Execution price + fill breakdown over a client-supplied order book

POST

/api/{exchange}/getExecutionPriceDetailed

curl --request POST \
  --url https://data.predictefy.com/api/example/getExecutionPriceDetailed \
  --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: like getExecutionPrice but returns the partial-fill detail { price, filledAmount, fullyFilled } instead of collapsing an unfillable order to 0, plus levels — the per-level breakdown (price, size taken, running size and cost) of the walk behind that VWAP. Does NOT fetch — every figure comes from the book in the body.

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

Execution price with fill breakdown.

Media typeapplication/json

object

success

required

boolean

data

object

price

required

VWAP of the filled portion (probability 0..1).

number

filledAmount

required

Contracts/shares filled.

number

fullyFilled

required

boolean

levels

required

Predictefy extension: the per-level breakdown behind the VWAP, in consumption order. Empty when nothing filled.

Array<object>

One book level the fill walk consumed. Every figure is derived from the CALLER-SUPPLIED book in the request — nothing is fetched, modeled, or estimated.

object

price

required

The level’s price, exactly as supplied.

number

size

required

How much of the requested size this level filled (<= the level’s own size).

number

cumulativeSize

required

Running filled total through this level.

number

cumulativeCost

required

Running cost through this level (price x size, summed), 6dp.

number

Example^generated

{
  "success": true,
  "data": {
    "price": 1,
    "filledAmount": 1,
    "fullyFilled": true,
    "levels": [
      {
        "price": 1,
        "size": 1,
        "cumulativeSize": 1,
        "cumulativeCost": 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"
  }
}