You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
{{ message }}
Repository navigation
Hyperliquid: investigate using TWAP for larger orders #99
Evaluate adding a heuristic to identify larger orders that are likely to fill only slowly/unfavourably - and use Hyperliquid TWAP orders for these instead.
Related: recent research into signed volume imbalance has shown that it has predictive value for near-term returns; this could be used as a factor to influence and optimise execution layer behaviour.
Activity
[-]Hyperliquid: use TWAP for larger orders[/-][+]Hyperliquid: investigate using TWAP for larger orders[/+]