skills.rest
kayzaa
kayzaaCOMMUNITY
Explore all skills by this author →
GitHub

Smart Order Router

Route cryptocurrency orders across multiple exchanges using TWAP and VWAP algorithms.

5|1|Updated Feb 9, 2026
Search Tags:#execution#router#trading#crypto#slippage#twap#vwap
One-click install
npx skills add https://github.com/kayzaa/k.i.t.-bot --skill smart-order-router
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: Smart Order Router
Source: https://github.com/kayzaa/k.i.t.-bot/tree/main/skills/smart-router
Command: npx skills add https://github.com/kayzaa/k.i.t.-bot --skill smart-order-router

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires ccxt, numpy, pandas, aiohttp, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill optimizes cryptocurrency trades by finding the best execution prices across multiple exchanges, minimizing slippage and maximizing profits.

Core Features & Use Cases

  • Multi-Exchange Routing: Compares prices and liquidity across numerous exchanges in real-time.
  • Slippage Minimization: Employs algorithms like TWAP and VWAP to reduce price impact.
  • Order Splitting: Intelligently breaks down large orders to execute across different venues.
  • Use Case: Execute a large BTC/USDT buy order with minimal price impact by splitting it across Binance and Bybit, using TWAP to spread the execution over 30 minutes.

Quick Start

Use the smart_router skill to find the best execution route for buying 1.5 BTC/USDT with a maximum slippage of 0.1%.

Frequently Asked Questions about Smart Order Router

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I minimize slippage when executing large cryptocurrency trades?▼

To minimize slippage in large crypto trades, use smart order routing to split orders across multiple exchanges and apply TWAP or VWAP algorithms to spread execution over time, reducing overall price impact.

What is TWAP and VWAP execution in crypto trading?▼

TWAP and VWAP are execution algorithms that break large crypto orders into smaller chunks. TWAP distributes trades evenly over time, while VWAP aims to match volume-weighted average prices, both minimizing market disruption.

Can I route a single crypto order across multiple exchanges like Binance and Bybit?▼

Yes, you can route a single order across multiple exchanges. Smart routing compares real-time prices and liquidity across venues, intelligently splitting the order to achieve best execution and minimal price impact.

How do I use ccxt to find the best execution price for a BTC/USDT buy order?▼

Using ccxt, you can fetch real-time prices and liquidity from various exchanges to find the best execution route for a BTC/USDT buy order, setting parameters like a maximum allowed slippage tolerance.

What's the best way to execute large crypto orders without moving the market?▼

The best way to execute large crypto orders without moving the market is to use smart order splitting alongside TWAP or VWAP strategies, distributing the volume across multiple venues and time intervals.

Do I need numpy and pandas to run a smart crypto order router?▼

Yes, numpy and pandas are required dependencies. They handle the data fetching, numerical calculations, and execution logic needed to analyze real-time prices, compute slippage, and optimize order routing.

Related Skills

Explore More Finance & Accounting Skills→
2025Emma2025Emma
22.7k

ccxt

Provide CCXT usage guidance for trading bots across 150+ exchanges.

Community
Intermediate
OpenSuckerOpenSucker
15

execution-model

Model trade execution impact costs, slippage, and timing delays for backtests.

Official
Intermediate
DevanshsodhiDevanshsodhi

Financial Analytics

Run Monte Carlo simulations and tax calculations for portfolio analysis.

Community
Intermediate
Signal-Execution-LabsSignal-Execution-Labs
125

smart-order-router

Route orders across venues using configurable execution strategies and output detailed plans.

Official
Advanced