TWAMM streams

Available on Go-Gateway and Cloud API

​About TWAMM​
​How does it work?​
​Capturing arbitrage​
​The TWAMM bloXroute service​
​TWAMM Data Streams Details​
​Virtual Pool Stream​
​Order Stream​
​Order Pool Stream​
About TWAMM
Time-weighted automated market makers aka TWAMMs (pronounced "tee-wham") are a special class of AMMs that execute orders over multiple blocks, a concept introduced by researchers at Paradigm together with the inventor of Uniswap.
TWAMMs aim to help traders on Ethereum execute large orders with minimal slippage and low gas fees without negatively affecting the price. The first, and currently only, TWAMM by Cron Finance.
How does it work?
Each TWAMM instance facilitates trading between a particular pair of assets, for example, ETH and USDC. The TWAMM contains an embedded AMM, a standard constant-product market maker for those two assets. Traders can submit long-term orders to the TWAMM, which are orders to buy or sell a fixed amount of one of the assets over a fixed number of blocks. 
Capturing arbitrage
The execution of long-term orders pushes the embedded AMM's price away from prices on other markets over time. When this happens, searchers can trade against the embedded AMM's price to bring it back in line, ensuring good execution for long-term orders.
Users of bloXroute TWAMM services are entitled to a discounted fee (see details below). The discounted fee provides arbitrage opportunities earlier than arbitrage from the mempool without TWAMM discounted fee.  
The TWAMM bloXroute service
bloXroute provides several new data streams to enable users to see and act fast when opportunities come up. Additional details about the various streams can be found below. 
Sending TWAMM orders incurs a fee paid to Cron Finance in accordance with their fee schedule here. 
Using the TWAMM bloXroute service will give you access not only to the fastest data stream but also to a 50% TWAMM transaction fee discount. 
To get the discount please contact [email protected] 
Payment for the service is 10% of MEV profit to be paid to bloXroute as part of the arbitrage transaction. 
When capturing the arbitrage a searcher should include an internal transaction that is paying 10% of the MEV profit to the bloXroute wallet. 
To ensure faster execution, no check is being done prior to the execution of the transaction. However, searchers that will not comply with the program will be removed from it and will not receive the discount.
Payment should be paid to the following address: 0x965df5ff6116c395187e288e5c87fb96cfb8141c 
TWAMM Data Streams Details
Virtual Pool Stream
This endpoint provides the actual status of each TWAMM instance (also referred to as “pool”). 
Response Event
Field
Type
Description
blockHeight
uint64
Current Ethereum block height.
virtualPool
virtualPool
See virtualPool below for details.
virtualPool
Field
Type
Description
poolID
string
The index id of the pool.
token0Symbol
string
The symbol of one token in the pool.
token0Address
string
The address of one token in the pool.
virtualToken0Reserve
unit64
The expected reserve amount of one token in the pool, considering the virtual TWAMM events.
token1Symbol
string
The symbol of another token in the pool.
token1Address
string
The address of another token in the pool.
virtualToken1Reserve
unit64
The expected reserve amount of the another token in the pool, considering the virtual TWAMM events.
salesRateToken0
unit64
The amount of token 0 being sold this block.
salesRateToken1
unit64
The amount of token 1 being sold this block.
orders
orders
See orders below for detail.
orders
Field
Type
Description
orderID
uint64
Unique ID for the order.
sender
string
The initiator address of the transaction.
tokenIn
string
Swap in token symbol.
tokenOut
string
Swap out token symbol.
startBlock
unit64
The block height where this TWAMM swap started.
endBlock
uint64
The block height where this TWAMM swap is expected to be finished.
Event Example
{
    "blockHeight:16799598",
    "pool": {
        "poolID": "0x69269Fe1945e018727Dd301790a465E357a9063B",
        "token0Symbol":"USDC",
        "token0Address":"0x07865c6E87B9F70255377e024ace6630C1Eaa37F",
        "virtualToken0Reserve":85093566, 
        "token1Symbol":"WETH",
        "token1Address":"0xB4FBF271143F4FBf7B91A5ded31805e42b2208d6",
        "virtualToken1Reserve":18446744073579229056, 
        "salesRateToken0":"18557",
        "orders": [{
            "sender":"0xFD59D945c10C6884eB88787E27f3083C6336aB7A" 
            "tokenIn":"USDC" 
            "tokenOut":"WETH" 
