Your TWAP Has a Predictable Footprint (And the Market Knows It)
A naive TWAP — same slice size, same interval, every time — leaves a footprint other participants can front-run. The fix isn't complicated, but almost nobody implements it: jitter.
Jittered slicing, not a metronome
The TWAP/Sunshine Execution Planner slices your meta-order into a jittered schedule — varying slice size and timing enough to avoid a predictable pattern, while still executing within your target window.
The "sunshine" part
It also generates a sunshine announcement — a signal designed to attract passive liquidity to the other side of your order, instead of only taking liquidity and paying the spread every single slice.
Important: this tool only plans. It computes the schedule and generates the announcement — it never signs or sends orders itself. That part stays entirely in your hands.
Requirements: Python 3.9+.
Get it ($29): https://theglitchlist.com/product/twap-sunshine-execution-planner/?utm_source=devto&utm_medium=article&utm_campaign=n05_twap
More execution and risk tools for Hyperliquid HIP-3: https://theglitchlist.com/shop/?utm_source=devto&utm_medium=article&utm_campaign=n05_twap
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