Volume Weighted Average Price

Subscribe to the aggregated vwap stream

Endpoint

{
  "topic": "vwap",
  "symbol": "BTCUSDT",
  "action": "subscribe",
}

Response Parameters

Parameters	Type	Comments
topic	string	Topic name
symbol	string	Topic symbol
vwap	string	Volume weighted average price
ts	float	Timestamp (ms)

Response Example

{
  "topic": "vwap",
  "symbol": "BTCUSDT",
  "vwap": "104513.45",
  "ts": 1693564830000,
}