← cd ../strategies
liverisk: low

twap

Slice a large order over time to cut market impact.

commands

deliverator twap BTC buy 2 --minutes 30

deliverator twap cancel --coin BTC --id

TWAP (time-weighted average price) breaks a big order into slices placed over a window, so you fill closer to the average price instead of moving the book against yourself.

When to reach for it

  • Entering or exiting a position too large to fill at the touch.
  • De-risking on a schedule without telegraphing one giant order.
  • Letting an agent accumulate/distribute over a tick window between decisions.
deliverator twap BTC buy 2 --minutes 30 --json   # 2 BTC, sliced over 30 minutes
deliverator twap cancel --coin BTC --id <twap-id>

Deliverator handles the slicing wire format, precision, and builder attach; you get one trackable TWAP id back to cancel or monitor.

install & run it view source →
HUMAN MACHINE