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Token Average Reported Trade Notional – Rolling Mean Report
x402
Token Average Reported Trade Notional – Rolling Mean Report is a paid API for AI agents from market.datapackvibe.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-29).
Computes a rolling mean of average reported trade notional (volume_usd / trades) over a sliding window across a supplied sequence of token trade observations.
Price / call$0.01
Success—
StatusUnknown
How this service works
Token average reported trade notional — Rolling mean report: Rolling mean report for Token average reported trade notional. Supplied token observations only. Deterministic calculation or caller-threshold verdict, not a live scan, safety proof or trade recommendation. Specialised preset in a shared 50-profile, 20-operation engine. 0.01 USDC includes one bounded rolling mean report report.
Output
Returns a rolling mean series computed over the provided rows of token trade observations. Each output value represents the mean of average trade notional (volume_usd divided by trades) across the specified rolling window. The result covers the supplied observation set with window-aligned aggregation, using only caller-provided data — no live market data is fetched.
Example use cases
Smooth token trade size trend
“I have a series of trade counts and volumes for a token over the last 20 periods. Can you compute the rolling mean of average trade notional with a window of 5 so I can see the smoothed trend in trade size?”
Detect shifts in average deal size
“Run a rolling mean with window size 10 on my token trade data — I want to see if the average notional per trade has been rising or falling over time based on these 50 observations.”
Backtest liquidity signal preparation
“I need to pre-process my token market data by computing a 3-period rolling mean of average trade notional across these 30 rows before I feed it into my strategy model. Can you do that?”
Technical details
Endpoint
POSThttps://market.datapackvibe.com/x402/assistant-bx-token-mean-trade-rolling?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you have a pre-collected sequence of token trade observations (volume and trade count pairs) and need a deterministic rolling mean of average trade notional computed server-side. Prefer it over generic statistics libraries when you want a paid, reproducible, API-accessible calculation without setting up local infrastructure. It is specifically suited for token market microstructure analysis where smoothing average deal size over a sliding window is the goal.
Side effects
- Fewer than 2 rows provided — minimum array length is 2
- Window size larger than the number of rows — rolling calculation cannot be performed
- trades value of 0 — division by zero for per-trade notional
- rows exceeding 200 items — maxItems limit exceeded
- Non-numeric or missing required fields (volume_usd, trades) in any row
- Window value outside 2–200 integer range
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| rows | array | |
| window | integer |
Tags
x402
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