Overview
Configuration
Parameters
How It Works
- Order Plan: Creates schedule of orders based on duration and interval
- Execution: Places orders at scheduled times
- Monitoring: Tracks fill rates and adjusts if needed
- Completion: Reports average price and total filled
Calculated Values
The executor automatically calculates:- Number of orders:
total_duration / order_interval - Amount per order:
total_amount_quote / number_of_orders - Average executed price: Volume-weighted average of all fills
Example: Execute $50k Over 2 Hours
Example: Quick TWAP with Market Orders
Performance Metrics
The executor reports:When to Use TWAP
- Executing orders larger than 1% of daily volume
- Avoiding front-running or detection
- Systematic rebalancing
- Reducing timing risk

