TWAP Detector Live for Binance Perps
Summary
Propr announces a new realtime TWAP detector tool that monitors all Binance-perps pairs and BTC orderbook algotrading patterns. The announcement links to an explainer video and a live tool at tools.propr.xyz and notes upcoming support for more exchanges, spot pairs, and backtest history. This helps the community spot institutional TWAP execution and find market edges.
I worked on a new tool, reusing some old backend infra I used to run: https://tools.propr.xyz/tools/twap-detector
It's a realtime twap detector across all Binance-perps pair. I'll add more exchange support and spot pairs.
Some explanations: https://www.loom.com/share/fa2f3f8dad8d490082905e38bb31a1f5?focus_title=1&muted=1&from_recorder=1
TWAP Detector | Propr Tools
Detect institutional TWAP execution in real-time. Monitors BTC orderbook for algorithmic trading patterns.
Introducing Our New TWAP Detection Tool! ๐
In this video, I introduced a new tool we've developed that detects TWAPs, or time-weighted average prices, on order books. This tool allows you to find market edges by analyzing bid-ask pressure and order book history. I've refined the algorithm and will be adding backtest data soon, so you can check the history per coin to identify strong TWAP...
