Blockhouse Work Trial Repo

This repository consists of the following components:

1. Benchmarks - Code for TWAP and VWAP strategies.
2. Cost Calculations - Code for calculating various costs within the rewards component.
3. Datasets - Example datasets that can be used for this process.

Notes

• You are encouraged to modify or extend the cost components code if needed.
• Feel free to use any additional data or implement other logic as necessary.