VWAP execution price for a size over a client-supplied order book (0 if unfillable)

POST

/api/{exchange}/getExecutionPrice

curl --request POST \
  --url https://data.predictefy.com/api/example/getExecutionPrice \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json' \
  --data '{ "args": [ { "bids": [ { "price": 0.61, "size": 250 } ], "asks": [ { "price": 0.63, "size": 180 } ] }, "buy", 100 ], "credentials": {} }'

• Canonical reads origin. Execution operations declare their isolated origin per operation.
• Legacy Railway reads origin; existing integrations remain supported.

Stateless calculator: the volume-weighted average price to fill size on side over the order book supplied in the body. Returns data: 0 when the size cannot be fully filled. Does NOT fetch — the client passes the book (from fetchOrderBook).

Authorizations

• bearerAuth

Parameters

Path Parameters

exchange

required

string

Request Body^required

Media typeapplication/json

object

args

required

Positional tuple [orderBook, side, size].

array

>= 3 items <= 3 items

Example

[
  {
    "bids": [
      {
        "price": 0.61,
        "size": 250
      }
    ],
    "asks": [
      {
        "price": 0.63,
        "size": 180
      }
    ]
  },
  "buy",
  100
]

credentials

Accepted for backward compatibility but IGNORED (a pure calc needs no keys).

object

key

additional properties

any

Responses

200

The VWAP execution price (0 if the size cannot be fully filled).

Media typeapplication/json

object

success

required

boolean

data

VWAP price 0..1, or 0 if unfillable.

number

Example^generated

{
  "success": true,
  "data": 1
}

400

Enveloped error.

Media typeapplication/json

object

success

required

boolean

error

required

object

message

required

string

code

required

string

Allowed values: VALIDATION_ERROR NOT_SUPPORTED ACCOUNTS_UNSUPPORTED VENUE_NOT_AVAILABLE EXCHANGE_NOT_AVAILABLE MARKET_NOT_FOUND EVENT_NOT_FOUND CLUSTER_NOT_FOUND OUTCOME_NOT_FOUND SNAPSHOT_NOT_FOUND CATALOG_UNAVAILABLE CATALOG_QUERY_TOO_BROAD HISTORY_UNAVAILABLE ROUTE_NOT_FOUND INTERNAL AUTHENTICATION_ERROR PERMISSION_DENIED RATE_LIMIT_EXCEEDED NETWORK_ERROR NOT_FOUND BAD_REQUEST BRIDGE_UNSUPPORTED BRIDGE_UPSTREAM BRIDGE_PROVIDER_UNAVAILABLE BRIDGE_TRANSACTION_NOT_FOUND BRIDGE_SESSION_NOT_FOUND TRANSFER_PLAN_UNSUPPORTED UNAUTHORIZED SCOPE_MISSING PLAN_REQUIRED INSUFFICIENT_CREDITS RATE_LIMITED GEO_BLOCKED VENUE_REGION_BLOCKED IDEMPOTENCY_KEY_REQUIRED IDEMPOTENCY_CONFLICT ARTIFACT_VERSION_CONFLICT SPEND_CAP_EXCEEDED ARTIFACT_BOUNDS_VIOLATION ARTIFACT_INTEGRITY_MISMATCH VENUE_NOT_SUPPORTED EXECUTION_NOT_FOUND NOT_IMPLEMENTED VENUE_CREDENTIAL_REJECTED VENUE_CREDENTIAL_BREAKER_OPEN GEMINI_TIME_NONCE_REQUIRED GEMINI_HEARTBEAT_KEY_UNSUPPORTED VENUE_RELAY_FAILED EXEC_UNAVAILABLE RAIN_INVALID_OPTION RAIN_INVALID_SIDE RAIN_INVALID_PRICE RAIN_INVALID_AMOUNT RAIN_SLIPPAGE_REQUIRED RAIN_INVALID_DEADLINE RAIN_PHASE_NOT_OPEN RAIN_ORDER_LIMIT_REACHED RAIN_POOL_SAFETY_CHECK_FAILED PLATFORM_UNAVAILABLE PACK_NOT_FOUND BILLING_UNAVAILABLE BILLING_CUSTOMER_REQUIRED INVALID_SIGNATURE FEED_NOT_FOUND FEEDS_UNAVAILABLE FEED_UPSTREAM MATCHES_UNAVAILABLE

retryable

required

boolean

requestId

required

Always present on errors; quote this id when reporting a failed request.

string

exchange

Present only when a venue error is attributed to a specific exchange.

string

Example

{
  "success": false,
  "error": {
    "code": "VALIDATION_ERROR"
  }
}

401

Enveloped error.

