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Simple VWAP Calculator
x402
Simple VWAP Calculator is a paid API for AI agents from api.delx.ai, paid per call via x402, $0.001/call, status unknown (last checked 2026-09-15).
Computes volume-weighted average price (VWAP) and total volume from a list of price/size sample pairs using local deterministic math.
Price / call$0.001
Success—
StatusUnknown
How this service works
Volume-weighted average price from price/size samples. Call when benchmarking execution against your own print tape. Returns vwap and total volume as deterministic JSON for $0.001 USDC via x402 on Base. First-party local math only—no RPC, live market feed, API keys, storage, or mediagen. Advisory only; the caller owns capital, risk, and production controls.
Output
Returns a deterministic JSON object containing the computed VWAP (volume-weighted average price) across all input samples and the total volume summed from all size fields. No external data sources are consulted — the result is purely a function of the submitted samples.
Example use cases
Benchmark execution against own fills
“I just executed a series of BTC trades at different prices and sizes — can you compute the VWAP from these fills so I can see how my average execution compares? Fills are: [{price: 30100, size: 2.0}, {price: 30050, size: 1.5}, {price: 30200, size: 0.5}].”
Evaluate slippage on equity order
“We split a large equity order into three child fills: 500 shares at $142.30, 300 shares at $142.75, and 200 shares at $143.10. What's the VWAP across those prints so I can measure slippage?”
Summarize crypto arbitrage leg prices
“I ran an arb across three venues and got fills at different sizes and prices — [{price: 1825.40, size: 10}, {price: 1826.00, size: 5}, {price: 1824.90, size: 15}]. Give me the volume-weighted average price so I know my blended entry.”
Technical details
Endpoint
POSThttps://api.delx.ai/api/v1/x402/vwap-simpleWhen to prefer
Choose this endpoint when you have your own trade print tape or fill data and need a fast, deterministic VWAP computation without any external market data dependency. Ideal for post-trade benchmarking, execution quality analysis, or summarizing multi-leg fills into a single blended price. Prefer this over live-market VWAP feeds when you control the input data and want a pure math result with no API keys, RPC calls, or external latency.
Side effects
- Empty or missing samples array returns an error or undefined VWAP
- Samples with zero or negative sizes may produce division-by-zero or incorrect results
- Malformed sample objects missing price or size fields cause validation errors
- Payment failure via x402 returns 402 Payment Required before computation
- All samples with size zero results in undefined VWAP due to zero total volume
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| samples | array | Input field: samples. |
Output
Schema · Response
{
"type": "json",
"example": {
"n": 2,
"vwap": 11,
"schema": "delx/util-vwap-simple/v1",
"volume": 4
}
}Tags
x402
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