{
  "method": "Nine paired public BTCUSDT order-book requests in one short collection window. Requests within each pair run concurrently; response timestamps differ. Buy and sell the same hypothetical base quantity at each midpoint. No real orders, queue position, latency model or volatile-session sample. Excludes fees and funding. A partially covered sweep is not extrapolated.",
  "observations": [
    {
      "sample": 1,
      "venue": "Binance",
      "requestedAt": "2026-10-05T06:22:54.890304+00:00",
      "receivedAt": "2026-10-05T06:22:55.258847+00:00",
      "source": "https://fapi.binance.com/fapi/v1/depth?symbol=BTCUSDT&limit=500",
      "mid": 85883.55,
      "scenarios": [
        {
          "notional": 2000,
          "quantity": 0.02328734664554504,
          "buy": {
            "vwap": 85883.6,
            "fill": 1.0
          },
          "sell": {
            "vwap": 85883.5,
            "fill": 1.0
          },
          "twoWayCost": 0.002328734664690054
        },
        {
          "notional": 10000,
          "quantity": 0.11643673322772521,
          "buy": {
            "vwap": 85883.6,
            "fill": 1.0
          },
          "sell": {
            "vwap": 85883.5,
            "fill": 1.0
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          "twoWayCost": 0.011643673323450272
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        {
          "notional": 100000,
          "quantity": 1.164367332277252,
          "buy": {
            "vwap": 85883.6,
            "fill": 1.0
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          "sell": {
            "vwap": 85883.5,
            "fill": 1.0
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          "twoWayCost": 0.11643673323450272
        }
      ],
      "raw": {
        "lastUpdateId": 11737489348041,
        "E": 1791181375101,
        "T": 1791181375097,
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