get_twap_latest
Retrieve time-weighted average prices from Pyth Network's decentralized oracle for specified assets using a custom time window, enabling accurate price calculations for trading and analysis.
Instructions
Get the latest time-weighted average price (TWAP) from Pyth Network with a custom time window
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| window_seconds | Yes | Time window in seconds (1-600). Example: 300 for 5-minute TWAP | |
| ids | Yes | List of price feed IDs to get TWAP for | |
| encoding | No | Encoding type for binary data (default: hex) | |
| parsed | No | Include calculated TWAP in parsed field (default: true) | |
| ignore_invalid_price_ids | No | Ignore invalid price IDs (default: false) | |
| include_binary | No | Include binary proof data (default: false) |