Media typeapplication/json

object

success

required

boolean

error

required

object

message

required

string

code

required

string

Allowed values: VALIDATION_ERROR NOT_SUPPORTED ACCOUNTS_UNSUPPORTED VENUE_NOT_AVAILABLE EXCHANGE_NOT_AVAILABLE MARKET_NOT_FOUND EVENT_NOT_FOUND CLUSTER_NOT_FOUND OUTCOME_NOT_FOUND SNAPSHOT_NOT_FOUND CATALOG_UNAVAILABLE CATALOG_QUERY_TOO_BROAD HISTORY_UNAVAILABLE ROUTE_NOT_FOUND INTERNAL AUTHENTICATION_ERROR PERMISSION_DENIED RATE_LIMIT_EXCEEDED NETWORK_ERROR NOT_FOUND BAD_REQUEST BRIDGE_UNSUPPORTED BRIDGE_UPSTREAM BRIDGE_PROVIDER_UNAVAILABLE BRIDGE_TRANSACTION_NOT_FOUND BRIDGE_SESSION_NOT_FOUND TRANSFER_PLAN_UNSUPPORTED UNAUTHORIZED SCOPE_MISSING PLAN_REQUIRED INSUFFICIENT_CREDITS RATE_LIMITED GEO_BLOCKED VENUE_REGION_BLOCKED IDEMPOTENCY_KEY_REQUIRED IDEMPOTENCY_CONFLICT ARTIFACT_VERSION_CONFLICT SPEND_CAP_EXCEEDED ARTIFACT_BOUNDS_VIOLATION ARTIFACT_INTEGRITY_MISMATCH VENUE_NOT_SUPPORTED EXECUTION_NOT_FOUND NOT_IMPLEMENTED VENUE_CREDENTIAL_REJECTED VENUE_CREDENTIAL_BREAKER_OPEN GEMINI_TIME_NONCE_REQUIRED GEMINI_HEARTBEAT_KEY_UNSUPPORTED VENUE_RELAY_FAILED EXEC_UNAVAILABLE RAIN_INVALID_OPTION RAIN_INVALID_SIDE RAIN_INVALID_PRICE RAIN_INVALID_AMOUNT RAIN_SLIPPAGE_REQUIRED RAIN_INVALID_DEADLINE RAIN_PHASE_NOT_OPEN RAIN_ORDER_LIMIT_REACHED RAIN_POOL_SAFETY_CHECK_FAILED PLATFORM_UNAVAILABLE PACK_NOT_FOUND BILLING_UNAVAILABLE BILLING_CUSTOMER_REQUIRED INVALID_SIGNATURE FEED_NOT_FOUND FEEDS_UNAVAILABLE FEED_UPSTREAM MATCHES_UNAVAILABLE

retryable

required

boolean

requestId

required

Always present on errors; quote this id when reporting a failed request.

string

exchange

Present only when a venue error is attributed to a specific exchange.

string

Example

{
  "success": false,
  "error": {
    "code": "VALIDATION_ERROR"
  }
}

402

Enveloped error.

Media typeapplication/json

object

success

required

boolean

error

required

object

message

required

string

code

required

string

Allowed values: VALIDATION_ERROR NOT_SUPPORTED ACCOUNTS_UNSUPPORTED VENUE_NOT_AVAILABLE EXCHANGE_NOT_AVAILABLE MARKET_NOT_FOUND EVENT_NOT_FOUND CLUSTER_NOT_FOUND OUTCOME_NOT_FOUND SNAPSHOT_NOT_FOUND CATALOG_UNAVAILABLE CATALOG_QUERY_TOO_BROAD HISTORY_UNAVAILABLE ROUTE_NOT_FOUND INTERNAL AUTHENTICATION_ERROR PERMISSION_DENIED RATE_LIMIT_EXCEEDED NETWORK_ERROR NOT_FOUND BAD_REQUEST BRIDGE_UNSUPPORTED BRIDGE_UPSTREAM BRIDGE_PROVIDER_UNAVAILABLE BRIDGE_TRANSACTION_NOT_FOUND BRIDGE_SESSION_NOT_FOUND TRANSFER_PLAN_UNSUPPORTED UNAUTHORIZED SCOPE_MISSING PLAN_REQUIRED INSUFFICIENT_CREDITS RATE_LIMITED GEO_BLOCKED VENUE_REGION_BLOCKED IDEMPOTENCY_KEY_REQUIRED IDEMPOTENCY_CONFLICT ARTIFACT_VERSION_CONFLICT SPEND_CAP_EXCEEDED ARTIFACT_BOUNDS_VIOLATION ARTIFACT_INTEGRITY_MISMATCH VENUE_NOT_SUPPORTED EXECUTION_NOT_FOUND NOT_IMPLEMENTED VENUE_CREDENTIAL_REJECTED VENUE_CREDENTIAL_BREAKER_OPEN GEMINI_TIME_NONCE_REQUIRED GEMINI_HEARTBEAT_KEY_UNSUPPORTED VENUE_RELAY_FAILED EXEC_UNAVAILABLE RAIN_INVALID_OPTION RAIN_INVALID_SIDE RAIN_INVALID_PRICE RAIN_INVALID_AMOUNT RAIN_SLIPPAGE_REQUIRED RAIN_INVALID_DEADLINE RAIN_PHASE_NOT_OPEN RAIN_ORDER_LIMIT_REACHED RAIN_POOL_SAFETY_CHECK_FAILED PLATFORM_UNAVAILABLE PACK_NOT_FOUND BILLING_UNAVAILABLE BILLING_CUSTOMER_REQUIRED INVALID_SIGNATURE FEED_NOT_FOUND FEEDS_UNAVAILABLE FEED_UPSTREAM MATCHES_UNAVAILABLE