            "originalInAmount":10000000 
            "virtualInAmount":10000000 
            "startBlock":16799597 
            "endBlock":16800368
        }]
    }
}
Order Stream
This endpoint returns any transaction interacting with a TWAMM instance. Including creating new orders, canceling orders, etc.
Response Event
Field
Type
Description
blockHeight
uint64
Current Ethereum block height.
order
order
See order below for details.
orders
Field
Type
Description
confirmationLevel
string
The confirmation level of the order transaction. The value could be CL_UNKNOWN, CL_NEW, CL_PENDING, CL_BLOCK.
orderType
string
The type of the order. The value could be OT_UNKNOWN, OT_NEW, OT_CANCEL.
swapTyep
string
The type of the swap. The value could be ST_LONG_TERM, ST_PARTNER_SWAP, ST_UNKNOWN.
poolID
string
The index id of the pool.
sender
string
The initiator address of the transaction.
tokenIn
string
Swap in token symbol.
tokenOut
string
Swap out token symbol.
amount
unit64
Amount of the swap in token.
adjustedAmount
double
Amount of the swap in token, converted to human readable with decimals.
intervals
uint64
Numbers of the intervals for this order.
blockCount
uint64
Number of blocks (derived from intervals)
Event Example
{
    "blockHeight":"8819399",
    "order":{
        "confirmationLevel":"CL_PENDING",
        "orderType":"OT_NEW",
        "swapType":"ST_LONG_TERM",
        "poolID":"0x69269Fe1945e018727Dd301790a465E357a9063B",
        "sender":"0x4836668594Ad7a6bae5ed39Eec1A0eB9e1e01dB6",
        "tokenIn":"0x07865c6E87B9F70255377e024ace6630C1Eaa37F",
        "tokenOut":"0xB4FBF271143F4FBf7B91A5ded31805e42b2208d6",
        "amount":"1000000",
        "adjustedAmount":1000000,
        "intervals":"3",
        "blockCount":"771",
        "txHash":"0xe2…96d7"
    }
}
Order Pool Stream
This endpoint updates on changes to the TWAMM instance, commonly as a result of staking and/or withdrawing funds from the pool.
Response Event
Field
Type
Description
blockHeight
uint64
Current Ethereum block height.
pool
pool
See pool below for details.
pool
Field
Type
Description
poolID
string
The index id of the pool.
token0Symbol
string
The symbol of one token in the pool.
token0Address
string
The address of one token in the pool.
virtualToken0Reserve
uint64
The mathematical expectation reserve amount of one token in the pool.
token1Symbol
string
The symbol of another token in the pool.
token1Address
string
The address of another token in the pool.
virtualToken1Reserve
uint64
The mathematical expectation reserve amount of another token in the pool.
salesRate
double
The current sales of the tokens.
Event Example
{
    "blockHeight":"8819406",
    "Pool":{
        "poolID":"0x0000000000000000000000000000000000000000",
        "token0Symbol":"USDC",
        "token0Address":"0x0000000000000000000000000000000000000000",
        "virtualToken0Reserve":"2085217688",
        "token1Symbol":"WETH",
        "token1Address":"0x0000000000000000000000000000000000000000",
         "virtualToken1Reserve":"191837791780446553",
         "salesRate":18557
    }
}
How to Run Streams Through Cloud API
As of 5/3/2023, there are 2 instances running supported streams for TWAMM, one on ethereum mainnet, and the other on goerli ethereum testnet.
Network
IP
Mainnet Cloud API IP
54.157.119.190
Testnet Cloud API
47.90.133.153
In order to run the streams, you are going to need an authorization header that works with cloud API. Then, follow these instructions:
wscat -c wss://cloud-api-ip/ws -H "Authorization:Auth-header" --no-check
If the IP address and authorization header work, you should see a successful connection response.
Connected (press CTRL+C to quit)
> 
Here are some sample commands to use the TWAMM streams (for each stream):
{"id": 1, "method": "subscribe", "params": ["virtualPool", {"include": ["0x28d56210D3682F89dD3AF3542F7a05259358bb22"]}]}
​
{"id": 1, "method": "subscribe", "params": ["orderPool", {"include": ["0x28d56210D3682F89dD3AF3542F7a05259358bb22"]}]}
 {"id": 1, "method": "subscribe", "params": ["orderPool", {"include": []}]}
The virtualPool and orderPool stream allow you to specify different pools you want to subscribe to by their pool address
As of 5/3/2023, here are useful launched pools
USDC/WETH (mainnet): https://etherscan.io/address/0x0018C32D85D8AebEA2eFbE0b0F4a4Eb9e4F1C8C9​
0x0018C32D85D8AebEA2eFbE0b0F4a4Eb9e4F1C8C9
USDC/WETH (goerli testnet): https://goerli.etherscan.io/address/0x28d56210D3682F89dD3AF3542F7a05259358bb22#internaltx​
0x28d56210D3682F89dD3AF3542F7a05259358bb22
​

