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Merged
TuxedoFish merged 2 commits into from
Sep 8, 2026
Merged

Info endpoints: twapHistory, userTwapSliceFillsByTime, activeAssetData #157

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1a03a08
Info endpoints: twapHistory, userTwapSliceFillsByTime, activeAssetData
Sep 8, 2026
3d27a64
Remove unnecessary comments flagged in review
Sep 8, 2026
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8 changes: 4 additions & 4 deletions README.md
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Expand Up @@ -120,11 +120,11 @@ Legend: ✅ implemented — ⬜ not yet implemented.
| General | `legalCheck` | ⬜ | |
| General | `preTransferCheck` | ⬜ | |
| General | `subAccounts2` | ⬜ | |
| General | `twapHistory` | ⬜ | |
| General | `twapHistory` | ✅ | `RestApi::twapHistory` |
| General | `usdcRouting` | ⬜ | |
| General | `userBorrowLendInterest` | ⬜ | |
| General | `userToMultiSigSigners` | ⬜ | |
| General | `userTwapSliceFillsByTime` | ⬜ | |
| General | `userTwapSliceFillsByTime` | ✅ | `RestApi::userTwapSliceFillsByTime` |
| General | `validatorL1Votes` | ⬜ | |
| General | `validatorSummaries` | ⬜ | |
| General | `vaultSummaries` | ⬜ | |
Expand All @@ -139,7 +139,7 @@ Legend: ✅ implemented — ⬜ not yet implemented.
| Perpetuals | `predictedFundings` | ✅ | `RestApi::predictedFundings` |
| Perpetuals | `perpsAtOpenInterestCap` | ✅ | `RestApi::perpsAtOpenInterestCap` |
| Perpetuals | `perpDeployAuctionStatus` | ✅ | `RestApi::perpDeployAuctionStatus` |
| Perpetuals | `activeAssetData` | ⬜ | |
| Perpetuals | `activeAssetData` | ✅ | `RestApi::activeAssetData` |
| Perpetuals | `perpDexLimits` | ✅ | `RestApi::perpDexLimits` |
| Perpetuals | `perpDexStatus` | ✅ | `RestApi::perpDexStatus` |
| Perpetuals | `allPerpMetas` | ✅ | `RestApi::allPerpMetas` |
Expand All @@ -161,7 +161,7 @@ Legend: ✅ implemented — ⬜ not yet implemented.
| Spot / Outcomes | `outcomeDeployerLimits` | ⬜ | |
| Spot / Outcomes | `outcomeTemplates` | ⬜ | |

53 of 78 documented info endpoints implemented. One (`tokenDetails`) has a `RestEndpointType` enum value reserved but no request builder or method yet.
56 of 78 documented info endpoints implemented. One (`tokenDetails`) has a `RestEndpointType` enum value reserved but no request builder or method yet.

### Exchange actions (`/exchange`)

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8 changes: 8 additions & 0 deletions examples/rest_leverage.cpp
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Expand Up @@ -41,6 +41,14 @@ int main()
const std::string asset = "ETH";
const double size = 0.01;

spdlog::info("=== activeAssetData ({}) ===", asset);
auto activeAssetData = api.activeAssetData(wallet.accountAddress, asset);
spdlog::info("activeAssetData: leverage={}x ({}) maxTradeSz=[{}, {}] availableToTrade=[{}, {}] markPx={}",
activeAssetData.leverageValue, hyperliquid::toString(activeAssetData.leverageType),
activeAssetData.maxTradeSzLong, activeAssetData.maxTradeSzShort,
activeAssetData.availableToTradeLong, activeAssetData.availableToTradeShort,
activeAssetData.markPx);

spdlog::info("=== Switch {} to isolated leverage ===", asset);

hyperliquid::UpdateLeverageRequest leverageReq;
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31 changes: 31 additions & 0 deletions examples/rest_twap_slices.cpp
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Expand Up @@ -7,11 +7,22 @@
#include <chrono>
#include <thread>

namespace
{
uint64_t nowMs()
{
return static_cast<uint64_t>(std::chrono::duration_cast<std::chrono::milliseconds>(
std::chrono::system_clock::now().time_since_epoch())
.count());
}
}

int main()
{
auto wallet = loadWalletFromConfig();
std::string userAddress = wallet.accountAddress;
hyperliquid::setLogLevel(hyperliquid::LogLevel::Info);
uint64_t startTime = nowMs();

