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serum-twap's Introduction

Serum-TWAP

Serum-TWAP is a rust application to calculate the Time Weighted Average Price (TWAP) using Bonfida's API to fetch historical serum trades.

Usage

Serum-TWAP takes in a symbol (BTC/USD) and an optional interval in minutes (default is 24h or 1440min).

Arguement Required Description
symbol Y The Pyth symbol to calculate the TWAP for. See https://pyth.network/markets
interval N The interval to calculate the TWAP over in minutes. Default value is 60.
debug N Flag to turn on verbose logging

For more help run

pyth-twap --help

Basic

This example will calulcate the TWAP for BTC/USD over a 1d interval.

serum-twap BTC/USD

Advanced

This example will calculate the TWAP for DOGE/USD over a 15m interval.

serum-twap DOGE/USD -i 15

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