Volume Weighted Average Price (VWAP) API
VWAP — the Volume Weighted Average Price — tells you the true average price an asset has traded at, weighted by volume. It's the benchmark institutional desks trade against, and a powerful intraday support/resistance line. Our VWAP API returns it for any crypto pair or stock on any timeframe, real-time or historical, in one JSON call.
Try it in 30 seconds
Code samples: Node · Python · PHP · cURL →[GET] https://v2.taapi.io/indicator/vwap
Authorization: Bearer YOUR_API_KEY
?exchange=binance
&symbol=BTC/USDT
&timeframe=1h
{
"value": [67540.22],
"timestamp": [1718233200]
}
What is Volume Weighted Average Price (VWAP)?
VWAP (Volume Weighted Average Price) is calculated by dividing the cumulative dollar value traded (price × volume) by the cumulative volume over a session or lookback period. Unlike a simple moving average, VWAP weights each price point by how much volume traded at that level — so it reflects where the market has truly done business. Institutional traders use VWAP as a fair-value benchmark: buying below VWAP is considered favourable, selling above it is optimal. For retail algo traders, VWAP doubles as a dynamic support/resistance and trend filter.
Volume trading strategies
Fair-value mean reversion
Price trading significantly above VWAP may be overextended; significantly below may be undervalued. Many intraday strategies fade moves away from VWAP, targeting a return to the mean — especially effective in ranging crypto markets.
VWAP as trend filter
Price holding above VWAP throughout a session is bullish confirmation; consistent trading below is bearish. Use VWAP direction alongside RSI to only take trend-aligned entries.
Institutional execution benchmark
VWAP is the most common benchmark for algorithmic execution — large orders are split to trade near VWAP to minimise market impact. Knowing where VWAP sits helps you anticipate institutional order flow.
Frequently asked questions
What does the VWAP API return?
The VWAP endpoint returns a single 'value' representing the volume-weighted average price for the requested symbol, exchange, and interval over the lookback period.
What is VWAP used for in crypto trading?
VWAP is used as a fair-value benchmark, a trend filter, and a dynamic support/resistance level. Because crypto trades 24/7, intraday VWAP is often calculated from midnight UTC. It is particularly effective on higher-volume assets like BTC and ETH.
How is VWAP different from a moving average?
A moving average weights all price points equally (or by recency in the case of EMA). VWAP weights each price by the volume traded at that level — so price levels where more volume occurred carry more weight. This makes VWAP a better reflection of where the market has actually done business.
Can I get historical VWAP values?
Yes. Use the 'results' or 'backtrack' parameters to retrieve historical VWAP values. See the developer docs for full parameter reference.
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Building with the Volume Weighted Average Price (VWAP) API?
The developer documentation covers the full technical reference: the /vwap endpoint, every parameter, the response schema, rate limits, bulk queries and ready-to-run samples in Node.js, Python, PHP and cURL.
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