POST
/
info
Retrieve a user's TWAP slice fills
curl --request POST \
  --url https://api.hyperliquid.xyz/info \
  --header 'Content-Type: application/json' \
  --data '{
  "type": "userTwapSliceFills",
  "user": "0x31ca8395cf837de08b24da3f660e77761dfb974b"
}'
[
  {
    "fill": {
      "closedPnl": "0.0",
      "coin": "AVAX",
      "crossed": true,
      "dir": "Open Long",
      "hash": "0x0000000000000000000000000000000000000000000000000000000000000000",
      "oid": 90542681,
      "px": "18.435",
      "side": "B",
      "startPosition": "26.86",
      "sz": "93.53",
      "time": 1681222254710,
      "fee": "0.01",
      "feeToken": "USDC",
      "tid": 118906512037719
    },
    "twapId": 3156
  }
]
You can only use this endpoint on the official Hyperliquid public API. It is not available through Chainstack, as the open-source node implementation does not support it yet.
The info endpoint with type: "userTwapSliceFills" retrieves a user’s TWAP (Time-Weighted Average Price) slice fills on the Hyperliquid exchange. This endpoint provides detailed information about individual fill executions that result from TWAP order slicing, enabling analysis of TWAP execution quality and performance.
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​
Parameters

​
Request body

  • type (string, required) — The request type. Must be "userTwapSliceFills" to retrieve TWAP slice fills.
  • user (string, required) — Address in 42-character hexadecimal format; e.g. 0x0000000000000000000000000000000000000000.

​
Response

The response is an array of TWAP slice fill objects, each containing detailed fill information and the associated TWAP order ID:

​
Response structure

Each TWAP slice fill object contains:
  • fill — Detailed fill information object (similar to regular fills)
  • twapId — Unique identifier for the TWAP order that generated this slice fill

​
Fill data structure

The fill object contains comprehensive execution information: Core trade data:
  • coin — Asset identifier (simple names like “BTC”, “ETH” for perpetuals; spot format like “@107” for spot trades)
  • px — Fill price as a string for precision
  • sz — Fill size (quantity traded)
  • side — Trade side: “A” for Ask/Sell, “B” for Bid/Buy
  • time — Fill timestamp in milliseconds
  • oid — Order ID that generated this fill
  • tid — Unique trade ID
Position and P&L data:
  • startPosition — Position size before this fill
  • dir — Trade direction (e.g., “Open Long”, “Close Short”, “Buy”, “Sell”)
  • closedPnl — Realized profit/loss from this fill
  • crossed — Boolean indicating if this was a crossing order
Fee and transaction data:
  • fee — Trading fee paid for this fill
  • feeToken — Token used to pay the fee (typically “USDC”)
  • hash — Transaction hash (TWAP fills have a hash of all zeros)
TWAP-specific characteristics:
  • twapId — Links this fill to the parent TWAP order
  • hash — Always “0x0000000000000000000000000000000000000000000000000000000000000000” for TWAP fills

​
Data limits and ordering

Response limits:
  • Maximum 2000 most recent TWAP slice fills
  • Results are ordered by time (most recent first)
  • Older fills beyond the 2000 limit are not accessible
TWAP execution context:
  • Each fill represents one slice execution from a larger TWAP order
  • Multiple fills can share the same twapId if they’re from the same TWAP order
  • Fills show the actual execution details of TWAP slicing strategy

​
TWAP order execution

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Understanding TWAP fills

TWAP strategy:
  • Large orders are broken into smaller slices executed over time
  • Each slice execution generates a separate fill record
  • Goal is to achieve time-weighted average pricing and reduce market impact
Slice execution:
  • Individual slices are executed as market conditions allow
  • Each slice fill shows actual execution price and quantity
  • Timing and sizing depend on TWAP algorithm parameters
Execution tracking:
  • twapId groups all fills from the same TWAP order
  • Sequential fills show the progression of TWAP execution
  • Total execution = sum of all fills with the same twapId

