v26

latestOpenAPI 3.0.2raw.githubusercontent.com2024-10-0834042975.6 KB

Market

Compressed/Aggregate Trades List

Get compressed, aggregate trades. Trades that fill at the time, from the same order, with the same price will have the quantity aggregated.

If fromId, startTime, and endTime are not sent, the most recent aggregate trades will be returned.
Note that if a trade has the following values, this was a duplicate aggregate trade and marked as invalid:

p = '0' // price

q = '0' // qty

f = -1 // ﬁrst_trade_id

l = -1 // last_trade_id

Weight(IP): 2

get/api/v3/aggTrades

symbolstring required

Example:BNBUSDT

Trading symbol, e.g. BNBUSDT

fromIdinteger

Trade id to fetch from. Default gets most recent trades.

startTimeinteger

UTC timestamp in ms

endTimeinteger

UTC timestamp in ms

limitinteger

Example:5

Default 500; max 1000.

Trade list

ainteger required

Aggregate tradeId

pstring required

Price

qstring required

Quantity

finteger required

First tradeId

linteger required

Last tradeId

Tboolean required

Timestamp

mboolean required

Was the buyer the maker?

Mboolean required

Was the trade the best price match?

[
  {
    "a": 26129,
    "p": "0.01633102",
    "q": "4.70443515",
    "f": 27781,
    "l": 27781
  }
]