Slack notifier for daily market VWAP & rolling VWAP

Discussion

I built a small script that sends automatic Slack notifications with:

- Lowest price

- Highest price

- Daily VWAP

- 7-day rolling VWAP

https://preview.redd.it/vpvrpo9ko6lg1.png?width=671&format=png&auto=webp&s=773eedb2e52e6568262a99d58ff314bff745c5e9

It runs daily, so no more manual checking.

The main idea is to help determine a “fair” contract or exchange price to become not too low or not too high, and based on VWAP and short-term trend.

Rolling VWAP helps identify whether today’s price is stretched relative to the past week, which makes it easier to spot potential overpricing or underpricing.

If anyone’s interested, I’m happy to share how it works.

Posted Feb 23, 2026, 5:54 AM UTC

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