GET `https://api.pro.anboto.xyz/api/v2/data/preTradeAnalysis` Market impact of an order before it is placed, computed from Anboto's live market snapshot (the same analysis as the trading UI): participation in the 5m volume and in the order book, impact tier LOW / MEDIUM / HIGH for TWAP / VWAP / IS at the given duration, the shortest low / medium impact durations, sweep price, slippage and share of the 24h volume. For POV, give `povRatio`: the impact tier at that participation, the estimated time to fill and the low / medium / high participation presets (`pov`). `cost_estimate` gives the expected slippage, price move and market risk from a market-impact model (uncalibrated estimate). `supported: false` with `missing` explains when the venue or symbol cannot be analysed (e.g. `exchange_not_supported`, `timeout`); `market` and `execution` are then null when no snapshot could be read or it is stale. The first call for a symbol can take a few seconds while the snapshot is built; later calls are immediate. **ApiKeyAuth** required. ### Query params

`exchange` string

Exchange, e.g. binance, bybit, okx

`assetClass` string

Asset class: spot or future

`symbol` string

Anboto symbol, e.g. BTC/USDT:USDT

`quantity` string

Order quantity in base units (coins)

`strategy` string

Strategy: twap, vwap, is, pov, iceberg, limit, market…

`side` string

buy or sell; needed for the sweep price and slippage

`durationSeconds` string

Execution duration in seconds (TWAP / VWAP / IS)

`povRatio` string

POV participation in percent of market volume, 0.01 to 33; required for pov

### Headers | Header | | | |---|---|---| | `X-API-KEY` | string | required | | `X-TIMESTAMP` | int64 ms | required | | `X-SIGN` | string | required | | `X-RECV-WINDOW` | int, default 5000 | | ### Responses | | | |---|---| | 200 | The analysis. | | 400 | Invalid parameter | | 401 | Unauthorized: missing or unknown API key | | 429 | Rate limit exceeded, retry later | | 503 | Pre-trade analysis is not available on this deployment | ### Response fields — [PreTradeAnalysis](schemas.md#pretradeanalysis)

`supported` boolean required

False when the venue or symbol cannot be analysed; see missing

`missing` array[string] required

Inputs that could not be sourced (e.g. deep_book, ohlcv_1m) or why the analysis is unavailable (disabled, exchange_not_supported, timeout, rejected, error, stale)

`snapshot_timestamp` integer

Epoch ms of the market snapshot used; null when no snapshot could be read (disabled, exchange_not_supported, timeout, rejected, error)

`market` object

`impact` [PreTradeImpact](schemas.md#pretradeimpact)

Participation and impact tier at the requested duration

`impact.tier` enum

Null when no duration was given — `LOW`, `MEDIUM`, `HIGH`

`impact.duration_seconds` integer

`impact.volume_participation_pct` number

Percent of the median 5-minute volume

`impact.order_book_participation_pct` number

Percent of the book depth within 20 bps, per minute

`impact.book_safe` boolean

The book depth can absorb the flow

`impact.model` [PreTradeImpactModel](schemas.md#pretradeimpactmodel) required

Participation at a reference duration; pct(D) = pct × reference_duration_seconds / D. Volume participation above medium_pct is MEDIUM and above high_pct is HIGH, with the low order book thresholds while the order book participation is below low_order_book_participation_pct

`execution` object

`advice` [PreTradeAdvice](schemas.md#pretradeadvice)

Advised durations, on Anboto's duration ladder

`advice.safe_duration_seconds` integer

Shortest duration rated LOW

`advice.moderate_duration_seconds` integer

Shortest duration rated MEDIUM or better

`pov` [PreTradePov](schemas.md#pretradepov)

POV model. At a participation p the order trades k = p / (1 - 2p) of everyone else's volume, because the engine counts its own fills. The impact tier depends on p alone: pace_vs_market_pct above medium_pct is MEDIUM, above high_pct is HIGH, whatever the book depth. The quantity only sets the time to fill.

`pov.pov_ratio_pct` number required

Requested participation, percent of market volume

`pov.pace_vs_market_pct` number required

Order flow as a share of the rest of the market (k)

`pov.share_of_total_pct` number required

Order flow as a share of all market volume, own fills included

`pov.estimated_fill_seconds` integer

Time to fill the quantity if market volume stays at its recent median 5-minute volume. An estimate only: POV speeds up when volume rises and slows down when it falls; passive and hybrid styles, or a limit price, can be slower

`pov.estimated_fill_seconds_24h` integer

Same at the 24h average volume

`pov.thresholds` [PreTradeThresholds](schemas.md#pretradethresholds) required

`pov.safe_pov_pct` number

Largest ladder participation rated LOW

`pov.moderate_pov_pct` number

Largest ladder participation rated MEDIUM or better

`pov.high_pov_pct` number

Smallest ladder participation rated HIGH

`cost_estimate` [PreTradeCostEstimate](schemas.md#pretradecostestimate)

Expected execution cost from a market-impact model (Almgren, Thum, Hauptmann and Li, 2005) with its published coefficients, in basis points of the arrival price. Assumes normal liquidity: market makers refill the book and nobody trades heavily against the order. calibrated is false until the coefficients are fitted on Anboto fills.

