Prices · Cross-Pool VWAP
Compute cross-pool (cross-venue) VWAP windows aggregated across all pools and exchanges.
POST
Documentation Index
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Overview
- Dataset ID:
0505 - Token-to-Token Cross-Pool VWAP - Description: Cross-venue VWAP bars (1m..1d) per token pair direction, aggregated from per-pool VWAP (
0405) across all pools and exchanges. - CSV Sample: Download
- JSON Sample: Download
Parameters
ERC-20 contract address for the base asset (hex string, 20 bytes, no
0x prefix).ERC-20 contract address for the quote asset (hex string, 20 bytes, no
0x prefix).Range Filters (mutually exclusive)
Starting block number (inclusive) for the query. Use with
to_block.Ending block number (inclusive) for the query. Use with
from_block.Starting timestamp (ISO-8601). If it falls between blocks, the next block after this timestamp is used. Use with
to_timestamp.Ending timestamp (ISO-8601). If it falls between blocks, the last block before this timestamp is used. Use with
from_timestamp.Direct Selectors
Optional: restrict contributing venues to specific exchanges. See the DigitalExchange enumeration.
Bucket Controls
Bucket width in seconds. Allowed values:
60 (1 m), 300 (5 m), 900 (15 m), 3600 (1 h), 86400 (1 d).When
true, the response is gap-filled: one row is emitted per bucket across the entire requested window. Gap buckets carry forward the last observed price_vwap (LOCF) and report zero volume and zero trade_count.Constraints:dense=truerequires a timestamp range. Using it with a block range returns HTTP 400.dense=truecannot be combined withexchange_ids. Returns HTTP 400.
Pagination Controls
Recommended default
250; maximum 1000 to stay under ~10 MB responses.Opaque pagination cursor supplied by a previous response.
Response Fields
Meta
Echo of request metadata applied to the response.
EVM chain ID echoed from the request.
ERC-20 contract address of the base asset, echoed from the request.
ERC-20 contract address of the quote asset, echoed from the request.
Normalized block/timestamp bounds derived from the request.
Filter parameters echoed from the request.
Data
Cross-pool VWAP aggregates matching the request.
Inclusive UTC start of the VWAP bucket (ISO-8601).
Bucket width in seconds.
Input token address (hex, 20 bytes, no
0x prefix).Output token address (hex, 20 bytes, no
0x prefix).Cross-venue VWAP (
token_out per 1 token_in, decimals-adjusted). In dense mode, gap buckets carry forward the last observed price (LOCF). null only for gap buckets that precede the first observed trade.Sum of raw on-chain UInt256
amountIn values across all contributing pools. "0" for gap buckets in dense mode.Total traded
token_in across all contributing pools (decimals-adjusted). null when token decimals are unavailable. "0" for gap buckets in dense mode (when decimals are known).Sum of raw on-chain UInt256
amountOut values across all contributing pools. "0" for gap buckets in dense mode.Total received
token_out across all contributing pools (decimals-adjusted). null when token decimals are unavailable. "0" for gap buckets in dense mode (when decimals are known).Total swaps across all contributing pools.
0 for gap buckets in dense mode.Distinct pools that contributed to the bucket.
0 for gap buckets in dense mode.First block number within the bucket’s time window, from the chain’s block-bucket index.
Last block number within the bucket’s time window.
Timestamp of the first block in the bucket (ISO-8601).
Timestamp of the last block in the bucket (ISO-8601).
Number of blocks mined during the bucket window.
Unique BlockDB tracing id for the row (hex string, no
0x prefix). null for synthetic gap-fill rows.Tracing IDs of contributing per-pool VWAP (
0405) bars. null for gap-fill rows and by default for real rows.Record creation timestamp (ISO-8601).
null for gap-fill rows.Record update timestamp (ISO-8601).
null for gap-fill rows.Envelope Fields
Pagination cursor.
Number of VWAP entries returned.
Usage Notes
- For per-pool VWAP, use
POST /evm/prices/spot/crypto/vwap(0405). - For USD VWAP buckets, use
POST /evm/prices/spot/fiat/vwap(0605). dense=truerequires a timestamp range and cannot be combined withexchange_ids.- When
exchange_idsis provided, the aggregation is computed on-the-fly from per-pool VWAP (0405). Withoutexchange_ids, the pre-aggregated cross-pool dataset (0505) is used.
Last modified on May 19, 2026