Anchored VWAP from a chosen bar
API · /vwap-api
VWAP & Execution Benchmark API
salutare
3,544 Abbonati
Live VWAP (volume-weighted average price) und Execution-Benchmark-Analysen, die Trading-Desks und Algos ausführen, um einen Fill zu bewerten, auf Abruf aus den OHLCV-Kerzen berechnet, die Sie übergeben – kein Key, kein Cache, nichts gespeichert. Der vwap-Endpunkt gibt den Session-VWAP, seine kumulative Kurve und die Position des letzten Preises relativ dazu (oberhalb, unterhalb oder bei VWAP) zurück, unter Verwendung des typischen Preises (Hoch+Tief+Schluss)/3, gewichtet nach Volumen. Der anchored-Endpunkt gibt den VWAP zurück, gemessen ab einem ausgewählten Balken – ein verankerter VWAP von einem Swing-Hoch, einem Session-Start oder einem News-Event. Der benchmark-Endpunkt bewertet einen Ausführungspreis sowohl gegen VWAP als auch TWAP (time-weighted average price): den Slippage in Basispunkten und ob der Fill den Benchmark übertroffen hat, getrennt für einen Kauf oder Verkauf. Funktioniert für jeden Markt – Forex, Aktien, Krypto oder Rohstoffe – da Sie die Kerzen liefern. Dies ist eine Execution-Analytics-Engine: Sie wandelt Preis und Volumen in den Benchmark um, an dem der Fill eines Traders gemessen wird, und unterscheidet sich von Indikator- und Pattern-Tools. Lokal und deterministisch berechnet, daher sofort und privat. Ideal für Execution-Quality (TCA)-Reporting, Algo-Trading-Backtests, Broker-Fill-Analysen und Trading-Dashboards. VWAP verwendet den typischen Preis (H+L+C)/3. Live, nichts gespeichert. 3 Compute-Endpunkte. Für Rohpreisfeeds verwenden Sie eine Exchange- oder FX-API.
api.oanor.com/vwap-api
API salute
salutare- Tempo di attività
- 100.00%
- Sondaggi del server · 24 ore su 24
- Latenza media
- 80 ms
- Sondaggi del server · 24 ore su 24
- Abbonati
- 3,544
- attiva
- Chiamate totali
- 76
- ultimi 7 giorni
Prezzi
Scegli un livello: fatturazione mensile, annullamento in qualsiasi momento.
Free
Gratis
- 4,000 chiamate/mese
- 2 richieste/secondo
- Tetto rigido (429 sopra la quota, nessuna eccedenza)
- 4.000 Aufrufe/Monat
- 2 req/sec
- VWAP + anchored VWAP + benchmark
- Keine Kreditkarte
Starter
€8.80 /mese
- 86,000 chiamate/mese
- 6 richieste/secondo
- Tetto rigido (429 sopra la quota, nessuna eccedenza)
- 86.000 Aufrufe/Monat
- 6 req/sec
- Slippage in bps vs VWAP & TWAP
- E-Mail-Support
Pro
€25.60 /mese
- 445,000 chiamate/mese
- 18 richieste/secondo
- Tetto rigido (429 sopra la quota, nessuna eccedenza)
- 445.000 Aufrufe/Monat
- 18 req/sec
- Algo-Backtests & TCA-Pipelines
- Priority-Support
Business
€61.50 /mese
- 2,700,000 chiamate/mese
- 45 richieste/secondo
- Tetto rigido (429 sopra la quota, nessuna eccedenza)
- 2.700.000 Aufrufe/Monat
- 45 req/sec
- Desk & Broker-Skala
- Dedizierte SLA
Costruito da
Correlato APIs
Altro APIs con tag sovrapposti.
Crypto Slippage & Market Impact API
What a crypto trade actually costs once it eats into the order book — computed live from Binance's full depth feed (up to 5000 levels per side), no key, nothing stored. Top-of-book price is a fiction for anything but the smallest order: a real market order walks down the book, filling progressively worse levels, and the gap between the quoted price and the realised average fill is slippage. The estimate endpoint takes a pair, a side (buy or sell) and a size — in quote currency (notional, e.g. $250,000) or in base coin (quantity) — walks the live book level by level and returns the average fill price, the slippage versus the mid and versus top-of-book, the price impact (how far the last filled level sits from mid), the number of levels consumed and whether the book even holds enough liquidity to fill. The depth endpoint returns a liquidity profile: top bid/ask, mid, spread and the cumulative bid- and ask-side liquidity sitting within ±0.1%, ±0.25%, ±0.5%, ±1% and ±2% of mid, plus the book imbalance — a one-glance read on how deep and how lopsided a market is. The symbols endpoint lists tradable pairs. This is the execution-cost / market-impact analytics cut for crypto — distinct from the raw exchange order-book feed, from VWAP-on-candles, and from the price, ticker and quote APIs in the catalogue. Pairs are Binance symbols (BTCUSDT) or a coin=BTC"e=USDT form.
