Added vwat info to the features.db.

2026-07-14 21:54:55 +03:00
parent b754e40abf
commit e22dc05352
4 changed files with 17 additions and 6 deletions
@@ -16,6 +16,7 @@ type FeatureBucket struct {
 	OFI         float64 // Net volume (Buy volume - Sell volume)
 	VolumeSum   float64 // Total volume exchanged
 	ClosePrice  float64 // Final transaction price in the bucket
+	VWAP        float64 // Volume-Weighted Average Price in the bucket
 }

 // BybitWSMessage represents the top-level WebSocket message from Bybit V5 publicTrade.