I want to write some code (in Python, Pandas) to measure the win rate (number of win orders/total number of orders) in a day (could be yesterday or the day before yesterday) for the BTCUSDT trading pair.
The problem I encountered was that there were many Buy orders and Sell orders mixed together. Including win and loss (Sell) orders.
I intend to use the similarity in “qty”, “quoteQty” and “price” between orders (buy - sell). But it seems quite complicated.
I want to ask, does the Binance API support finding Buy-Sell pairs?
Sorry my bad English!