Created
February 19, 2024 18:05
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DEP TWAP Calculator
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| from pycoingecko import CoinGeckoAPI | |
| import pandas as pd | |
| cg = CoinGeckoAPI() | |
| dydx_trades = cg.get_coin_ohlc_by_id("dydx", "usd", 7) | |
| dydx_df = pd.DataFrame(dydx_trades, columns=['time', 'open', 'high', 'low', 'close']) | |
| twap_price = dydx_df[['open', 'high', 'low', 'close']].mean(axis=None) | |
| print(twap_price) | |
| ## Ran on Feb 19th at 18:00 UTC | |
| ## Returns 3.112674418604651 |
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