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GET
/
trade
/
vwap
VWAP - TWAP
curl --request GET \
  --url https://api.amberdata.com/markets/spot/analytics/trade/vwap \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 23:00:00 000",
        "totalVolumeUSD": 17077624.10253145,
        "twap": 105726.12016666665,
        "vwap": 105724.81842395054
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 22:00:00 000",
        "totalVolumeUSD": 29901190.234523397,
        "twap": 106000.51333333335,
        "vwap": 106044.21872588272
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 21:00:00 000",
        "totalVolumeUSD": 11549771.859701945,
        "twap": 106338.51900000003,
        "vwap": 106347.79507951892
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 20:00:00 000",
        "totalVolumeUSD": 9735085.984966466,
        "twap": 106333.61000000002,
        "vwap": 106322.86687463883
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 19:00:00 000",
        "totalVolumeUSD": 6827882.382201663,
        "twap": 106358.19366666669,
        "vwap": 106355.23768030593
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 18:00:00 000",
        "totalVolumeUSD": 9869478.716884736,
        "twap": 106311.98866666664,
        "vwap": 106300.60451925016
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 17:00:00 000",
        "totalVolumeUSD": 13292180.074134275,
        "twap": 106302.93316666667,
        "vwap": 106311.10648933919
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 16:00:00 000",
        "totalVolumeUSD": 18507205.192912556,
        "twap": 106202.98033333335,
        "vwap": 106199.19117720834
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 15:00:00 000",
        "totalVolumeUSD": 13773886.83343635,
        "twap": 106027.39916666666,
        "vwap": 106063.01158809518
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 14:00:00 000",
        "totalVolumeUSD": 8186574.408960278,
        "twap": 105791.74616666674,
        "vwap": 105765.1241644865
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 13:00:00 000",
        "totalVolumeUSD": 9083039.802297479,
        "twap": 105797.45016666663,
        "vwap": 105896.6942760686
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 12:00:00 000",
        "totalVolumeUSD": 5633478.100658474,
        "twap": 105699.21833333331,
        "vwap": 105690.20520154337
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 11:00:00 000",
        "totalVolumeUSD": 5376178.2150859935,
        "twap": 105624.55266666666,
        "vwap": 105653.57221582466
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 10:00:00 000",
        "totalVolumeUSD": 4597719.486216294,
        "twap": 105252.75383333329,
        "vwap": 105229.85623988796
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 09:00:00 000",
        "totalVolumeUSD": 7621615.302100955,
        "twap": 105310.27333333336,
        "vwap": 105300.53282667995
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 08:00:00 000",
        "totalVolumeUSD": 2806791.298968891,
        "twap": 105506.08466666666,
        "vwap": 105498.35833966617
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 07:00:00 000",
        "totalVolumeUSD": 3736490.295869334,
        "twap": 105520.44233333334,
        "vwap": 105527.339573059
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 06:00:00 000",
        "totalVolumeUSD": 3972474.0227431855,
        "twap": 105580.118,
        "vwap": 105562.43588218733
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 05:00:00 000",
        "totalVolumeUSD": 5204434.701969851,
        "twap": 105599.48866666667,
        "vwap": 105601.56391191226
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 04:00:00 000",
        "totalVolumeUSD": 4616634.252113115,
        "twap": 105597.29466666664,
        "vwap": 105588.77625246809
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 03:00:00 000",
        "totalVolumeUSD": 3315188.01312173,
        "twap": 105504.52783333334,
        "vwap": 105508.71296682941
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 02:00:00 000",
        "totalVolumeUSD": 4278195.527676096,
        "twap": 105584.38616666665,
        "vwap": 105596.48203364453
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 01:00:00 000",
        "totalVolumeUSD": 5272046.963051804,
        "twap": 105640.23016666668,
        "vwap": 105617.56397541084
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-08 00:00:00 000",
        "totalVolumeUSD": 7474428.606706913,
        "twap": 105572.94466666666,
        "vwap": 105572.19499775872
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-07 23:00:00 000",
        "totalVolumeUSD": 11810499.390065463,
        "twap": 105726.95783333332,
        "vwap": 105726.27792341512
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-07 22:00:00 000",
        "totalVolumeUSD": 11505596.556401853,
        "twap": 105875.62700000002,
        "vwap": 105884.83995103992
      },
      {
        "exchange": "gdax",
        "pair": "btc_usd",
        "timestamp": "2025-06-07 21:00:00 000",
        "totalVolumeUSD": 7034260.681824598,
        "twap": 105883.99866666668,
        "vwap": 105883.8105750041
      }
    ]
  }
}

Authorizations

​
x-api-key
string
header
required

Query Parameters

​
pair
string
default:btc_usd
required

[Required] The currency pair for the spot instrument. [Examples] btc_usd | btc_usdc | eth_usd

​
exchange
string
default:gdax
required

[Required] The exchange for which to retrieve listed spot instruments. [Examples] gdax | okex | binance | binanceus

​
startDate
string
default:2025-06-01

[Optional] Payload only includes data after this date (inclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2025-02-27

​
endDate
string
default:2025-06-02

[Optional] Payload only includes data up to this date. [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2025-02-28

​
timeInterval
string
default:day

[Optional] Time interval of data frequency for the selected date range. [Examples] minute | hour | day

​
timeFormat
string
default:hr

[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable

​
orderSizeCategoryUsd
string
default:All
required

[Required] Users can specify to return all aggregated trades, or trades of a specific size threshold. (0-1k, 1k-10k, 10k-100k, 100k+, ALL) by passing in the lower value of the range 0 | 1k | 10k | 100k | All

Response

200 - application/json
​
status
integer
Example:

200

​
title
string
Example:

"OK"

​
description
string
Example:

"Successful request"

​
payload
object