Get TWAP order executions


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Response format:

NameTypeSample ValueDescription
idnumber50001id for this particular order
statusstringsentSee table below for possible values.
failureReasonstringinsufficient_balanceThis field may be populated if status is not 'sent' and there is additional information about this error. See table below for possible values.
sizenumber0.5Size of the order that was placed as part of this execution
filledSizenumber0.5Total filled size of this TWAP. This value is updated throughout the execution of the TWAP.
avgFillPricenumber5000Average price paid for the filled size.
orderStatusstringclosedStatus of the order that was sent as part of this execution. One of new, open, closed
orderTypestringmarketOrder type of the order that was sent as part of this execution. One of market, limit.

Status format:

sentOrder was successfully sent.
skipped_spread_higher_than_allowedThis TWAP has a non-null maxSpread specified and this order was not sent because max spread was exceeded.
skipped_remaining_size_too_smallRemaining size for this TWAP is smaller than the minimum order size allowed for the market. This TWAP will stop execution after encountering this issue.
skipped_run_size_too_smallOrder size for this individual run is smaller than the minimum order sized allowed for this market.
skipped_place_order_failedPlacing this individual order failed. The failureReason field will be populated if there is additional information available (e.g. not enough balances).
skipped_last_order_not_closedThe most recent order placed for this TWAP is still open.
skipped_price_bound_exceededThis TWAP has a non-null priceBound specified, and the market price exceeded that price bound at the time this order was attempted to be executed.

Failure reason format:

genericGeneric failure. No additional information is available.
insufficient_marginUser did not have enough margin to send an order as part of this execution
insufficient_balanceUser did not have enough balance to send an order as part of this execution.
invalid_reduce_only_orderThis execution attempted to place a reduce-only order that would have been invalid (e.g. would have opened position).
post_only_marketThis market is in post-only mode.
account_being_liquidatedThe account was being liquidated at the time of TWAP execution.
invalid_sizeSize for this execution was invalid.