Parameters
Request type identifier specifying 'userTwapSliceFills' as the info endpoint method to retrieve TWAP (Time-Weighted Average Price) order slice execution details
The wallet address in 42-character hexadecimal format (0x...) of the account whose TWAP order slice executions you want to analyze
Returns
Array of TWAP slice fill objects
Details of the TWAP slice fill execution
Unix timestamp in milliseconds when this TWAP slice was executed
Trading pair symbol for this TWAP slice, using standard symbols (e.g., 'BTC', 'ETH', 'SOL')
Order side for this slice: 'B' for Bid (buy/long) or 'A' for Ask (sell/short)
Executed size of this individual TWAP slice. Returned as string to preserve decimal precision
Execution price of this TWAP slice. Returned as string for full decimal precision
Position size immediately before this slice executed. Positive for long, negative for short
Human-readable trade direction describing position impact: 'Open Long', 'Close Short', etc.
Realized profit and loss from this fill in USDC. Positive for profit, negative for loss
Indicates whether this slice was a crossing (taker) order that immediately matched against resting liquidity (true) or a resting (maker) order (false)
Blockchain transaction hash in hexadecimal format for on-chain verification and block explorer lookups
Unique order identifier linking this slice to the parent order. Multiple slices can share the same oid when an order executes in partial fills
Trading fee charged for this slice, denominated in feeToken. Returned as string for precision
Token denomination for the trading fee, typically 'USDC'
Unique trade identifier for this specific fill execution. Each slice has a distinct tid
Unique identifier for the parent TWAP order. All slices from the same TWAP order share this ID