High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equity data replay, spread/imbalance/impact analytics, and backtesting of VWAP, TWAP, POV, and market-making strategies with reproducible PnL and risk metrics.

An algorithm that intelligently executes a crypto order over time via Coinbase

twap on jup.ag

TWAP excecution Algorithm

A minimum viable TWAMM (time-weighted average market maker)

Autonomous on-chain monetary system for PulseChain with an immutable core and an internal algorithmic value standard - fully self-regulating, oracle-free, and independent of fiat.

Simple solidity contract to calculate Time Weighted Average Price of a uniswap v2 pair on goerli network.

Uniswap V2 implementation with extensions: TWAP oracle, configurable swap fees, flash loans and slippage protection

Script to run TWAP on multiple exchanges

TWAPYield is a Solidity smart contract that calculates the time-weighted average price (TWAP) and yield amount for a given Uniswap V3 token pair with support for fee tiers.

Real-world validation of RL execution strategies using historical market data. Backtesting framework for PPO+DQN agents with walk-forward validation, regime analysis, and industry-standard benchmarks (VWAP/TWAP). Built with Alpaca API for market data.