> ## Documentation Index > Fetch the complete documentation index at: https://docs.0xmonaco.com/llms.txt > Use this file to discover all available pages before exploring further. # Get TWAP order TCA report > Get TWAP execution quality (TCA) report. Post-execution transaction cost analysis for a TERMINAL (COMPLETED or CANCELLED) TWAP parent: the realized average price measured against the arrival price and the interval-TWAP benchmark over the parent's ACTIVE window (start to terminal time). Benchmark inputs are computed once by the persistor when the terminal row is projected, from per-minute mark history where the pair is marked, falling back to 1m candle closes; when neither series covers the window sufficiently the benchmark fields are null rather than approximate. Sign convention: positive bps means execution BEAT the reference. Users can only access their own TWAP orders; a non-terminal parent is a 400. ## OpenAPI ````yaml /proto-openapi/api/openapi.yaml get /api/v1/orders/twap/{twapOrderId}/tca openapi: 3.0.3 info: title: Monaco Protocol API description: REST API for the Monaco Protocol hybrid CLOB exchange. version: 1.0.0 servers: - url: https://staging.apimonaco.xyz description: Staging server (Testnet) security: [] tags: - name: AccountsService - name: ApplicationsService - name: AuthService - name: BuildercodeRewardsService - name: CopyTradingService - name: DelegatedAgentsService - name: FaucetService - name: FeesService - name: HealthService - name: ManagedMarketsService description: |- Wallet-authenticated maker assignments. The signed session must match both configured maker user and application. Owner IDs are process fences, never auth. Only wallet sessions are supported; delegated-agent sessions receive 403. - name: MarginAccountsService description: |- Current public isolated-margin semantics: - a user has one parent margin account per application scope - opening orders create or reuse isolated position buckets under that parent - parent account creation is handled internally by margin workflows - name: MarketService - name: OrderbookService - name: OrdersService - name: PositionsService description: |- Current public isolated-margin semantics: - positions link to a parent margin account and, when applicable, a bucket id - opening orders create or reuse isolated position buckets under the parent - users can open another isolated position by reusing the parent account with a different market bucket - name: PulseService - name: SweeperService - name: TraderCodeService - name: TradesService - name: WhitelistService - name: WithdrawalsService paths: /api/v1/orders/twap/{twapOrderId}/tca: get: tags: - OrdersService - Orders summary: Get TWAP order TCA report description: |- Get TWAP execution quality (TCA) report. Post-execution transaction cost analysis for a TERMINAL (COMPLETED or CANCELLED) TWAP parent: the realized average price measured against the arrival price and the interval-TWAP benchmark over the parent's ACTIVE window (start to terminal time). Benchmark inputs are computed once by the persistor when the terminal row is projected, from per-minute mark history where the pair is marked, falling back to 1m candle closes; when neither series covers the window sufficiently the benchmark fields are null rather than approximate. Sign convention: positive bps means execution BEAT the reference. Users can only access their own TWAP orders; a non-terminal parent is a 400. operationId: get_twap_order_tca parameters: - name: twapOrderId in: path required: true schema: type: string responses: '200': description: OK content: application/json: schema: $ref: '#/components/schemas/GetTwapOrderTcaResponse' '400': description: >- Invalid TWAP order ID format, or the order has not reached a terminal state yet '401': description: >- Authentication required or delegated-agent session (rejected for TWAP) '404': description: TWAP order not found '429': description: >- Read rate limit exceeded — every authenticated read draws one request from the account's read budget; retry after the interval in details.retryAfter '500': description: Internal server error security: - monacoSignature: [] - monacoHttpSignature: [] components: schemas: GetTwapOrderTcaResponse: type: object properties: twapOrderId: type: string description: TWAP parent order UUID format: uuid nullable: true state: example: COMPLETED type: string description: 'Terminal state the report covers: COMPLETED