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vwap-fast
Quickly 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.
v0.0.125 URL:
https://unpkg.com/vwap-fast@0.0.125/index.js
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vwap
mvwap
candlesticks
candles
ohlcv