​
TWAP vs regular fills

Key differences:
  • TWAP fills have zero hash (0x000...000)
  • TWAP fills are linked by twapId
  • TWAP fills represent algorithmic execution slices
  • Regular fills represent direct order executions

​
Asset identification

Perpetual contracts:
  • Use simple asset names: “BTC”, “ETH”, “AVAX”, “SOL”
  • Represent standard perpetual futures contracts
Spot markets:
  • Use indexed format: “@107”, “@1”, etc.
  • Index corresponds to the spot pair position in the universe
  • Some assets may have remapped names in user interfaces

​
Performance analysis

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TWAP execution metrics

Price performance:
  • Compare individual slice prices to market benchmarks
  • Analyze price improvement or slippage across slices
  • Calculate volume-weighted average price (VWAP) achieved
Timing analysis:
  • Review execution timing across the TWAP duration
  • Analyze market impact of individual slices
  • Assess execution completion rate and timing
Cost analysis:
  • Sum fees across all slices for total execution cost
  • Compare TWAP execution costs to alternative strategies
  • Analyze fee efficiency of slice sizing

​
Example request

Shell
curl -X POST \
  -H "Content-Type: application/json" \
  -d '{"type": "userTwapSliceFills", "user": "0x31ca8395cf837de08b24da3f660e77761dfb974b"}' \
  https://api.hyperliquid.xyz/info

​
Example response

[
  {
    "fill": {
      "closedPnl": "0.0",
      "coin": "AVAX",
      "crossed": true,
      "dir": "Open Long",
      "hash": "0x0000000000000000000000000000000000000000000000000000000000000000",
      "oid": 90542681,
      "px": "18.435",
      "side": "B",
      "startPosition": "26.86",
      "sz": "93.53",
      "time": 1681222254710,
      "fee": "0.01",
      "feeToken": "USDC",
      "tid": 118906512037719
    },
    "twapId": 3156
  }
]

​
Use cases

The info endpoint with type: "userTwapSliceFills" is essential for applications that need to:
  • TWAP execution analysis: Analyze the performance and efficiency of TWAP order executions
  • Algorithmic trading evaluation: Assess the effectiveness of TWAP strategies and parameters
  • Market impact studies: Study how TWAP slicing affects market impact and execution quality
  • Performance attribution: Attribute trading performance to specific TWAP execution strategies
  • Cost analysis: Calculate total execution costs and analyze fee efficiency across TWAP slices
  • Execution quality monitoring: Monitor TWAP execution quality and identify optimization opportunities
  • Risk management: Assess execution risk and market impact of large order strategies
  • Strategy optimization: Optimize TWAP parameters based on historical execution data
  • Compliance reporting: Generate detailed reports on algorithmic execution for regulatory requirements
  • Client reporting: Provide institutional clients with detailed TWAP execution reports
  • Academic research: Study algorithmic execution strategies and market microstructure
  • Quantitative analysis: Perform statistical analysis on TWAP execution patterns and outcomes
  • Benchmark comparison: Compare TWAP execution against other execution strategies
  • Market timing analysis: Analyze optimal timing for TWAP execution initiation
  • Liquidity analysis: Study market liquidity patterns through TWAP execution data
  • Trading system development: Build and optimize TWAP execution algorithms
  • Portfolio management: Track large order executions as part of portfolio management
  • Execution consulting: Provide execution analysis and optimization services
  • Regulatory compliance: Maintain detailed records of algorithmic execution for audit purposes
  • Performance reporting: Generate comprehensive execution performance reports for stakeholders
This endpoint provides specialized data for analyzing TWAP execution performance, enabling sophisticated analysis of algorithmic trading strategies and execution quality on the Hyperliquid platform.

Body

application/json

Response

200 - application/json

Successful response with TWAP slice fills data

The response is of type object[].