User
Get completed round-trip trades (server-derived)
The user’s completed round-trip trades — one row per position episode (open-from-flat to back-to-flat), newest exit first. Scale-ins and scale-outs are merged into the episode’s single trade.
Derived server-side from the persisted fill history in one consistent read, using the engine’s per-fill realized P&L as the money source of truth. This replaces client-side reconstruction: clients should render these rows as-is and never re-pair fills themselves.
Semantics:
- Fills are walked chronologically per account + contract (exact full contract symbols, e.g.
NQU6andMNQU6are distinct). - LIFO lot matching — a close pairs with the newest open lot, so long-lived position drift never pairs with fresh closes.
- Fills from flattens and liquidations (user flatten, firm auto-liquidation, personal daily loss limit / profit target) are treated as flat anchors: the engine guarantees the contract is flat after them, so a close whose entry fill is missing from history can never be misread as a new entry and pair into a phantom trade.
pnl/gross_pnlare gross;feeandcommissionare reported separately so clients can present net if preferred.duration_formattedreports sub-second round trips (e.g. an instant liquidation) as<1s.- Positions still open at query time are not included (the round trip isn’t complete yet).
Example:
curl "https://api.hyperprop.com/platform/v1/user/trading/trades?since=2026-07-01T00:00:00Z" \
-H "Authorization: Bearer <jwt>"
GET
Get completed round-trip trades (server-derived)
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