TWAP Config

Execution parameters for a TWAP (time-weighted average price) order. Present in orders when orderType is twap.

Schema

Field	Type	Required	Description
intervals	integer	yes	Number of sub-orders the TWAP splits into.
intervalSecs	integer	yes	Seconds between each sub-order execution.
maxSlippagePct	number	yes	Maximum allowed slippage per interval as a percentage. 0.5 = 0.5%. If slippage exceeds this, the sub-order is skipped.

Example

{
  "intervals": 10,
  "intervalSecs": 60,
  "maxSlippagePct": 0.5
}

Notes

• Total execution duration = intervals × intervalSecs. The example above executes over 10 minutes.

• Each sub-order is approximately totalSize / intervals in size.

• Not all DEXes expose TWAP config via API — omit if unavailable.