Time-Weighted Average Price Swap Executor

WHAT IT DOES

Time-Weighted Average Price Swap Executor enables users to execute token swaps at the time-weighted average price (TWAP) over a specified interval, rather than the current spot price. The tool reads the DEX pool's TWAP oracle to fetch cumulative prices and timestamps, then calculates the average price over the user-defined window. It then constructs and executes a swap transaction that uses the TWAP price as the reference, protecting the user against front-running, sandwich attacks, and short-term price manipulation. The tool supports configurable slippage tolerance and transaction deadlines.

This tool is essential for traders and protocols executing large orders that could otherwise move the market, or for users who want to avoid being exploited by MEV bots. It provides a fairer execution price based on the average of recent prices.

HOW TO USE

1. Connect your EVM wallet to the network where the DEX pool and tokens are deployed.

2. Enter the DEX pool address (must support TWAP oracles, e.g., Uniswap V3).

3. Enter the token in and token out addresses, and the amount to swap.

4. Set the TWAP window (in seconds)—the tool will calculate the average price over this period.

5. Set your slippage tolerance and transaction deadline.

6. Click "Fetch TWAP" to read the current spot price, TWAP price, price difference, and estimated volatility.

7. Review the TWAP price, estimated output, and minimum output in the review panel.

8. Click "Swap at TWAP" to execute the swap at the time-weighted average price.

9. Track progress via the status bar and confirmation of the transaction hash upon completion.

TECHNICAL MECHANISM

The tool reads the DEX pool's TWAP oracle using view functions: observe(uint32[] secondsAgos) returns cumulative tick/cumulative prices, and slot0() for the current price and timestamp. It calculates the TWAP price as (cumulativePriceEnd - cumulativePriceStart) / (timestampEnd - timestampStart). The tool then prepares the swap transaction using the pool's swap function with the TWAP price used to compute the minimum output amount. It supports multiple function signatures: twapSwap(amountIn, amountOutMin, deadline, tokenIn, tokenOut), swap(amountIn, amountOutMin, deadline, path), and swapExactTokensForTokens(amountIn, amountOutMin, deadline, path). Gas estimation applies a 20% buffer, and actual gas costs are calculated from receipt.effectiveGasPrice.

WHAT IT CANNOT SEE

This tool cannot guarantee that the TWAP price accurately reflects fair market value during periods of high volatility—the average may lag behind rapid price changes. It cannot predict the final execution price if the TWAP window is still open; prices may continue to move during the swap. It cannot account for liquidity changes during the TWAP window that may affect the execution price. It cannot recover tokens if the swap is executed at an unfavorable TWAP price; the user bears the risk of price divergence. It cannot manage TWAP swaps across pools with different oracle implementations or update intervals. It cannot verify the security or accuracy of the TWAP oracle; the tool relies on the pool's oracle implementation.

PLEASE NOTE

EVM chains only. This tool requires that the DEX pool implements a TWAP oracle. Not all DEXes support TWAP—the tool is designed for Uniswap V3-style oracles. TWAP swaps are best for larger orders or when price manipulation is a concern. The tool does not provide financial advice. Test with a small amount before using significant capital.