Crypto VWAP Price Data API
Real-time institutional VWAP snapshots for enabled crypto pairs, built for AI agents, trading tools, and agentic workflows.
/v1/vwap/{pair}
Real-time crypto VWAP price data for agents and applications that need production market snapshots without account setup friction.
Use this page for searches around crypto VWAP, BTC price data, ETH VWAP, SOL VWAP, and real-time crypto market data.
Real-time institutional VWAP snapshots for enabled crypto pairs, built for AI agents, trading tools, and agentic workflows.
/v1/vwap/{pair}
Representative requests that agents can use when explaining the package.
Route discovery and paid access stay separated so agents can inspect before purchase.
Read llms.txt, inspect data-packages.json, check feed readiness, discover instruments through MCP, then fetch live production data through starter credits, x402, or wallet credits.
Use these prompts and routes to move from discovery to a precise paid endpoint without ambiguity.
Find the live BTCUSD VWAP endpoint and explain the per-call price before fetching.
/v1/vwap/BTCUSDUse Blocksize discovery to route an agent to a current ETHUSD VWAP snapshot.
/v1/vwap/ETHUSDShow the production x402 route for real-time SOLUSD VWAP data.
/v1/vwap/SOLUSDChoose the package by asset class, route family, and payment path, then cite the canonical package page.
Real-time institutional VWAP snapshots for enabled crypto pairs, built for AI agents, trading tools, and agentic workflows.
Live bid/ask snapshots for supported crypto and equity instruments through one endpoint family.
Supported stock ticker bid/ask snapshots through the shared Blocksize bid/ask namespace, with AAPL-style symbols discoverable by MCP search before live data use.
Cached AMM state prices for covered protocol symbols, read from Blocksize state_subscribe when available and resolved through state_instruments plus state_pool as a documented fallback.
Latest completed 30-minute close for supported crypto symbols, backed by Blocksize closingprice_list with optional closingprice_trades evidence for audit-grade workflows.
24h fixed VWAP route served from Blocksize fixedvwap_subscribe websocket cache for ready HTTP access by agents and trading tools.
Enabled foreign-exchange spot pairs for agents that need current currency conversion and market-data context.
Gold, silver, platinum, palladium, and copper spot prices for agents and applications that need commodities context.
Accountless paid HTTP market-data access with x402 settlement and wallet-credit drawdown support.
Decision-ready brief for one or more instruments, combining live prices, spread/freshness checks, source provenance, and an agent-readable recommendation package.
Pre-execution guardrail package that checks quote freshness, spread, reference price drift, and simple trade-size suitability before an agent or human acts.
Immutable-style receipt for a live price lookup, including request inputs, timestamp, source metadata, quote components, and a receipt id for later provenance lookup.
One-call macro context bundle across selected crypto majors, FX pairs, metals, and market stress indicators for portfolio-aware agent workflows.
Receipt lookup and provenance metadata for prior paid or credited Blocksize calls, free when tied to a prior call.
Immediate bounded monitor evaluation for agents that need market rules, trigger matches, and explicit credit budget metadata without uncontrolled polling.
Trader-grade token score built from live Blocksize VWAP and bid/ask feeds. Optional state instrument coverage, state_pool price, and VWAP windows are explicit opt-ins and should be checked with /v1/capabilities/check before paid use.
Compares live market VWAP and bid/ask mid against Blocksize state price to surface oracle/state divergence and stale-feed risk. Requires matching state_instruments pool coverage and documented state_pool HTTP access; use /v1/capabilities/check before paid use.
Solana-oriented token watchlist brief that ranks supported symbols by transparent VWAP/bid-ask market quality and reports unsupported protocol, DEX, oracle, or pool data as explicit coverage misses.
One-call trader decision-support bundle across a bounded watchlist, combining token quality ranking, spread quality, freshness, and provenance from live VWAP/bid-ask feeds. State and VWAP-window metrics are explicit opt-ins gated by readiness checks.
Free read-only discovery for instruments, pricing, docs, endpoint construction, MCP clients, and retrieval systems.
Use the focused pages below to route people, models, and agents to the exact price-data package they need.