/twap-bot

Script to run TWAP on multiple exchanges

Primary LanguageTypeScript

TWAP-BOT

Script to run TWAP on multiple exchanges

Config

Create a .env file at directory source and specify your options:

  • EXCHANGE (bybit,binance,gateio,bitget,woo,okx)
  • API_KEY
  • API_SECRET
  • API_PASSPHRASE (only needed for certain exchanges)
  • DURATION (TWAP duration in ms)
  • TWAP (COIN_AMOUNTUSD_SIDE separated by commas)

Example:

EXCHANGE=bybit

API_KEY=foo
API_SECRET=bar

DURATION=259200000
TWAP=BTCUSDT_10000_LONG,ETH_10000_SHORT

How to run

  • $ yarn install && yarn build && yarn start