit) was triggered first, the excursion split at the exit point (showing how far price moved in both directions before exiting), the number of bars held, and whether the bar's intra-bar ordering was ambiguous. When both stop and target fall within a single bar's range, the endpoint refuses to guess ordering and flags the result as ambiguous.
Example use cases
Stop hunt detection on past trade
“I entered a long ETHUSDT trade on the 15-minute chart at timestamp 1709500000000 with a stop at 3100 and a take profit at 3400 — can you replay that order and tell me if my stop got hit before the target, and show the excursion breakdown?”
Validate short trade exit sequence
“Replay a short SOLUSDT position entered at timestamp 1710200000000 on 4-hour bars with a stop at 185 and a take profit at 155, and tell me which of the two levels price reached first.”
Limit entry backtest verification
“I want to test a limit long order on AAPL at timestamp 1708800000000 on daily bars, with a limit entry at 182, stop at 178, and take profit at 192 — simulate the fill and let me know the outcome and how many bars it took to resolve.”
Technical details
Endpoint
GEThttps://cloudmaxi0x.com/v1/sim/fillWhen to prefer
Use this endpoint when you need to deterministically verify how a specific historical trade order would have resolved against real market data — particularly when you need excursion analysis (how far price moved against you before exiting) or need to confirm stop vs. target priority. Prefer this over a full backtest engine when you only need to evaluate a single order fill rather than a strategy run. Its ambiguity detection makes it more reliable than simple price-comparison logic when tick data is unavailable.
Side effects
- Symbol not found or unsupported — returns error indicating unknown instrument
- Timestamp too recent — only closed candles are included, so a very recent entry_ms may return no data
- Both stop and take profit inside one bar — returns an ambiguity flag rather than a fill decision
- Missing required parameters (symbol, interval, entry_ms, side) — returns validation error
- No candle data available for the requested time range — returns empty or error response
- Invalid interval format — returns parameter error
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object |
Tags
x402
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