> ## Documentation Index > Fetch the complete documentation index at: https://docs.glassmarkets.io/llms.txt > Use this file to discover all available pages before exploring further. # Get market order slippage > Average slippage of a market order of each size in `amount` (USD), in `slippage_buy_` and `slippage_sell_`; with `interval=a` the columns are `slippage_buy_at_` and `slippage_sell_at_`. A size the book rarely fills has no value. Returns one row per exchange pair and time bucket; `interval=a` returns one row per pair for the whole window, without `timestamp`. Set the window with `time_start` and `time_end`, `lookback`, or the `market_hours_*` parameters. Only assets of your organizations are allowed; omit `assets` to get all of them. ## OpenAPI ````yaml /openapi.yaml get /v2/metrics/slippage/ openapi: 3.0.3 info: title: Glass Market API version: 1.0.0 x-logo: url: https://api.glassmarkets.io/static/black.png backgroundColor: '#FFFFFF' altText: Glass Market API description: > The GlassMarkets API serves the data behind the GlassMarkets app: market data collected from crypto exchanges, and market-making data for the assets your organizations work on. Market makers also use it to submit the metrics they report. The base URL is `https://api.glassmarkets.io`. Requests and responses are JSON, and times are ISO 8601 in UTC. `bps` means basis points: 1 bps is 0.01%. ## Authentication 1. Log in with `POST /v1/login/`, sending your email and password. The response contains a `token` and its `expiry`. 2. Send the token on every request in the `Authorization` header: `Authorization: Token `. A token expires one day after its last use, and at most 30 days after login. With `"remember_me": true` at login, it stays valid for at least 7 days. A request with a missing, expired or revoked token returns `401`: log in again. `POST /v1/logout/` revokes the token. If your account has two-factor authentication, login returns `202` with a `challenge_id`. Send it with your authentication code to `POST /v1/totp/login/` to get the token. ## Quickstart 1. Log in: ``` curl -X POST https://api.glassmarkets.io/v1/login/ \ -H "Content-Type: application/json" \ -d '{"email": "you@example.com", "password": "..."}' ``` 2. List your organizations with `GET /v1/organizations/`. Each organization lists its assets. Each asset lists the exchanges it trades on (`slug`) and the pairs on each exchange. Use these exact values in other requests. ``` curl https://api.glassmarkets.io/v1/organizations/ \ -H "Authorization: Token " ``` 3. Call an endpoint with those values, for example the daily trading volume of one of your assets: ``` curl -G https://api.glassmarkets.io/v2/metrics/volume/ \ -H "Authorization: Token " \ -d assets=BTC -d interval=1d \ -d time_start=2026-09-01T00:00:00Z -d time_end=2026-09-08T00:00:00Z ``` ## Errors Invalid input returns `400` with the problem per field, for example `{"interval": ["This field is required."]}`. Other errors return a status code with a `detail` message: `401` when you are not logged in, `403` when your account may not use the endpoint, and `404` when the resource does not exist. servers: - url: https://api.glassmarkets.io security: [] tags: - name: Authentication description: Log in, log out and read the current session. - name: Organizations description: Your organizations, and the assets, exchanges and pairs each one covers. - name: Reported metrics description: Volume, depth and spread that market makers report for their assets. - name: Trusted metrics description: >- Volume, depth and spread that Shield measures directly from market makers' exchange accounts. - name: Market maker metrics description: >- Market-maker volume, depth, spread, uptime and coverage, combining trusted and reported data. - name: Targets description: >- Market-making targets per asset, exchange and pair, and whether they are met. - name: Market data description: >- Exchange market data for your assets: volume, spread, order book depth, slippage, uptime, futures and more. - name: Leaderboard description: Trading pairs across exchanges, ranked by market data. - name: Loans description: Token loans to market makers for your assets. - name: RFQ description: >- Requests for quotes: a project invites market makers to propose market-making terms for its token. - name: Account description: Manage your password, passkeys and two-factor authentication. paths: /v2/metrics/slippage/: get: tags: - Market data summary: Get market order slippage description: >- Average slippage of a market order of each size in `amount` (USD), in `slippage_buy_` and `slippage_sell_`; with `interval=a` the columns are `slippage_buy_at_` and `slippage_sell_at_`. A size the book rarely fills has no value. Returns one row per exchange pair and time bucket; `interval=a` returns one row per pair for the whole window, without `timestamp`. Set the window with `time_start` and `time_end`, `lookback`, or the `market_hours_*` parameters. Only assets of your organizations are allowed; omit `assets` to