hyperliquid.raw.twaps table contains TWAP (Time-Weighted Average Price) order data on Hyperliquid.
Table Details
| Property | Value |
|---|---|
| Table Name | hyperliquid.raw.twaps |
| Table Status | Production-Ready |
| Unique Key | status_change_timestamp, user, twap_id, coin |
| Clustering Key(s) | to_date("status_change_timestamp") |
| Search Optimization | user, coin, status |
Table Columns
| Column Name | Data Type | Description |
|---|---|---|
| twap_id | VARCHAR(16777216) | The TWAP order ID |
| status | VARCHAR(16777216) | The status of the TWAP order |
| status_change_timestamp | TIMESTAMP_NTZ(9) | The time at which the TWAP order status changed |
| coin | VARCHAR(16777216) | For perpetuals the token symbol (e.g. HYPE). For spot, an ID representing a pair (e.g. @4). Resolve via hyperliquid.raw.spot_coin_pairs (join on coin = name) to get pair, token_a_symbol, token_b_symbol. |
| executed_notional | VARCHAR(16777216) | The executed notional value |
| executed_size | VARCHAR(16777216) | The executed size |
| minutes | NUMBER(38,0) | The duration of the TWAP order in minutes |
| randomize | BOOLEAN | Whether the TWAP order uses randomized execution |
| is_reduce_only | BOOLEAN | Whether this is a reduce-only order |
| side | VARCHAR(16777216) | B - Buy A - Ask (Sell) |
| size | VARCHAR(16777216) | The total order size |
| order_timestamp | TIMESTAMP_NTZ(9) | The time at which the TWAP order was placed |
| user | VARCHAR(16777216) | The address of the user |
| _created_at | TIMESTAMP_NTZ(9) | Timestamp of when the entry was created in the database. |
| _updated_at | TIMESTAMP_NTZ(9) | Timestamp of when the entry was last updated in the database. |