> ## Documentation Index
> Fetch the complete documentation index at: https://docs.amberdata.io/llms.txt
> Use this file to discover all available pages before exploring further.

# VWAP - TWAP

# Description

The VWAP (Volume Weighted Average Price) for BTC/USDT and other pairs on a crypto exchanges like Binance, is calculated every minute using trade data.

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# Details

VWAP is computed by taking the sum of the product of each trade’s price and size (i.e., trade price × trade volume) within the 1-minute interval, and dividing that by the total traded volume in that same interval. This provides a time-specific average price that accounts for trade size, offering a more accurate reflection of market activity than a simple average. The TWAP users the time-weighted average of the “close” price for each 1-minute candle. We use the close price because it’s the last traded price for that minute, which provides as consistent price that matches the minute’s end as closely as possible.

# API Endpoints

[/spot-analytics-information-trade-analytics-pairs](/http/analytics/spot/information-trade-analytics-pairs)

[/spot-analytics-information-trade-exchange-support-per-pair](/http/analytics/spot/information-trade-exchange-support-per-pair)

[/spot-analytics-vwap-twap](/http/analytics/spot/vwap-twap)

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# Availability

Please use the information endpoint to find all coverage and exact trading pairs.

| Exchange        | History    | Granularity                    |
| --------------- | ---------- | ------------------------------ |
| Binance         | 2023-06-01 | 1-min, before 2025 then 1-hour |
| Binance.us      | 2023-06-01 | 1-min, before 2025 then 1-hour |
| Bitstamp        | 2023-06-01 | 1-min, before 2025 then 1-hour |
| Bybit           | 2023-06-01 | 1-min, before 2025 then 1-hour |
| GDAX (Coinbase) | 2023-06-01 | 1-min, before 2025 then 1-hour |
| Gemini          | 2023-06-01 | 1-min, before 2025 then 1-hour |
| OKEx (OKX)      | 2023-06-01 | 1-min, before 2025 then 1-hour |
| Poloniex        | 2023-06-01 | 1-min, before 2025 then 1-hour |
| itBit           | 2024-03-05 | 1-min, before 2025 then 1-hour |
| Mercado Bitcoin | 2024-03-25 | 1-min, before 2025 then 1-hour |
| Bitget          | 2024-10-01 | 1-min, before 2025 then 1-hour |
| Huobi           | 2023-06-01 | 1-min, before 2025 then 1-hour |
| Gate.io         | 2025-01-07 | 1min                           |
| Crypto.com      | 2025-02-19 | 1min                           |
| KuCoin          | 2023-06-01 | 1-min, before 2025 then 1-hour |
| HashKey         | 2025-02-28 | 1min                           |
| Bullish         | 2025-03-19 | 1min                           |
| Deribit         | 2025-03-20 | 1min                           |
| Coinbase Intl   | 2025-04-01 | 1min                           |
| Upbit           | 2025-04-28 | 1min                           |
| CoinW           | 2025-05-15 | 1min                           |
| LMAX            | 2025-01-01 | 1min                           |
| Kraken          | 2023-06-01 | 1-min, before 2025 then 1-hour |

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