COcoinversa
Market

Rolling 24-hour market VWAP

Changed on

Exact volume-weighted execution price from indexed perpetual fills over [windowStart, windowEnd), not candles or open-position entries. One current 24h result per venue market; no custom windows or anchors. Markets with at least 25,000 per-user fill rows/day are refreshed together every two minutes; smaller markets and requests before the first successful warm calculate on demand. Requests never start the exchange-wide batch. Failed batch refreshes may serve older results: inspect windowEnd, calculatedAt and latestTradeAt. An empty window returns null vwap, zero volumes and null latestTradeAt; 404 is returned only when the venue confirms the symbol is unknown. No migrations or additional indexes are required.

get/api/public/v1/pulse/market/vwap/{coin}

Request

Path parameters

coinstring required

Perpetual market, e.g. BTC or xyz:GOLD. Case and surrounding whitespace are normalized. Spot and outcome contracts are not supported.

Response

OK

$schemastring uri

A URL to the JSON Schema for this object.

baseVolumenumber double required

Base-asset volume, counting each match once (sum of both users' fill sizes divided by two).

cachedboolean required

True when this response came from the scheduled large-market snapshot; false for an on-demand calculation.

calculatedAtstring date-time required

When the calculation completed, not the newest fill time.

coinstring required
fillRowsinteger required

Indexed per-user fill rows, normally two per match. Also used to classify expensive markets.

latestTradeAtstring date-time nullable required

Newest indexed fill included in this calculation. Null for an empty window; the window end alone does not establish feed freshness.

quoteVolumenumber double required

Quote notional, counting each match once (sum of both users' price * size divided by two).

vwapnumber double nullable required

SUM(price * size) / SUM(size) over indexed fills in the window. Null when there is no volume; not a candle approximation or open-position entry price.

window'24h' required
windowEndstring date-time required

Exclusive UTC cutoff captured before the query. Preserved on cache hits and failed refreshes.

windowStartstring date-time required

Inclusive UTC start, exactly 24 hours before windowEnd.

Example response

{
  "$schema": "https://api.coinversa.ai/schemas/MarketVWAPBody.json"
}

Changes