v13

latestOpenAPI 3.1.0raw.githubusercontent.com2026-04-0815390371.2 KB

Market Data

Get Vwap For Volume

Get the VWAP (Volume Weighted Average Price) for a specific volume on the order book.

Args: request: Request with connector, trading pair, volume, and side market_data_manager: Injected market data feed manager

Returns: Order book query result with VWAP information

post/market-data/order-book/vwap-for-volume

connector_namestring required

Name of the connector

trading_pairstring required

Trading pair

is_buyboolean required

True for buy side, False for sell side

volumenumber required

Volume to calculate VWAP for

Successful Response

trading_pairstring required

Trading pair

is_buyboolean required

Query side (buy/sell)

query_volumenumber nullable

Queried volume

query_pricenumber nullable

Queried price

result_pricenumber nullable

Resulting price

result_volumenumber nullable

Resulting volume

result_quote_volumenumber nullable

Resulting quote volume

average_pricenumber nullable

Average/VWAP price

timestampnumber required

Query timestamp