A Trade Aggregation represents aggregated statistics on an asset pair (base and counter) for a specific time period.
Attributes
| Attribute | Type | |
|---|---|---|
| timestamp | string | start time for this trade_aggregation. Represented as milliseconds since epoch. |
| trade_count | int | total number of trades aggregated. |
| base_volume | string | total volume of base asset. |
| counter_volume | string | total volume of counter asset. |
| high | string | highest price for this time period. |
| high_r | object | highest price for this time period as a rational number. |
| low | string | lowest price for this time period. |
| low_r | object | lowest price for this time period as a rational number. |
| open | string | price as seen on first trade aggregated. |
| open_r | object | price as seen on first trade aggregated as a rational number. |
| close | string | price as seen on last trade aggregated. |
| close_r | object | price as seen on last trade aggregated as a rational number. |
Price_r (high_r, low_r, open_r, close_r) is a more precise representation of a bid/ask offer.
| Attribute | Type | |
|---|---|---|
| n | number | The numerator. |
| d | number | The denominator. |
Thus to get price you would take n / d.
Endpoints
| Resource | Type | Resource URI Template |
|---|---|---|
| Trade Aggregations | Collection | /trade_aggregations?{orderbook_params} |