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DripMetrics AI VWAP Deviation
x402
DripMetrics AI VWAP Deviation is a paid API for AI agents from api.dripmetrics.ai, paid per call via x402, $0.05/call, status unknown (last checked 2026-09-14).
Computes the volume-weighted average price (VWAP) deviation for a crypto trading pair over a specified lookback window from Binance or Coinbase trade data.
Price / call$0.05
Success—
StatusUnknown
How this service works
DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. VWAP Deviation measures the latest price deviation from the window VWAP. Discovery examples use the latest 30m window.
Output
Returns a JSON object with the metric name ('vwap-deviation'), the trading pair, exchange, lookback window, the computed deviation value (a number, e.g. 0.001292), computation timestamp, trade count used, first and last trade timestamps, and a coverage object indicating whether the full requested window was available (coverageRatio, partialData flag, completeFetch flag, effectiveWindowMinutes).
Example use cases
Mean reversion trading signal
“Check the 30-minute VWAP deviation for BTCUSDT on Binance — I want to know if BTC is significantly above or below VWAP right now so I can look for a mean reversion entry.”
Multi-timeframe VWAP dashboard
“Pull the 1-hour and 2-hour VWAP deviation for BTC-USD on Coinbase so I can compare short and medium-term price dislocation from volume-weighted average.”
Algorithmic strategy monitoring
“Fetch the VWAP deviation for ETH-USD on Coinbase over the last 30 minutes — my trading bot needs this to decide whether current market conditions are suitable for executing a new position.”
Technical details
Endpoint
GEThttps://api.dripmetrics.ai/metrics/vwap-deviationWhen to prefer
Use this endpoint when you need a real-time, on-demand VWAP deviation metric sourced from actual recent trades on Binance or Coinbase — particularly for mean-reversion signals, momentum analysis, or market microstructure diagnostics. Prefer over general price APIs when you need volume-weighted context rather than simple last-price data, and when you need per-trade-level computation with explicit coverage/data-quality metadata.
Side effects
- Unsupported pair/exchange combination returns an error or partial data with coverageRatio < 1
- 2h and 3h windows only available for BTCUSDT/BTC-USD — other pairs return error or reduced window
- Insufficient trade data in window results in partialData=true and lower coverageRatio
- Exchange API downtime causes completeFetch=false with errorMessage populated
- Invalid enum values for exchange or window return a 400-level validation error
- Payment not completed (x402 protocol) results in 402 response before metric is returned
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"pair": "BTC-USD",
"value": 0.001292,
"metric": "vwap-deviation",
"window": "30m",
"coverage": {
"partialData": false,
"errorMessage": null,
"completeFetch": true,
"coverageRatio": 1,
"effectiveWindowMinutes": 30,
"requestedWindowMinutes": 30
},
"exchange": "coinbase",
"components": {},
"computedAt": "2026-05-23T14:00:00.000Z",
"tradeCount": 428,
"lastTradeTime": "2026-05-23T13:59:58.000Z",
"firstTradeTime": "2026-05-23T13:00:02.000Z"
}
}Tags
x402
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