Get user order events

Lightweight endpoint designed for market makers. Returns order-related events only: order-created, order-canceled, and trade.

Events are sorted by blockTimestamp in descending order.

Cursoring guidance for high-volume market makers:

• use timestamp windows (fromTimestamp, toTimestamp) as the primary cursor mechanism
• persist the last processed event timestamp and query the next window using fromTimestamp
• use limit only to cap payload size per request
• avoid offset-based deep pagination for continuous polling on accounts with large event volume
• when multiple events share the same second-level timestamp, re-query with a small overlap window and de-duplicate by (transactionHash, eventType, event-specific identifier)

Timestamp validation:

• fromTimestamp and toTimestamp must be non-negative integers
• when both are provided, fromTimestamp must be strictly less than toTimestamp

Cache behavior:

• responses are cached in Redis with a 2-second TTL per unique parameter combination to minimize staleness for latency-sensitive consumers

Base-denomination convention:

• computed amount fields (baseDeposited, baseFilled, basePositionValue) are always expressed in base token terms, regardless of isBuy
• buy orders are normalized to base-equivalent position size

Response field denominations:

• size, orderSize, filledSize, remainingSize, updatedSize — size precision units; divide by sizePrecision for human-readable base amount
• baseDeposited, baseFilled, basePositionValue — raw base token units; divide by 10^decimal (base token) for human-readable amount
• price (order-created, order-canceled) — price precision units; divide by pricePrecision for human-readable price
• fillPrice (trade) — 1e18 precision; divide by 1e18 for human-readable price
• *InUsd fields (baseDepositedInUsd, baseFilledInUsd, basePositionValueInUsd) — 1e18 precision; divide by 1e18 for USD value