The average price for the last 5 minutes is changing very frequently and it’s not trivial to compute, and yet the only way to retrieve it is through the REST API, and only for a single symbol at a time. The websocket ticker streams (including the mini ticker) seem like an obvious place to include it. Could it be done?
Thanks for the feedback regarding the addition of averages in the ticker stream.
While we understand the importance and benefit of including averages, we also consider the performance difference of such adjustments.
For the time being, this feature is not being considered since the average price can be calculated by the client with minimal effort, assuming a form of persistent state is available.
The precise way of calculating avgPrice requires trade-level data and that implies subscribing to the trade streams. Isn’t that more of a performance hit than adding a single field to the tickers?
But if that level of precision isn’t thought to be necessary for a client, shouldn’t avgPrice itself be redefined as the last 5 minutes of klines, i.e. update once a minute instead of once a new trade comes in?
Due to the lack of others requesting such feature, there is no justification to adding a field to a stream which is consumed by many.
For the time being, specific users which require this value can calculate it manually using the trade stream.