Metrics and Statistics (24h Volumes, TWAP, Price Impact)

Functions like record_trade(...), get_trades_24h(...), and calculate_average_price_24h(...) help track:

  • 24h Volumes: Total trading volumes over the last day, aiding analytics and decision-making.

  • TWAP: Providing stable pricing references.

  • Price Impact: Calculating how much a trade shifts the price and ensuring trades occur within acceptable bounds.

Use Cases:

  • Analytics dashboards displaying recent pool activity and health.

  • Traders adjusting strategy based on recent volume and volatility.

Best Practices:

  • Regularly read and interpret these metrics to maintain a healthy, attractive pool.

  • Set safeguards (e.g., max slippage) based on observed volatility.

Last updated