This does not apply to Integral, whose execution prices is solely determined by the oracle. If there is enough capital in the liquidity pool, your order will be completely filled with 1 SINGLE TWAP, without experiencing any price impact.
How Integral interacts with Uniswap to calculate TWAP?
Once the order is submitted, it has to wait in the smart contract contract for 30 minutes before interacting with the pool. During this time, the protocol will query Uniswap v2 twice: once when the delay starts, and once when the delay ends.
After the delay time elapses, Integral will calculate the TWAP by doing the calculations above. If the actual amount of tokens you'll receive from TWAP is larger than or equal to the Minimum Received, your order will be executed at TWAP, and you will receive any positive slippage incurred. Otherwise it will be reverted to protect your funds from excessive slippage.
Minimum Received = Estimated Amount * (1 - Slippage Tolerance)