# BTC VWAP on Hyperliquid, the call already known -- mcp side

## Question
Call mcp__peerfeed__get_ohlcv with instrument 'hyperliquid/trades:BTC', start '2026-09-27T00:00:00Z', end '2026-09-28T00:00:00Z', granularity '1d', and report the bar's vwap as the answer. Do nothing else.

## System prompt
You are an agent assisting a quantitative researcher. Work the question end to end: find the data, compute, check your own numbers, and make the judgement calls a careful quant would make. You have a Bash tool; Python 3 with duckdb, pandas, pyarrow and numpy is at /tmp/peerfeed-a21/venv/bin/python. Work inside your current directory. When you are done, end with a section headed FINAL ANSWER that gives every number asked for and states each judgement call you made. Your only source of market data is PeerFeed's market-data MCP server (the tools named mcp__peerfeed__*). There is no market data on local disk.

## [tool call 1] mcp__peerfeed__get_ohlcv
{
  "instrument": "hyperliquid/trades:BTC",
  "start": "2026-09-27T00:00:00Z",
  "end": "2026-09-28T00:00:00Z",
  "granularity": "1d"
}

## [tool result]
{
  "call_id": "8900bcdc961b493c",
  "instrument": "hyperliquid/trades:BTC",
  "granularity": "1d",
  "start": "2026-09-27T00:00:00+00:00",
  "end": "2026-09-28T00:00:00+00:00",
  "bars": [
    {
      "t": "2026-09-27T00:00:00.000000+00:00",
      "open": 84414.0,
      "high": 85138.0,
      "low": 84082.0,
      "close": 84437.0,
      "volume": 14529.770490001425,
      "trades": 175800,
      "vwap": 84600.70760743809,
      "first_trade_ts": "2026-09-27T00:00:00.472000+00:00",
      "last_trade_ts": "2026-09-27T23:59:58.746000+00:00"
    }
  ],
  "bar_count": 1,
  "trades_aggregated": 175800,
  "shards_read": 13,
  "min_trades_per_bar": 3,
  "same_ms_order": "unordered: this venue's trade id is not a sequence, so when several fills share the last millisecond of a bar the close is one of them, not necessarily the last",
  "shard_coverage": 0.992,
  "coverage_warning": null,
  "healthy_shard_coverage": 0.992,
  "shard_presence": {
    "shards_present": 12,
    "shards_expected": 12,
    "days_indexed": 1,
    "days_requested": 1,
    "empty_shard_files": 0,
    "days_unindexed": 0,
    "days_measured": 1,
    "days_blind": 0,
    "catalog_covers": {
      "from": "2025-10-25",
      "to": "2026-09-29"
    },
    "dataset_indexed": true,
    "measured": true,
    "fraction": 1.0
  },
  "presence_warning": null,
  "known_data_labels": null,
  "label_source": {
    "roots_checked": 3,
    "label_files_found": 1,
    "files": [
      "/mnt/nasrecorders/_labels/hyperliquid/trades/labels.jsonl"
    ],
    "kinds_exhaustive": [],
    "kinds_not_emitted": [
      "census_incomplete",
      "permission",
      "type_widened"
    ],
    "coverage_declared_by": "mission-2/nm-recovery",
    "scope_notes": {},
    "scope_notes_omitted": "Scope notes for absent, biased_subset, census_incomplete, not_archived, partial_window, permission, precision, type_widened, unreadable are not included because no label of those kinds is in force for this window. They are in _labels/_coverage.json, and data_quality returns them in full.",
    "absence_note": "NO label kind is claimed exhaustive here, so absence of a label never means the thing did not happen — only that nobody recorded it. See scope_notes for where absence can be relied on.",
    "warning": null
  },
  "withheld_bars": 0,
  "note": null
}

## [agent thinking]


## [agent]
The VWAP for Hyperliquid BTC on 2026-09-27 (UTC) is **84,600.70760743809**.

It comes from one daily bar built from 175,800 trades and 14,529.77 BTC of volume. The day's data looks complete: all 12 of 12 expected two-hour data files were present. Time coverage was 0.992, which is this feed's normal level, and there were no coverage warnings, withheld bars or data labels for the day.

## FINAL ANSWER
- **VWAP:** 84,600.70760743809, from the single 1d bar for 2026-09-27T00:00:00Z to 2026-09-28T00:00:00Z.
- **Judgement calls:** None. As you asked, I made one call with exactly the parameters you gave and reported the value it returned.

## [run ended]
subtype=success turns=2 duration_ms=8005