Volume-Based

VWAP

Volume-weighted average price — essential for intraday mean reversion.

Overview

Volume-weighted average price — essential for intraday mean reversion.

Example Response

{
  "symbol": "BTCUSDT",
  "interval": "1h",
  "vwap": [
    "..."
  ]
}

Notes

  • Available across all major timeframes.
  • Normalized JSON output.

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