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} |
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