or CANCELLED' nullable: true side: example: BUY type: string description: 'Parent side: BUY or SELL (fixes the sign convention)' nullable: true windowStartAt: example: '2026-08-25T10:00:00Z' type: string description: >- Active-window start (UTC, RFC 3339) — the measurement window's left edge nullable: true windowTerminalAt: example: '2026-08-25T11:00:00Z' type: string description: >- Terminal time (completion or cancellation; UTC) — the measurement window's right edge. Never the planned end: a cancelled parent stopped trading here. nullable: true executedQuantity: example: '118.4' type: string description: Quantity filled over the window, as decimal string nullable: true shortfallQuantity: example: '1.6' type: string description: >- Unfilled remainder (totalQuantity - executedQuantity, floored at zero) nullable: true realizedAvgPrice: example: '2001.35' type: string description: >- Volume-weighted realized price (executedNotional / executedQuantity), GROSS of fees — the price the fills traded at, not the net cost after taker fees or maker rebates. Compared against price benchmarks, so fees are deliberately excluded. Null when nothing executed. nullable: true arrivalPrice: example: '2000.00' type: string description: >- Reference price at (or immediately before) the window start, from benchmarkSource. Null when price history could not cover the window. nullable: true benchmarkTwapPrice: example: '2002.10' type: string description: >- Average reference price over the active window, from benchmarkSource. Null when price history could not cover the window. nullable: true benchmarkSource: example: risk_mark_1m type: string description: >- Price series both benchmark values came from: risk_mark_1m (marked pairs) or ohlcv_1m_close (spot fallback). Null when no series qualified. nullable: true slippageVsArrivalBps: example: '-6.75' type: string description: >- Signed basis points vs the arrival price; POSITIVE means execution beat it (BUY: bought below arrival; SELL: sold above). Null when realized or arrival is null. nullable: true performanceVsBenchmarkBps: example: '3.75' type: string description: >- Signed basis points vs the window-TWAP benchmark; POSITIVE means execution beat the benchmark. Null when realized or benchmark is null. nullable: true tradingPairId: type: string description: >- Trading pair the parent executed on. Present so a report is self-describing: prices and bps are meaningless without the instrument, and a dashboard should not need a second lookup to label them. format: uuid nullable: true totalQuantity: example: '120' type: string description: >- Parent order quantity, as decimal string. With executedQuantity and shortfallQuantity this closes the fill-rate arithmetic without a second lookup. nullable: true securitySchemes: monacoSignature: type: apiKey description: >- Ed25519 session-key request signing. Every authenticated request carries three headers: `X-Monaco-PublicKey` (64-char lowercase-hex session public key), `X-Monaco-Timestamp` (Unix milliseconds, within 30s of server time), and `X-Monaco-Signature` (hex ed25519 signature). The signature is over `METHOD\npath?query\ntimestamp_ms\nSHA256_hex(body)`, where the body hash is the SHA-256 of the empty byte string when there is no body. Obtain the session keypair from `POST /api/v1/auth/challenge` followed by `POST /api/v1/auth/verify`. name: X-Monaco-Signature in: header monacoHttpSignature: type: apiKey description: >- RFC 9421 Ed25519 session-key request signatures. Send Signature-Input, Signature, and Content-Digest together; never combine them with X-Monaco-* credentials. The monaco signature covers @method, @path, @query, and content-digest in that order, with created (Unix seconds within 30s of server time), keyid (registered lowercase-hex session public key), and alg=ed25519 parameters. Content-Digest uses RFC 9530 sha-256 over the exact body bytes, including the empty body. Query coverage retains ordering and percent encoding. Timestamp freshness does not reject repeated identical requests; use endpoint idempotency where supported. Existing legacy signing remains supported during server-first migration; SDK RFC 9421 signing is opt-in. See https://docs.0xmonaco.com/reference/http-message-signatures for the complete profile and trust model. name: Signature in: header ```` This documentation is built and hosted on [Mintlify](https://mintlify.com), a developer documentation platform.