github.com/diadata-org/diadata@v1.4.593/documentation/methodology/digital-assets/exchangeprices/vwap-volume-weighted-average-price.md (about)

     1  ---
     2  description: This page contains information about the VWAP pricing methodology.
     3  ---
     4  
     5  # VWAP: Volume Weighted Average Price
     6  
     7  VWAP (Volume Weighted Average Price) is a methodology for trade-based price determination that takes into account the different volumes of trades.
     8  
     9  ### Trade Collection
    10  
    11  All trades from the queried time range are collected and weighted by their volume. Weighting means that the (normalized) volume of the trade is multiplied by its executed price.
    12  
    13  ### Price Calculation
    14  
    15  As soon as the block has been finalized, the VWAP price of these prices is calculated. This is done by accumulating the previously calculated volume-price-products of all trades and dividing them by the sum of all volumes combined.
    16  
    17  The result is then returned as the result of the filter operation.
    18  
    19  ### Filter Application
    20  
    21  The VWAP filter is used in DIA's price determination. Our API can display the latest VWAP filter values, i.e., the filter results from a 120 second interval of all recorded trades for an asset.
    22  
    23  ### Implementation
    24  
    25  The filter is implemented as part of the FiltersBlockService in [this file in our Github repository](https://github.com/diadata-org/diadata/blob/master-ibm-tmp/internal/pkg/filtersBlockService/FilterVWAP.go).
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