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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.

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API Endpoints

/spot-analytics-information-trade-analytics-pairs /spot-analytics-information-trade-exchange-support-per-pair /spot-analytics-vwap-twap

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Availability

Please use the information endpoint to find all coverage and exact trading pairs.
ExchangeHistoryGranularity
Binance2023-06-011hr, before 2025 then 1min
Binance.us2023-06-011hr, before 2025 then 1min
Bitstamp2023-06-011hr, before 2025 then 1min
Bybit2023-06-011hr, before 2025 then 1min
GDAX (Coinbase)2023-06-011hr, before 2025 then 1min
Gemini2023-06-011hr, before 2025 then 1min
OKEx (OKX)2023-06-011hr, before 2025 then 1min
Poloniex2023-06-011hr, before 2025 then 1min
itBit2024-03-051hr, before 2025 then 1min
Mercado Bitcoin2024-03-251hr, before 2025 then 1min
Bitget2024-09-241hr, before 2025 then 1min
Huobi2024-09-241hr, before 2025 then 1min
Gate.io2025-01-071min
Crypto.com2025-02-191min
KuCoin2025-02-191min
HashKey2025-02-281min
Bullish2025-03-191min
Deribit2025-03-201min
Coinbase Intl2025-04-011min
Upbit2025-04-281min
CoinW2025-05-151min