How is time-weighted average price determined?

Integral uses Uniswap v2/v3 Sushiswap pools as price oracle.

Once an order is submitted, the protocol will query pools hosted on DEX mentioned above to get spot prices over the next 30 minute. By calculating the arithmetic-mean of these prices, the protocol will get TWAP to execute your order.

You can read this dedicated section to learn more.

pageOracle and Prices

What happens if there is big volatility? How do I protect myself from getting a really bad price?

Big volatility will cause the 30-min TWAP diverges a lot from the spot price when you submit the order. If the difference goes beyond your slippage tolerance, your order will be reverted.

Can I cancel my order during the 30 minutes?

Unfortunately you cannot cancel your order during the 30-minute delay period in this build. We are working in the hope of supporting this feature in future builds.

Who should use Integral?

Integral is for everyone: whether you are a long-term investor, a HODLer, a day trader, or a farmer, with Integral TWAP:

  • You no longer need to write a customised SC to split large orders into small ones;

  • You no longer have to manually execute smaller orders across multiple venues;

  • You should be less concerned with sandwich attacks as your orders will be executed at 30-min TWAP.

  • With one click, you get 30-min TWAP for your orders. There is no additional slippage versus the 30-min TWAP.

However, saving with Integral would be the most when you have a large order to execute.

  • This is because when you have a large order to do, the price quote you get is almost never your executed price due to price impact (and even sandwich attack).

  • The larger the order, the larger the price impact, and hence the larger the saving would be with Integral TWAP.

Can I list pairs on Integral?

At the moment you cannot list pairs or create liquidity pools on Integral. We are working in the hope of supporting this feature in future builds.

If you have needs for OTC trading a certain token, you can reach us via Telegram @kamadod, and we'll see if we can provide tailored technical solutions.

What's the trading fee for using Integral?

Integral currently charges 1 bp fee for all trades, regardless of their sizes.

What does Integral do to my positive slippage?

Integral returns ALL of the positive slippage incurred from the trade to you.

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