← The evidence ledger
Evidence row 73416
Observed , by baseline/1.
- Kind
- listing
- About
- source_record x402_bazaar:https://derivs.duoleads.com/v1/orderbook
- Recorded
- Previous row
- None: the first of its kind about this subject
- Body SHA-256
- de128a4b5187def61d9b0706617fceb5378ef14f75fce8ba5dee32b882b90f8b
- Leaf
- 0x4c7c9fa79c83e8650f7e07455000eed0138d8c1ed3cddc76aa08f81a01565904
What was observed
{
"endpoints": [
[
"x402",
"https://derivs.duoleads.com/v1/orderbook"
]
],
"name": "Order Book Depth and Slippage",
"owner_address": "0xcd673f7e1dad254347aeab6be0defe8b9c6b3a39",
"raw": {
"accepts": [
{
"amount": "3000",
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"extra": {
"name": "USD Coin",
"version": "2"
},
"maxTimeoutSeconds": 120,
"network": "eip155:8453",
"payTo": "0xCD673f7e1daD254347AEab6be0DEFe8b9C6b3A39",
"scheme": "exact"
}
],
"description": "Order book depth of one coin's perpetual on Bybit, Hyperliquid, dYdX, Gate, Kraken, Bitfinex, Deribit and OKX: best bid/ask, spread in bps, market depth in USD within 0.1/0.5/1/2% of mid, bid/ask imbalance, estimated slippage for your order size and the largest resting orders (walls). L2 orderbook liquidity for BTC, ETH, SOL and more. Data only. Bad input is free; under 2 venues not charged.",
"extensions": {
"bazaar": {
"info": {
"input": {
"method": "GET",
"queryParams": {
"coin": "BTC",
"size_usd": "100000"
},
"type": "http"
},
"output": {
"example": {
"aggregate": {
"depth": [
{
"ask_usd": 42793969.58,
"bid_usd": 41381002.89,
"imbalance": -0.0167861,
"pct": 0.1
},
{
"ask_usd": 104580954.7,
"bid_usd": 109389514.7,
"imbalance": 0.022473,
"pct": 0.5
}
],
"lowest_buy_slippage": {
"value": 0.00612408,
"venue": "bybit"
},
"lowest_sell_slippage": {
"value": 0.00612408,
"venue": "bybit"
},
"tightest_spread": {
"value": 0.0122482,
"venue": "bybit"
}
},
"as_of": "2026-10-14T23:00:00Z",
"coin": "BTC",
"colo": null,
"disclaimer": "Data only, not investment advice, not a benchmark; not affiliated with any exchange",
"request_id": "01KEXAMPLE0000000000000000",
"see_also": {
"endpoint": "https://derivs.duoleads.com/v1/liquidations",
"params": [
"coin",
"hours"
],
"reason": "Recent forced liquidations that hit these books."
},
"size_usd": 100000,
"units": {
"depth_usd": "USD resting within +/- pct % of mid (price x size)",
"imbalance": "(bid_usd - ask_usd) / (bid_usd + ask_usd), -1..1",
"levels": "[price USD, size coins]",
"prices": "USD per coin",
"slippage_bps": "average fill vs mid in basis points (>= 0 is worse than mid)",
"spread_bps": "(ask - bid) / mid x 10,000",
"times": "ISO 8601 UTC"
},
"venues": [
{
"as_of": "2026-10-14T23:00:00Z",
"best_ask": 81645,
"best_bid": 81644.9,
"book_time": "2026-10-14T22:50:24Z",
"depth": [
{
"ask_usd": 7913202.056,
"bid_usd": 8009555.947,
"imbalance": 0.00605133,
"pct": 0.1
},
{
"ask_usd": 7913202.056,
"bid_usd": 8009555.947,
"imbalance": 0.00605133,
"pct": 0.5
}
],
"levels_held": {
"asks": 200,
"bids": 200
},
"mid": 81644.95,
"slippage": {
"buy": {
"avg_price": 81645,
"filled": true,
"filled_usd": 100000,
"slippage_bps": 0.00612408
},
"sell": {
"avg_price": 81644.9,
"filled": true,
"filled_usd": 100000,
"slippage_bps": 0.00612408
},
"size_usd": 100000
},
"spread_bps": 0.0122482,
"stale": false,
"symbol": "BTCUSDT",
"venue": "bybit",
"walls": {
"asks": [
{
"price": 81672,
"size_usd": 510695.016
},
{
"price": 81669.3,
"size_usd": 452692.9299
}
],
"bids": [
{
"price": 81634.1,
"size_usd": 642378.7329
},
{
"price": 81644.9,
"size_usd": 483174.5182
}
]
}
},
{
"as_of": "2026-10-14T23:00:00Z",
"best_ask": 81649,
"best_bid": 81648,
"book_time": "2026-10-14T22:50:37Z",
"depth": [
{
