Interface TwapExecutor

Execute a large swap as a Time-Weighted Average Price schedule: split totalAmountIn into equal slices spaced intervalMs apart, each quoted and slippage-bounded independently. Enforces a hard SpendCap, honors an AbortSignal kill switch between slices, and defaults to dry-run (simulate via eth_call, send nothing) until you opt into live execution.

Example: Dry-run a 1000-USDG TWAP over 5 slices

const twap = createTwapExecutor(hood, {
  tokenIn: usdg, tokenOut: weth, totalAmountIn: parseUsdg('1000'), slices: 5,
})
const results = await twap.run() // dryRun defaults on with no wallet

interface TwapExecutor {
plan(): TwapSlicePlan[];
run(): Promise<TwapSliceResult[]>;
}

Index

Methods

plan run

Methods

plan

plan(): TwapSlicePlan[]
The slice schedule that will be worked.

Returns TwapSlicePlan[]
- Defined in src/strategy/index.ts:228

run

run(): Promise<TwapSliceResult[]>
Work the schedule; resolves with each slice's result.

Returns Promise<TwapSliceResult[]>
- Defined in src/strategy/index.ts:230

Interface TwapExecutor

Example: Dry-run a 1000-USDG TWAP over 5 slices

Index

Methods

Methods

plan

Returns TwapSlicePlan[]

run

Returns Promise<TwapSliceResult[]>

Settings

On This Page