Algorithms TWAP

TWAP

Time-Weighted Average Price

TWAP distributes execution over time and price.
It minimises market impact and improves entry and exit levels.

Volven’s re-invented TWAP uses dynamic trading logic,
buying more when prices are low and less when prices are high.

50%-75%

Parameters

Always Passive
Duration
Happy Level
Price Limit
Trigger Price

Always Passive

If this parameter is checked, the exchange always passive flag is enabled.

If the exchange rejects an order because the price will cross the spread, the Smart Order will immediately resend a new order with an updated price.

Duration

Start and running time for the strategy. Volven uses active time, the running time will only be calculated if the market price is inside the strategy limit

Happy Level

Price level where you are happy to fill the remaining size of the strategy.

The strategy will fill as fast as possible regardless of the remaining time.

Price Limit

Maximum price for buy orders and minimum price for sell orders

Trigger Price

When the trigger price is crossed, the TWAP will start trading.

Trigger price is ideal for stop loss execution or start execution at specific price levels.

TWAP

Dynamic, AI-driven time-weigthed average price

All of Volven’s crypto strategies utilise our smart passive order handling and, in many cases, reduces trading fees by 50%. Using a Volven TWAP strategy when buying or selling will reduce your slippage…and over time increase your profit potential.

Volven’s AI TWAP is always aware of market conditions and optimises market entry points, buying more when prices are low and less when prices are high.

Connect to Major Crypto Exchanges

Volven is co-located with the major crypto exchanges. Our infrastructure gives our clients low latency execution and order precision at the highest level.

Our Other Strategies

TARB

TWAP arbitrage

Swing trade strategy that opens and closes positions using two TWAP algorithms. TARB is ideal for a sideways market without traders having to predefine trade levels. The dynamic opening and closing TWAP's allow you to take advantage of unexpected price swings, improving your profit margin.

Learn more

SMO

Smart Order

Order is placed in the spread between the best bid and ask and trails the market until the strategy is fully filled. SMO supports price limits, trigger-price, iceberg orders, aggressiveness and spike protection.

Learn more

SC

Slicer

Miniature TWAP strategy for execution time up to 15 minutes. Slicer utilises SMO's as child strategies for swift and effective execution.

Learn more

ALO

Advanced Limit Order

Limit orders for opening and take profit - optional stop loss to manage risk. Take profit and Stop loss size never exceeds the filled opening volume.

Learn more

BULL Trader

Auto Trader

This is a fully automated strategy for sideways and bull markets. It buys on dips and takes profit on rebounds.

Learn more

BEAR Trader

Auto Trader

This is a fully automated strategy for sideways and bear markets. It sells on spikes and takes profit on dips.

Learn more