get all of them. operationId: v2_metrics_slippage_get parameters: - in: query name: amount schema: type: array items: type: integer maxItems: 25 description: Comma-separated order sizes in USD, e.g. `1000,10000`. required: true - in: query name: assets schema: type: array items: type: string maxItems: 100 description: >- Comma-separated asset symbols, e.g. `BTC,ETH_PERP`. Only assets of your organizations are allowed (see `/v1/organizations/`). Defaults to all of them. - in: query name: filename schema: type: string description: File name of the CSV download. Defaults to `data.csv`. - in: query name: interval schema: enum: - 1M - 1w - 1d - 4h - 1h - 30m - 15m - 5m - 1m - c - a type: string minLength: 1 description: >- * `1M` - Aggregated in 1 month periods. * `1w` - Aggregated in 1 week periods. * `1d` - Aggregated in 1 day periods. * `4h` - Aggregated in 4 hour periods. * `1h` - Aggregated in 1 hour periods. * `30m` - Aggregated in 30 minute periods. * `15m` - Aggregated in 15 minute periods. * `5m` - Aggregated in 5 minute periods. * `1m` - Aggregated in 1 minute periods. * `c` - Will return all the data for the specified time range using the biggest periods possible. * `a` - Will return the aggregate of the data for the specified time range. required: true - in: query name: lookback schema: enum: - 30-minutes - 1-hour - 3-hours - 6-hours - 12-hours - 1-day - 7-days - 1-month - 3-months - 6-months - 1-year type: string minLength: 1 description: >- Relative window ending now. Can't be combined with `time_start`/`time_end`. * `30-minutes` - 30-minutes * `1-hour` - 1-hour * `3-hours` - 3-hours * `6-hours` - 6-hours * `12-hours` - 12-hours * `1-day` - 1-day * `7-days` - 7-days * `1-month` - 1-month * `3-months` - 3-months * `6-months` - 6-months * `1-year` - 1-year - in: query name: market_hours_days schema: type: string description: >- Days to include, as comma-separated `week:day` pairs such as `this:1,last:5`, or a JSON array of `{"week", "day"}` objects. `week` is `this` or `last`; `day` is 0 (Sunday) to 6 (Saturday). - in: query name: market_hours_preset schema: enum: - pre-market - opening-bell - market-hours - closing-bell - after-hours - blue-ocean - weekend-hours type: string minLength: 1 description: >- Trading session to restrict the window to. Requires `market_hours_days`; can't be combined with `time_start`/`time_end` or `lookback`. * `pre-market` - pre-market * `opening-bell` - opening-bell * `market-hours` - market-hours * `closing-bell` - closing-bell * `after-hours` - after-hours * `blue-ocean` - blue-ocean * `weekend-hours` - weekend-hours - in: query name: market_hours_timezone schema: type: string default: America/New_York minLength: 1 description: Time zone of the market-hours sessions. - in: query name: time_end schema: type: string format: date-time description: Window end, ISO 8601. UTC when no offset is given. - in: query name: time_start schema: type: string format: date-time description: Window start, ISO 8601. UTC when no offset is given. - in: query name: type schema: type: string enum: - csv description: '`csv` returns a CSV file instead of JSON.' responses: '200': content: application/json: schema: type: array items: $ref: '#/components/schemas/MetricsSlippageResponse' text/csv: schema: type: string description: '' security: - tokenAuth: [] components: schemas: MetricsSlippageResponse: type: object properties: asset: type: string exchange: $ref: '#/components/schemas/ExchangeResponse' pair: type: string timestamp: type: string description: Bucket start. Absent when `interval=a`. slippage_buy_at_100: type: number format: double slippage_sell_at_100: type: number format: double slippage_buy_at_1000: type: number format: double slippage_sell_at_1000: type: number format: double slippage_buy_at_10000: type: number format: double slippage_sell_at_10000: type: number format: double slippage_buy_at_50000: type: number format: double slippage_sell_at_50000: type: number format: double slippage_buy_at_100000: type: number format: double slippage_sell_at_100000: type: number format: double slippage_buy_at_250000: type: number format: double slippage_sell_at_250000: type: number format: double slippage_buy_at_500000: type: number format: double slippage_sell_at_500000: type: number format: double slippage_buy_at_1000000: type: number format: double slippage_sell_at_1000000: type: number format: double slippage_buy_at_5000000: type: number format: double slippage_sell_at_5000000: type: number format: double slippage_buy_at_10000000: type: number format: double slippage_sell_at_10000000: type: number format: double required: - asset - exchange - pair ExchangeResponse: type: object properties: slug: type: string name: type: string icon_url: type: string format: uri required: - icon_url - name - slug securitySchemes: tokenAuth: type: apiKey in: header name: Authorization description: >- Token-based authentication with required prefix "Token ". Example: "Token 9944b09199c62bcf9418ad846dd0e4bbdfc6ee4b" x-default: Token ````