HyperCore APIs are in beta. Message fields, limits, and behavior may change, including breaking changes. To request access, contact [email protected].
A fill is one side of a trade. Every trade produces two fills, one for each counterparty, and both share the same trade ID (tid). Fill streams deliver [user, fill] pairs grouped by block.
| To follow | Use |
|---|---|
| Every trade, or every trade in some markets | allFills |
| Specific wallets | userFills |
| Orders placed through builder codes | builderFills |
| Liquidations | liquidationFills |
Taker and maker. crossed: true marks the taker side.
Liquidations. Liquidation fills carry a liquidation object with the liquidated user, mark price, and method. liquidationFills delivers only these fills.
Builder attribution. Fills from orders placed with a builder code carry the builder address.
Aggregation. A taker order that sweeps several resting orders produces several fills in the same block. Set aggregateByTime: true to receive one merged fill per taker order per block: size, fees, and closedPnl are summed, the price is the size-weighted average, and other fields (including tid) come from the first partial fill. Maker fills are never merged.