hyperliquid::ApiConfig config;
config.env = hyperliquid::Environment::Testnet;
Expand Down Expand Up @@ -66,5 +77,25 @@ int main()
if (cancelResp.error)
spdlog::info(" Error: {}", *cancelResp.error);

spdlog::info("=== twapHistory ===");
auto history = api.twapHistory(userAddress);
spdlog::info("twapHistory: {} entries", history.history.size());
for (const auto& entry : history.history)
{
if (entry.twapId != *twapResp.twapId) continue;
spdlog::info(" MATCH twapId={} status={} time={}",
entry.twapId, hyperliquid::toString(entry.status), entry.time);
}

spdlog::info("=== userTwapSliceFillsByTime (since twapOrder was placed) ===");
auto slicesByTime = api.userTwapSliceFillsByTime(userAddress, startTime);
spdlog::info("userTwapSliceFillsByTime: {} fills since {}", slicesByTime.fills.size(), startTime);
for (const auto& slice : slicesByTime.fills)
{
if (slice.twapId != *twapResp.twapId) continue;
spdlog::info(" MATCH twapId={} coin={} px={} sz={} time={}",
slice.twapId, slice.fill.coin, slice.fill.px, slice.fill.sz, slice.fill.time);
}

return 0;
}
12 changes: 12 additions & 0 deletions include/hyperliquid/rest/RestApi.h
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Expand Up @@ -95,6 +95,12 @@ class RestApi {
const std::optional<std::string>& dex = std::nullopt);
HistoricalOrdersResponse historicalOrders(const std::string& user);
UserTwapSliceFillsResponse userTwapSliceFills(const std::string& user);
UserTwapSliceFillsResponse userTwapSliceFillsByTime(const std::string& user,
uint64_t startTime,
const std::optional<uint64_t>& endTime = std::nullopt,
const std::optional<bool>& aggregateByTime = std::nullopt);
TwapHistoryResponse twapHistory(const std::string& user);
ActiveAssetData activeAssetData(const std::string& user, const std::string& coin);
SubAccountsResponse subAccounts(const std::string& user);
UserFeesResponse userFees(const std::string& user);
MaxBuilderFeeResponse maxBuilderFee(const std::string& user, const std::string& builder);
Expand Down Expand Up @@ -226,6 +232,12 @@ class RestApi {
const std::optional<std::string>& dex = std::nullopt);
void historicalOrdersAsync(const std::string& user);
void userTwapSliceFillsAsync(const std::string& user);
void userTwapSliceFillsByTimeAsync(const std::string& user,
uint64_t startTime,
const std::optional<uint64_t>& endTime = std::nullopt,
const std::optional<bool>& aggregateByTime = std::nullopt);
void twapHistoryAsync(const std::string& user);
void activeAssetDataAsync(const std::string& user, const std::string& coin);
void subAccountsAsync(const std::string& user);
void userFeesAsync(const std::string& user);
void maxBuilderFeeAsync(const std::string& user, const std::string& builder);
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3 changes: 3 additions & 0 deletions include/hyperliquid/rest/RestApiMessageParser.h
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Expand Up @@ -67,6 +67,9 @@ namespace hyperliquid
FrontendOpenOrdersResponse parseFrontendOpenOrders(const std::string& message);
HistoricalOrdersResponse parseHistoricalOrders(const std::string& message);
UserTwapSliceFillsResponse parseUserTwapSliceFills(const std::string& message);
UserTwapSliceFillsResponse parseUserTwapSliceFillsByTime(const std::string& message);
TwapHistoryResponse parseTwapHistory(const std::string& message);
ActiveAssetData parseActiveAssetData(const std::string& message);
SubAccountsResponse parseSubAccounts(const std::string& message);
UserFeesResponse parseUserFees(const std::string& message);
MaxBuilderFeeResponse parseMaxBuilderFee(const std::string& message);
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3 changes: 3 additions & 0 deletions include/hyperliquid/rest/RestEndpointListener.h
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Expand Up @@ -51,6 +51,9 @@ class RestEndpointListener {
virtual void onFrontendOpenOrders(const FrontendOpenOrdersResponse&, std::optional<uint64_t> = std::nullopt) {}
virtual void onHistoricalOrders(const HistoricalOrdersResponse&, std::optional<uint64_t> = std::nullopt) {}
virtual void onUserTwapSliceFills(const UserTwapSliceFillsResponse&, std::optional<uint64_t> = std::nullopt) {}
virtual void onUserTwapSliceFillsByTime(const UserTwapSliceFillsResponse&, std::optional<uint64_t> = std::nullopt) {}
virtual void onTwapHistory(const TwapHistoryResponse&, std::optional<uint64_t> = std::nullopt) {}
virtual void onActiveAssetData(const ActiveAssetData&, std::optional<uint64_t> = std::nullopt) {}
virtual void onSubAccounts(const SubAccountsResponse&, std::optional<uint64_t> = std::nullopt) {}
virtual void onUserFees(const UserFeesResponse&, std::optional<uint64_t> = std::nullopt) {}
virtual void onMaxBuilderFee(const MaxBuilderFeeResponse&, std::optional<uint64_t> = std::nullopt) {}
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9 changes: 9 additions & 0 deletions include/hyperliquid/types/RequestTypes.h
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Expand Up @@ -163,6 +163,9 @@ namespace hyperliquid
FrontendOpenOrders,
HistoricalOrders,
UserTwapSliceFills,
UserTwapSliceFillsByTime,
TwapHistory,
ActiveAssetData,
SubAccounts,
UserFees,
MaxBuilderFee,
Expand Down Expand Up @@ -267,6 +270,9 @@ namespace hyperliquid
case RestEndpointType::FrontendOpenOrders: return "frontendOpenOrders";
case RestEndpointType::HistoricalOrders: return "historicalOrders";
case RestEndpointType::UserTwapSliceFills: return "userTwapSliceFills";
case RestEndpointType::UserTwapSliceFillsByTime: return "userTwapSliceFillsByTime";
case RestEndpointType::TwapHistory: return "twapHistory";
case RestEndpointType::ActiveAssetData: return "activeAssetData";
case RestEndpointType::SubAccounts: return "subAccounts";
case RestEndpointType::UserFees: return "userFees";
case RestEndpointType::MaxBuilderFee: return "maxBuilderFee";
Expand Down Expand Up @@ -370,6 +376,9 @@ namespace hyperliquid
case RestEndpointType::FrontendOpenOrders: return false;
case RestEndpointType::HistoricalOrders: return false;
case RestEndpointType::UserTwapSliceFills: return false;
case RestEndpointType::UserTwapSliceFillsByTime: return false;
case RestEndpointType::TwapHistory: return false;
case RestEndpointType::ActiveAssetData: return false;
case RestEndpointType::SubAccounts: return false;
case RestEndpointType::UserFees: return false;
case RestEndpointType::MaxBuilderFee: return false;
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18 changes: 17 additions & 1 deletion include/hyperliquid/types/ResponseTypes.h
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Expand Up @@ -344,12 +344,14 @@ namespace hyperliquid
std::vector<TwapState> states;
};

