Closed Trades Aggregate
Returns a wallet's closed trades rolled up server-side into one row per group — so the P&L calendar, per-symbol / direction / size attribution, and the realized equity curve are one call each instead of paging the whole trade history.
group_by: day (UTC calendar day — the calendar and equity-curve source), symbol (per market), direction (long vs short), size_bucket (notional-USD tiers: <1k, 1k-10k, 10k-100k, 100k-1m, 1m+), or hold_bucket (holding-time tiers: <5m, 5m-1h, 1h-1d, 1d-1w, 1w+). Tiers with no trades are omitted — render the full ladder client-side and zero-fill. One dimension per call.
Per group: trade_count, gross_pnl, net_pnl (funding-excluded — gross − fees, matching /trades and /performance), fees, funding_pnl (live tail only), win_rate, volume_usd (notional), avg_win, avg_loss.
from/to (Unix seconds or a date) bound close_time; omit for full history. Totals reconcile to /trades and /performance — all three read the same episodes universe (warehouse ≤ watermark plus the live gap-fill past it) through one shared watermark; only the live gap-fill contributes trades past the watermark, and funding_pnl is populated on that tail alone. dex scopes to one market (omit to aggregate across markets). For group_by=day, fill_gaps=true emits zero rows for no-trade days (a dense calendar; requires from). Not paginated — every group in the window is returned in one response.
Query parameters
Wallet address: a 0x EVM address or an ENS name (e.g. vitalik.eth). Solana addresses are not supported.
Wallet address: a 0x EVM address or an ENS name (e.g. vitalik.eth). Solana addresses are not supported.
Dimension to roll up by. day = UTC calendar day (the P&L calendar / equity-curve source); symbol = per market; direction = long vs short; size_bucket = notional-USD tiers; hold_bucket = holding-time tiers.
Dimension to roll up by. day = UTC calendar day (the P&L calendar / equity-curve source); symbol = per market; direction = long vs short; size_bucket = notional-USD tiers; hold_bucket = holding-time tiers.
Window start, bounds close_time: Unix seconds, an ISO datetime (2026-03-01T12:00:00Z), or a bare date (= midnight UTC). Omit for full history.
Window start, bounds close_time: Unix seconds, an ISO datetime (2026-03-01T12:00:00Z), or a bare date (= midnight UTC). Omit for full history.
Window end, inclusive, bounds close_time: Unix seconds, an ISO datetime, or a bare date — a bare date means the END of that UTC day, so from=X&to=X covers the whole day X. Defaults to now.
Window end, inclusive, bounds close_time: Unix seconds, an ISO datetime, or a bare date — a bare date means the END of that UTC day, so from=X&to=X covers the whole day X. Defaults to now.
Market scope: main_dex for the native market only, omit to aggregate across ALL markets, or a builder market — one of: xyz, flx, vntl, hyna, km, abcd, cash, para, mkts. NOTE: the omit default differs from /leaderboard, where omitting dex means the native market only.
Market scope: main_dex for the native market only, omit to aggregate across ALL markets, or a builder market — one of: xyz, flx, vntl, hyna, km, abcd, cash, para, mkts. NOTE: the omit default differs from /leaderboard, where omitting dex means the native market only.
group_by=day only: emit a zero row for every no-trade UTC day in the window so the calendar is dense. Requires from (a bounded window); ignored for other group_by values.
group_by=day only: emit a zero row for every no-trade UTC day in the window so the calendar is dense. Requires from (a bounded window); ignored for other group_by values.
Response
OK
Example response
{
"$schema": "https://example.com/schemas/DataResponseHyperliquidTradeGroup.json"
}Changes
No recorded changes to this endpoint across all 1 revision of this API.