# VWAP

## <mark style="color:purple;">`vwap`</mark>(*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

<details>

<summary>Compute the volume-weighted average price</summary>

`VWAP = Σ (Volume * Price) / Σ Volume`

recommended to use

`Price = ( High + Low + Close ) / 3`

</details>

Example:


---

# Agent Instructions: Querying This Documentation

If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question.

Perform an HTTP GET request on the current page URL with the `ask` query parameter:

```
GET https://docs.origami.tech/function/functions/vwap.md?ask=<question>
```

The question should be specific, self-contained, and written in natural language.
The response will contain a direct answer to the question and relevant excerpts and sources from the documentation.

Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.