Algo Execution Schedule Simulator

Deterministic execution-schedule arithmetic over caller-declared synthetic inputs. Slices a declared order three ways: VWAP across a declared volume_profile_pct that must sum to exactly 100 (fail closed otherwise), TWAP across a declared bucket count with a declared remainder rule for indivisible remainders, and POV as a declared participation rate of declared per-bucket volumes capped at the remaining order. Decomposes implementation shortfall from declared arrival and average-fill prices: shortfall_bps = (avg_fill - arrival) / arrival * 10000 and shortfall_cost = (avg_fill - arrival) * order_shares, sign-corrected by side so positive always reads cost. No market data, no feeds, no network, no clock.

Tool URL: https://ainumbers.co/tools/669-algo-execution-schedule-simulator.html AP2/Policy Mandate export: yes

post/v1/tools/compute_algo_execution_schedule_simulator

Request

Base URL: https://ainumbers.co
URL: https://ainumbers.co/v1/tools/compute_algo_execution_schedule_simulator
Auth: none declared

Request body

sidestring required

buy or sell

order_sharesnumber required

positive whole number of shares

methodstring required

vwap, twap, or pov

bucket_countnumber

whole number of buckets, 1 to 512 (twap)

remainder_rulestring

front or back, required when the order does not divide evenly (twap)

participation_rate_pctnumber

participation rate, greater than 0 and at most 100 (pov)

arrival_pricenumber required

avg_fill_pricenumber required

Response

Successful tool execution result

slicesunknown

shortfall_bpsnumber nullable

Implementation shortfall in bps, rounded half-up to 2 decimals; positive reads cost.

shortfall_costnumber nullable

Implementation shortfall in currency, rounded half-up to 2 decimals; positive reads cost.

tracestring

Full arithmetic trace, or the fail-closed reasons naming each rejected input.

Changes

No recorded changes to this operation across all 1 revision of this API.