api.oanor.com/slippage-api
Crypto Derivatives API
Ein börsenübergreifender Aggregator für Kryptowährungs-Perpetual-Futures- und Derivate-Märkte – die Funding Rates, Open Interest und Volumen, die den gehebelten Krypto-Handel antreiben, zusammengefasst über alle gelisteten Derivatebörsen (Binance, Bybit, OKX, Hyperliquid, MEXC und Dutzende weitere). Der Perps-Endpunkt ordnet die größten Perpetual-Märkte nach Open Interest mit ihrem Preis, Funding Rate, Open Interest und 24h-Volumen. Der Funding-Endpunkt vergleicht die Funding Rate eines Assets (z.B. BTC, ETH, SOL) über jede Börse, die es listet, mit dem Durchschnitt – so können Sie Funding-Dislokationen und Basis-Trades auf einen Blick erkennen. Der Exchanges-Endpunkt ordnet Derivatebörsen nach Open Interest mit ihren Perpetual- und Futures-Paar-Anzahlen. Der Overview-Endpunkt aggregiert das gesamte Open Interest, das gesamte 24h-Volumen und die Anzahl der Perpetual-Paare über den gesamten Derivate-Markt. Der Meta-Endpunkt dokumentiert die API. Live aggregierte Daten, leicht gecached; Funding Rates sind Prozentsätze, Open Interest in USD pro Markt und BTC für Börsen-Gesamtsummen. Live. 5 Endpunkte. Dies aggregiert Derivate über alle Börsen; für das rohe Orderbuch einer einzelnen Börse verwenden Sie die API dieser Börse.
api.oanor.com/cryptoderivatives-api
Luxembourg Stock Exchange API
Live equity market data for the Luxembourg Stock Exchange (LuxSE), one of Europe's leading listing venues, with quotes priced in EUR. Pull real-time quotes for specific listings — ArcelorMittal, ENGIE, RTL Group, Aperam, Reinet Investments and the rest of the equity board — with last price, day change percentage and absolute change, open, high, low, traded volume, market capitalisation and sector; run a ranked screener sorted by market cap, day change, volume or price; search the listings by company name; or read a market summary with the number of advancers, decliners and unchanged stocks, total market capitalisation and the day top gainer, top loser and most-active share. Distinct from other regional-exchange APIs on the marketplace — this surfaces the Luxembourg Stock Exchange equity board specifically.
api.oanor.com/luxembourg-stock-api
Cyprus Stock Exchange API
Live equity market data for the Cyprus Stock Exchange (CSE), the regulated securities market in Nicosia, all priced in EUR. Pull real-time quotes for specific listings — Bank of Cyprus, Eurobank, Vassiliko Cement, Demetra Holdings and the rest of the board — with last price, day change percentage and absolute change, open, high, low, traded volume, market capitalisation and sector; run a ranked screener sorted by market cap, day change, volume or price; search the listings by company name; or read a market summary with the number of advancers, decliners and unchanged stocks, total market capitalisation and the day top gainer, top loser and most-active share. Distinct from other regional-exchange APIs on the marketplace — this surfaces the Cyprus Stock Exchange specifically (not the Colombo CSE).
api.oanor.com/cyprus-stock-api
Domande frequenti
Risposte rapide su prezzi, quote e integrazione.
Come ottengo una chiave API per VWAP & Execution Benchmark API?
Registrati gratuitamente su oanor.com, genera una chiave API dalla dashboard sviluppatore e chiama VWAP & Execution Benchmark API con l'header x-oanor-key. Nessuna carta di credito richiesta per il piano gratuito.
Qual è il limite di velocità di VWAP & Execution Benchmark API?
Il piano gratuito consente 1 richiesta al secondo. I piani a pagamento arrivano fino a 50 richieste al secondo nel piano Mega. I limiti rigorosi restituiscono HTTP 429 oltre la quota — nessuna spesa imprevista.
Quanto costa VWAP & Execution Benchmark API?
VWAP & Execution Benchmark API ha un piano gratuito con 100 chiamate / mese. I piani a pagamento partono da €8.80 / mese con quote più alte e limiti di velocità più rapidi.
Posso cancellare l'abbonamento in qualsiasi momento?
Sì. I piani sono fatturati mensilmente e puoi cancellare in qualsiasi momento dalla dashboard di fatturazione. Nessun contratto a lungo termine e nessuna penale di cancellazione.
VWAP & Execution Benchmark API è conforme al GDPR?
Tutte le richieste a VWAP & Execution Benchmark API passano attraverso il nostro gateway in UE. La tua chiave upstream non lascia mai il nostro server e nessun dato personale viene condiviso con il fornitore upstream oltre alla richiesta inviata.
Scegli un endpoint dall'elenco a sinistra per visualizzarne i dettagli e provarlo.
Frammenti di codice
Iscriviti per ottenere una chiave API, quindi chiama qualsiasi percorso sotto il tuo slug.
curl https://api.oanor.com/vwap-api/SOME_PATH \
-H "x-oanor-key: oanor_test_..."const res = await fetch("https://api.oanor.com/vwap-api/SOME_PATH", {
headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();$ch = curl_init("https://api.oanor.com/vwap-api/SOME_PATH");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
$response = curl_exec($ch);import requests
r = requests.get(
"https://api.oanor.com/vwap-api/SOME_PATH",
headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())Valutazioni
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Discussione
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