Cryptocurrency News & Market Updates

TWAP orders are now available on Kraken Pro: move size without moving the market
TWAP orders are now available on Kraken Pro: move size without moving the market

TL;DR

  • TWAP orders are live on Kraken Pro, splitting one large order into smaller child orders executed over a window you choose, from 1 minute to 7 days.

  • Built-in controls cap parent order size against expected market volume, limit how far child orders can deviate from your limit price, and enforce minimum intervals between order actions.

  • Child orders execute as IOC (immediate-or-cancel) at the best bid or ask, so your limit price holds throughout the run.

  • TWAP is available now on Kraken Pro Web, Desktop, and Mobile, with full REST and WebSocket API support for sending, amending, canceling, and tracking orders.

TWAP, short for time-weighted average price, is now a native order type on Kraken Pro. If you’re working a large order and don’t want to eat the spread in one shot, or spend your session manually staggering trades by hand, TWAP does that work for you. Set a pair, a size, and a time window, and we handle splitting the order into pieces and executing it over that window.

Sep 7, 20262 min read