vwap prototype

Use the volumeWeightedSum variable to calculate the sum of the product of each trade's price and volume.
Store the price of the last trade with a volume greater than zero in the lastActivePrice variable.
After traversing all trades, if the total volume (totalVolume) is greater than zero, calculate and return the VWAP by dividing volumeWeightedSum by totalVolume.

.github/workflows/go.yml

@@ -18,7 +18,7 @@ jobs:
       - name: Set up Go
         uses: actions/setup-go@v3
         with:
-          go-version: "1.22.2"
+          go-version: "1.22.x"
 
       - name: Run tests
         run: go test ./...

go.mod

@@ -1,3 +1,10 @@
 module github.com/gnoswap-labs/vwap
 
 go 1.22.2
+
+require (
+	github.com/davecgh/go-spew v1.1.1 // indirect
+	github.com/pmezard/go-difflib v1.0.0 // indirect
+	github.com/stretchr/testify v1.9.0 // indirect
+	gopkg.in/yaml.v3 v3.0.1 // indirect
+)

go.sum

@@ -0,0 +1,9 @@
+github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c=
+github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
+github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM=
+github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
+github.com/stretchr/testify v1.9.0 h1:HtqpIVDClZ4nwg75+f6Lvsy/wHu+3BoSGCbBAcpTsTg=
+github.com/stretchr/testify v1.9.0/go.mod h1:r2ic/lqez/lEtzL7wO/rwa5dbSLXVDPFyf8C91i36aY=
+gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
+gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA=
+gopkg.in/yaml.v3 v3.0.1/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=

vwap.go

@@ -0,0 +1,24 @@
+package vwap
+
+type Trade struct {
+	Price  float64
+	Volume int
+}
+
+func VWAP(trades []Trade) float64 {
+	var (
+		totalVolume int
+		totalValue  float64
+	)
+
+	for _, trade := range trades {
+		totalVolume += trade.Volume
+		totalValue += trade.Price * float64(trade.Volume)
+	}
+
+	if totalVolume == 0 {
+		return 0
+	}
+
+	return totalValue / float64(totalVolume)
+}

vwap_test.go

@@ -0,0 +1,61 @@
+package vwap
+
+import (
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+)
+
+func TestVWAP(t *testing.T) {
+	tests := []struct {
+		name         string
+		trades       []Trade
+		expectedVWAP float64
+	}{
+		{
+			name: "Normal case",
+			trades: []Trade{
+				{Price: 100.0, Volume: 100},
+				{Price: 101.0, Volume: 200},
+				{Price: 102.0, Volume: 150},
+				{Price: 103.0, Volume: 50},
+			},
+			expectedVWAP: 101.3,
+		},
+		{
+			name:         "Empty trades",
+			trades:       []Trade{},
+			expectedVWAP: 0.0,
+		},
+		{
+			name: "Single trade",
+			trades: []Trade{
+				{Price: 100.0, Volume: 100},
+			},
+			expectedVWAP: 100.0,
+		},
+		{
+			name: "Zero volume trades",
+			trades: []Trade{
+				{Price: 100.0, Volume: 0},
+				{Price: 101.0, Volume: 0},
+			},
+			expectedVWAP: 0.0,
+		},
+		{
+			name: "Large volume",
+			trades: []Trade{
+				{Price: 100.0, Volume: 1000000},
+				{Price: 101.0, Volume: 2000000},
+			},
+			expectedVWAP: 100.666667,
+		},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			vwap := VWAP(tt.trades)
+			assert.InDelta(t, tt.expectedVWAP, vwap, 0.000001, "Expected VWAP")
+		})
+	}
+}