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API · /slippage-api

Crypto Slippage & Market Impact API

healthy 3,297 Subscribers

What a crypto trade actually costs once it eats into the order book — computed live from Binance's full depth feed (up to 5000 levels per side), no key, nothing stored. Top-of-book price is a fiction for anything but the smallest order: a real market order walks down the book, filling progressively worse levels, and the gap between the quoted price and the realised average fill is slippage. The estimate endpoint takes a pair, a side (buy or sell) and a size — in quote currency (notional, e.g. $250,000) or in base coin (quantity) — walks the live book level by level and returns the average fill price, the slippage versus the mid and versus top-of-book, the price impact (how far the last filled level sits from mid), the number of levels consumed and whether the book even holds enough liquidity to fill. The depth endpoint returns a liquidity profile: top bid/ask, mid, spread and the cumulative bid- and ask-side liquidity sitting within ±0.1%, ±0.25%, ±0.5%, ±1% and ±2% of mid, plus the book imbalance — a one-glance read on how deep and how lopsided a market is. The symbols endpoint lists tradable pairs. This is the execution-cost / market-impact analytics cut for crypto — distinct from the raw exchange order-book feed, from VWAP-on-candles, and from the price, ticker and quote APIs in the catalogue. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form.

#slippage #market-impact #order-book #execution #crypto #trading #binance
api.oanor.com/slippage-api
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Machine-readable spec so AI agents can integrate this API.

/api/slippage-api/openapi.json
/api/slippage-api/llms.txt

Discovery: GET /api/index.json lists every API.

Crypto Slippage & Market Impact API — live data on the oanor API marketplace

API health

healthy
Uptime
100.00%
Server probes · 24h
Avg latency
389 ms
Server probes · 24h
Subscribers
3,297
active
Total calls
80
last 7 days
status Full status page → · 12 probes/24h

Pricing

Pick a tier — billed monthly, cancel anytime.

Free

Free

  • 300 calls / month
  • 2 requests / second
  • Hard cap (429 above quota, no overage)
  • 300 calls/month
  • 2 req/sec
  • Estimate + depth + symbols
  • No credit card
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Starter

€12.87 /month

  • 12,000 calls / month
  • 6 requests / second
  • Hard cap (429 above quota, no overage)
  • 12,000 calls/month
  • 6 req/sec
  • Full 5000-level depth walk
  • Email support
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Pro

€38.12 /month

  • 75,000 calls / month
  • 18 requests / second
  • Hard cap (429 above quota, no overage)
  • 75,000 calls/month
  • 18 req/sec
  • Execution-cost & TCA pipelines
  • Priority support
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Business

€86.40 /month

  • 400,000 calls / month
  • 45 requests / second
  • Hard cap (429 above quota, no overage)
  • 400,000 calls/month
  • 45 req/sec
  • Trading-desk scale
  • Dedicated SLA
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Related APIs

Other APIs with overlapping tags.

VWAP & Execution Benchmark API — oanor API marketplace

VWAP & Execution Benchmark API

Live VWAP (volume-weighted average price) and execution-benchmark analytics that trading desks and algos run to judge a fill, computed on demand from the OHLCV candles you pass in — no key, no cache, nothing stored. The vwap endpoint returns the session VWAP, its cumulative curve and where the last price sits relative to it (above, below or at VWAP), using the typical price (high+low+close)/3 weighted by volume. The anchored endpoint returns the VWAP measured from a chosen bar — an anchored VWAP from a swing high, a session open or a news event. The benchmark endpoint scores an execution price against both VWAP and TWAP (time-weighted average price): the slippage in basis points and whether the fill beat the benchmark, separately for a buy or a sell. Works for any market — forex, equities, crypto or commodities — because you supply the candles. This is an execution-analytics engine: it turns price and volume into the benchmark a trader's fill is measured against, distinct from indicator and pattern tools. Computed locally and deterministically, so it is instant and private. Ideal for execution-quality (TCA) reporting, algo-trading back-tests, broker fill analysis and trading dashboards. VWAP uses the typical price (H+L+C)/3. Live, nothing stored. 3 compute endpoints. For raw price feeds use an exchange or FX API.

