route_order

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Cheapest way to fill a crypto perp order across multiple venues, and what that saves versus using the single best venue. Merges every order-book level from Binance, Bybit, Bitget, Hyperliquid, OKX and Gate into one list ordered by FEE-ADJUSTED price and walks it until filled. Use for "how should I split this order", "what's the cheapest venue to buy $2M of SOL", "how much would routing save me". Returns the per-venue allocation, the blended price, the best single venue, and the saving in bp and USD. `coin` = ticker e.g. 'sol'. `notional_usd` = order size in USD. `side` = 'buy' or 'sell'. `venues` = optional comma-separated subset (e.g. "binance,bybit") for a desk that only has accounts on some — the saving is only real on venues you can actually trade. This is a MEASUREMENT of a live book, not a prediction: it is optimal for the static snapshot, prices move while an order works, and it assumes capital is already on each venue and ignores transfer costs. Requires an EnsoTrade Pro API key.