> ## Documentation Index
> Fetch the complete documentation index at: https://goldrush.dev/docs/llms.txt
> Use this file to discover all available pages before exploring further.
# userTwapSliceFillsByTime | Hyperliquid Info API
> Hyperliquid userTwapSliceFillsByTime: fetch a user's TWAP slice fills within a time window for execution-quality reconciliation on algorithmic orders.
1 per call
Realtime
The Hyperliquid info endpoint with `type: "userTwapSliceFillsByTime"` is used to fetch a user's TWAP slice fills within a time window for execution-quality reconciliation on algorithmic orders.
Estimate your monthly cost for this API using the [Pricing Calculator](/pricing-calculator?endpoint=%2Fapi-reference%2Fhyperliquid-info%2Fuser-twap-slice-fills-by-time).
* Wire-equal to `POST api.hyperliquid.xyz/info` with `{"type": "userTwapSliceFillsByTime", "user": "...", "startTime": ...}`.
* Each response contains at most 2,000 slice fills; widen the window in chunks or page by advancing `startTime` if you need more.
* GoldRush serves this `type` from a dedicated HyperCore historical store, so windows older than upstream Hyperliquid’s 10,000-fill retention are still fulfilled.
* TWAP slice fills have a `hash` of all zeros - use that, or the presence of `twapId`, to distinguish them from regular fills.
* Use `userTwapSliceFills` (no `ByTime` suffix) when you only need the most recent N slice fills without specifying a window.
Returns a single user's TWAP slice fills bounded by a `[startTime, endTime)` window in milliseconds. Each entry is a `{fill, twapId}` pair, where `twapId` ties the slice back to its parent TWAP order. Use this when you want execution-quality data for TWAP orders within a specific window - daily slice recaps, post-deploy backfills, or reconciling realized TWAP execution against benchmarks.
User-keyed. The upstream Hyperliquid API caps each response at **2,000 slice fills**; page by advancing `startTime`. **NOT LIMITED TO THE 10,000 MOST RECENT FILLS.** GoldRush serves this `type` from a dedicated HyperCore historical store so windows extending past the upstream retention limit are fulfilled from GoldRush data rather than truncated.
## Endpoint
```
POST https://hypercore.goldrushdata.com/info
Authorization: Bearer
Content-Type: application/json
```
## Request
Always `"userTwapSliceFillsByTime"`.
The wallet address (lowercase 0x-prefixed hex).
Unix timestamp in milliseconds. Inclusive lower bound.
Unix timestamp in milliseconds. Exclusive upper bound. Defaults to current server time when omitted.
### Example
```bash cURL theme={null}
curl -X POST https://hypercore.goldrushdata.com/info \
-H "Authorization: Bearer $GOLDRUSH_API_KEY" \
-H "Content-Type: application/json" \
-d '{
"type": "userTwapSliceFillsByTime",
"user": "0x31ca8395cf837de08b24da3f660e77761dfb974b",
"startTime": 1735689600000
}'
```
```typescript TypeScript theme={null}
const response = await fetch("https://hypercore.goldrushdata.com/info", {
method: "POST",
headers: {
"Authorization": `Bearer ${process.env.GOLDRUSH_API_KEY}`,
"Content-Type": "application/json",
},
body: JSON.stringify({
type: "userTwapSliceFillsByTime",
user: "0x31ca8395cf837de08b24da3f660e77761dfb974b",
startTime: 1735689600000,
}),
});
const slices = await response.json();
```
```python Python theme={null}
import os, requests
response = requests.post(
"https://hypercore.goldrushdata.com/info",
headers={"Authorization": f"Bearer {os.environ['GOLDRUSH_API_KEY']}"},
json={
"type": "userTwapSliceFillsByTime",
"user": "0x31ca8395cf837de08b24da3f660e77761dfb974b",
"startTime": 1735689600000,
},
)
slices = response.json()
```
## Response
An array of TWAP slice fill objects ordered by `time`.
```json theme={null}
[
{
"fill": {
"closedPnl": "0.0",
"coin": "AVAX",
"crossed": true,
"dir": "Open Long",
"hash": "0x0000000000000000000000000000000000000000000000000000000000000000",
"oid": 90542681,
"px": "18.435",
"side": "B",
"startPosition": "26.86",
"sz": "93.53",
"time": 1681222254710,
"fee": "0.01",
"feeToken": "USDC",
"tid": 118906512037719
},
"twapId": 3156
}
]
```
### 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.
The slice's fill payload - the same shape as one entry from [`userFillsByTime`](/api-reference/hyperliquid-info/user-fills-by-time).
Asset symbol - e.g. `"BTC"`, `"ETH"` for perps; spot pairs use the `@N` form (e.g. `"@107"`).
Fill execution price for this slice.
Slice fill size.
`"B"` for buy/long, `"A"` for ask/short.
Unix timestamp in milliseconds when the slice executed.
Signed position size on the same coin immediately before this slice.
Human-readable direction label - e.g. `"Open Long"`, `"Close Short"`, `"Buy"`, `"Sell"`.
Realized PnL in USDC attributable to this slice (zero when the slice opens or extends a position).
All-zero (`0x000…000`) for TWAP slice fills - the distinguishing marker versus regular fills, which carry an L1 transaction hash.
Order ID for the slice.
Unique trade ID for the slice.
`true` when the slice came from the taker side, `false` when it was the maker side.
Trading fee paid for this slice, denominated in `feeToken`.
Symbol the fee was paid in - typically `"USDC"`.
Identifier of the parent TWAP order. Multiple slice fills from the same TWAP share this value - group by `twapId` to reconstruct per-TWAP execution.
## Related endpoints
fetch a user's most recent TWAP slice fills for execution-quality analytics on algorithmic orders.
fetch a user’s trade fills within a time window for P\&L recaps and tax ledger reconstruction.
fetch a builder’s attributed trade fills within a time window for revenue attribution and fee accounting.
fetch a user's most recent trade fills without specifying a time window.
*Last reviewed: 2026-06-19*