Update VWAP logic in `MarketStats`

[treygriffith]

Problem

In the vwap method in MarketStats, we currently calculate the vwap incorrectly. vwapTotalAmount is a reducer that multiplies each trade's counterAmount by baseAmount.

return acc.plus(Big(event.counterAmount).times(event.baseAmount))

This should be updated to multiply the price (calculated as counter / base) by baseAmount.

return acc.plus((Big(event.counterAmount).div(Big(event.baseAmount)).times(event.baseAmount))

vwapTotalShares should be updated to calculate the total volume of trades across events.

return acc.plus(Big(event.baseAmount).times(event.baseAmount))

should be updated to

return acc.plus(Big(event.baseAmount))

---

Definition of VWAP

Volume weighted average price is calculated using the following method:

Assume the following data of transaction history for BTC/USD

| Price | Amount |
|-------|--------|
| 3000  | 10     |
| 3100  | 20     |
| 3200  | 30     |

In order to calculate the VWAP, we multiply each trade price by the amount traded, take the sum of this variable across all trades, then divide by the total amount traded.

| Price | Amount | Price * Amount |
|-------|--------|----------------|
| 3000  | 10     | 30000          |
| 3100  | 20     | 62000          |
| 3200  | 30     | 96000          |

Here, we would sum up the Price * Amount column, which is 188,000, then divide by the total volume, 60.

This results in a VWAP of 3,133.33.