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+## TWAP Order Execution
+
+Yes, bbgo supports TWAP order execution. If you have a large quantity order want to execute,
+you can use this feature to update your order price according to the first bid/ask price in the order book.
+
+
+### Usage
+
+```
+bbgo execute-order --session binance --symbol=BTCUSDT \
+   --side=sell \
+   --target-quantity=100.0 \
+   --slice-quantity=0.01 \
+   --stop-price=58000
+```
+
+The above command will sell 100 BTC in total and for each slice it places a limit sell order with 0.01 BTC, and only place the sell order when price is above 58000.
+
+```
+bbgo execute-order --session max --symbol=USDTTWD --side=sell --target-quantity=1000.0 --slice-quantity=100.0 --stop-price=28.90
+```
+
+`--symbol=SYMBOL` is the symbol of the market, the symbol should be in upper-case, for example, `USDTTWD` or `BTCUSDT`
+
+`--side=SIDE` is the side of your order. can be `buy` or `sell`.
+
+`--target-quantity=TARGET_QUANTITY` is the final quantity you want to buy/sell.
+
+`--slice-quantity=SLICE_QUANTITY` is the slice quantity per order. for example, if you have targetQuantity=100.0 and sliceQuantity=10.0, then the order will be split into 10 orders.
+
+`--stop-price` the highest/lowest price of your order. for example, the current best bid/ask price is 28.65 and 28.70,
+if your stop price for BUY is `28.60`, your BUY order will stay at price `28.6` and won't be updated.
+if your stop price for SELL is `28.75`, your SELL order will stay at price `28.75` and won't be updated.
+
+`--price-ticks` the incremental tick spread of the price. for example, the current best bid/ask price is 28.00 and 28.10,
+the single tick of the USDT/TWD symbol is 0.01,
+if you set `--price-ticks=2`, then the order executor will use 28.00 + 0.01 * 2 for your BUY order, and use 28.10 - 0.01 * 2 for your SELL order.
+
+`--deadline` the deadline duration of your order execution, if time exceeded the deadline time, then the rest quantity will be sent as a market order.