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Execution Quality vs VWAP
x402
Execution Quality vs VWAP is a paid API for AI agents from api.delx.ai, paid per call via x402, $0.001/call, status unknown (last checked 2026-09-15).
Compares an average fill price against a caller-supplied VWAP benchmark and returns slippage in basis points for post-trade quality analysis.
Price / call$0.001
Success—
StatusUnknown
How this service works
Compare average fill to VWAP benchmark (bps). Call when post-trade quality vs a caller-supplied VWAP. Returns slippage_bps_vs_vwap as deterministic JSON for $0.001 USDC via x402 on Base. First-party local math only—no RPC, live market feed, API keys, storage, or mediagen. Advisory only; the caller owns capital, risk, and production controls.
Output
Returns a deterministic JSON object containing slippage_bps_vs_vwap — the number of basis points by which the average fill price differed from the supplied VWAP benchmark, signed to reflect favorable or unfavorable execution relative to trade side.
Example use cases
Post-trade slippage report for buy order
“I executed a buy and my average fill came in at $205.60 against a VWAP of $204.90 — can you calculate how many basis points of slippage I had versus VWAP?”
Sell-side execution quality check
“We sold a block and the average fill was $98.10 while VWAP was $98.75. What's our execution quality in bps versus VWAP on the sell side?”
Algorithm performance benchmarking
“My algo filled at an average price of $3,412.50 on a buy order, and the session VWAP was $3,408.00. Calculate the bps difference so I can benchmark its performance against VWAP.”
Technical details
Endpoint
POSThttps://api.delx.ai/api/v1/x402/exec-quality-vs-vwapWhen to prefer
Use this endpoint when you need a fast, deterministic, server-side calculation of post-trade slippage in basis points relative to a known VWAP benchmark. Prefer it over building local math when you want a reproducible, auditable result returned as structured JSON for a single trade. It is purely computational with no live market data dependencies, making it suitable for any post-trade workflow where VWAP is already known.
Side effects
- Missing required fields (side, vwap, avg_fill) return a validation error
- Invalid trade side value (not 'buy' or 'sell') causes a parameter error
- Non-numeric values for vwap or avg_fill result in a type error
- Zero or negative price inputs may produce undefined results
- Payment failure via x402 prevents execution
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| side | string | Trade side: buy or sell |
| vwap | number | VWAP benchmark price |
| avg_fill | number | Average fill price |
Output
Schema · Response
{
"type": "json",
"example": {
"side": "sell",
"schema": "delx/util-exec-quality-vs-vwap/v1",
"slippage_bps": 50
}
}Tags
x402
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