Liquidity LensTruefill, Execution-price oracle
The price you can actually execute, at your size, with the route that proves it.
TruefillExecution-price oracle · live on Base and Sonic
A spot price says where the market is. Truefill tells you what a $1K, $100K or $10M trade would get right now: executable bid and ask by size, depth within 1% and 2% of spot, and the exact route behind every number, computed from the state of every indexed DEX pool at the latest block.
* The history window is subject to increase.
Execution ladder
Mid of the executable bid and ask for a $1K trade, in USDC, with the $1K spread and the size each side absorbs within 2% of spot. The wrapped native token leads, then the majors and other markets executable on both sides, stablecoins last. Pick one to drive the ladder, chart and depth below.
Connecting to the live tip…
Bid and ask for a $1K trade, per published minute.
How large a trade stays within the band, per side.
Each product answers its own question about on-chain liquidity, with its own API. Open a live demo to see what it does on real data.
The price you can actually execute, at your size, with the route that proves it.
Know what every pool of your pair earned, hour by hour, and who traded through it.
Find the pairs where new liquidity would earn more in fees than it gives up to arbitrage.
Test a range or a capital size against the swaps that actually hit the pool, before you deploy.
Hear about a widening execution gap or a shift in a pool's flow, without polling.
Spot and time-weighted oracles answer one question. Risk decisions depend on another.
Every indexed pool is rebuilt from its on-chain events and checked against the chain with exact equality. There are no fitted liquidity curves and no sampling.
For each size on the ladder, the production router finds the best split across pools and hops, buying and selling, at the latest published block.
Every price carries its block number, block hash and the route that produces it: the pools, the amounts and the fees on each leg. You can check any number.
The free public API serves everything on this page as JSON, without a key, at up to one request per second per IP. Amounts and prices are decimal strings, so nothing is rounded through floating point.
API keys add all of Truefill: quotes for any pair and amount, prices at any USD size, batches of up to 100 quotes on one block, and the complete route with per-leg fees on every answer.
$ curl "https://llens.abanchev.com/api/v1/public/oracle/overview?chainId=146&limit=5&sizeUsd=100000"$ curl "https://llens.abanchev.com/api/v1/public/oracle/depth?chainId=146&token=<token address>"$ curl "https://llens.abanchev.com/api/v1/public/oracle/history?chainId=146&token=<token address>&range=24h&sizeUsd=1000000"* The history window is subject to increase.
The gap between a quoted price and an executable one is where bad debt comes from. These are the teams that carry that risk.
Set collateral factors and liquidation incentives from what collateral can actually be sold for at the size of a real liquidation, and see when a position is too large to liquidate cleanly.
Size open-interest caps and liquidation steps against on-chain exit liquidity, and compare mark prices with what a hedge of that size would pay.
Calibrate collateral haircuts and peg-defense capacity with depth at 1% and 2%, per side, as it changes block by block.
Replace periodic liquidity sampling with a continuous, size-aware, route-aware feed, with 14 days* of per-minute history for backtests.
Start with the free public API today; the API reference documents every endpoint and field.