VWAP
📌 VWAP (Volume-Weighted Average Price) Strategy
Buy or sell large amounts smoothly—without moving the market!
VWAP splits your order into smaller trades based on real market volume, ensuring minimal slippage and optimal execution.
⚙️ How It Works
Set your parameters:
Amount → Total tokens to buy/sell (e.g., 10,000 TON).
Price range → only executed is price is between Price_Low and Price_High and below(above) Price_VWAP if buy(sell).
Order size → Min/max tokens per trade (e.g., min 500 TON, max 2,000 TON per order).
VWAP calculation:
Period: Tracks price trends over a set time (e.g., 12 x 5-minute candles = 1 hour).
Rolling adjustment: Continuously updates the target price based on recent volume.
Execution rules:
Trades max → Limits how many orders execute per window (e.g., max 3 trades per hour).
Gradual fill: Avoids dumping all tokens at once during sudden price drops.
🔍 Why Use VWAP?
✅ Smarter large orders – Matches real market liquidity. ✅ Avoids slippage – No sudden price impact. ✅ Controlled execution – Prevents filling too fast on volatility.
📌 Example:
You want to buy 20,000 TON without spiking the price.
Set VWAP over 1 hour (12x5min), with max 4 trades/hour.
AURA splits buys into smaller chunks when volume is high, getting you the best average price.
🛡 Key Safety Features
✔ Price bounds – Only trades within your Low/High range. ✔ Volume-based execution – Follows real market activity. ✔ On-chain transparency – No hidden actions.
🔥 For Whales and Smart Traders
VWAP is ideal for:
Big buys/sells (OTC, accumulation).
Avoiding front-running in volatile markets.
DCA strategies with volume-weighted precision.
🎯 Advanced Settings
Custom windows (e.g., 30-minute or 4-hour VWAP).
Dynamic slippage – Adjusts based on volatility.
Time decay – Prioritizes early/late execution.
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