Aggregated VWAP by Anche

2023년 2월 3일

About this indicator
Aggregated VWAP shows you a combined VWAP of different assets which you can choose inside the options panel.

This allows you to select the same asset from multiple exchanges and the indicator plots a VWAP based on all the prices of the selected tickers.


The above image shows you the VWAP of the current asset (red, thick line) and an Aggregated VWAP of BTCUSD from this exchange + 5 others (black line). This clearly shows a discrepancy between both values.

How to use
Open the options of the indicator, at the bottom you will find 5 input fields to select 5 tickers. This allows you to select your asset from different exchanges so that their value gets computed inside the value for the Aggregated VWAP.

Inside the "style" settings you can change colors, lines, etc.

2023년 2월 3일

릴리즈 노트

clean up

2023년 2월 24일

릴리즈 노트

No need to switch settings anymore when you change an asset!
When you change from BTC to ETH, the data automatically updates! The inputs have been changed in the settings, so you now only need to input the exchanges and their suffixes, and the indicator automatically fetches the data.

For example
when you are viewing BYBIT:BTCUSDT.P the script recognises the BTCUSDT part as the base, so if you always want to include Binance's perpetual data you open the settings panel, and in one of the input rows you fill in:
BINANCE in the exchange field, and PERP in the suffix field. Because that generates BINANCE:BTCUSDTPERP, which is the full ticker for the data you want to have included in the Aggregated VWAP.

If you open the current settings of this indicator, you will see some examples of some of the current biggest derivates exchanges and their suffixes.

This is a tryout, I think this will already help current users a lot when switches between assets, please let me know through twitter or in the comments of the indicator if you have more suggestions on how to improve.

2023년 3월 11일

릴리즈 노트

if user inputs BITFINEX or KRAKEN, symbol currency should default to USD

2023년 3월 11일

릴리즈 노트

changed suffix to include the base currency, as some exchanges don't use USD or USDT, its easier to give the user control as to which base currency they want to use in relation to the chosen exchange