VWAP - TWAP
curl --request GET \
--url https://api.amberdata.com/markets/spot/analytics/trade/vwap \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/spot/analytics/trade/vwap"
headers = {"x-api-key": "<api-key>"}
response = requests.get(url, headers=headers)
print(response.text)const options = {method: 'GET', headers: {'x-api-key': '<api-key>'}};
fetch('https://api.amberdata.com/markets/spot/analytics/trade/vwap', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.amberdata.com/markets/spot/analytics/trade/vwap",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
CURLOPT_HTTPHEADER => [
"x-api-key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "https://api.amberdata.com/markets/spot/analytics/trade/vwap"
req, _ := http.NewRequest("GET", url, nil)
req.Header.Add("x-api-key", "<api-key>")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("https://api.amberdata.com/markets/spot/analytics/trade/vwap")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/spot/analytics/trade/vwap")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Get.new(url)
request["x-api-key"] = '<api-key>'
response = http.request(request)
puts response.read_body{
"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
}
]
}
}Trade Analytics
VWAP - TWAP
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. 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.
GET
/
trade
/
vwap
VWAP - TWAP
curl --request GET \
--url https://api.amberdata.com/markets/spot/analytics/trade/vwap \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/spot/analytics/trade/vwap"
headers = {"x-api-key": "<api-key>"}
response = requests.get(url, headers=headers)
print(response.text)const options = {method: 'GET', headers: {'x-api-key': '<api-key>'}};
fetch('https://api.amberdata.com/markets/spot/analytics/trade/vwap', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.amberdata.com/markets/spot/analytics/trade/vwap",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
CURLOPT_HTTPHEADER => [
"x-api-key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "https://api.amberdata.com/markets/spot/analytics/trade/vwap"
req, _ := http.NewRequest("GET", url, nil)
req.Header.Add("x-api-key", "<api-key>")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("https://api.amberdata.com/markets/spot/analytics/trade/vwap")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/spot/analytics/trade/vwap")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Get.new(url)
request["x-api-key"] = '<api-key>'
response = http.request(request)
puts response.read_body{
"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
Query Parameters
[Required] The currency pair for the spot instrument.
[Examples] btc_usd | btc_usdc | eth_usd
[Required] The exchange for which to retrieve listed spot instruments.
[Examples] gdax | okex | binance | binanceus
[Optional] Payload only includes data after this date (inclusive).
[Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2025-02-27
[Optional] Payload only includes data up to this date.
[Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2025-02-28
[Optional] Time interval of data frequency for the selected date range.
[Examples] minute | hour | day
[Optional] Time format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
[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
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