"ask_usd": 5325002.521,
"bid_usd": 5932686.945,
"imbalance": 0.0539795,
"pct": 0.1
},
{
"ask_usd": 5325002.521,
"bid_usd": 5932686.945,
"imbalance": 0.0539795,
"pct": 0.5
}
],
"levels_held": {
"asks": 20,
"bids": 20
},
"mid": 81648.5,
"slippage": {
"buy": {
"avg_price": 81649,
"filled": true,
"filled_usd": 100000,
"slippage_bps": 0.0612381
},
"sell": {
"avg_price": 81648,
"filled": true,
"filled_usd": 100000,
"slippage_bps": 0.0612381
},
"size_usd": 100000
},
"spread_bps": 0.122476,
"stale": false,
"symbol": "BTC",
"venue": "hyperliquid",
"walls": {
"asks": [
{
"price": 81649,
"size_usd": 735450.918
},
{
"price": 81665,
"size_usd": 702384.332
}
],
"bids": [
{
"price": 81630,
"size_usd": 1456431.848
},
{
"price": 81631,
"size_usd": 1080598.526
}
]
}
},
{
"as_of": "2026-10-14T23:00:00Z",
"best_ask": 81558,
"best_bid": 81555,
"book_time": "2026-10-14T23:00:00Z",
"depth": [
{
"ask_usd": 54982.3292,
"bid_usd": 432342.3352,
"imbalance": 0.77435,
"pct": 0.1
},
{
"ask_usd": 19370916.04,
"bid_usd": 14526180.35,
"imbalance": -0.142925,
"pct": 0.5
}
],
"levels_held": {
"asks": 100,
"bids": 100
},
"mid": 81556.5,
"slippage": {
"buy": {
"avg_price": 81629.85356,
"filled": true,
"filled_usd": 100000,
"slippage_bps": 8.9942
},
"sell": {
"avg_price": 81533.36734,
"filled": true,
"filled_usd": 100000,
"slippage_bps": 2.8364
},
"size_usd": 100000
},
"spread_bps": 0.367843,
"stale": false,
"symbol": "BTC-USD",
"venue": "dydx",
"walls": {
"asks": [
{
"price": 83219,
"size_usd": 10000111
},
{
"price": 83178,
"size_usd": 10000083.37
}
],
"bids": [
{
"price": 80967,
"size_usd": 8090263.124
},
{
"price": 80845,
"size_usd": 8078072.823
}
]
}
}
],
"venues_missing": []
},
"type": "json"
}
},
"schema": {
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {
"input": {
"additionalProperties": false,
"properties": {
"method": {
"enum": [
"GET"
],
"type": "string"
},
"queryParams": {
"properties": {
"coin": {
"description": "Coin symbol: BTC, ETH, SOL, PEPE ... (also BTCUSDT, BTC-PERP, XBT, 1000PEPE, kPEPE).",
"maxLength": 32,
"minLength": 1,
"type": "string"
},
"levels": {
"default": "0",
"description": "Also return the top N price levels per side (0-20). Default 0.",
"pattern": "^[0-9]{1,2}$",
"type": "string"
},
"size_usd": {
"default": "100000",
"description": "Order size in USD for the slippage estimate (1-1e9). Default 100000.",
"type": "string"
}
},
"required": [
"coin"
],
"type": "object"
},
"type": {
"const": "http",
"type": "string"
}
},
"required": [
"type",
"method"
],
"type": "object"
},
"output": {
"properties": {
"example": {
"type": "object"
},
"type": {
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}
},
"required": [
"input"
],
"type": "object"
}
}
},
"iconUrl": "https://res.cloudinary.com/bdb-prod/image/upload/c_fill,ar_1:1,w_256,h_256,f_auto,q_auto/v1792027337/bazaar-icons/721db30f7c7d72f7.png",
"lastUpdated": "2026-10-24T15:08:51.892Z",
"quality": {
"l30DaysTotalCalls": 3,
"l30DaysUniquePayers": 2,
"lastCalledAt": "2026-10-24T15:08:51.752Z"
},
"resource": "https://derivs.duoleads.com/v1/orderbook",
"serviceName": "Order Book Depth and Slippage",
"tags": [
"order-book-depth",
"orderbook",
"order-book",
"slippage",
"market-depth"
],
"type": "http",
"x402Version": 2
},
"source": "x402_bazaar",
"summary": "Order book depth of one coin's perpetual on Bybit, Hyperliquid, dYdX, Gate, Kraken, Bitfinex, Deribit and OKX: best bid/ask, spread in bps, market depth in USD within 0.1/0.5/1/2% of mid, bid/ask imbalance, estimated slippage for your order size and the largest resting orders (walls). L2 orderbook liquidity for BTC, ETH, SOL and more. Data only. Bad input is free; under 2 venues not charged."
