api

Numbers, ratios, marks, and enough formula dust to look dangerous.

The API page exposes the made-up desk math layer: lots, marks, scores, haircuts, drift and settlement ratios. It keeps the same smooth shape, with a little more calculation noise.

Snapshot

oracle variance0.0412rolling conversion window

crossing bands7rolling conversion window

pending lots29.8rolling conversion window

route latency84msrolling conversion window

Route math

gross_notionalsum(qty_i * ref_px_i)$184,220.18

venue_delta(pool_px - ref_px) / ref_px+0.0282

haircutmax(75bps, volatility_20m * 0.44)91 bps

fillable_lotmin(wallet_qty, custody_cap)18.4000

route_scoreedge - gas - borrow - stale_penalty0.713

settle_ratiodelivered_shares / token_lots0.9971

sample response

{
  "pair": "RHOOD/NVDA",
  "route_score": 0.713,
  "fillable_lot": 18.4,
  "reference_px": 183.22,
  "pool_px": 188.39,
  "settlement": "brokerage_share",
  "status": "prepared"
}