Score a fill vs VWAP & TWAP

Code-Snippets

curl "https://api.oanor.com/vwap-api/v1/benchmark" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/vwap-api/v1/benchmark", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/vwap-api/v1/benchmark");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/vwap-api/v1/benchmark",
    headers={"x-oanor-key": "oanor_test_..."}
)

Beispiel-Response

Echte Antwort dieses Endpoints, erfasst beim letzten Health-Check.

{
    "data": {
        "note": "Slippage positive = worse than the benchmark; beat_benchmark = the fill was better than the benchmark for this side. bps relative to the benchmark.",
        "side": "buy",
        "twap": 101.66666667,
        "vwap": 102,
        "source": "VWAP",
        "candles": 3,
        "vs_twap": {
            "slippage": -0.66666667,
            "slippage_bps": -65.57,
            "beat_benchmark": true
        },
        "vs_vwap": {
            "slippage": -1,
            "slippage_bps": -98.04,
            "beat_benchmark": true
        },
        "fill_price": 101
    },
    "meta": {
        "timestamp": "2026-06-11T07:49:28.915Z",
        "request_id": "86754eb0-442b-40dc-bc65-46c1e5a0b60e"
    },
    "status": "ok",
    "message": "Execution benchmarked",
    "success": true
}