Account TWAP Order Updates - Pacifica

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Params

{
    "method": "subscribe",
    "params": {
        "source": "account_twap_order_updates",
        "account": "42trU9A5..."
    }
}

Each message carries one or more TWAP order events. Each row shows the TWAP order’s state after its event, like a row of Get TWAP order history. Reconcile rows by TWAP order ID (i). This channel covers TWAP orders from Create TWAP order. It does not cover TWAP order strategies.

Stream

{
  "channel": "account_twap_order_updates",
  "data": [
    {
      "i": 13753364,
      "I": "f47ac10b-58cc-4372-a567-0e02b2c3d479",
      "u": "42trU9A5...",
      "s": "BTC",
      "d": "bid",
      "ta": "0.121",
      "fa": "0.04",
      "lp": "87420",
      "lv": "87.42",
      "tv": "3496.5",
      "oe": "sub_order_executed",
      "os": "in_execution",
      "r": false,
      "sp": "0.5",
      "psa": "0.001",
      "psc": 121,
      "pasc": 40,
      "et": 1716203630000,
      "ct": 1716200000000,
      "ut": 1716201200000
    }
  ]
}

Field	Type	Description
`’i’`	integer	TWAP order ID
`’I’`	Full UUID string	Client order ID
`’u’`	string	Account
`’s’`	string	Symbol
`’d’`	string	Side: [`bid`, `ask`]
`‘ta’`	decimal string	Total amount
`’fa’`	decimal string	Filled amount
`’lp’`	decimal string	Average fill price of the latest sub-order that filled
`’lv’`	decimal string	Filled value (price × amount) of the latest sub-order that filled
`’tv’`	decimal string	Total filled value (price × amount) across all sub-orders
`’oe’`	string	TWAP order event (see below)
`‘os’`	string	TWAP order status (see below)
`‘r’`	bool	Reduce only
`’sp’`	decimal string	Maximum slippage for each sub-order, in percent
`’psa’`	decimal string	Planned amount of each sub-order
`’psc’`	integer	Number of planned sub-orders
`’pasc’`	integer	Number of planned sub-orders processed so far
`’et’`	integer	Expiration time (milliseconds)
`‘ct’`	integer	Created at time (milliseconds)
`‘ut’`	integer	Updated at time (milliseconds)

Field	Value	Description
`'oe'`	`twap_created`	TWAP order created
	`sub_order_executed`	Sub-order placed
	`sub_order_failed`	Engine rejected a sub-order
	`cancel`	TWAP order cancelled
	`reject_sub_order_failure`	TWAP order stopped after a failed sub-order
	`expiration`	Expired with part of the amount unfilled
	`completion`	Full amount filled
`'os'`	`open`	No sub-order processed yet
	`in_execution`	Sending sub-orders
	`completed`	Full amount filled
	`cancelled`	Cancelled
	`expired`	Ended with part of the amount unfilled
	`rejected_due_to_sub_order`	Stopped because a sub-order was rejected