Query Parameters
| Field | Type | Need | Description | Example |
|---|---|---|---|---|
”order_id” | integer | required | TWAP order ID to retrieve history for | 13753364 |
Response
- Status 200: Successfully retrieved TWAP order history
| Field | Type | Description |
|---|---|---|
”history_id” | integer | History ID of the event |
”order_id” | integer | TWAP order ID |
”client_order_id” | UUID or null | CLOID of the TWAP order if assigned by user |
”symbol” | string | Trading pair symbol |
”side” | string | Whether the order is a bid or an ask |
”initial_amount” | decimal string | Total amount (in token denomination) of the TWAP order |
”filled_amount” | decimal string | Amount (in token denomination) filled after this event |
”average_price_of_last_filled_sub_order” | decimal string | Average fill price of the sub-order in this event. 0 if the event has no fill |
”value_of_last_filled_sub_order” | decimal string | Filled 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” | boolean | If each sub-order is reduce only |
”slippage_percent” | decimal string | Maximum slippage for each sub-order, in percent |
”planned_sub_order_amount” | decimal string | Planned amount (in token denomination) of each sub-order, set at creation |
”planned_sub_order_count” | integer | Number of planned sub-orders |
”past_sub_order_count” | integer | Number of planned sub-orders processed after this event |
”created_at” | integer | Timestamp 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