TWAP - Pacifica

A TWAP (time-weighted average price) order splits an amount into smaller market orders and sends them over a set duration. For how TWAP works in the app, see TWAP. Pacifica runs TWAPs in two ways:

TWAP orders. You create them with Create TWAP order. The matching engine runs them.
TWAP order strategies. You create them with Create order strategy and strategy_type twap. They add a price limit and randomized slices. See Strategy parameters.

The /api/v1/orders/twap endpoints cover TWAP orders only. The /api/v1/twaps endpoints list both kinds together.

Create TWAP order: This endpoint allows users to create a TWAP order that splits an amount into market orders over a set duration.
Cancel TWAP order: This endpoint allows users to cancel an open TWAP order.
Get open TWAP orders: This endpoint allows users to get the open TWAP orders on their account.
Get TWAP order history: This endpoint allows users to get a summarized TWAP order history.
Get TWAP order history by ID: This endpoint allows users to get every event of one TWAP order.
Get TWAP records: This endpoint allows users to list an account’s running TWAPs, from both TWAP orders and TWAP order strategies.
Get TWAP record history: This endpoint allows users to list an account’s finished TWAPs, from both TWAP orders and TWAP order strategies.

To stream TWAP orders, subscribe to Account TWAP orders and Account TWAP order updates.