get
https://public-api.birdeye.so/trader/txs/seek_by_time
Retrieve a list of trades of a trader with time bound option.
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Time-bounded trade history for one trader wallet.
- Pass the trader wallet in
address. limitsupports1to100items per request.- Use
before_timeandafter_timeto retrieve wallet trade activity over a chosen window. - Insights in the response:
price: the executed price of the trade at the exact moment the transaction occurred.nearestPrice: the closest available market price to the transaction timestamp from Birdeye's price index.basePrice: the USD price of the base token at the time of the trade.quotePrice: the USD price of the quote token at the time of the trade.
- Standard
- Lite
- Starter
- Premium
- Business
- Enterprise
All chains ⛓️ ✨
Compute Unit ⚙️
- This endpoint consumes
10 CUper request.
Use Cases 💡
- Retrieve historical trades for a specific trader from a given timestamp.
- Useful for trader behavior analysis, execution review, and wallet-level flow reconstruction.
- Great for tracking whale activity, token movements, or suspicious patterns.
- Reconstruct a wallet's trading timeline over a specific period.
- Review whether a trader accumulated, flipped, or exited around a market event.
- Backfill trader-centric execution data into performance or behavior models.
- Investigate how one wallet's trade path aligned with token or market-level moves.
How to Use 🛠️
- Set
x-chainfor the target network. - Pass the trader wallet in
address. - Bound the query with
after_timeandbefore_time. - Page with
offsetandlimit, keepinglimitat100or below.
Best Practices ✅
- Use deterministic time windows for trader backfills so retries and deduplication stay clean.
- Join the wallet's trades with holder, PnL, or token-level trade views when investigating attribution.
- Treat
nearestPriceas reference context andpriceas the actual executed trade price.
