Place TWAP Order

Function:

{package}::dex_accounts_entry::place_twap_order_to_subaccount_v2

ABI Object:

const functionAbi: MoveFunction = {
  name: "place_twap_order_to_subaccount_v2",
  visibility: "private",
  is_entry: true,
  is_view: false,
  generic_type_params: [],
  params: [
    "&signer",
    "0x1::object::Object<{package}::dex_accounts::Subaccount>",
    "0x1::object::Object<{package}::perp_market::PerpMarket>",
    "u64",
    "bool",
    "bool",
    "0x1::option::Option<0x1::string::String>",
    "u64",
    "u64",
    "0x1::option::Option<address>",
    "0x1::option::Option<u64>",
  ],
  return: [],
};

Parameters:

signer - The account signer
subaccount - The Trading Account object
market - The PerpMarket object
size - Total size to execute (u64)
is_buy - True for buy, false for sell
is_reduce_only - Whether order can only reduce position
client_order_id - Optional client-assigned order ID `<Option<String>>`
twap_frequency_seconds - How often to execute sub-orders (u64)
twap_duration_seconds - Total duration for TWAP order (u64)
builder_address - Optional builder address `<Option<address>>`
builder_fees - Optional builder fee `<Option<u64>>`, in units of 0.0001% (basis points × 100; e.g. 1000 = 10 bps = 0.1%, the protocol maximum). The TypeScript SDK takes basis points and does this conversion for you

Constraints

The transaction aborts unless all of the following hold:

twap_duration_seconds is between 120 and 86400 (2 minutes to 24 hours)
twap_frequency_seconds is at least 60
Duration is at least one frequency interval and an exact multiple of the frequency
Each slice, size / (duration / frequency + 1), is at least the market’s min_size

Example:

const transaction = await aptos.transaction.build.simple({
  sender: account.accountAddress,
  data: {
    function: `${PACKAGE}::dex_accounts_entry::place_twap_order_to_subaccount_v2`,
    typeArguments: [],
    functionArguments: [
      "0x123...abc", // subaccountAddr
      "0x456...def", // marketAddr (PerpMarket object address)
      1000000, // size (10 APT with sz_decimals 5; sz_decimals is per market, see /markets)
      true, // isBuy (true for buy, false for sell)
      false, // isReduceOnly
      null, // clientOrderId (optional)
      60, // twapFrequencySeconds (execute every 60 seconds)
      3600, // twapDurationSeconds (total duration: 1 hour)
      null, // builderAddress (optional)
      null, // builderFees (optional)
    ],
  },
});

transaction = rest_client.build_transaction(
    sender=account.address(),
    payload={
        "function": f"{PACKAGE}::dex_accounts_entry::place_twap_order_to_subaccount_v2",
        "type_arguments": [],
        "function_arguments": [
            "0x123...abc",  # subaccountAddr
            "0x456...def",  # marketAddr (PerpMarket object address)
            1000000,  # size (10 APT with sz_decimals 5; sz_decimals is per market, see /markets)
            True,  # isBuy (true for buy, false for sell)
            False,  # isReduceOnly
            None,  # clientOrderId (optional)
            60,  # twapFrequencySeconds (execute every 60 seconds)
            3600,  # twapDurationSeconds (total duration: 1 hour)
            None,  # builderAddress (optional)
            None,  # builderFees (optional)
        ],
    },
)

Quick Start

Guides

TypeScript SDK

CLI

On-Chain: Reference

On-Chain: Account Management

On-Chain: Order Management

On-Chain: Position Management

On-Chain: Builder Fee

On-Chain: Vault Transactions

Place TWAP Order

Constraints

​Constraints

Constraints