VWAP (Volume Weighted Average Price) function.

vwap.js

/**
 * Calculate VWAP (volume weighted average price) for a list of bids.
 * 
 * @param {number} total - Total shares bought.
 * @param {Array<number, number>} positions - Tuples of position data. The first
 *                                      index is the amount of shares, the
 *                                      second index is the price of the
 *                                      shares.
 * 
 * @example
 * 
 *   vwap(10, [2.5, 268], [7.5, 269]);
 *   #=> 268.75
 * 
 * @returns {number} Weighted VWAP amount.
 */
const vwap = (total: number, ...positions: Array<Array<number>>): number => {
  return positions.reduce((acc, next) => acc + (next[0] * next[1]), 0) / total;
}