TWAP

TWAP is an execution template, not a signal generator. It spreads one buy or sell order over a chosen duration.

Core config

• marketSymbol Exact market to trade.
• amountUsd Total size to execute.
• schedule.cron When the TWAP starts.
• twap.side buy or sell
• twap.minutes TWAP duration in minutes.
• twap.randomize Whether slice timing and sizing vary slightly.
• execution.leverage Optional leverage override.

How it works

Schedule and duration are different:

• schedule = when the TWAP begins
• duration = how long that single TWAP execution lasts

Examples:

• hourly schedule + 60 minutes = start a new 1-hour TWAP every hour
• daily schedule + 60 minutes = once a day, spread the order over 1 hour
• daily schedule + 240 minutes = once a day, spread the order over 4 hours