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CloudMaxi0x VWAP Indicator
x402
CloudMaxi0x VWAP Indicator is a paid API for AI agents from cloudmaxi0x.com, paid per call via x402, $0.003/call, status unknown (last checked 2026-09-14).
Returns anchored Volume-Weighted Average Price (VWAP) for a crypto symbol over a specified time range, with pre-range warm-up history handled server-side so values are fully converged from bar one.
Price / call$0.003
Success—
StatusUnknown
How this service works
Deterministic, verifiable crypto market data and honest backtest audits. Use GET /v1/data/ohlcv for exact OHLCV over a half-open range with a SHA-256 Merkle manifest - only closed candles are returned, exchange decimal strings are preserved byte for byte, so the same query always yields the same root. Use GET /v1/data/proof to verify one candle against a root you already hold. Use POST /v1/validate/trades to find out whether a list of trade returns can be distinguished from luck, and POST /v1/validate/filter to test a trade filter against a permutation null. GET /, /v1/schema and /v1/data/sources are free.
Output
A time-indexed series of VWAP values, one per bar in the requested range, computed with pre-range warm-up data applied and discarded server-side. Values are returned at the precision required for exact reproducibility. The first bar in the response is already fully converged, ensuring consistency regardless of what broader range the query is embedded in.
Example use cases
Backtesting VWAP strategy on ETH
“Get me the anchored VWAP for ETHUSDT on 15-minute bars from March 1 2025 00:00 UTC to March 31 2025 00:00 UTC — I need the values to be fully converged from the first bar so my backtest results are consistent.”
Real-time algo trading signal generation
“Fetch the 1-hour VWAP series for SOLUSDT from April 1 2025 00:00:00 UTC through April 30 2025 00:00:00 UTC so my trading bot can compare live price against the anchored VWAP and generate entry signals.”
Charting VWAP for daily crypto analysis
“Pull the daily VWAP for BNBUSDT from May 1 2025 00:00:00 UTC to May 15 2025 00:00:00 UTC so I can overlay it on a price chart and see where the market traded relative to volume-weighted average over that period.”
Technical details
Endpoint
GEThttps://cloudmaxi0x.com/v1/indicators/vwapWhen to prefer
Choose this endpoint when you need anchored VWAP values that are guaranteed to be converged from bar one, especially for backtesting or algo trading where consistency across different query ranges is critical. It is preferable over rolling or un-seeded VWAP implementations when range-independence is required — the server handles warm-up internally so you do not need to over-fetch and discard data yourself.
Side effects
- start_ms or end_ms not exact multiples of the interval — returns validation error
- symbol not recognized or not supported — returns error
- end_ms not strictly greater than start_ms — invalid range error
- interval enum value not in allowed list — schema validation failure
- Payment not provided or insufficient — HTTP 402 Payment Required
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object |
Tags
x402
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