retryable

required

boolean

requestId

required

Always present on errors; quote this id when reporting a failed request.

string

exchange

Present only when a venue error is attributed to a specific exchange.

string

Example

{
  "success": false,
  "error": {
    "code": "VALIDATION_ERROR"
  }
}

403

Enveloped error.

Media typeapplication/json

object

success

required

boolean

error

required

object

message

required

string

code

required

string

Allowed values: VALIDATION_ERROR NOT_SUPPORTED ACCOUNTS_UNSUPPORTED VENUE_NOT_AVAILABLE EXCHANGE_NOT_AVAILABLE MARKET_NOT_FOUND EVENT_NOT_FOUND CLUSTER_NOT_FOUND OUTCOME_NOT_FOUND SNAPSHOT_NOT_FOUND CATALOG_UNAVAILABLE CATALOG_QUERY_TOO_BROAD HISTORY_UNAVAILABLE ROUTE_NOT_FOUND INTERNAL AUTHENTICATION_ERROR PERMISSION_DENIED RATE_LIMIT_EXCEEDED NETWORK_ERROR NOT_FOUND BAD_REQUEST BRIDGE_UNSUPPORTED BRIDGE_UPSTREAM BRIDGE_PROVIDER_UNAVAILABLE BRIDGE_TRANSACTION_NOT_FOUND BRIDGE_SESSION_NOT_FOUND TRANSFER_PLAN_UNSUPPORTED UNAUTHORIZED SCOPE_MISSING PLAN_REQUIRED INSUFFICIENT_CREDITS RATE_LIMITED GEO_BLOCKED VENUE_REGION_BLOCKED IDEMPOTENCY_KEY_REQUIRED IDEMPOTENCY_CONFLICT ARTIFACT_VERSION_CONFLICT SPEND_CAP_EXCEEDED ARTIFACT_BOUNDS_VIOLATION ARTIFACT_INTEGRITY_MISMATCH VENUE_NOT_SUPPORTED EXECUTION_NOT_FOUND NOT_IMPLEMENTED VENUE_CREDENTIAL_REJECTED VENUE_CREDENTIAL_BREAKER_OPEN GEMINI_TIME_NONCE_REQUIRED GEMINI_HEARTBEAT_KEY_UNSUPPORTED VENUE_RELAY_FAILED EXEC_UNAVAILABLE RAIN_INVALID_OPTION RAIN_INVALID_SIDE RAIN_INVALID_PRICE RAIN_INVALID_AMOUNT RAIN_SLIPPAGE_REQUIRED RAIN_INVALID_DEADLINE RAIN_PHASE_NOT_OPEN RAIN_ORDER_LIMIT_REACHED RAIN_POOL_SAFETY_CHECK_FAILED PLATFORM_UNAVAILABLE PACK_NOT_FOUND BILLING_UNAVAILABLE BILLING_CUSTOMER_REQUIRED INVALID_SIGNATURE FEED_NOT_FOUND FEEDS_UNAVAILABLE FEED_UPSTREAM MATCHES_UNAVAILABLE

retryable

required

boolean

requestId

required

Always present on errors; quote this id when reporting a failed request.

string

exchange

Present only when a venue error is attributed to a specific exchange.

string

Example

{
  "success": false,
  "error": {
    "code": "VALIDATION_ERROR"
  }
}

404

Enveloped error.

