Golang Volume-Weighted Average Price (VWAP) https://play.golang.org/p/qa99s7q-8JN

vwap.go

package main

import (
	"fmt"
)

func main() {
	// [[volume, price], ...]
	positions := [][]float64{
		[]float64{2.5, 268},
		[]float64{7.5, 269},
	}

	fmt.Println(vwap(positions...)) // 268.75
}

// vwap calculates the volume-weighted average price
// formula: sum(num shares * share price)/(total shares)
// input: [[volume, price], ...]
func vwap(positions ...[]float64) float64 {	
	var sum float64
	for _, x := range positions {
		sum = sum + x[0] * x[1]
	}

	var total float64
	for _, x := range positions {
		total = total + x[0]
	}

	return sum / total
}