userTwapSliceFills
Info API
userTwapSliceFills
Commonly used to fetch a user’s most recent TWAP slice fills for execution-quality analytics on algorithmic orders.
POST
userTwapSliceFills
Documentation Index
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Credit Cost
1 per call
Processing
Realtime
- Wire-equal to
POST api.hyperliquid.xyz/infowith{"type": "userTwapSliceFills", "user": "..."}. - Each response contains at most 2,000 most recent TWAP slice fills. Older slices beyond that window are not retrievable from this endpoint.
- TWAP slice fills have a
hashof all zeros - use that, or the presence oftwapId, to distinguish them from regular fills. - Use
userFillsByTimewhen you want all fills (regular + TWAP slices) for a wallet within a time window; each TWAP slice there carries the sametwapIdfield.
{fill, twapId} pair, where twapId ties the slice back to its parent TWAP order. Multiple slices from the same TWAP share the same twapId.
User-keyed. Use this when you want execution-quality data for TWAP orders specifically - slippage per slice, fills-per-TWAP, realized average price - rather than the unified fills feed from userFillsByTime.
Endpoint
Request
Always
"userTwapSliceFills".The wallet address (lowercase 0x-prefixed hex).
Example
Response
An array of TWAP slice fill objects, most recent first.Field descriptions
All numeric
fill fields (px, sz, startPosition, closedPnl, fee) are returned as decimal strings, preserving upstream precision. Do not parse them as floats - keep them as strings or use a fixed-precision decimal type.The slice’s fill payload - the same shape as one entry from
userFillsByTime.Identifier of the parent TWAP order. Multiple slice fills from the same TWAP share this value - group by
twapId to reconstruct per-TWAP execution.