Market orders on thin pools can bring a lot of trouble. Slippage jump fast when liquidity stay weak. This is universal rule. Price can move too far. Bots wait for these trades and bite quick. Limit orders give better control on entries. That’s why limit order come into existence. The price stay fixed until market hit it. TWAP means Time-Weighted Average Price. It is an execution strategy that breaks a large order into many small trades over a set period of time. This helps reduce slippage. This also limit the impact of market. TWAP helps when the order size get big. It breaks the trade into small parts. Intent stays more hidden. Impact stay lower. Certain tools save signed intent off-chain first. The order only settle on-chain when price touch the level. Private relays also give some safety. They stops sandwich attack. Public mempools leak plans too early. Gas costs still matter in all trades. Good math needs them included. Patience remains important for strong execution. Big size should not go in one block. Slow timing reduce patterns. Most of the cases a limit order can miss when price jump fast. A TWAP plan can lose money in strong trend. Many traders check RFQ quotes for better fills. Aggregator routes get tested too. The best route is the one with best net result. TWAP timing get small random changes. Predictable timing get hunted a lot. Every plan need a deadline. Weak fills means cancel and reset. Realized average price should be noted each time. Benchmarks guide learning and reduce bias. Fails still happen. They teach important lessons. Notes help memory grow. Perfect knowledge and idea is not needed all the time. Results matter more for traders. Tired minds often make poor actions. Smaller size keep capital safe. This should be the best strategy.

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