twap

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High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equity data replay, spread/imbalance/impact analytics, and backtesting of VWAP, TWAP, POV, and market-making strategies with reproducible PnL and risk metrics.

chainlink twap research engine with 30-sec and 60-sec windows

🚀 $150k+ Polymarket Trader & Web3 Developer: Polymarket Bot • Polymarket Trading Bot • AI Agents • GameFi • Provably Fair Casinos • DeFi | Polymarket Trading Bot| Polymarket Arbitrage Bot| Polymarket Bot| Polymarket Arbitrage Trading Bot

An algorithm that intelligently executes a crypto order over time via Coinbase

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twap on jup.ag

TWAP excecution Algorithm

Best polymarket analysis tool, strategy cracker, BTC ETH SOL 5min 15min 1hr market , Analyze polymarket crypto market with live data and store the data for the backtest, and get live feed what exactly same with the polymarket, chainlink, binance live feed

Autonomous on-chain monetary system for PulseChain with an immutable core and an internal algorithmic value standard - fully self-regulating, oracle-free, and independent of fiat.

Non-custodial Solana swap & limit-order MCP server for AI agents. 21 tools (swap, limit, trailing, TWAP, DCA, combo orders) across Raydium, PumpSwap, Orca, Meteora. Jito MEV-protected. Ed25519 server-message verification. `npx -y @traderouter/trade-router-mcp`

Uniswap V2 implementation with extensions: TWAP oracle, configurable swap fees, flash loans and slippage protection

A minimum viable TWAMM (time-weighted average market maker)

Spring Boot Crypto Execution Algorithms Web Client

A full-stack Binance USDT-M Futures trading bot with an interactive React dashboard and a Flask API backend. The system supports market, limit, stop-limit, OCO, TWAP, and grid trading strategies, along with real-time candlestick charts, order book visualization, and WebSocket-based price updates.

Real-world validation of RL execution strategies using historical market data. Backtesting framework for PPO+DQN agents with walk-forward validation, regime analysis, and industry-standard benchmarks (VWAP/TWAP). Built with Alpaca API for market data.

Optimal trade execution using Deep Q-Networks (DQN) and PyTorch. Simulates an Almgren-Chriss market environment to outperform TWAP benchmarks.

Exchange-agnostic TWAP order execution engine with slippage-abort and an optional ATR-based stop calculator. The separation from my private risk stack is enforced by a test, not documentation.

Simple solidity contract to calculate Time Weighted Average Price of a uniswap v2 pair on goerli network.

Open-source TWAP (time-weighted average price) for Variational Omni perpetuals. Split buys or sells into timed market orders with a Chrome extension or console script. Set total duration, asset or USDC sizes, randomized timing, and reduce-only controls. Prep the ticket, then Start. No API key. Independent community project.