AURAxCAPITAL
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  1. Whales

DEX-arbitrage

πŸ“Œ VWAP (Volume-Weighted Average Price) Strategy

Buy or sell large amounts smoothlyβ€”without moving the market!

VWAP splits your order into smaller trades based on real market volume, ensuring minimal slippage and optimal execution.


βš™οΈ How It Works

  1. Set your parameters:

    • Amount β†’ Total tokens to buy/sell (e.g., 10,000 TON).

    • Price range β†’ only executed is price is between Price_Low and Price_High and below(above) Price_VWAP if buy(sell).

    • Order size β†’ Min/max tokens per trade (e.g., min 500 TON, max 2,000 TON per order).

  2. 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.

  3. Execution rules:

    • Trades max β†’ 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.


πŸ” Why Use VWAP?

βœ… Smarter large orders – Matches real market liquidity. βœ… Avoids slippage – No sudden price impact. βœ… Controlled execution – Prevents filling too fast on volatility.

πŸ“Œ 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.


πŸ›‘ Key Safety Features

βœ” Price bounds – Only trades within your Low/High range. βœ” Volume-based execution – Follows real market activity. βœ” On-chain transparency – No hidden actions.


πŸ”₯ 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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Last updated 1 month ago

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