Global Crypto VWAP References by Asset and Trading Pair
Summary
This notice describes global cryptocurrency reference rates calculated as volume-weighted moving averages across exchanges. Users can request a rate by asset symbol, aggregating across exchanges and cross-rate pairs, or by a specific trading pair, aggregating trades for that pair. The service also offers supported-asset and supported-pair listings, current and historical rates, and CSV or JSON output with selectable fields.
Historical results reflect traded values, so rates for infrequently traded assets may update sparsely. The notice announces that older price-pair list, latest-price, and historical-price endpoints were scheduled for replacement by the new APIs, with a migration deadline stated in the notice. It gives no performance evidence or detailed methodology for weighting, exchange selection, or handling outliers, so the rates should be understood as reference data rather than a fully specified trading signal.
Key ideas
- Asset-level VWAP aggregates across exchanges and cross-rate pairs.
- Pair-level VWAP aggregates activity for a specific trading pair across exchanges.
- Historical reference data may be sparse for assets that trade infrequently.
- The notice describes API migration, but does not provide performance tests or full calculation details.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.