vwap-fast
MITQuickly calculate moving volume-weighted average prices [aka VWAP or MVWAP] from a stream of OHLCV candles. Uses prefix sums and static 'rolling' arrays for efficiency.
90
Security score
0 known advisories in v0.0.125
Weekly downloads
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Unpacked size
14.3 kB
Dependencies
0
Last publish
2 years ago
Security advisories
No known vulnerabilities affect v0.0.125.