time_weighted_average_price

Documentation for eth_defi.price_oracle.oracle.time_weighted_average_price function.

time_weighted_average_price(events)

Calculate TWAP price over all entries in the buffer.

Calculates the price using statistics.mean().

Further reading:

• https://blog.quantinsti.com/twap/

• https://analyzingalpha.com/twap

Parameters

events (List[eth_defi.price_oracle.oracle.PriceEntry]) –

Return type

decimal.Decimal