Trade Aggregations

Trade Aggregations

Trade Aggregations are catered specifically for developers of trading clients. They facilitate efficient gathering of historical trade data. This is done by dividing a given time range into segments and aggregating statistics, for a given asset pair (base, counter) over each of these segments. The duration of the segments is specified with the resolution parameter. The start and end of the time range are given by startTime and endTime respectively, which are both rounded to the nearest multiple of resolution since epoch. The individual segments are also aligned with multiples of resolution since epoch. If you want to change this alignment, the segments can be offset by specifying the offset parameter.

Request:-

GET /trade_aggregations?base_asset_type={base_asset_type}&base_asset_code={base_asset_code}&base_asset_issuer={base_asset_issuer}&counter_asset_type={counter_asset_type}&counter_asset_code={counter_asset_code}&counter_asset_issuer={counter_asset_issuer}

Arguments

Name Notes Description Example
start_time long lower time boundary represented as millis since epoch 1512689100000
end_time long upper time boundary represented as millis since epoch 1512775500000
resolution long segment duration as millis since epoch. Supported values are 1 minute (60000), 5 minutes (300000), 15 minutes (900000), 1 hour (3600000), 1 day (86400000) and 1 week (604800000). 300000
offset long segments can be offset using this parameter. Expressed in milliseconds. Can only be used if the resolution is greater than 1 hour. Value must be in whole hours, less than the provided resolution, and less than 24 hours. 3600000 (1 hour)
base_asset_type string Type of base asset native
base_asset_code string Code of base asset, not required if type is native USD
base_asset_issuer string Issuer of base asset, not required if type is native ‘GA2HGBJIJKI6O4XEM7CZWY5PS6GKSXL6D34ERAJYQSPYA6X6AI7HYW36’
counter_asset_type string Type of counter asset credit_alphanum4
counter_asset_code string Code of counter asset, not required if type is native BTC
counter_asset_issuer string Issuer of counter asset, not required if type is native ‘GATEMHCCKCY67ZUCKTROYN24ZYT5GK4EQZ65JJLDHKHRUZI3EUEKMTCH’
?order optional, string, default asc The order in which to return rows, “asc” or “desc”. asc
?limit optional, number, default: 10 Maximum number of records to return. 200

Response

A list of collected trade aggregations.

Note

  • Segments that fit into the time range but have 0 trades in them, will not be included.
  • Partial segments, in the beginning and end of the time range, will not be included.

curl "https://network.paybito.com/trade_aggregations?base_asset_type=native&counter_asset_code=SLT&counter_asset_issuer=GCKA6K5PCQ6PNF5RQBF7PQDJWRHO6UOGFMRLK3DYHDOI244V47XKQ4GP&counter_asset_type=credit_alphanum4&limit=200&order=asc&resolution=3600000&start_time=1517521726000&end_time=1517532526000 "

{

"_links" : {

"self" : {

"href" : "https://network.paybito.com/trade_aggregations?base_asset_type=native\u0026counter_asset_code=SLT\u0026counter_asset_issuer=GCKA6K5PCQ6PNF5RQBF7PQDJWRHO6UOGFMRLK3DYHDOI244V47XKQ4GP\u0026counter_asset_type=credit_alphanum4\u0026limit=200\u0026order=asc\u0026resolution=3600000\u0026start_time=1517521726000\u0026end_time=1517532526000"

},

"next" : {

"href" : "https://network.paybito.com/trade_aggregations?base_asset_type=native\u0026counter_asset_code=SLT\u0026counter_asset_issuer=GCKA6K5PCQ6PNF5RQBF7PQDJWRHO6UOGFMRLK3DYHDOI244V47XKQ4GP\u0026counter_asset_type=credit_alphanum4\u0026end_time=1517532526000\u0026limit=200\u0026order=asc\u0026resolution=3600000\u0026start_time=1517529600000"

}

},

"_embedded" : {

"records" : [

{

"timestamp" : 1517522400000,

"trade_count" : 26,

"base_volume" : "27575.0201596",

"counter_volume" : "5085.6410385",

"avg" : "0.1844293",

"high" : "0.1915709",

"high_r" : {

"N" : 50,

"D" : 261

},

"low" : "0.1506024",

"low_r" : {

"N" : 25,

"D" : 166

},

"open" : "0.1724138",

"open_r" : {

"N" : 5,

"D" : 29

},

"close" : "0.1506024",

"close_r" : {

"N" : 25,

"D" : 166

}

},

{

"timestamp" : 1517526000000,

"trade_count" : 15,

"base_volume" : "3913.8224543",

"counter_volume" : "719.4993608",

"avg" : "0.1838355",

"high" : "0.1960784",

"high_r" : {

"N" : 10,

"D" : 51

},

"low" : "0.1506024",

"low_r" : {

"N" : 25,

"D" : 166

},

"open" : "0.1869159",

"open_r" : {

"N" : 20,

"D" : 107

},

"close" : "0.1515152",

"close_r" : {

"N" : 5,

"D" : 33

}

}

]

}

}

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