Is there any better way to get trading volume than this?

API Futures API
, ,
1

HI!.
I’m currently getting trading volume for certain symbols in the following way:

Iterating every symbol in binance, get trading volume for each symbol-pair, using get_historical_klines.

def get_24h_volume(symbol):
    # get trading volumes for the last 24 hours
    trading_volume = 0
    prices = client.get_all_tickers()
    for coin in prices:
        if coin['symbol'].startswith(symbol) and coin['symbol'].startswith('BTCDOWN') == False and coin['symbol'].startswith('BTCUP') == False and coin['symbol'].startswith('BTCST') == False:
            try:
                klines = client.get_historical_klines(coin['symbol'], Client.KLINE_INTERVAL_1MINUTE, "1 day ago")

                for history in klines:
                    trading_volume += float(history[5])

                print(coin['symbol'], trading_volume)
            except:
                pass



    return trading_volume

print(get_24h_volume('BTC'))

But there’s a problem, which I have to manually add condition such as coin['symbol'].startswith('BTCST') == False.

But What if new coin named ‘BTCXY’ or ‘BTCAC’ and so on created?. Then I will have to add a new condtion like coin['symbol'].startswith('BTCXY') == False again into my code again…

Is there any better way to get 24hours trading volume of symbol than this?.

Thanks

2

If your intention is to get the aggregated volume of an asset (ex: BTC) throughout the exchange, perform your checks against the quoteAsset or baseAsset properties instead of the symbol property.

1 Like
3

HI, Thanks for the help all the time.
Following your advice, I modified mu code in following way:

Iterating symbol-pair if coin[‘symbol’] ends with ‘DOGE’, get klines of it and add trading volume. and add
quoteAsset of it, right?

But only SHIBDOGE ends with DOGE among all symbol-pair. So The func below won’t be adding trading volume for DOGEUSDT, DOGEETH and so on. Am I missing here something or should I try to get 24h trading volume in other way?

Thanks

def get_24h_volume(symbol):
    # get trading volumes for the last 24 hours
    trading_volume = 0
    prices = client.get_all_tickers()
    for coin in prices:
        if coin['symbol'].endswith(symbol):
            try:
                klines = client.get_historical_klines(coin['symbol'], Client.KLINE_INTERVAL_1MINUTE, "1 day ago")

                for history in klines:
                    trading_volume += float(history[7])

                print(coin['symbol'], trading_volume)
            except:
                pass



    return trading_volume
4

You are using the incorrect endpoint to obtain a list of symbols.

Use the Exchange Information endpoint, instead of the tickers endpoint

https://binance-docs.github.io/apidocs/spot/en/#exchange-information

{
  "timezone": "UTC",
  "serverTime": 1565246363776,
  "rateLimits": [
    {
    }
  ],
  "exchangeFilters": [
  ],
  "symbols": [
    {
      "symbol": "ETHBTC",
      "status": "TRADING",
      "baseAsset": "ETH",
      "baseAssetPrecision": 8,
      "quoteAsset": "BTC", // Use this property to check the asset
      "quotePrecision": 8,
      "quoteAssetPrecision": 8,
      "orderTypes": [
        "LIMIT",
        "LIMIT_MAKER",
        "MARKET",
        "STOP_LOSS",
        "STOP_LOSS_LIMIT",
        "TAKE_PROFIT",
        "TAKE_PROFIT_LIMIT"
      ],
      "icebergAllowed": true,
      "ocoAllowed": true,
      "isSpotTradingAllowed": true,
      "isMarginTradingAllowed": true,
      "filters": [
      ],
      "permissions": [
         "SPOT",
         "MARGIN"
      ]
    }
  ]
}
1 Like