VWAP

The volume-weighted average price is a metric that represents the ratio of the total traded value of a token to the aggregate trading volume during a specific session.

vwap(amounts:list[decimal], prices: list[decimal]) -> decimal|None

The volume-weighted average price (VWAP) is a metric that represents the ratio of the total traded value of a token to the aggregate trading volume during a specific period. It serves as an indicator of the average trading price over that period.

Returns decimal

Compute the volume-weighted average price

VWAP = Σ (Volume * Price) / Σ Volume

recommended to use

Price = ( High + Low + Close ) / 3

Example: