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POST
userTwapSliceFills | Hyperliquid Info API

Credit Cost

1 per call

Processing

Realtime
The Hyperliquid info endpoint with type: "userTwapSliceFills" is used to fetch a user’s most recent TWAP slice fills for execution-quality analytics on algorithmic orders.
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  • Wire-equal to POST api.hyperliquid.xyz/info with {"type": "userTwapSliceFills", "user": "..."}.
  • Each response contains at most 2,000 most recent TWAP slice fills. Older slices beyond that window are not retrievable from this endpoint.
  • TWAP slice fills have a hash of all zeros - use that, or the presence of twapId, to distinguish them from regular fills.
  • Use 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.
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 a {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.

Endpoint

Request

type
string
required
Always "userTwapSliceFills".
user
string
required
The wallet address (lowercase 0x-prefixed hex).

Example

Response

An array of TWAP slice fill objects, most recent first.

Field descriptions

All numeric 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.
fill
object
The slice’s fill payload - the same shape as one entry from userFillsByTime.
twapId
int
Identifier of the parent TWAP order. Multiple slice fills from the same TWAP share this value - group by twapId to reconstruct per-TWAP execution.

userTwapSliceFillsByTime

fetch a user’s TWAP slice fills within a time window for execution-quality reconciliation on algorithmic…

userFills

fetch a user’s most recent trade fills without specifying a time window.

userFillsByTime

fetch a user’s trade fills within a time window for P&L recaps and tax ledger reconstruction.

builderFills

fetch a builder’s most recent attributed trade fills for revenue attribution and order-flow analytics.
Last reviewed: 2026-06-13