TWAP Order Calculator

TWAP execution splits a large order into equally-sized child orders spaced evenly over time, reducing market impact and achieving an average price close to the market TWAP.

Order Size per Interval = Total Order ÷ Number of Intervals
Interval Duration = Total Window (hours) ÷ Number of Intervals × 60 min
Total Fee Cost = Order Size per Interval × Fee% × Number of Intervals

Example: buy $100,000 of BTC over 4 hours using 20 intervals → 20 orders of $5,000 each, every 12 minutes. Each order is small enough to avoid significant market impact on a liquid BTC/USDT pair. The schedule table shows exact execution times so you can automate or manually track each order.