> For the complete documentation index, see [llms.txt](https://docs.getblock.io/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.getblock.io/solana-market-data/api-reference/vwap-market-data.md). # vwap - Solana Market Data Stream the volume-weighted average price for a Solana token pair. Complete guide on how to use the vwap topic in GetBlock Solana Market Data documentation. The `vwap` topic provides the volume-weighted average price over the selected window. Trades with more volume have proportionally more influence on the result, which makes VWAP the standard benchmark for execution quality and for liquidity-aware market monitoring. {% hint style="warning" %} **WebSocket-only topic.** Subscribe with `getblock_subscribe` over `wss://stream.eu-central-1.getblock.io/v1/solana-mainnet/stream`. The `limit`, `from`, and `to` query parameters are not supported by the streaming API. {% endhint %} ## Parameters Pass one structured request object to [`getblock_subscribe`](/solana-market-data/api-reference/getblock_subscribe-market-data.md), with `"source": "market"` and `"topic": "vwap"`. The fields below go inside the nested `params` object. | Parameter | Type | Required | Description | | ---------- | ------- | -------- | -------------------------------------------------------------------------------------------------------------------------------------------- | | `base` | string | No | Base58-encoded mint address of the base token. Omit to receive every market. | | `quote` | string | No | Base58-encoded mint address of the quote token. Omit to receive every market. | | `window` | string | Yes | Aggregation period. One of `1s`, `10s`, `30s`, `1m`, `5m`, `30m`, `1h`, `2h`, `4h`, `6h`, `8h`, `12h`, `24h`. | | `hydrate` | integer | No | Size of the row set to maintain, `1`–`100`. Sent as an initial snapshot, then held at this size (see [Row set behavior](#row-set-behavior)). | | `throttle` | string | No | Minimum interval between pushes. A positive integer followed by `ms`, `s`, `m`, or `h` (for example `1s`). | ## Request Example {% tabs %} {% tab title="wscat" %} {% code overflow="wrap" %} ```bash # WebSocket-only. Connect first: wscat -c 'wss://stream.eu-central-1.getblock.io/v1/solana-mainnet/stream?apiKey=' # Then send: {"jsonrpc":"2.0","id":"getblock.io","method":"getblock_subscribe","params":[{"source":"market","topic":"vwap","params":{"base":"So11111111111111111111111111111111111111112","quote":"EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v","window":"5m","hydrate":5,"throttle":"1s"}}]} ``` {% endcode %} {% endtab %} {% tab title="JavaScript" %} ```javascript // Node 20+ has a global WebSocket; no dependency required. const ws = new WebSocket('wss://stream.eu-central-1.getblock.io/v1/solana-mainnet/stream?apiKey='); const rows = new Map(); ws.onopen = () => { ws.send(JSON.stringify({ "jsonrpc": "2.0", "id": "getblock.io", "method": "getblock_subscribe", "params": [ { "source": "market", "topic": "vwap", "params": { "base": "So11111111111111111111111111111111111111112", "quote": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v", "window": "5m", "hydrate": 5, "throttle": "1s" } } ] })); }; ws.onmessage = (event) => { const msg = JSON.parse(event.data); // First reply is the subscription ID if (typeof msg.result === 'string') { console.log('Subscribed:', msg.result); return; } // Every later message is a change set const { inserts = [], updates = [], deletes = [] } = msg.params.result; for (const row of [...inserts, ...updates]) rows.set(row.id, row); for (const row of deletes) rows.delete(row.id); }; ``` {% endtab %} {% tab title="Python" %} ```python import asyncio, json, websockets async def main(): async with websockets.connect('wss://stream.eu-central-1.getblock.io/v1/solana-mainnet/stream?apiKey=') as ws: await ws.send(json.dumps({ "jsonrpc": "2.0", "id": "getblock.io", "method": "getblock_subscribe", "params": [ { "source": "market", "topic": "vwap", "params": { "base": "So11111111111111111111111111111111111111112", "quote": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v", "window": "5m", "hydrate": 5, "throttle": "1s" } } ] })) rows = {} async for message in ws: msg = json.loads(message) # First reply is the subscription ID if isinstance(msg.get('result'), str): print('Subscribed:', msg['result']) continue result = msg['params']['result'] for row in result.get('inserts', []) + result.get('updates', []): rows[row['id']] = row for row in result.get('deletes', []): rows.pop(row['id'], None) asyncio.run(main()) ``` {% endtab %} {% endtabs %} ## Response Example The first reply is the subscription ID: ```json { "jsonrpc": "2.0", "id": "getblock.io", "result": "0x4503d281ca474f3322ed277fde75db15" } ``` Every later message is a change-set notification: ```json { "jsonrpc": "2.0", "method": "getblock_subscribe", "params": { "subscription": "0x4503d281ca474f3322ed277fde75db15", "result": { "inserts": [ { "base": "So11111111111111111111111111111111111111112", "cumulative_price_volume": "92071.1602644793", "cumulative_price_volume_usd": "9540623.96754882", "current_price": "103.624673442445", "current_price_usd": "103.624673442445", "data_points": "79", "id": 856191, "quote": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v", "slot": "445316626", "timestamp": "2026-09-08T10:33:37.000000000Z", "total_volume": "888.526767663", "total_volume_usd": "92071.158519", "vwap": "103.622269598748", "vwap_usd": "103.622286512013", "window_duration": "PT1M", "window_end": "2026-09-08T10:34:00.000000000Z", "window_start": "2026-09-08T10:33:00.000000000Z" } ], "updates": [], "deletes": [] } } } ``` ## Response Parameters Each object in `inserts`, `updates`, and `deletes` has the following shape. | Field | Type | Description | | ----------------------------- | ------ | --------------------------------------------------------------------------------------------- | | `base` | string | Mint address of the base token. | | `cumulative_price_volume` | string | Running sum of price × volume used to derive `vwap`. | | `cumulative_price_volume_usd` | string | Running sum of USD price × volume used to derive `vwap_usd`. | | `current_price` | string | Latest observed price, for comparison with the average. | | `current_price_usd` | string | Latest observed price expressed in USD. | | `data_points` | string | Number of observations included in the row. | | `id` | number | Row identifier. Stable across `updates` and `deletes` — use it as the key for local state. | | `quote` | string | Mint address of the quote token. | | `slot` | string | Latest Solana slot included in the row. | | `timestamp` | string | Timestamp of the latest data included in the row. | | `total_volume` | string | Volume included in the calculation, in the base token. | | `total_volume_usd` | string | Volume included in the calculation, expressed in USD. | | `vwap` | string | Volume-weighted average price in the quote token. | | `vwap_usd` | string | Volume-weighted average price expressed in USD. | | `window_duration` | string | Aggregation period used to build the row, as an ISO 8601 duration (`PT1M` for a `1m` window). | | `window_end` | string | End of the aggregation window. | | `window_start` | string | Start of the aggregation window. | {% hint style="info" %} Numeric and timestamp values are serialized as **strings** to preserve precision. `id` is a JSON number and boolean fields are JSON booleans. Timestamps are ISO 8601 with nanosecond precision; durations such as `window_duration` use ISO 8601 duration format (`1m` is returned as `PT1M`). Ignore unknown fields for forward compatibility. {% endhint %} ## Row set behavior `hydrate` sets the size of the row set the subscription maintains — not merely the size of the opening snapshot. The service sends that many rows up front, then keeps the set at that size for the lifetime of the subscription: as new rows arrive, the oldest are emitted in `deletes`. {% hint style="warning" %} A row in `deletes` is **not** by itself evidence of a chain reorganization. On fast-moving topics most deletes are ordinary eviction from the `hydrate` window. Reconcile by `id` and do not treat a delete as a reorg signal. {% endhint %} Maintain local state by upserting `inserts` and `updates` by `id`, then removing `deletes` by `id`: ```javascript for (const row of [...(result.inserts ?? []), ...(result.updates ?? [])]) { rows.set(row.id, row) } for (const row of result.deletes ?? []) { rows.delete(row.id) } ``` ## Use Cases * Measuring execution quality against a volume-weighted benchmark * Liquidity-aware pricing for large orders * Fair-value estimation that discounts low-volume price prints * Comparing `current_price` against a volume-weighted baseline ## Error Handling | Code | Message | Cause | | ---------- | ----------------------------------------------------------------------------------------- | --------------------------------------------------------------------------------------------------------------------------------------------------------------- | | `-32602` | `unsupported source "…": supported sources are "market" and "priorityfee"` | `source` is not a recognized value. | | `-32602` | `unsupported topic: supported topics are trades, ohlcv, block, twap, vwap, volume, token` | `topic` is not a recognized value. | | `-32602` | `window must be one of 1s, 10s, 30s, 1m, …` | `window` is missing or not an accepted value on a windowed topic. | | `-32602` | `hydrate must be an integer from 1 to 100` | `hydrate` is outside the accepted range. | | `-32602` | `throttle must be a positive integer followed by ms, s, m, or h` | `throttle` is malformed. | | `-32602` | `base must be a base58-encoded 32-byte Solana public key` | `base` or `quote` is not a valid mint address. | | HTTP `401` | `authorization failed` | API key missing, invalid, or Solana Market Data is not activated on it. WebSocket clients cannot read the handshake body and surface this as close code `1006`. |