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Hyperliquid: investigate using TWAP for larger orders #99

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@moconnell

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.

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  1. self-assigned this
    on Feb 10, 2026
  2. changed the title [-]Hyperliquid: use TWAP for larger orders[/-] [+]Hyperliquid: investigate using TWAP for larger orders[/+] on Jun 24, 2026
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