Trade Aggregation [Go SDK]
A Trade Aggregation represents aggregated statistics on an asset pair (
counter) for a specific time period.
|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
|counter_volume||string||total volume of
|avg||string||weighted average price of
|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.
Thus to get price you would take n / d.
|Resource||Type||Resource URI Template|
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