Creates a TWAP strategy that splits a large order into smaller chunks and executes them\nevenly over a specified time period to minimize market impact.\n\nWhen to use:\n- You need to execute a large order without moving the market significantly\n- You want to achieve an average price over a speci...
AI agents invoke createTwapStrategy to trigger actions in Bybit MCP Server. What it does depends on the arguments the agent supplies, and its effects often reach beyond the immediate call — builds kicked off, notifications sent, workflows started.
This tool executes live trading orders on a cryptocurrency exchange by submitting multiple real buy/sell orders over time. While it has financial implications (trading), it primarily falls under Execute because it triggers automated order execution on Bybit. However, given it directly places financial trades on a crypto exchange, Financial is the most severe applicable category.
From the tool's definition Creates a TWAP strategy that splits a large order into smaller chunks and executes them evenly over a specified time period... Orders are placed at regular intervals
Documented attack patterns abuse exactly the kind of access createTwapStrategy gives an agent:
PolicyLayer is an MCP gateway — it sits between your AI agents and Bybit MCP Server, and nothing reaches the server without passing your rules. This is the rule we recommend for createTwapStrategy:
{
"version": "1",
"default": "deny",
"tools": {
"createTwapStrategy": {
"limits": [
{
"counter": "createtwapstrategy_rate",
"window": "minute",
"max": 10,
"scope": "grant"
}
]
}
}
}createTwapStrategy stays usable, but rate-capped — a runaway agent can't fire it dozens of times a minute. Everything else on the server is denied unless you say otherwise.
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Creates a TWAP strategy that splits a large order into smaller chunks and executes them\nevenly over a specified time period to minimize market impact.\n\nWhen to use:\n- You need to execute a large order without moving the market significantly\n- You want to achieve an average price over a specific time window\n- You need to avoid detection by splitting orders over time\n\nExecution behavior:\n1. Total size is divided by (duration / interval) to calculate each order size\n2. Orders are placed at regular intervals (or randomized if isRandom=true)\n3. Each order can be market or limit order based on chase parameters\n4. Strategy stops when duration expires or size is fully executed\n\nImportant notes:\n- Minimum recommended duration: 300 seconds (5 minutes) for limit orders\n- Set maxChasePrice or triggerPrice for price protection\n- Enable isRandom to prevent strategy pattern detection\n- Rate limit: 10 requests per second per UID\n\nAgent hint: Use this endpoint when user wants to execute a large order over time to reduce market impact.\nThis is ideal for \. It is categorised as a Execute tool in the Bybit MCP Server MCP Server, which means it can trigger actions or run processes. Use rate limits and argument validation.
Register the Bybit MCP Server MCP server in PolicyLayer and add a rule for createTwapStrategy: allow, deny, rate-limit, or require approval. Point your MCP client at the PolicyLayer proxy URL and the rule is enforced on every call, before it reaches Bybit MCP Server. Nothing to install.
createTwapStrategy is a Execute tool with high risk. Execute tools should be rate-limited and have argument validation enabled.
Yes. Add a rate_limit block to the createTwapStrategy rule in your PolicyLayer policy. For example, setting max: 10 and window: 60 limits the tool to 10 calls per minute. Rate limits are tracked per agent session and reset automatically.
Set action: deny in the PolicyLayer policy for createTwapStrategy. The AI agent will receive a policy violation error and cannot call the tool. You can also include a reason field to explain why the tool is blocked.
createTwapStrategy is provided by the Bybit MCP Server MCP server (bybit-exchange/trading-mcp). PolicyLayer sits as a proxy in front of this server to enforce policies before tool calls reach the server.
Start from Bybit MCP Server, add the rest of your stack, and see everything your agents can call. Then put policy on all of it.
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326 Bybit MCP Server tools catalogued and risk-classified — across an index of 43,000+ MCP servers.