Measure fill slippage against a VWAP benchmark
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Measure fill slippage against a VWAP benchmark
with Delx
Use Delx: its Delx Commerce — services for autonomous agents X402 API lets you measure fill slippage against a VWAP benchmark in a single step (POST /api/v1/x402/exec-quality-vs-vwap). capabilities.work can help you get signed up and connected.
- How far off the volume-weighted average price was my fill in basis points?
- Did my buy beat VWAP after the trade?
Say it to your AI assistant
- Compare average fill {avg_fill} to VWAP {vwap} in bps.
- Grade my {side} order filled at {avg_fill} versus a VWAP of {vwap}.
For your developer
POST /api/v1/x402/exec-quality-vs-vwap in Delx Commerce — services for autonomous agents X402 API. Full spec on APIs.io.