Bridging with https://github.com/binance/binance-public-data/issues/30
If I stream trades, I get items of the format:
{
"e": "trade", // Event type
"E": 123456789, // Event time
"s": "BNBBTC", // Symbol
"t": 12345, // Trade ID
"p": "0.001", // Price
"q": "100", // Quantity
"b": 88, // Buyer order ID
"a": 50, // Seller order ID
"T": 123456785, // Trade time
"m": true, // Is the buyer the market maker?
"M": true // Ignore
}
However, accessing historical trades via api/v3/historicalTrades, this information is missing.
This information is valuable in reconstructing past trades, which may contain many partials which will share the same { BuyerID if buyerIsMaker else SellerID }. Reconstructing from timestamp is unreliable.
Adding these 2 fields won’t break any backwards compatibility, and would help researchers to operate over Binance historical data and run simulations.
Please consider allowing us access to this data.