`cost_estimate.slippage_bps` number required

Expected average execution price against arrival

`cost_estimate.price_move_bps` number required

Expected price move by the end of the execution

`cost_estimate.permanent_bps` number required

Part of the move expected to remain after the order

`cost_estimate.market_risk_bps` number required

One standard deviation of the market's own move over the execution time

`cost_estimate.horizon_seconds` integer required

Execution time assumed: the duration, or the POV time to fill

`cost_estimate.pace_pct` number required

Order flow as a share of the rest of the market

`cost_estimate.model` string required

`cost_estimate.calibrated` boolean required

=== "Shell" ```bash curl -X GET "$BASE/api/v2/data/preTradeAnalysis?exchange=string" \ -H "X-API-KEY: $API_KEY" -H "X-TIMESTAMP: $ts" \ -H "X-SIGN: $sign" ``` === "Python" ```python params = {"exchange": ..., "assetClass": ..., "symbol": ..., "quantity": ..., "strategy": ..., "side": ..., "durationSeconds": ..., "povRatio": ...} r = requests.get(f"{BASE}/api/v2/data/preTradeAnalysis", params=params headers=signed_headers_query(params)) print(r.json()) ``` === "Rust" ```rust let resp = client .get(format!("{BASE}/api/v2/data/preTradeAnalysis?exchange=string")) .headers(signed_headers_query(¶ms)) .send()?; println!("{}", resp.text()?); ``` === "Go" ```go req, _ := http.NewRequest("GET", BASE+"/api/v2/data/preTradeAnalysis?exchange=string", nil) for k, v := range signedHeadersQuery(req.URL.Query()) { req.Header.Set(k, v) } resp, err := http.DefaultClient.Do(req) if err != nil { log.Fatal(err) } defer resp.Body.Close() io.Copy(os.Stdout, resp.Body) ``` === "Java" ```java HttpResponse resp = client.send( signedGet("/api/v2/data/preTradeAnalysis?exchange=string"), HttpResponse.BodyHandlers.ofString()); ``` === "TypeScript" ```typescript const res = await fetch(`${BASE}/api/v2/data/preTradeAnalysis?exchange=string`, { method: "GET", headers: signedHeadersQuery(params), }); const data: PreTradeAnalysis = await res.json(); ``` === "Kotlin" ```kotlin val request = signedGet("/api/v2/data/preTradeAnalysis?exchange=string") val response = client.send(request, HttpResponse.BodyHandlers.ofString()) println(response.body()) ``` === "C++" ```cpp cpr::Response r = cpr::Get( cpr::Url{BASE + "/api/v2/data/preTradeAnalysis?exchange=string"}, signedHeadersQuery(params)); std::cout << r.text << std::endl; ``` === "JavaScript" ```javascript const res = await fetch(`${BASE}/api/v2/data/preTradeAnalysis?exchange=string`, { method: "GET", headers: signedHeadersQuery(params), }); console.log(await res.json()); ```

**Response** 200 ```json { "supported": true, "missing": [ "string" ], "snapshot_timestamp": 0, "market": "string", "impact": { "tier": "LOW", "duration_seconds": 0, "volume_participation_pct": 0.0, "order_book_participation_pct": 0.0, "book_safe": true, "model": { "reference_duration_seconds": 0, "volume_participation_pct": 0.0, "order_book_participation_pct": 0.0, "low_order_book_participation_pct": 0.0, "thresholds_low_order_book": { "medium_pct": 0.0, "high_pct": 0.0 }, "thresholds_high_order_book": { "medium_pct": 0.0, "high_pct": 0.0 } } }, "execution": "string", "advice": { "safe_duration_seconds": 0, "moderate_duration_seconds": 0 }, "pov": { "pov_ratio_pct": 0.0, "pace_vs_market_pct": 0.0, "share_of_total_pct": 0.0, "estimated_fill_seconds": 0, "estimated_fill_seconds_24h": 0, "thresholds": { "medium_pct": 0.0, "high_pct": 0.0 }, "safe_pov_pct": 0.0, "moderate_pov_pct": 0.0, "high_pov_pct": 0.0 }, "cost_estimate": { "slippage_bps": 0.0, "price_move_bps": 0.0, "permanent_bps": 0.0, "market_risk_bps": 0.0, "horizon_seconds": 0, "pace_pct": 0.0, "model": "string", "calibrated": true } } ```