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Presenceoperations Execution Cost Estimator
x402
Presenceoperations Execution Cost Estimator is a paid API for AI agents from x402.presenceoperations.com, paid per call via x402, $0.0048/call, status unknown (last checked 2026-10-10).
Returns the size-weighted fill price, slippage in basis points, and book absorbability for executing a given notional in a perpetual futures market right now.
Price / call$0.0048
Success—
StatusUnknown
How this service works
Pay-per-call analytics on live perpetual-futures microstructure: what it costs to execute a size, what it costs to hold a position, and how much liquidity a market really has. USDC via x402 on Base, no account and no API key. Each response states the limit of its own instrument rather than implying none.
Output
A JSON object containing: the side and market queried, whether the book can absorb the requested notional (absorbable), the touch (best) price, average fill price after walking the book, slippage from the touch in basis points, total filled notional, number of book levels considered, the requested notional, and the timestamp the book was observed. Null fill price and slippage indicate the book cannot absorb the full size.
Example use cases
Pre-trade slippage check for large order
“Before I send a $500,000 buy order in ETH-PERP, can you estimate the fill price and slippage in basis points so I know what market impact to expect?”
Book absorbability check for liquidation
“I need to sell $2,000,000 notional of BTC-PERP — can the visible order book actually absorb that size, and what's the average fill price if it can?”
Automated execution cost monitoring
“Every 5 minutes, check what it would cost to execute a $100,000 BUY in SOL-PERP and alert me if slippage exceeds 10 basis points.”
Technical details
Endpoint
GEThttps://x402.presenceoperations.com/services/execution-cost?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need real-time, size-aware execution cost estimates for perpetual futures — specifically when you need slippage in basis points and book absorbability for a given notional, not just a mid-price or last-trade price. Prefer this over generic price feeds when doing pre-trade analysis, risk sizing, or automated execution decisions that depend on actual order book depth rather than indicative prices.
Side effects
- Invalid market symbol (not matching ^[A-Z0-9]{1,16}-PERP$) returns an error rather than a default
- Misspelled or invalid side parameter is refused and not charged — the call returns an error
- Notional below 1 or above 100,000,000 is rejected with a validation error
- Market not listed or no live book data available returns an error or absorbable=false
- Payment failure via x402 protocol results in no response being served
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| input | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"side": "",
"detail": "",
"market": "",
"absorbable": true,
"touchPrice": null,
"bookObservedAt": "",
"filledNotional": 0,
"averageFillPrice": null,
"levelsConsidered": 0,
"requestedNotional": 0,
"slippageBasisPoints": null
}
}Tags
x402
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