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Order Book Depth & Slippage
x402
Order Book Depth & Slippage is a paid API for AI agents from derivs.duoleads.com, paid per call via x402, $0.003/call, status unknown (last checked 2026-10-15).
Returns real-time order book depth, bid/ask spread, slippage estimates, and wall detection for crypto perpetual futures across 8 major exchanges.
Price / call$0.003
Success—
StatusUnknown
How this service works
Order book depth of one coin's perpetual on Bybit, Hyperliquid, dYdX, Gate, Kraken, Bitfinex, Deribit and OKX: best bid/ask, spread in bps, market depth in USD within 0.1/0.5/1/2% of mid, bid/ask imbalance, estimated slippage for your order size and the largest resting orders (walls). L2 orderbook liquidity for BTC, ETH, SOL and more. Data only. Bad input is free; under 2 venues not charged.
Output
A JSON object keyed by coin symbol with a list of venue-level order book snapshots. Each venue entry includes: mid price, best bid/ask, spread in basis points, bid/ask depth in USD at configurable percentage bands, bid/ask imbalance ratio, top N price levels per side (if requested), detected order walls with size in USD, slippage estimate (buy and sell) for the specified order size, book timestamp, and a staleness flag. Units metadata is provided for interpretation.
Example use cases
Pre-trade slippage check for large order
“I'm about to execute a $2 million buy on ETH perpetuals — can you check the slippage estimate and order book depth across all major perp exchanges so I know where to route it?”
Spot order wall on BTC perp
“Are there any large order walls in the BTC perp order book right now? Show me the top bid and ask walls across Bybit, Hyperliquid, and OKX.”
Cross-exchange spread comparison
“Compare the bid/ask spreads for SOL perp across all 8 exchanges and tell me which venue has the tightest market right now — I want to minimize my trading cost.”
Technical details
Endpoint
GEThttps://derivs.duoleads.com/v1/orderbook?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need real-time, cross-exchange order book microstructure data for crypto perpetual futures — specifically for pre-trade slippage estimation, liquidity comparison across venues, order wall detection, or spread analysis. It covers 8 major perp exchanges in a single call with no API key required, making it ideal for trading agents, execution routers, or market monitoring workflows. Prefer this over exchange-native APIs when you need a normalized, multi-venue view without managing separate auth credentials per exchange.
Side effects
- Unknown coin symbol returns empty or error response
- Coin traded on fewer than all 8 exchanges returns partial venue list
- Stale book data flagged via 'stale: true' per venue if feed is delayed
- levels parameter out of range (>20) rejected by schema validation
- size_usd outside 1–1e9 range rejected
- x402 payment failure blocks request if USDC balance on Base is insufficient
- Network timeout if exchange feed is temporarily unavailable
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"coin": "BTC",
"colo": null,
"as_of": "2026-10-14T23:00:00Z",
"units": {
"times": "ISO 8601 UTC",
"levels": "[price USD, size coins]",
"prices": "USD per coin",
"depth_usd": "USD resting within +/- pct % of mid (price x size)",
"imbalance": "(bid_usd - ask_usd) / (bid_usd + ask_usd), -1..1",
"spread_bps": "(ask - bid) / mid x 10,000",
"slippage_bps": "average fill vs mid in basis points (>= 0 is worse than mid)"
