Account TWAP Orders

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Params

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

TWAP Order Snapshots

Pacifica sends a message when any open TWAP order on the account is created, updated, or closed. Each message is a complete replacement of the account’s open TWAP orders. Replace your whole local list on each message. An empty data: [] array means the account has no open TWAP orders. Pacifica does not send a snapshot when you subscribe. To get the starting list, call Get open TWAP orders. This channel covers TWAP orders from Create TWAP order. It does not cover TWAP order strategies. Those stream on Account order strategy updates.

Stream

{
  "channel": "account_twap_orders",
  "data": [
    {
      "i": 13753364,
      "I": "f47ac10b-58cc-4372-a567-0e02b2c3d479",
      "s": "BTC",
      "d": "bid",
      "a": "0.121",
      "f": "0.04",
      "tv": "3496.5",
      "ro": false,
      "sp": "0.500000000000",
      "psa": "0.001",
      "psc": 121,
      "poc": 40,
      "e": 1716203630000,
      "t": 1716201200000
    }
  ],
  "li": 1559696133
}

Field	Type	Description
`’i’`	integer	TWAP order ID
`’I’`	Full UUID string	Client order ID
`’s’`	string	Symbol
`’d’`	string	Side: [`bid`, `ask`]
`‘a’`	decimal string	Total amount
`’f’`	decimal string	Filled amount
`’tv’`	decimal string	Total filled value (price × amount) across all sub-orders
`’ro’`	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
`’poc’`	integer	Number of planned sub-orders processed so far
`’e’`	integer	Expiration time (milliseconds)
`‘t’`	integer	Updated at time (milliseconds)
`‘li’` (envelope)	integer	The highest order ID in the account’s order history when Pacifica built the message. Absent if the account has no order history

​Params

​TWAP Order Snapshots

​Stream

Params

TWAP Order Snapshots

Stream