Quoted price is a suggestion. Fill price is the fact.
One call returns what a given size actually fills at right now, measured against observed depth. Priced per call in USDC. Verifiable without an account. Consumed by machines.
Recording 112 pools across 10 venues
- Aave v314 poolsEthereum
- Uniswap v322 poolsEthereum
- Uniswap v49 poolsBase
- Morpho11 poolsBase
- Curve8 poolsEthereum
- Camelot7 poolsArbitrum
- Aerodrome12 poolsBase
- Robinhood Chain18 poolsTokenized equities
- Spark6 poolsEthereum
- Pendle5 poolsArbitrum
Banking infrastructure built to evolve
Price feeds tell an agent what an asset is worth. Nothing tells it what the book will actually pay. Read the method. Observed, not modeled. Checkable without an account.
Who is carrying this risk
Your liquidation engine marks collateral at oracle price and unwinds it at book price. The difference is an unmeasured short position in liquidity, carried on every loan.
- Per-collateral exit gap at real liquidation size
- Worst observed depth, not the 30-day average
- Alerts before a cascade, not a post-mortem after one
What exists, and what does not
Three things run on recorded data
Several more are built and usable, but running on preview data until the recorder is wired to them. The rest is described so you can build against it. Every card below says which it is.
The foundation
- LiveContinuous depth recordingDaily across monitored pools since August 22, 2026
- RoadmapKeyless verificationThe commitment every result is designed around — the endpoint is not serving yet
- LiveDisclosed methodAssumed size, window and depth source on every result
- LiveOpen-source verifierRecompute any published number and disagree with us
- LiveOpen-source verifierRecompute any published number and disagree with us
The core number
- Preview dataPre-trade fill estimatesWhat a given order size actually clears at, right now
- Preview dataLive pool pagesQuoted price against realized fill price on one chart
- Preview dataSpread historyThe gap between quoted and realized, tracked over time
- Preview dataDepth laddersHow much of an asset clears at each price level
- Preview dataSlippage forecastingBy order size, from $10k to $50M
Distribution and reach
- Preview dataPublic fragility boardThe thinnest books on-chain, free and open
- Preview dataPortfolio viewEvery position ranked by execution spread, worst first
- RoadmapSpread alertingThe moment a market crosses a set threshold
- RoadmapRoute comparisonRealized fill across venues for the same size
- RoadmapStress-window queriesWorst depth observed across any chosen period
- RoadmapDepth decay trackingHow fast a book thins after a price move
- RoadmapMulti-chain coverageMajor venues and lending markets across chains
RWA and collateral
- RoadmapTokenized equity scoringExecution scoring for equities and treasuries on-chain
- RoadmapMarket-hours risk flagsWeekend, after-close and holiday exposure isolated
- RoadmapRedemption-window modelingTime-to-cash on RWA assets, not just price
- RoadmapLiquidation exposure scoringFor collateral posted against loans
Machine-native delivery
- RoadmapMachine-payable endpointsAgents pay USDC per request via x402 — no account
- RoadmapAgent-native JSONBuilt for autonomous execution, not human dashboards
- RoadmapSub-second responsesResponse-time target for pre-trade calls
- RoadmapWebhooks and streamsDelivery into existing execution and risk stacks
- RoadmapAccuracy recordEvery estimate compared against what actually happened
What the recorder saw
All field notesBuilt for machines
Two fields carry the product
One call, one number
Pool, size, answer — with the evidence link attached
Method published in full
Assumed size, observation window and depth source, versioned
Observed, not modeled
Estimates walk recorded depth; modeled parts are labeled
Machine-payable via x402
Agents pay USDC per request — no key, no account, no contract
Free keyless verification
Every published number checkable by anyone, permanently
// Pre-trade check — request and response
curl "https://api.crifine.app/v1/exit/aave-v3-weth?size_usd=5000000"
{
"pool": "aave-v3 / WETH",
"as_of": "2026-08-29",
"oracle_price": 4820.00,
"realized_price_est": 4551.00,
"exit_gap_pct": -5.58,
"lowest_depth_7d_usd": 3120000,
"days_observed": 7,
"market_open": true,
"evidence_url": "https://crifine.app/api/v1/exit/aave-v3-weth"
}Check the numbers yourself
If you cannot check a number, the number is worth nothing. Verification is keyless, permanent and free — not a funnel, a credibility layer.