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userTwapSliceFills Info Endpoint Method

Retrieves individual TWAP order slice executions, showing execution time, price, size, and parent order identifier.

Updated on
Jun 15, 2026

Parameters

type
string
REQUIRED

Request type identifier specifying 'userTwapSliceFills' as the info endpoint method to retrieve TWAP (Time-Weighted Average Price) order slice execution details

user
string
REQUIRED

The wallet address in 42-character hexadecimal format (0x...) of the account whose TWAP order slice executions you want to analyze

Returns

array
array

Array of TWAP slice fill objects

fill
object

Details of the TWAP slice fill execution

time
integer

Unix timestamp in milliseconds when this TWAP slice was executed

coin
string

Trading pair symbol for this TWAP slice, using standard symbols (e.g., 'BTC', 'ETH', 'SOL')

side
string

Order side for this slice: 'B' for Bid (buy/long) or 'A' for Ask (sell/short)

sz
string

Executed size of this individual TWAP slice. Returned as string to preserve decimal precision

px
string

Execution price of this TWAP slice. Returned as string for full decimal precision

startPosition
string

Position size immediately before this slice executed. Positive for long, negative for short

dir
string

Human-readable trade direction describing position impact: 'Open Long', 'Close Short', etc.

closedPnl
string

Realized profit and loss from this fill in USDC. Positive for profit, negative for loss

crossed
boolean

Indicates whether this slice was a crossing (taker) order that immediately matched against resting liquidity (true) or a resting (maker) order (false)

hash
string

Blockchain transaction hash in hexadecimal format for on-chain verification and block explorer lookups

oid
integer

Unique order identifier linking this slice to the parent order. Multiple slices can share the same oid when an order executes in partial fills

fee
string

Trading fee charged for this slice, denominated in feeToken. Returned as string for precision

feeToken
string

Token denomination for the trading fee, typically 'USDC'

tid
integer

Unique trade identifier for this specific fill execution. Each slice has a distinct tid

twapId
integer

Unique identifier for the parent TWAP order. All slices from the same TWAP order share this ID

Request
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