Media typeapplication/json

object

success

required

boolean

error

required

object

message

required

string

code

required

string

Allowed values: VALIDATION_ERROR NOT_SUPPORTED ACCOUNTS_UNSUPPORTED VENUE_NOT_AVAILABLE EXCHANGE_NOT_AVAILABLE MARKET_NOT_FOUND EVENT_NOT_FOUND CLUSTER_NOT_FOUND OUTCOME_NOT_FOUND SNAPSHOT_NOT_FOUND CATALOG_UNAVAILABLE CATALOG_QUERY_TOO_BROAD HISTORY_UNAVAILABLE ROUTE_NOT_FOUND INTERNAL AUTHENTICATION_ERROR PERMISSION_DENIED RATE_LIMIT_EXCEEDED NETWORK_ERROR NOT_FOUND BAD_REQUEST BRIDGE_UNSUPPORTED BRIDGE_UPSTREAM BRIDGE_PROVIDER_UNAVAILABLE BRIDGE_TRANSACTION_NOT_FOUND BRIDGE_SESSION_NOT_FOUND TRANSFER_PLAN_UNSUPPORTED UNAUTHORIZED SCOPE_MISSING PLAN_REQUIRED INSUFFICIENT_CREDITS RATE_LIMITED GEO_BLOCKED VENUE_REGION_BLOCKED IDEMPOTENCY_KEY_REQUIRED IDEMPOTENCY_CONFLICT ARTIFACT_VERSION_CONFLICT SPEND_CAP_EXCEEDED ARTIFACT_BOUNDS_VIOLATION ARTIFACT_INTEGRITY_MISMATCH VENUE_NOT_SUPPORTED EXECUTION_NOT_FOUND NOT_IMPLEMENTED VENUE_CREDENTIAL_REJECTED VENUE_CREDENTIAL_BREAKER_OPEN GEMINI_TIME_NONCE_REQUIRED GEMINI_HEARTBEAT_KEY_UNSUPPORTED VENUE_RELAY_FAILED EXEC_UNAVAILABLE RAIN_INVALID_OPTION RAIN_INVALID_SIDE RAIN_INVALID_PRICE RAIN_INVALID_AMOUNT RAIN_SLIPPAGE_REQUIRED RAIN_INVALID_DEADLINE RAIN_PHASE_NOT_OPEN RAIN_ORDER_LIMIT_REACHED RAIN_POOL_SAFETY_CHECK_FAILED PLATFORM_UNAVAILABLE PACK_NOT_FOUND BILLING_UNAVAILABLE BILLING_CUSTOMER_REQUIRED INVALID_SIGNATURE FEED_NOT_FOUND FEEDS_UNAVAILABLE FEED_UPSTREAM MATCHES_UNAVAILABLE

retryable

required

boolean

requestId

required

Always present on errors; quote this id when reporting a failed request.

string

exchange

Present only when a venue error is attributed to a specific exchange.

string

Example

{
  "success": false,
  "error": {
    "code": "VALIDATION_ERROR"
  }
}

429

Enveloped error.

Media typeapplication/json

object

success

required

boolean

error

required

object

message

required

string

code

required

string

Allowed values: VALIDATION_ERROR NOT_SUPPORTED ACCOUNTS_UNSUPPORTED VENUE_NOT_AVAILABLE EXCHANGE_NOT_AVAILABLE MARKET_NOT_FOUND EVENT_NOT_FOUND CLUSTER_NOT_FOUND OUTCOME_NOT_FOUND SNAPSHOT_NOT_FOUND CATALOG_UNAVAILABLE CATALOG_QUERY_TOO_BROAD HISTORY_UNAVAILABLE ROUTE_NOT_FOUND INTERNAL AUTHENTICATION_ERROR PERMISSION_DENIED RATE_LIMIT_EXCEEDED NETWORK_ERROR NOT_FOUND BAD_REQUEST BRIDGE_UNSUPPORTED BRIDGE_UPSTREAM BRIDGE_PROVIDER_UNAVAILABLE BRIDGE_TRANSACTION_NOT_FOUND BRIDGE_SESSION_NOT_FOUND TRANSFER_PLAN_UNSUPPORTED UNAUTHORIZED SCOPE_MISSING PLAN_REQUIRED INSUFFICIENT_CREDITS RATE_LIMITED GEO_BLOCKED VENUE_REGION_BLOCKED IDEMPOTENCY_KEY_REQUIRED IDEMPOTENCY_CONFLICT ARTIFACT_VERSION_CONFLICT SPEND_CAP_EXCEEDED ARTIFACT_BOUNDS_VIOLATION ARTIFACT_INTEGRITY_MISMATCH VENUE_NOT_SUPPORTED EXECUTION_NOT_FOUND NOT_IMPLEMENTED VENUE_CREDENTIAL_REJECTED VENUE_CREDENTIAL_BREAKER_OPEN GEMINI_TIME_NONCE_REQUIRED GEMINI_HEARTBEAT_KEY_UNSUPPORTED VENUE_RELAY_FAILED EXEC_UNAVAILABLE RAIN_INVALID_OPTION RAIN_INVALID_SIDE RAIN_INVALID_PRICE RAIN_INVALID_AMOUNT RAIN_SLIPPAGE_REQUIRED RAIN_INVALID_DEADLINE RAIN_PHASE_NOT_OPEN RAIN_ORDER_LIMIT_REACHED RAIN_POOL_SAFETY_CHECK_FAILED PLATFORM_UNAVAILABLE PACK_NOT_FOUND BILLING_UNAVAILABLE BILLING_CUSTOMER_REQUIRED INVALID_SIGNATURE FEED_NOT_FOUND FEEDS_UNAVAILABLE FEED_UPSTREAM MATCHES_UNAVAILABLE