enum class TwapHistoryStatus { Activated, Terminated, Finished, Error, Unknown };
enum class TwapHistoryStatus { Activated, Terminated, WaitingForTrigger, Stopped, Finished, Error, Unknown };

inline TwapHistoryStatus stringToTwapHistoryStatus(std::string_view s)
{
if (s == "activated") return TwapHistoryStatus::Activated;
if (s == "terminated") return TwapHistoryStatus::Terminated;
if (s == "waitingForTrigger") return TwapHistoryStatus::WaitingForTrigger;
if (s == "stopped") return TwapHistoryStatus::Stopped;
if (s == "finished") return TwapHistoryStatus::Finished;
if (s == "error") return TwapHistoryStatus::Error;
return TwapHistoryStatus::Unknown;
Expand All @@ -361,6 +363,8 @@ namespace hyperliquid
{
case TwapHistoryStatus::Activated: return "activated";
case TwapHistoryStatus::Terminated: return "terminated";
case TwapHistoryStatus::WaitingForTrigger: return "waitingForTrigger";
case TwapHistoryStatus::Stopped: return "stopped";
case TwapHistoryStatus::Finished: return "finished";
case TwapHistoryStatus::Error: return "error";
default: return "unknown";
Expand All @@ -373,6 +377,7 @@ namespace hyperliquid
TwapHistoryStatus status;
std::string description;
uint64_t time;
uint64_t twapId = 0; // only populated by the REST twapHistory endpoint, not the userTwapHistory websocket channel
bool isSnapshot = false;
};

