userTwapSliceFills
Private stream of individual TWAP child-order fills for one user. Historical slice fills are userTwapSliceFills.
ChanneluserTwapSliceFillsserver → client · type
userTwapSliceFillsStream TWAP child fills as they execute.
Subscribe
{
"method": "subscribe",
"type": "userTwapSliceFills",
"subscription": {
"type": "userTwapSliceFills",
"user": "0x0000000000000000000000000000000000000000"
}
}Try it
Subscription parameters
typestringrequired
"userTwapSliceFills"userstringrequired
User to follow. Use the account address, not an agent's.
exchangeIdExchangeScopeoptional
Filter by an instrument's configured exchange_id. Same three-state semantics as the HTTP /info ExchangeScope: missing, null, or 0 -> Default (only instruments with no configured exchange_id); the string "all" (case-insensitive) -> All (no filter, every exchange); a positive integer n -> Exchange(n) (only that exchange_id).
oneOf · variant 1
null
oneOf · variant 2
integer
oneOf · variant 3
string
Server message
channelstring
"userTwapSliceFills"dataWsUserTwapSliceFills
isSnapshotboolean
twapSliceFillsWsTwapSliceFill[]
userstring
Message example
{
"channel": "userTwapSliceFills",
"data": {
"isSnapshot": false,
"user": "0x0000000000000000000000000000000000000000",
"twapSliceFills": [
{
"twapId": "",
"status": "",
"failureReason": "",
"fill": {
"closedPnl": "",
"coin": "4",
"crossed": false,
"dir": "",
"hash": "",
"oid": 123456,
"px": "0",
"side": "A",
"startPosition": "",
"sz": "0",
"time": 1700000000000,
"fee": "",
"tid": 0,
"feeToken": ""
}
}
]
}
}