Clione

A sophisticated VWAP-Enhanced TWAP algorithm that combines elegant execution with adaptive market flow

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  • 02. 🚀 Hyperliquid Frontier Track
  • 09. Shielded TWAP Order Executor

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Description

Clione

🔍 Description

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.

⚡ Problem

DeFi traders face three key issues when executing large orders:

  1. High Slippage – poor fill prices due to thin liquidity.

  2. Market Impact – large trades disrupt orderbooks, harming both trader and market stability.

  3. Accessibility – advanced execution strategies are locked behind centralized platforms or quant expertise.

💡 Solution — Clione

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.

✅ Current Features (Spot Trading Pioneer)

  • 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

🛣️ Roadmap

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

🎬 Demo

▶ 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