Route Order
route_orderCheapest way to fill a crypto perp order across multiple venues, and what that saves versus using the single best venue. Merges every order-book level from Binance, Bybit, Bitget, Hyperliquid, OKX and Gate into one list ordered by FEE-ADJUSTED price and walks it until filled. Use for "how should I split this order", "what's the cheapest venue to buy $2M of SOL", "how much would routing save me". Returns the per-venue allocation, the blended price, the best single venue, and the saving in bp and USD.
coin = ticker e.g. 'sol'. notional_usd = order size in USD. side = 'buy' or 'sell'.
venues = optional comma-separated subset (e.g. "binance,bybit") for a desk that only has
accounts on some — the saving is only real on venues you can actually trade.
This is a MEASUREMENT of a live book, not a prediction: it is optimal for the static snapshot, prices move while an order works, and it assumes capital is already on each venue and ignores transfer costs. Requires an EnsoTrade Pro API key.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| coin | Yes | ||
| side | No | buy | |
| venues | No | ||
| notional_usd | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||