MCP For Claude Marketplace
VWAP Calculator

VWAP Calculator MCP Connector for Claude

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Deterministic Volume Weighted Average Price (VWAP) calculator with volatility bands and trend analysis.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner
More Details Connect to Claude

This MCP server provides precise Volume Weighted Average Price (VWAP) calculations. It allows AI agents to compute cumulative VWAP, standard deviation volatility bands (±1, ±2, ±3), price position relative to the average, and the VWAP slope to identify trends. Use calculate_vwap_metrics for detailed data series or get_vwap_summary for a human-readable market snapshot. It supports various anchor periods including daily, weekly, monthly, and custom start dates.

vwaptradingvolatilitytechnical-analysisfinance

3 tools expose this connector's capabilities to your AI agent.

calculate_vwap_metrics

Performs the core calculation of the VWAP, its volatility bands, and directional indicators

get_vwap_summary

Provides a simplified snapshot of the current market state relative to the VWAP

validate_input_data

Ensures that the provided price and volume arrays are mathematically consistent and valid

See how to talk to your AI agent using VWAP Calculator.

Give me a summary of the current market state using these prices: High [150, 152], Low [148, 149], Close [149, 151], Volume [1000, 1200] with a daily anchor.

The current VWAP is 149.85. The price is currently above the VWAP, and the trend is upward.

Calculate the detailed VWAP metrics for these values: High [10, 11], Low [9, 10], Close [9.5, 10.5], Volume [500, 600] using a weekly anchor.

The calculated VWAP values are [9.75, 10.25]. The price is currently above the VWAP, and the slope is positive.

Is this price data valid for VWAP? High [10, 9], Low [11, 8], Close [10, 9], Volume [100, 100]

No, the data is invalid because the High price is lower than the Low price at the first index.

VWAP weights the price by the volume traded at each level, providing a more accurate view of the true average price compared to a simple moving average.

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