vwap

Calculate the Volume-Weighted Average Price (VWAP)

Install

npm install vwap

Usage

const vwap = require('vwap')
 
// input: [[volume, price], [volume, price], ...]
const p = vwap([[5, 10], [13, 8.5], [10, 11]])
 
console.log(p) // 9.660714285714286

Test

npm test
 

License

MIT