v1

latestOpenAPI 3.0.32026-07-267278168.1 KB

TWAP Orders

Get TWAP Order Fills

Returns all fills for all child orders of a TWAP order. For how TWAP execution works, see TWAP orders.

get/v1/perps/twap/order/{orderID}/fills

Path parameters

orderIDstring required

Example:twap_70a37d8f972f2494837f9dba8364cbb4

TWAP order ID (prefixed with twap_)

Response

List of fills for all child orders

successboolean required

Whether the request was successful

errorstring

Error message, present only on failure

error_codestring

Semantic error code. See each endpoint's error responses for the specific codes it can return.

deprecatedstring

Deprecation notice, if applicable

Example response

{
  "success": true,
  "result": [
    {
      "id": "70a37d8f972f2494837f9dba8364cbb4",
      "orderId": "197ec08e001658690721be129e7fa595",
      "clientOrderId": "order123",
      "parentOrderID": "70a37d8f972f2494837f9dba8364cbb4",
      "market": "AAPL-USD.P",
      "price": "1.55",
      "size": "5.403",
      "side": "buy",
      "direction": "openLong",
      "filledCost": "8.37465",
      "fee": "0.0837",
      "feeRebate": "0.0042",
      "pnl": "1.2345",
      "time": "2022-06-16T12:35:11.123456Z"
    }
  ]
}