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.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 /spot-analytics-information-trade-exchange-support-per-pair /spot-analytics-vwap-twapAvailability
Please use the information endpoint to find all coverage and exact trading pairs.| Exchange | History | Granularity |
|---|---|---|
| Binance | 2023-06-01 | 1hr, before 2025 then 1min |
| Binance.us | 2023-06-01 | 1hr, before 2025 then 1min |
| Bitstamp | 2023-06-01 | 1hr, before 2025 then 1min |
| Bybit | 2023-06-01 | 1hr, before 2025 then 1min |
| GDAX (Coinbase) | 2023-06-01 | 1hr, before 2025 then 1min |
| Gemini | 2023-06-01 | 1hr, before 2025 then 1min |
| OKEx (OKX) | 2023-06-01 | 1hr, before 2025 then 1min |
| Poloniex | 2023-06-01 | 1hr, before 2025 then 1min |
| itBit | 2024-03-05 | 1hr, before 2025 then 1min |
| Mercado Bitcoin | 2024-03-25 | 1hr, before 2025 then 1min |
| Bitget | 2024-09-24 | 1hr, before 2025 then 1min |
| Huobi | 2024-09-24 | 1hr, before 2025 then 1min |
| Gate.io | 2025-01-07 | 1min |
| Crypto.com | 2025-02-19 | 1min |
| KuCoin | 2025-02-19 | 1min |
| 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 |