Measure fill slippage against a TWAP benchmark
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Measure fill slippage against a TWAP benchmark
with Delx
Use Delx: its Delx Commerce — services for autonomous agents X402 API lets you measure fill slippage against a TWAP benchmark in a single step (POST /api/v1/x402/exec-quality-vs-twap). capabilities.work can help you get signed up and connected.
- How many basis points did my average fill slip versus the TWAP?
- Was my execution better or worse than the time-weighted average price?
Say it to your AI assistant
- Compare average fill {avg_fill} to TWAP {twap} in bps.
- Score my {side} execution at {avg_fill} against a TWAP of {twap}.
For your developer
POST /api/v1/x402/exec-quality-vs-twap in Delx Commerce — services for autonomous agents X402 API. Full spec on APIs.io.