Returns a user’s most recent TWAP slice fills, each tagged with the parent TWAP order ID.
Returns a single user’s most recent TWAP slice fills - each individual slice executed as part of a larger TWAP (Time-Weighted Average Price) order. Every entry is aDocumentation Index
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{fill, twapId} pair, where twapId ties the slice back to its parent TWAP order. Multiple slices from the same TWAP share the same twapId.
User-keyed. Use this when you want execution-quality data for TWAP orders specifically - slippage per slice, fills-per-TWAP, realized average price - rather than the unified fills feed from userFillsByTime.
"userTwapSliceFills".fill fields (px, sz, startPosition, closedPnl, fee) are returned as decimal strings, preserving upstream precision. Do not parse them as floats - keep them as strings or use a fixed-precision decimal type.userFillsByTime.twapId to reconstruct per-TWAP execution.POST api.hyperliquid.xyz/info with {"type": "userTwapSliceFills", "user": "..."}.hash of all zeros - use that, or the presence of twapId, to distinguish them from regular fills.userFillsByTime when you want all fills (regular + TWAP slices) for a wallet within a time window; each TWAP slice there carries the same twapId field.