retryable

required

boolean

requestId

required

Always present on errors; quote this id when reporting a failed request.

string

exchange

Present only when a venue error is attributed to a specific exchange.

string

Example

{
  "success": false,
  "error": {
    "code": "VALIDATION_ERROR"
  }
}

500

Enveloped error.

Media typeapplication/json

object

success

required

boolean

error

required

object

message

required

string

code

required

string

Allowed values: VALIDATION_ERROR NOT_SUPPORTED ACCOUNTS_UNSUPPORTED VENUE_NOT_AVAILABLE EXCHANGE_NOT_AVAILABLE MARKET_NOT_FOUND EVENT_NOT_FOUND CLUSTER_NOT_FOUND OUTCOME_NOT_FOUND SNAPSHOT_NOT_FOUND CATALOG_UNAVAILABLE CATALOG_QUERY_TOO_BROAD HISTORY_UNAVAILABLE ROUTE_NOT_FOUND INTERNAL AUTHENTICATION_ERROR PERMISSION_DENIED RATE_LIMIT_EXCEEDED NETWORK_ERROR NOT_FOUND BAD_REQUEST BRIDGE_UNSUPPORTED BRIDGE_UPSTREAM BRIDGE_PROVIDER_UNAVAILABLE BRIDGE_TRANSACTION_NOT_FOUND BRIDGE_SESSION_NOT_FOUND TRANSFER_PLAN_UNSUPPORTED UNAUTHORIZED SCOPE_MISSING PLAN_REQUIRED INSUFFICIENT_CREDITS RATE_LIMITED GEO_BLOCKED VENUE_REGION_BLOCKED IDEMPOTENCY_KEY_REQUIRED IDEMPOTENCY_CONFLICT ARTIFACT_VERSION_CONFLICT SPEND_CAP_EXCEEDED ARTIFACT_BOUNDS_VIOLATION ARTIFACT_INTEGRITY_MISMATCH VENUE_NOT_SUPPORTED EXECUTION_NOT_FOUND NOT_IMPLEMENTED VENUE_CREDENTIAL_REJECTED VENUE_CREDENTIAL_BREAKER_OPEN GEMINI_TIME_NONCE_REQUIRED GEMINI_HEARTBEAT_KEY_UNSUPPORTED VENUE_RELAY_FAILED EXEC_UNAVAILABLE RAIN_INVALID_OPTION RAIN_INVALID_SIDE RAIN_INVALID_PRICE RAIN_INVALID_AMOUNT RAIN_SLIPPAGE_REQUIRED RAIN_INVALID_DEADLINE RAIN_PHASE_NOT_OPEN RAIN_ORDER_LIMIT_REACHED RAIN_POOL_SAFETY_CHECK_FAILED PLATFORM_UNAVAILABLE PACK_NOT_FOUND BILLING_UNAVAILABLE BILLING_CUSTOMER_REQUIRED INVALID_SIGNATURE FEED_NOT_FOUND FEEDS_UNAVAILABLE FEED_UPSTREAM MATCHES_UNAVAILABLE

retryable

required

boolean

requestId

required

Always present on errors; quote this id when reporting a failed request.

string

exchange

Present only when a venue error is attributed to a specific exchange.

string

Example

{
  "success": false,
  "error": {
    "code": "VALIDATION_ERROR"
  }
}