开云体育

Does anyone know if there is a way to tell that my fills were making or taking liquidity?

The Execution returned on every fill has a field lastLiquidity whose possible values are:

None
Added("Added Liquidity")
Removed("Removed Liquidity")
RoudedOut("Liquidity Routed Out") [sic]

Maybe that's what you are looking for.

That's exactly what I am looking for. Thank you.