Read-only futures quote (price, liq estimate, eligibility)

Optional private trace metadata supplied by a user-run agent. CoinRithm stores only this structured summary; do not send chain-of-thought, secrets, emails, or private account identity.

Paper Execution Realism v1 cost disclosure. Paper fills apply a deterministic, fully-disclosed cost so simulated PnL reflects real trading friction (a flat round-trip is a small loss, not a free breakeven). This is a rehearsal cost model, NOT an exchange fill guarantee. Per venue: - spot: a taker fee (feeBps) on notional, with market orders also filling at an adverse price (half-spread + slippage). Futures use the default-off legacy mark fill unless futures_fill_v1 is pinned; that model applies deterministic half-spread, slippage, and square-root size-scaled impact, with adverse cost embedded in the executed price.

• PM: fills at the ask (mid + half the ingested bid-ask spread) with size/liquidity-based slippage and a Polymarket-shaped taker fee (~1.8% near 50%, ~0 at the extremes), folded into sharesMusd. feeBps/spreadBps are positive and slippageBps scales with order size; entryProbability stays the mid for calibration. Futures quote funding is estimated from the latest venue rate when available and may change before settlement. Covered futures charges are applied from recorded settled venue history; fundingMode is a venue-specific mode such as binance_perp_rate_v1, bybit_perp_rate_v1, or gateio_perp_rate_v1, and is not_modeled when no latest rate is available. Funding does not apply to spot or PM. Futures liquidation forfeits margin without adverse fill cost, and fixed-price SL/TP triggers fill at their set price. Order-book depth, latency, and partial fills are not modeled.

Estimated executable fill; null when the futures fill model is disabled.

Latest funding rate used by the futures quote. The rate is signed as provided by the venue: for a long, a positive rate produces a positive estimated payment; a negative rate produces a receipt. The estimate is for the quoted position at the next settlement and is signed the same way (positive = paid, negative = received). estimatedPerIntervalMusd is null when the quote cannot price a position; zero remains a real estimate.

Current venue/contract reference for a coin. Historical funding charges remain on funding ledger events.

Data-freshness descriptor. Futures + spot use ageSeconds; PM uses ageMinutes. status is a freshness label; basis (PM only) names which timestamp the age was measured against.

Compact provenance block for an agent-facing market observation. It is also stored in the private ledger responseSummary when the request uses agentTrace/run headers, giving run exports a verifiable snapshot of what the agent observed without creating a full market archive.