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API Reference

Get Perp Impact Twap

Method Name

public/get_perp_impact_twap

Get the TWAPs for the perp mid price, ask impact price, and bid impact price

Parameters

currency  string required
Currency

end_time  integer required
End time

start_time  integer required
Start time

Response

id  string or integer required

result  object required

result. ask_impact_diff_twap  string required
TWAP of the difference of ask impact price and spot price

result. bid_impact_diff_twap  string required
TWAP of the difference of bid impact price and spot price

result. currency  string required
Currency

result. mid_price_diff_twap  string required
TWAP of the difference of mid price and spot price

Example

{request_example_shell}
{request_example_javascript}
{request_example_python}

The above command returns JSON structured like this:

{response_example_json}