Orderbook Depth

{
  "base": "ETH",
  "best_venue_to_buy": "bitstamp",
  "best_venue_to_sell": "coinbase",
  "note": "Slippage is measured against the mid price using the visible book; complete=false means the fetched levels could not absorb the size.",
  "trade_size_usd": 100000,
  "venues": [
    {
      "best_ask": 2474.7,
      "best_bid": 2474.64,
      "buy": {
        "avg_price": 2474.9907,
        "complete": true,
        "filled_usd": 100000,
        "slippage_pct": 0.013
      },
      "exchange": "coinbase",
      "levels_fetched": {
        "asks": 12653,
        "bids": 7044
      },
      "sell": {
        "avg_price": 2474.3534,
        "complete": true,
        "filled_usd": 100000,
        "slippage_pct": 0.0128
      },
      "spread_pct": 0.0024
    },
    {
      "best_ask": 2474.59,
      "best_bid": 2474.58,
      "buy": {
        "avg_price": 2474.6486,
        "complete": true,
        "filled_usd": 100000,
        "slippage_pct": 0.0026
      },
      "exchange": "bitstamp",
      "levels_fetched": {
        "asks": 1107,
        "bids": 761
      },
      "sell": {
        "avg_price": 2474.2654,
        "complete": true,
        "filled_usd": 100000,
        "slippage_pct": 0.0129
      },
      "spread_pct": 0.0004
    },
    {
      "best_ask": 2474.53,
      "best_bid": 2474.52,
      "buy": {
        "avg_price": 2474.6979,
        "complete": true,
        "filled_usd": 100000,
        "slippage_pct": 0.007
      },
      "exchange": "gemini",
      "levels_fetched": {
        "asks": 500,
        "bids": 500
      },
      "sell": {
        "avg_price": 2473.668,
        "complete": true,
        "filled_usd": 100000,
        "slippage_pct": 0.0346
      },
      "spread_pct": 0.0004
    },
    {
      "best_ask": 2475.01,
      "best_bid": 2475,
      "buy": {
        "avg_price": 2475.0458,
        "complete": true,
        "filled_usd": 100000,
        "slippage_pct": 0.0016
      },
      "exchange": "kraken",
      "levels_fetched": {
        "asks": 500,
        "bids": 500
      },
      "sell": {
        "avg_price": 2474.1706,
        "complete": true,
        "filled_usd": 100000,
        "slippage_pct": 0.0337
      },
      "spread_pct": 0.0004
    }
  ],
  "venues_responding": 4
}

# bash or zsh: see the payment challenge. Nothing is charged.
curl -sS -g -i 'https://saylorinnovations.com/api/crypto/orderbook/depth?base=ETH&usd=100000'

# x402 v2 sends the challenge base64-encoded in the PAYMENT-REQUIRED header (v1 sends it in the body).
# To read the header:
curl -sS -g -o /dev/null -D - 'https://saylorinnovations.com/api/crypto/orderbook/depth?base=ETH&usd=100000' \
  | grep -i '^payment-required:' | cut -d' ' -f2 | tr -d '\r' | base64 --decode

// npm i @x402/fetch @x402/evm viem
import { wrapFetchWithPayment, x402Client } from "@x402/fetch";
import { registerExactEvmScheme } from "@x402/evm/exact/client";
import { privateKeyToAccount } from "viem/accounts";

// Pays at most $0.01 per call.
const client = new x402Client().setSpendControls({ maxAmountPerPayment: "$0.01" });
registerExactEvmScheme(client, { signer: privateKeyToAccount(process.env.EVM_PRIVATE_KEY) });
const pay = wrapFetchWithPayment(fetch, client);

// Not sure it's safe to pay? ToolVet checks it first for $0.005. Pay for that from a separate
// client: this one is capped at $0.01 per payment. GET https://toolvet.app/api/v1/check?url=https%3A%2F%2Fsaylorinnovations.com%2Fapi%2Fcrypto%2Forderbook%2Fdepth
const res = await pay("https://saylorinnovations.com/api/crypto/orderbook/depth?base=ETH&usd=100000");
console.log(res.status, await res.text());

# pip install "x402[requests,evm]"
import os
from eth_account import Account
from x402 import x402ClientSync
from x402.http.clients import x402_requests
from x402.mechanisms.evm import EthAccountSigner
from x402.mechanisms.evm.exact.register import register_exact_evm_client

# Pays at most $0.01 per call.
client = x402ClientSync().set_spend_controls({"max_amount_per_payment": "$0.01"})
register_exact_evm_client(client, EthAccountSigner(Account.from_key(os.environ["EVM_PRIVATE_KEY"])))

with x402_requests(client) as session:
    res = session.get("https://saylorinnovations.com/api/crypto/orderbook/depth?base=ETH&usd=100000")
    print(res.status_code, res.text)