Expand Down Expand Up @@ -493,10 +498,16 @@ namespace hyperliquid
std::string user;
std::string coin;
LeverageType leverageType;
double leverageValue = 0.0;
// isolated-margin HIP-3 dex only ("rawUsd" alongside "type"/"value" in the leverage object).
std::optional<double> leverageRawUsd;
double maxTradeSzLong;
double maxTradeSzShort;
double availableToTradeLong;
double availableToTradeShort;
// Only present on the REST activeAssetData response, confirmed live - not observed on the
// activeAssetData websocket channel payload, so left unset (0.0) there.
double markPx = 0.0;
};

struct Notification
Expand Down Expand Up @@ -1151,6 +1162,11 @@ namespace hyperliquid
std::vector<TwapSliceFill> fills;
};

struct TwapHistoryResponse
{
std::vector<TwapHistoryEntry> history;
};

struct SubAccount
{
std::string name;
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8 changes: 8 additions & 0 deletions include/hyperliquid/websocket/WebsocketApi.h
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Expand Up @@ -57,6 +57,14 @@ namespace hyperliquid
std::optional<uint64_t> correlationId = std::nullopt);
void historicalOrders(const std::string& user, std::optional<uint64_t> correlationId = std::nullopt);
void userTwapSliceFills(const std::string& user, std::optional<uint64_t> correlationId = std::nullopt);
void userTwapSliceFillsByTime(const std::string& user,
uint64_t startTime,
const std::optional<uint64_t>& endTime = std::nullopt,
const std::optional<bool>& aggregateByTime = std::nullopt,
std::optional<uint64_t> correlationId = std::nullopt);
void twapHistory(const std::string& user, std::optional<uint64_t> correlationId = std::nullopt);
void activeAssetData(const std::string& user, const std::string& coin,
std::optional<uint64_t> correlationId = std::nullopt);
void subAccounts(const std::string& user, std::optional<uint64_t> correlationId = std::nullopt);
void userFees(const std::string& user, std::optional<uint64_t> correlationId = std::nullopt);
void maxBuilderFee(const std::string& user, const std::string& builder,
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2 changes: 2 additions & 0 deletions include/hyperliquid/websocket/WebsocketApiListener.h
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Expand Up @@ -41,6 +41,8 @@ class WebsocketApiListener {
virtual void onPostResponse(const FrontendOpenOrdersResponse&, std::optional<uint64_t> = std::nullopt) {}
virtual void onPostResponse(const HistoricalOrdersResponse&, std::optional<uint64_t> = std::nullopt) {}
virtual void onPostResponse(const UserTwapSliceFillsResponse&, std::optional<uint64_t> = std::nullopt) {}
virtual void onPostResponse(const TwapHistoryResponse&, std::optional<uint64_t> = std::nullopt) {}
virtual void onPostResponse(const ActiveAssetData&, std::optional<uint64_t> = std::nullopt) {}
virtual void onPostResponse(const SubAccountsResponse&, std::optional<uint64_t> = std::nullopt) {}
virtual void onPostResponse(const UserFeesResponse&, std::optional<uint64_t> = std::nullopt) {}
virtual void onPostResponse(const MaxBuilderFeeResponse&, std::optional<uint64_t> = std::nullopt) {}
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31 changes: 31 additions & 0 deletions src/messages/InfoRequestBuilder.cpp
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Expand Up @@ -326,6 +326,37 @@ nlohmann::ordered_json InfoRequestBuilder::userTwapSliceFills(const std::string&
return body;
}

nlohmann::ordered_json InfoRequestBuilder::userTwapSliceFillsByTime(const std::string& user,
uint64_t startTime,
const std::optional<uint64_t>& endTime,
const std::optional<bool>& aggregateByTime)
{
nlohmann::ordered_json body;
body["type"] = toString(RestEndpointType::UserTwapSliceFillsByTime);
body["user"] = user;
body["startTime"] = startTime;
if (endTime) body["endTime"] = *endTime;
if (aggregateByTime) body["aggregateByTime"] = *aggregateByTime;
return body;
}

nlohmann::ordered_json InfoRequestBuilder::twapHistory(const std::string& user)
{
nlohmann::ordered_json body;
body["type"] = toString(RestEndpointType::TwapHistory);
body["user"] = user;
return body;
}

