twapId | string | TWAP order ID, e.g., "0x1a2b3c..." |
status | string | Current TWAP status, e.g., "active" |
asset | string | Market symbol, e.g., "BTC" |
side | string | "buy" or "sell" |
totalSz | string | Total requested size, e.g., "0.25" |
filledSz | string | Aggregate filled size, e.g., "0.10" |
remainingSz | string | Remaining size, e.g., "0.15" |
reduceOnly | boolean | Whether execution is reduce-only |
slicesFilled | number | Count of fully filled suborders |
slicesPartial | number | Count of partially filled suborders |
slicesRejected | number | Count of rejected or skipped suborders |
totalNotional | string | Filled notional, e.g., "5030.000000" |
avgFillPx | string | Derived VWAP, e.g., "50300.000000" |
durationMs | number | Schedule duration, e.g., 1800000 |
sliceIntervalMs | number | Interval between suborders, e.g., 300000 |
startedAt | number | Unix-millisecond start time, e.g., 1701234567890 |
expectedEndAt | number | Planned end time, e.g., 1701236367890 |
currentSliceIndex | number | Zero-based index for the latest processed suborder |
totalExpectedSlices | number | Planned number of suborders |
randomize | boolean | Whether suborder timing is randomized |
createdAt | number | Creation time, e.g., 1701234567890 |
updatedAt | number | Latest state update, e.g., 1701235167890 |
completedAt | number | undefined | Completion time, e.g., 1701236367890 |
canceledAt | number | undefined | Cancellation time, e.g., 1701235167890 |
reason | string | undefined | Completion or error detail |