v1

latestOpenAPI 3.0.32026-07-267278168.1 KB

TWAP Orders

Get TWAP Order History

Returns a paginated list of completed or cancelled TWAP orders for the authenticated account. For how TWAP execution works, see TWAP orders.

get/v1/perps/twap/orders/history

Query parameters

marketstring

Example:AAPL-USD.P

Filter by market

limitinteger

Example:100

Maximum number of results to return

cursorstring

Example:NQ5WWO3THN3Q====

Pagination cursor

startTimeinteger

Example:1684814400000

Start time filter (UTC milliseconds)

endTimeinteger

Example:1672549200000

End time filter (UTC milliseconds)

Response

Paginated list of TWAP 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": [
    {
      "twapId": "twap_70a37d8f972f2494837f9dba8364cbb4",
      "market": "AAPL-USD.P",
      "side": "buy",
      "startTime": "2024-01-04T16:00:00Z",
      "finishTime": "2024-01-04T17:00:00Z",
      "runningTime": 3600,
      "frequency": 60,
      "avgFilledPrice": "150.25",
      "filledSize": "10.00",
      "totalSize": "20.30",
      "totalFees": "0.152",
      "orderStatus": "running",
      "maxPrice": "160.00",
      "minPrice": "140.00",
      "successfulOrders": 30,
      "twapCancelReason": 1,
      "lastChildOrderError": "twap_child_order_not_fully_filled"
    }
  ],
  "pageInfo": {
    "prevCursor": "O4ZTGM3RGM2DG===",
    "nextCursor": "NQ5WWO3THN3Q===="
  }
}