Volume Weighted Average Price (VWAP)

The volume weighted average price (VWAP) is a trading benchmark used by traders that gives the average price a security has traded at throughout the day, based on both volume and price. It is important because it provides traders with insight into both the trend and value of a security.

Get started with the vwap

Simply make an HTTPS [GET] request or call in your browser:

			[GET] https://api.taapi.io/vwap?secret=MY_SECRET&exchange=binance&symbol=BTC/USDT&interval=1h
		

The vwap endpoint returns a JSON response like this:

			{
  "value": 10069.630168387563
}
		
Example response from TAAPI.IO when querying vwap endpoint.

API parameters

secret
Required String
The secret which is emailed to you when you request an API key.
exchange
Required String
The exchange you want to calculate the indicator from: binance or bitstamp. More exchanges supported natively are coming soon. For other crypto / stock exchanges, please refer to our Client or Manual integration methods.
symbol
Required String
Symbol names are always uppercase, with the coin separated by a forward slash and the market: COIN/MARKET. For example: BTC/USDT Bitcoin to Tether, or LTC/BTC Litecoin to Bitcoin...
interval
Required String
Interval or time frame: We support the following time frames: 1m, 5m, 15m, 30m, 1h, 2h, 4h, 12h, 1d, 1w. So if you're interested in values on hourly candles, use interval=1h, for daily values use interval=1d, etc.
backtrack
Optional Integer
The backtrack parameter removes candles from the data set and calculates the vwap value X amount of candles back. So, if you’re fetching the vwap on the hourly and you want to know what the vwap was 5 hours ago, set backtrack=5. The default is 0 and a maximum is 50.
backtracks
Optional Integer
The backtracks parameter returns the vwap value calculated on every candle for the past X candles. For example, if you want to know what the vwap was every hour for the past 24 hours, you use backtracks=24. As a result, you will get 24 values with timestamps, so you know what value corresponds to which candle.
chart
Optional String
The chart parameter accepts one of two values: candles or heikinashi. candles is the default, but if you set this to heikinashi, the indicator values will be calculated using Heikin Ashi candles. Note: Pro & Expert Plans only.
anchorPeriod
Optional String

Allows anchoring the vwap. Currently accepts two values: week or session. The default is week, but setting it to session will give similar results to the built-in Trading View implementation.

Default: week

More examples

Let's say you want to know the vwap value on the last closed candle on the 30m timeframe. You are not interest in the real-time value, so you use the backtrack=1 optional parameter to go back 1 candle in history to the last closed candle.

				[GET] https://api.taapi.io/vwap?secret=MY_SECRET&exchange=binance&symbol=BTC/USDT&interval=30m&backtrack=1
			
Get vwap values on each of the past X candles in one call

Let's say you want to know what the vwap daily value was each day for the previous 10 days. You can get this returned by our API easily and efficiently in one call using the backtracks=10 parameter:

				[GET] https://api.taapi.io/vwap?secret=MY_SECRET&exchange=binance&symbol=BTC/USDT&interval=1d&backtracks=10
			

Here's the example response:

				[
  {
    "value": 32780.12529582838,
    "backtrack": 0
  },
  {
    "value": 32776.75365287236,
    "backtrack": 1
  },
  {
    "value": 32767.613663561646,
    "backtrack": 2
  },
  {
    "value": 32752.42307947593,
    "backtrack": 3
  },
  {
    "value": 32731.543998380635,
    "backtrack": 4
  },
  {
    "value": 32703.598946208906,
    "backtrack": 5
  },
  {
    "value": 32690.51778511837,
    "backtrack": 6
  },
  {
    "value": 32682.14232038226,
    "backtrack": 7
  },
  {
    "value": 32674.903359529373,
    "backtrack": 8
  },
  {
    "value": 32667.40510040415,
    "backtrack": 9
  }
]
			

Looking for even more integration examples in different languages like NodeJS, PHP, Python, Curl or Ruby? Continue to [GET] REST - Direct documentation.