The purpose of TWAP is to minimize the market impact on basket orders. This bot triggers the order based on the predefined time intervals. It calculates the order price based on the current best bid/offer price，then splits the order into smaller ones and places them on the market(If the order is not fully filled, it will be canceled directly according to the IOC order rules). 2.

The purpose of TWAP is to minimize the market impact on basket orders. This bot triggers the order based on the predefined time intervals. It calculates the order price based on the current best bid/offer price，then splits the order into smaller ones and places them on the market(If the order is not fully filled, it will be canceled directly according to the IOC order rules). 2.