},
"venues": [
{
"mid": 81644.95,
"as_of": "2026-10-14T23:00:00Z",
"depth": [
{
"pct": 0.1,
"ask_usd": 7913202.056,
"bid_usd": 8009555.947,
"imbalance": 0.00605133
},
{
"pct": 0.5,
"ask_usd": 7913202.056,
"bid_usd": 8009555.947,
"imbalance": 0.00605133
}
],
"stale": false,
"venue": "bybit",
"walls": {
"asks": [
{
"price": 81672,
"size_usd": 510695.016
},
{
"price": 81669.3,
"size_usd": 452692.9299
}
],
"bids": [
{
"price": 81634.1,
"size_usd": 642378.7329
},
{
"price": 81644.9,
"size_usd": 483174.5182
}
]
},
"symbol": "BTCUSDT",
"best_ask": 81645,
"best_bid": 81644.9,
"slippage": {
"buy": {
"filled": true,
"avg_price": 81645,
"filled_usd": 100000,
"slippage_bps": 0.00612408
},
"sell": {
"filled": true,
"avg_price": 81644.9,
"filled_usd": 100000,
"slippage_bps": 0.00612408
},
"size_usd": 100000
},
"book_time": "2026-10-14T22:50:24Z",
"spread_bps": 0.0122482,
"levels_held": {
"asks": 200,
"bids": 200
}
},
{
"mid": 81648.5,
"as_of": "2026-10-14T23:00:00Z",
"depth": [
{
"pct": 0.1,
"ask_usd": 5325002.521,
"bid_usd": 5932686.945,
"imbalance": 0.0539795
},
{
"pct": 0.5,
"ask_usd": 5325002.521,
"bid_usd": 5932686.945,
"imbalance": 0.0539795
}
],
"stale": false,
"venue": "hyperliquid",
"walls": {
"asks": [
{
"price": 81649,
"size_usd": 735450.918
},
{
"price": 81665,
"size_usd": 702384.332
}
],
"bids": [
{
"price": 81630,
"size_usd": 1456431.848
},
{
"price": 81631,
"size_usd": 1080598.526
}
]
},
"symbol": "BTC",
"best_ask": 81649,
"best_bid": 81648,
"slippage": {
"buy": {
"filled": true,
"avg_price": 81649,
"filled_usd": 100000,
"slippage_bps": 0.0612381
},
"sell": {
"filled": true,
"avg_price": 81648,
"filled_usd": 100000,
"slippage_bps": 0.0612381
},
"size_usd": 100000
},
"book_time": "2026-10-14T22:50:37Z",
"spread_bps": 0.122476,
"levels_held": {
"asks": 20,
"bids": 20
}
},
{
"mid": 81556.5,
"as_of": "2026-10-14T23:00:00Z",
"depth": [
{
"pct": 0.1,
"ask_usd": 54982.3292,
"bid_usd": 432342.3352,
"imbalance": 0.77435
},
{
"pct": 0.5,
"ask_usd": 19370916.04,
"bid_usd": 14526180.35,
"imbalance": -0.142925
}
],
"stale": false,
"venue": "dydx",
"walls": {
"asks": [
{
"price": 83219,
"size_usd": 10000111
},
{
"price": 83178,
"size_usd": 10000083.37
}
],
"bids": [
{
"price": 80967,
"size_usd": 8090263.124
},
{
"price": 80845,
"size_usd": 8078072.823
}
]
},
"symbol": "BTC-USD",
"best_ask": 81558,
"best_bid": 81555,
"slippage": {
"buy": {
"filled": true,
"avg_price": 81629.85356,
"filled_usd": 100000,
"slippage_bps": 8.9942
},
"sell": {
"filled": true,
"avg_price": 81533.36734,
"filled_usd": 100000,
"slippage_bps": 2.8364
},
"size_usd": 100000
},
"book_time": "2026-10-14T23:00:00Z",
"spread_bps": 0.367843,
"levels_held": {
"asks": 100,
"bids": 100
}
}
],
"see_also": {
"params": [
"coin",
"hours"
],
"reason": "Recent forced liquidations that hit these books.",
"endpoint": "https://derivs.duoleads.com/v1/liquidations"
},
"size_usd": 100000,
"aggregate": {
"depth": [
{
"pct": 0.1,
"ask_usd": 42793969.58,
"bid_usd": 41381002.89,
"imbalance": -0.0167861
},
{
"pct": 0.5,
"ask_usd": 104580954.7,
"bid_usd": 109389514.7,
"imbalance": 0.022473
}
],
"tightest_spread": {
"value": 0.0122482,
"venue": "bybit"
},
"lowest_buy_slippage": {
"value": 0.00612408,
"venue": "bybit"
},
"lowest_sell_slippage": {
"value": 0.00612408,
"venue": "bybit"
}
},
"disclaimer": "Data only, not investment advice, not a benchmark; not affiliated with any exchange",
"request_id": "01KEXAMPLE0000000000000000",
"venues_missing": []
}
}Tags
x402
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