api.oanor.com/vwap-api

 Taiwan Real-Time Quote & Depth API — oanor API marketplace

Taiwan Real-Time Quote & Depth API

Live intraday quotes and order-book depth for the Taiwan market (the TWSE main board and the TPEx over-the-counter exchange), with no key. Read the live intraday quote for one or more stocks by code (current price, open/high/low, previous close, change and cumulative volume); and the five-level order book (the top five bid and ask prices and sizes). The Taiwan-equities / real-time / level-2-depth layer for trading dashboards and execution tools — distinct from end-of-day readers, this is the live intraday tape with order-book depth, across both TSE and TPEx. Live; short cache only.

api.oanor.com/taiwanrealtime-api

 Backpack Exchange API — oanor API marketplace

Backpack Exchange API

Live spot and perpetual-futures market data from Backpack, the Solana-native crypto exchange, with no key. List every spot and perp market; read the 24h ticker for any pair (last price, change, high/low, volume, trade count); pull the order-book depth, OHLC candlesticks and most-recent trades; and for perpetuals read the mark price, index price, funding rate and open interest. The live exchange-data / derivatives layer for trading bots, dashboards, arbitrage and analytics — distinct from the Binance, bitFlyer and XT exchange readers. Live from Backpack; short cache only.

api.oanor.com/backpack-api

 Stellar DEX (SDEX) Order Book & Trades API — oanor API marketplace

Stellar DEX (SDEX) Order Book & Trades API

The Stellar Decentralized Exchange (SDEX) central-limit order book, live from the public Stellar Horizon API — no key, nothing cached. Where the pools reader covers Stellar's AMM and the asset reader covers token metadata, this surfaces the on-chain order book the others miss. Pull the live bids and asks for any asset pair with their price and amount, plus the derived best bid, best ask, mid price and spread. Get a compact ticker for a pair — best bid/ask, mid, spread and the last executed trade. And read the most recent executed trades, network-wide or filtered to a single pair, with their price and base/counter amounts. Defaults to the deeply-traded XLM/USDC pair; quote any pair by passing the selling and buying assets (asset code plus issuer, or XLM for native). The order-book-and-trading layer for Stellar wallets, swap UIs, market-makers and analytics. Live from horizon.stellar.org.

api.oanor.com/stellardex-api

Frequently asked questions

Quick answers about pricing, quotas, and integration.

How do I get an API key for Crypto Slippage & Market Impact API?
Sign up for free at oanor.com, generate an API key from the developer dashboard, and call Crypto Slippage & Market Impact API with the x-oanor-key header. No credit card needed for the free tier.
What's the rate limit for Crypto Slippage & Market Impact API?
Free tier allows 1 request per second. Paid plans scale up to 50 requests per second on the Mega tier. Hard limits return HTTP 429 above the quota — no surprise overage charges.
How much does Crypto Slippage & Market Impact API cost?
Crypto Slippage & Market Impact API has a free tier with 100 calls / month. Paid plans start at €12.87 / month with higher quotas and faster rate limits.
Can I cancel my subscription anytime?
Yes. Plans are billed monthly and you can cancel anytime from your billing dashboard. No long-term contracts and no cancellation fee.
Is Crypto Slippage & Market Impact API GDPR-compliant?
All requests to Crypto Slippage & Market Impact API go through our EU-based gateway. Your upstream API key never leaves our server and no personal data is shared with the upstream provider beyond the request you send.

Pick an endpoint from the list on the left to see its details and try it.

Code snippets

Sign up to get an API key, then call any path under your slug.

curl https://api.oanor.com/slippage-api/SOME_PATH \
  -H "x-oanor-key: oanor_test_..."
const res = await fetch("https://api.oanor.com/slippage-api/SOME_PATH", {
  headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();
$ch = curl_init("https://api.oanor.com/slippage-api/SOME_PATH");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
$response = curl_exec($ch);
import requests
r = requests.get(
    "https://api.oanor.com/slippage-api/SOME_PATH",
    headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())

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