Clione is a VWAP-Enhanced TWAP algorithmic execution system built for the Hyperliquid ecosystem. Inspired by the sea angel’s adaptability, it executes large spot orders with measured rhythm (TWAP) while adapting to the market’s natural flow (VWAP).
Clione is fully client-side, serverless, and open-source — bringing institutional-grade execution strategies to all traders.
DeFi traders face three key issues when executing large orders:
High Slippage – poor fill prices due to thin liquidity.
Market Impact – large trades disrupt orderbooks, harming both trader and market stability.
Accessibility – advanced execution strategies are locked behind centralized platforms or quant expertise.
Clione solves these by blending TWAP execution with VWAP-driven volume adjustments, ensuring smooth, adaptive order placement that minimizes disruption.
How It Works
📊 VWAP-Enhanced TWAP → Splits large orders into adaptive slices based on VWAP deviation.
🔎 Real-time Slippage Protection → Uses orderbook depth analysis before placing trades.
⚡ Instant Volume Estimation → Dynamic sizing to match live market flow.
📈 HLC3 VWAP Calculations → Compatible with Hyperliquid’s ecosystem.
🧪 Simulation Engine → Risk-free testing with historical & live data.
🌐 WebSocket Charts → Real-time monitoring & performance tracking.
VWAP-Enhanced TWAP Algorithm
Slippage Protection by Orderbook Analysis
Instant Volume Calculation
HLC3 VWAP Integration
Asset Decimal Compliance for Hyperliquid
Simulation & Backtesting Mode
WebSocket Chart Integration
Short Term (Next Release):
PERP Trading with leverage management
Pair & Spread Trading Strategies
Multi-timeframe VWAP
Mid Term:
Multi-Wallet Connection & Random Rotation
Adaptive Execution: random intervals, offsets
Enhanced UI/UX + Mobile Application
Long Term:
ML-powered execution strategies
Cross-exchange arbitrage tools
Portfolio management dashboard
Community-driven modules & plug-ins
▶ Watch the Demo Video
https://youtu.be/ucVzzDVSqro
📂 Project Links
Codebase: https://github.com/Trong-Tra/Clione
Live App: https://clione-pi.vercel.app/
Docs: https://clione-pi.vercel.app/docs
🌊 The Sea Angel’s Wisdom
“In the deep ocean, the Clione (sea angel) survives not by brute force, but by adaptability and elegance — moving with currents, striking at the right moment.”
Clione applies this wisdom to algorithmic trading:
Adaptive Execution
Energy (Capital) Conservation
Precision Timing
Market Harmony