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Returns one row per event of the TWAP order, newest first. Each row shows the order’s state after that event.

Query Parameters

FieldTypeNeedDescriptionExample
”order_id”integerrequiredTWAP order ID to retrieve history for13753364

Response

  • Status 200: Successfully retrieved TWAP order history
FieldTypeDescription
”history_id”integerHistory ID of the event
”order_id”integerTWAP order ID
”client_order_id”UUID or nullCLOID of the TWAP order if assigned by user
”symbol”stringTrading pair symbol
”side”stringWhether the order is a bid or an ask
”initial_amount”decimal stringTotal amount (in token denomination) of the TWAP order
”filled_amount”decimal stringAmount (in token denomination) filled after this event
”average_price_of_last_filled_sub_order”decimal stringAverage fill price of the sub-order in this event. 0 if the event has no fill
”value_of_last_filled_sub_order”decimal stringFilled value (price × amount) of the sub-order in this event. 0 if the event has no fill
”event_type”string”twap_created”: order created
”sub_order_executed”: a sub-order was placed
”sub_order_failed”: the engine rejected a sub-order
”cancel”: order cancelled
”reject_sub_order_failure”: order stopped after a rejected sub-order
”expiration”: order expired with part of the amount unfilled
”completion”: the full amount filled
”order_status”string”open"
"in_execution"
"completed"
"cancelled"
"expired"
"rejected_due_to_sub_order”
See Get TWAP order history
”reduce_only”booleanIf each sub-order is reduce only
”slippage_percent”decimal stringMaximum slippage for each sub-order, in percent
”planned_sub_order_amount”decimal stringPlanned amount (in token denomination) of each sub-order, set at creation
”planned_sub_order_count”integerNumber of planned sub-orders
”past_sub_order_count”integerNumber of planned sub-orders processed after this event
”created_at”integerTimestamp in milliseconds when the event occurred
  • Status 400: Invalid request parameters
  • Status 404: No history for this TWAP order ID
  • Status 500: Internal server error

Code Example (Python)