Built · preview data
Pre-trade fill estimates
What a given order size actually clears at, right now.
One call, one number, with the evidence attached. Given a pool and a size, the estimator walks the recorded depth ladder and returns the volume-weighted price that size clears at, plus the gap against the oracle price.
Size is a required parameter with no default, because there is no such thing as the fill price — only a fill price for a size. The same book is fine at $100k and catastrophic at $5M, and a result that does not state which one it answered is not a result.
When the requested size is larger than the whole observed book, `exceeds_book` is set and the remainder is charged at a penalty rate rather than extrapolated. An estimate past the edge of the data is a guess, and it should say so instead of dressing itself as a price.
{
"pool": "aave-v3 / WETH",
"as_of": "2026-08-29",
"oracle_price": 4820.00,
"exit_size_usd": 5000000,
"realized_price_est": 4551.00,
"exit_gap_pct": -5.58,
"exceeds_book": false,
"lowest_depth_7d_usd": 3120000,
"days_observed": 7,
"market_open": true,
"evidence_url": "https://crifine.app/api/v1/exit/aave-v3-weth"
}