nlohmann::ordered_json InfoRequestBuilder::activeAssetData(const std::string& user, const std::string& coin)
{
nlohmann::ordered_json body;
body["type"] = toString(RestEndpointType::ActiveAssetData);
body["user"] = user;
body["coin"] = coin;
return body;
}

nlohmann::ordered_json InfoRequestBuilder::subAccounts(const std::string& user)
{
nlohmann::ordered_json body;
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6 changes: 6 additions & 0 deletions src/messages/InfoRequestBuilder.h
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Expand Up @@ -69,6 +69,12 @@ class InfoRequestBuilder {
const std::optional<std::string>& dex = std::nullopt);
static nlohmann::ordered_json historicalOrders(const std::string& user);
static nlohmann::ordered_json userTwapSliceFills(const std::string& user);
static nlohmann::ordered_json userTwapSliceFillsByTime(const std::string& user,
uint64_t startTime,
const std::optional<uint64_t>& endTime = std::nullopt,
const std::optional<bool>& aggregateByTime = std::nullopt);
static nlohmann::ordered_json twapHistory(const std::string& user);
static nlohmann::ordered_json activeAssetData(const std::string& user, const std::string& coin);
static nlohmann::ordered_json subAccounts(const std::string& user);
static nlohmann::ordered_json userFees(const std::string& user);
static nlohmann::ordered_json maxBuilderFee(const std::string& user, const std::string& builder);
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41 changes: 41 additions & 0 deletions src/rest/RestApi.cpp
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Expand Up @@ -384,6 +384,28 @@ UserTwapSliceFillsResponse RestApi::userTwapSliceFills(const std::string& user)
impl_->signAndSendSync(RestEndpointType::UserTwapSliceFills, InfoRequestBuilder::userTwapSliceFills(user)));
}

UserTwapSliceFillsResponse RestApi::userTwapSliceFillsByTime(const std::string& user,
uint64_t startTime,
const std::optional<uint64_t>& endTime,
const std::optional<bool>& aggregateByTime)
{
return RestApiMessageParser().parseUserTwapSliceFillsByTime(
impl_->signAndSendSync(RestEndpointType::UserTwapSliceFillsByTime,
InfoRequestBuilder::userTwapSliceFillsByTime(user, startTime, endTime, aggregateByTime)));
}

TwapHistoryResponse RestApi::twapHistory(const std::string& user)
{
return RestApiMessageParser().parseTwapHistory(
impl_->signAndSendSync(RestEndpointType::TwapHistory, InfoRequestBuilder::twapHistory(user)));
}

ActiveAssetData RestApi::activeAssetData(const std::string& user, const std::string& coin)
{
return RestApiMessageParser().parseActiveAssetData(
impl_->signAndSendSync(RestEndpointType::ActiveAssetData, InfoRequestBuilder::activeAssetData(user, coin)));
}

SubAccountsResponse RestApi::subAccounts(const std::string& user)
{
return RestApiMessageParser().parseSubAccounts(
Expand Down Expand Up @@ -971,6 +993,25 @@ void RestApi::userTwapSliceFillsAsync(const std::string& user)
impl_->signAndSend(RestEndpointType::UserTwapSliceFills, InfoRequestBuilder::userTwapSliceFills(user));
}

void RestApi::userTwapSliceFillsByTimeAsync(const std::string& user,
uint64_t startTime,
const std::optional<uint64_t>& endTime,
const std::optional<bool>& aggregateByTime)
{
impl_->signAndSend(RestEndpointType::UserTwapSliceFillsByTime,
InfoRequestBuilder::userTwapSliceFillsByTime(user, startTime, endTime, aggregateByTime));
}

void RestApi::twapHistoryAsync(const std::string& user)
{
impl_->signAndSend(RestEndpointType::TwapHistory, InfoRequestBuilder::twapHistory(user));
}

void RestApi::activeAssetDataAsync(const std::string& user, const std::string& coin)
{
impl_->signAndSend(RestEndpointType::ActiveAssetData, InfoRequestBuilder::activeAssetData(user, coin));
}

void RestApi::subAccountsAsync(const std::string& user)
{
impl_->signAndSend(RestEndpointType::SubAccounts, InfoRequestBuilder::subAccounts(user));
Expand Down
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