Clione

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

Websitegithub
  • 3,599 Raised
  • 1,998 Views
  • 3 Judges

Categories

  • 02. ๐Ÿš€ Hyperliquid Frontier Track
  • 09. Shielded TWAP Order Executor

Gallery

Description

Clione

๐Ÿ” Description

Clione is a VWAP-Enhanced TWAP algorithmic execution system built for the Hyperliquid ecosystem. Inspired by the sea angelโ€™s adaptability, it executes large spot orders with measured rhythm (TWAP) while adapting to the marketโ€™s natural flow (VWAP).

Clione is fully client-side, serverless, and open-source โ€” bringing institutional-grade execution strategies to all traders.

โšก Problem

DeFi traders face three key issues when executing large orders:

  1. High Slippage โ€“ poor fill prices due to thin liquidity.

  2. Market Impact โ€“ large trades disrupt orderbooks, harming both trader and market stability.

  3. Accessibility โ€“ advanced execution strategies are locked behind centralized platforms or quant expertise.

๐Ÿ’ก Solution โ€” Clione

Clione solves these by blending TWAP execution with VWAP-driven volume adjustments, ensuring smooth, adaptive order placement that minimizes disruption.

How It Works

  • ๐Ÿ“Š VWAP-Enhanced TWAP โ†’ Splits large orders into adaptive slices based on VWAP deviation.

  • ๐Ÿ”Ž Real-time Slippage Protection โ†’ Uses orderbook depth analysis before placing trades.

  • โšก Instant Volume Estimation โ†’ Dynamic sizing to match live market flow.

  • ๐Ÿ“ˆ HLC3 VWAP Calculations โ†’ Compatible with Hyperliquidโ€™s ecosystem.

  • ๐Ÿงช Simulation Engine โ†’ Risk-free testing with historical & live data.

  • ๐ŸŒ WebSocket Charts โ†’ Real-time monitoring & performance tracking.

โœ… 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

๐Ÿ›ฃ๏ธ 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

๐ŸŽฌ Demo

โ–ถ Watch the Demo Video

https://youtu.be/ucVzzDVSqro

๐Ÿ“‚ Project Links

  • Codebase: https://github.com/Trong-Tra/Clione

  • Live App: https://clione-pi.vercel.app/

  • Docs: https://clione-pi.vercel.app/docs

๐ŸŒŠ The Sea Angelโ€™s Wisdom

โ€œIn the deep ocean, the Clione (sea angel) survives not by brute force, but by adaptability and elegance โ€” moving with currents, striking at the right moment.โ€

Clione applies this wisdom to algorithmic trading:

  • Adaptive Execution

  • Energy (Capital) Conservation

  • Precision Timing

  • Market Harmony