Field	Type	Description
blockHeight	uint64	Current Ethereum block height.
virtualPool	virtualPool	See virtualPool below for details.

Field	Type	Description
poolID	string	The index id of the pool.
token0Symbol	string	The symbol of one token in the pool.
token0Address	string	The address of one token in the pool.
virtualToken0Reserve	unit64	The expected reserve amount of one token in the pool, considering the virtual TWAMM events.
token1Symbol	string	The symbol of another token in the pool.
token1Address	string	The address of another token in the pool.
virtualToken1Reserve	unit64	The expected reserve amount of the another token in the pool, considering the virtual TWAMM events.
salesRateToken0	unit64	The amount of token 0 being sold this block.
salesRateToken1	unit64	The amount of token 1 being sold this block.
orders	orders	See orders below for detail.

Field	Type	Description
orderID	uint64	Unique ID for the order.
sender	string	The initiator address of the transaction.
tokenIn	string	Swap in token symbol.
tokenOut	string	Swap out token symbol.
startBlock	unit64	The block height where this TWAMM swap started.
endBlock	uint64	The block height where this TWAMM swap is expected to be finished.

Field	Type	Description
blockHeight	uint64	Current Ethereum block height.
order	order	See order below for details.

Field	Type	Description
confirmationLevel	string	The confirmation level of the order transaction. The value could be CL_UNKNOWN, CL_NEW, CL_PENDING, CL_BLOCK.
orderType	string	The type of the order. The value could be OT_UNKNOWN, OT_NEW, OT_CANCEL.
swapTyep	string	The type of the swap. The value could be ST_LONG_TERM, ST_PARTNER_SWAP, ST_UNKNOWN.
poolID	string	The index id of the pool.
sender	string	The initiator address of the transaction.
tokenIn	string	Swap in token symbol.
tokenOut	string	Swap out token symbol.
amount	unit64	Amount of the swap in token.
adjustedAmount	double	Amount of the swap in token, converted to human readable with decimals.
intervals	uint64	Numbers of the intervals for this order.
blockCount	uint64	Number of blocks (derived from intervals)

Field	Type	Description
blockHeight	uint64	Current Ethereum block height.
pool	pool	See pool below for details.

Field	Type	Description
poolID	string	The index id of the pool.
token0Symbol	string	The symbol of one token in the pool.
token0Address	string	The address of one token in the pool.
virtualToken0Reserve	uint64	The mathematical expectation reserve amount of one token in the pool.
token1Symbol	string	The symbol of another token in the pool.
token1Address	string	The address of another token in the pool.
virtualToken1Reserve	uint64	The mathematical expectation reserve amount of another token in the pool.
salesRate	double	The current sales of the tokens.

Network	IP
Mainnet Cloud API IP	54.157.119.190
Testnet Cloud API	47.90.133.153

MEVNextProposerInfo

🖥️ APIs

Last modified 1mo ago