> For the complete documentation index, see [llms.txt](https://docs.tread.fi/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.tread.fi/interacting-with-the-api/api-reference/analytics.md). # Analytics ## Get aggregate TCA statistics `GET` `/api/tca_stats/` Retrieves aggregate statistics for a set of orders, as filtered by query parameters below. Note that the output is a subset of the data shown on TaaS's [Analytics](/other-features/transaction-cost-analysis.md) page. #### Query Parameters | Name | Type | Description | | ------------------ | ------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------- | | accounts\_\_name | string | Account to include in aggregation | | pair | string | Example: `BTC-USDT` | | side | string | `buy` or `sell` | | strategy | string | [Trajectory](/interacting-with-the-api/api-reference/type-reference.md#strategy-enum) to include (`VWAP`, `TWAP`, `IS`) | | super\_strategy | string | Strategy to include (`Impact Minimization`, `Aggressive Maker`, etc.) Note that only one of (`strategy`, `super_strategy`) should be specified in a call | | created\_at\_\_gte | ISO 8601 date | Include only orders created on or after this date, e.g., `2024-09-13` | | created\_at\_\_lte | ISO 8601 date | Include only orders created on or before this date, e.g., `2024-09-14` | {% tabs %} {% tab title="200: OK" %} ```javascript {'summary': {'num_orders': 1000, 'num_pairs': 8, 'avg_duration': 175.74219266221795, 'sum_notional': 12436204.142881382, 'orders_value': '$12.44M', 'sum_fee': 4741.834601611435, 'exch_fee': '$4.74K', 'fee_cost': 3.8129276000392065, 'pov': 0.0, 'departure_cost': 0.7686062896022027, 'arrival_cost': 0.6356043187543811, 'vwap_cost': 0.6395291279757329, 'interval_returns': -0.13300197084782164}, 'breakdowns': {'fill_role': {'cutbys': ['role'], 'labels': ['TAKE', 'MAKE', 'OTC'], 'data': {'TAKE': [58.74792384940719], 'MAKE': [40.844465220094875], 'OTC': [0.4076109304979441]}}, 'fill_exchange': {'cutbys': ['exchange'], 'labels': ['OKX', 'OKXOTC', 'Bybit'], 'data': {'OKX': [99.51157408033795], 'OKXOTC': [0.4076109304979441], 'Bybit': [0.08081498916409907]}}}} ``` {% endtab %} {% tab title="403: Forbidden" %} ```javascript {'detail': 'Invalid token.'} ``` {% endtab %} {% tab title="500: Internal Server Error" %} ```javascript {'error': 'Account name not found' | 'Invalid side' | 'Invalid date format' | 'Invalid super strategy' | 'Invalid strategy' } ``` {% endtab %} {% endtabs %} ## Get orders with detailed stats (TCA data) `GET` `/api/orders_with_stats/` Similar to data from GET /orders endpoint, but includes more detailed execution info: list of fills and relevant transaction cost analysis data such as arrival and departure price. #### Query Parameters | Name | Type | Description | | ---------- | ------ | ------------------------------------------------------------ | | page\_size | number |

size of paginated orders, max 1000

default: 500

| | page | number |

1-indexed page number

default: 1

| {% tabs %} {% tab title="200: OK paginated orders with stats" %} ```json { "orders": [ { "id": "8cb8b3f6-d0ed-4dcc-97cb-d46baab928c9", "custom_order_id": "", "notes": "", "pair": "1INCH:PERP-USDT", "side": "buy", "buy_token": "1INCH:PERP", "sell_token": "USDT", "sell_token_amount": 376.4, "executed_qty": 376.5159, "average_executed_price": 0.37651596708133706, "executed_notional": 376.5159, "total_fee": 0.17899986, "strategy": "TWAP", "super_strategy": "Impact Minimization", "duration": 120, "accounts": [ "8640fa74-c66f-44a9-8686-c71bf0491ec4" ], "account_names": [ "okxtest" ], "engine_passiveness": 0.02, "schedule_discretion": 0.08, "strategy_params": { "reduce_only": true, "passive_only": false }, "user": "2", "status": "COMPLETE", "is_simple": false, "failure_reason": "", "limit_price": -1.0, "time_start": "2024-01-25T23:25:54.712402Z", "time_end": "2024-01-25T23:27:54.712402Z", "created_at": "2024-01-25T23:25:54.762625Z", "updated_at": "2024-01-25T23:30:49.646518Z", "fills": [ { "placement_id": "a5b2018a-173e-4972-b1c9-c4bbca81e7b6", "role": "TAKE", "executed_price": 0.3765, "executed_qty": 17.6955, "executed_notional": 17.6955, "fee": 0.00884775, "fill_time": "2024-01-25T23:26:13.346000Z" }, //... ], "stats": { "order_id": "8cb8b3f6-d0ed-4dcc-97cb-d46baab928c9", "stat_id": 233531, "interval_volume": 544.5882, "vwap": 3214.6546467955054, "arrival_price": 3214.81, "departure_price": 3215.08 } }, //... ], "page_number": 1, "page_size": 500, "num_pages": 1, "order_count": 73 } ``` {% endtab %} {% endtabs %} ## Get multi order TCA `GET` `/api/multi_order_tca` Similar to data from GET /orders endpoint, but includes more detailed execution info: list of fills and relevant transaction cost analysis data such as arrival and departure price. Refer to [Transaction Cost Analysis](/other-features/transaction-cost-analysis.md#benchmark-costs) for detailed explanations on some of the metrics. #### Query Parameters Need either multi\_order\_id or custom\_order\_id | Name | Type | Description | | ----------------- | ------ | --------------------- | | multi\_order\_id | string | UUID of multi order | | custom\_order\_id | string | specified multi order | {% tabs %} {% tab title="200: OK paginated orders with stats" %} ```json { "notional_exposure": 57.451, // in USD "fee_notional": 9.94468e-7, // in USD "fee_cost": 0.00004, // in bps "vwap_cost": 39.23477228401562, // in bps "arrival_cost": 40.250532544640556, // in bps "pov": 0.19167316910751267 // participation rate in percent i.e. this is 0.19% } ``` {% endtab %} {% tab title="422: Unprocessable Entity" %} ```json { "message": "MultiOrder not found for identifier abcddd" } ``` {% endtab %} {% endtabs %}