crypto_impact_simulation
Simulate buy or sell orders against the live L2 book to estimate VWAP, slippage in bps, fillable size, and fill probability before trading. Read-only paper mode; no order is placed.
Instructions
Pre-trade impact simulation against the live L2 book: expected fill price (VWAP), slippage (bps), fillable size, and fill-probability estimates. Read-only PAPER simulation — no order is placed.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| pair | Yes | Token pair (e.g. AERO/USD or AERO-USD) | |
| side | Yes | Order side: buy | sell | |
| size_usd | No | Order notional in USD (provide this OR size_base) | |
| size_base | No | Order size in base units (provide this OR size_usd) |