OPEN-SOURCE SCRIPT
Обновлено SynthesisDeFi - Anchored TWAP
A simple Anchored TWAP created by Oliver Fujimori
Key Concept
TWAP is calculated by taking the average of multiple asset prices at regular time intervals across a set period. By averaging out these prices, TWAP helps smooth out short-term fluctuations, providing a more stable price representation over time.
Advantages of TWAP
Simplicity: The TWAP calculation is straightforward and computationally light, making it practical for on-chain calculations in DeFi.
Protection Against Flash Loan Attacks: By averaging prices over time, TWAP offers some protection against temporary price manipulations commonly seen with flash loans.
Uses and Benefits of TWAP
Reducing Market Impact for Large Orders: TWAP is used as a strategy for executing large orders by breaking them into smaller parts over a period, ensuring that the average execution price is close to the TWAP value, reducing the risk of price manipulation.
Minimizing Slippage: In DeFi, TWAP provides a stable price reference by averaging prices over time, making it less susceptible to sudden price changes (slippage) that can occur in highly volatile markets.
Protection Against Manipulation: TWAP prices are less vulnerable to flash loan attacks and sudden price spikes since they rely on multiple price points over a period rather than a single spot price.
Key Concept
TWAP is calculated by taking the average of multiple asset prices at regular time intervals across a set period. By averaging out these prices, TWAP helps smooth out short-term fluctuations, providing a more stable price representation over time.
Advantages of TWAP
Simplicity: The TWAP calculation is straightforward and computationally light, making it practical for on-chain calculations in DeFi.
Protection Against Flash Loan Attacks: By averaging prices over time, TWAP offers some protection against temporary price manipulations commonly seen with flash loans.
Uses and Benefits of TWAP
Reducing Market Impact for Large Orders: TWAP is used as a strategy for executing large orders by breaking them into smaller parts over a period, ensuring that the average execution price is close to the TWAP value, reducing the risk of price manipulation.
Minimizing Slippage: In DeFi, TWAP provides a stable price reference by averaging prices over time, making it less susceptible to sudden price changes (slippage) that can occur in highly volatile markets.
Protection Against Manipulation: TWAP prices are less vulnerable to flash loan attacks and sudden price spikes since they rely on multiple price points over a period rather than a single spot price.
Информация о релизе
A simple Anchored TWAP created by Oliver FujimoriKey Concept
TWAP is calculated by taking the average of multiple asset prices at regular time intervals across a set period. By averaging out these prices, TWAP helps smooth out short-term fluctuations, providing a more stable price representation over time.
Advantages of TWAP
Simplicity: The TWAP calculation is straightforward and computationally light, making it practical for on-chain calculations in DeFi.
Protection Against Flash Loan Attacks: By averaging prices over time, TWAP offers some protection against temporary price manipulations commonly seen with flash loans.
Uses and Benefits of TWAP
Reducing Market Impact for Large Orders: TWAP is used as a strategy for executing large orders by breaking them into smaller parts over a period, ensuring that the average execution price is close to the TWAP value, reducing the risk of price manipulation.
Minimizing Slippage: In DeFi, TWAP provides a stable price reference by averaging prices over time, making it less susceptible to sudden price changes (slippage) that can occur in highly volatile markets.
Protection Against Manipulation: TWAP prices are less vulnerable to flash loan attacks and sudden price spikes since they rely on multiple price points over a period rather than a single spot price.
Скрипт с открытым кодом
В истинном духе TradingView автор этого скрипта опубликовал его с открытым исходным кодом, чтобы трейдеры могли понять, как он работает, и проверить на практике. Вы можете воспользоваться им бесплатно, но повторное использование этого кода в публикации регулируется Правилами поведения.
Отказ от ответственности
Все виды контента, которые вы можете увидеть на TradingView, не являются финансовыми, инвестиционными, торговыми или любыми другими рекомендациями. Мы не предоставляем советы по покупке и продаже активов. Подробнее — в Условиях использования TradingView.
Скрипт с открытым кодом
В истинном духе TradingView автор этого скрипта опубликовал его с открытым исходным кодом, чтобы трейдеры могли понять, как он работает, и проверить на практике. Вы можете воспользоваться им бесплатно, но повторное использование этого кода в публикации регулируется Правилами поведения.
Отказ от ответственности
Все виды контента, которые вы можете увидеть на TradingView, не являются финансовыми, инвестиционными, торговыми или любыми другими рекомендациями. Мы не предоставляем советы по покупке и продаже активов. Подробнее — в Условиях использования TradingView.