openpondai/agents/twap-bot
OpenTool app
typescript
export type TradeSignal = "buy" | "sell" | "hold" | "unknown";
export type TwapBacktestDecisionPoint = {
ts: string;
price: number;
signal: TradeSignal;
targetSize: number;
budgetUsd: number;
indicator: "twap";
indicators: Record<string, unknown>;
};
export type TwapBacktestDecisionSeriesResult = {
symbol: string;
timeframeStart: string;
timeframeEnd: string;
barsEvaluated: number;
resolution: "1" | "5" | "15" | "30" | "60" | "240" | "1D";
mode: "long-only" | "long-short";
indicator: "twap";
decisions: TwapBacktestDecisionPoint[];
};