Exit estimates
The pre-trade check: what a stated size clears at, right now.
GET/v1/exit/{pool}
Realized price estimate for a stated size. Priced per call.
| Parameter | Type | Notes |
|---|---|---|
size_usd | number, required | The size the estimate is computed for. No default. |
window | string | Stress window for the lowest_depth_* field. Default 7d. |
side | string | sell (default) or buy. Books are not symmetric. |
Response fields
| Field | Type | Meaning |
|---|---|---|
pool | string | Venue and asset identifier. |
chain | string | Settlement chain. |
as_of | date | Observation timestamp of the underlying snapshot. |
oracle_price | number | Reference price at as_of, source disclosed. |
exit_size_usd | number | The size this result was computed for. |
realized_price_est | number | Volume-weighted price the full size is expected to clear at. |
exit_gap_pct | number | (realized_price_est / oracle_price - 1) × 100. The number you act on. |
slippage_bps | number | The same gap in basis points. |
exceeds_book | boolean | true when the size is larger than the whole observed book. |
filled_usd | number | How much of the size the observed book can absorb. |
lowest_depth_7d_usd | number | Worst observed depth in the window — the stress case, not the average. |
days_observed | integer | Length of the continuous record backing this estimate. |
market_open | boolean | Underlying market session state. |
method_version | string | Measurement method used, for reproducibility. |
evidence_url | string | Keyless verification endpoint for this exact result. The reason you believe it. |
curl "https://api.crifine.app/v1/exit/aave-v3-weth?size_usd=5000000&window=7d"What happens past the edge of the observed book
The remainder beyond the last recorded band is charged at a penalty rate and
exceeds_book is set to true. It is deliberately not extrapolated: an estimate past the edge of the data is a guess, and it should say so rather than dress itself as a price.