RESTWebSocketsAWS S3FIXRPC
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Lookback Period for {T,V}WAP (2021-10-01)

over 1 year ago by Joanes Espanol

  • Updated REST endpoints for Spot TWAP and VWAP to include a lookback period:
    Spot - GET /market/spot/vwap/assets/:asset/latest
    Spot - GET /market/spot/vwap/assets/:asset/historical
    Spot - GET /market/spot/vwap/pairs/pair/latest
    Spot - GET /market/spot/vwap/pairs/:pair/historical

The default lookback periods are as follow:

  • 60 minutes for minutely data
  • 24 hours for hourly data
  • 30 days for daily data