}What the leaf hashes
{"body":"de128a4b5187def61d9b0706617fceb5378ef14f75fce8ba5dee32b882b90f8b","id":73416,"kind":"listing","method":"baseline/1","observed_us":1793025487604289,"prev":null,"subject":"x402_bazaar:https://derivs.duoleads.com/v1/orderbook","subject_kind":"source_record"}Proof
Fold these into the leaf in order, hashing each sorted pair with keccak256, to reach the root of (296695 rows).
- 0x4c7c6f75d0e497f67afa67ffa6b0de72a6b6dc34cd6f8c31aa495fba820465ce
- 0xd96552c2b063104b9d4671f265aaca4a0e0db5a54e5a7b65784b4e8fad7cb895
- 0xc90e497cb1faa5b40e3b0ce35ef88fb3ab9d112df077551ee91dfac5c569bcc6
- 0x47db91c1cb07654e48804f73c8b094a58d93a02feea5c895df584e272e498580
- 0x44c61178bc2a0903028d30533379d9efe6245495f4448ca2512804d2b92bd6c3
- 0x91c3877ebda6e9b078b3c7f14005d09436470279d23dec65a15d218e6c6c47bb
- 0x8ec3db410edcada941543f51857807a046657967b0cd0c8aedbbc9165d31f2a0
- 0x67483bd988c79f62b4029764341b80dc4c9e5d6936bbccc1a7a35280852ea11a
- 0x43acfb53889a6d9820160fa6df89020891c2b8a2d97e451de1e0ff28ba46d20a
- 0x32dd5960bea005a040bbd1369f1894182fe94230e0a86fab637abe9785a5b0d9
- 0x4a13cd2655a1d8b39528cfa63482483519544a5eb593623bd8ca3eb463e263b6
- 0x9c16024747eaca32d09963ccb001059f75dcd9bb8dfc221e5234d54d2b3388d9
- 0x1ffd24a0422348bb2305058cc138e276511e1c074bf8139af5b773941f0e5de2
- 0x88e326a39b26e2c125306c9d3805d14398ace088bba9a2a0aa376b811cfb201a
- 0x2be1e80e065dd6b2cc75a7142be22225acd144ac975d70bf24b4f01fd76dc497
- 0x2e6a32eb32761c210560e852405e2f865f958ddbe01027894f8b9c1b3433b9f0
- 0x9a83be955a206deb65b995adfd92c58fa31c95fbbf926bd199d300e70b08b26d
- 0x20704208aa6923d6b2450ef74ede87a6e0265d46447926038fe9506e9e154b2d
- 0x9b9ce5b74b9bab5121612ef6b64920a8d453cbf311096a423eef9702747e868a
- Day root
- 0xf43e8dcc3d451a4788b26be904c55e8c4c0fa75c9666796c51db38d37e2c0df8
- Chained
- 0x702d5ac508f08b0d1accf36af25822d8e5660367494edd17a642fb61e158a57a
- Published
- On Arc Testnet, block 69251483: 0x495162f8936e19f0039918feebe6c307f327cd6bf8c37219620b1970041fa9ae