Hello.
I like to know how Binance calculate market data for 1m, 3m, 5m… interval.
1m
1627952400000,0.26426000,0.26426000,0.26350000,0.26377000,107853.40000000,1627952459999,28454.81422400,84,50189.20000000,13237.96777100,0
3m
1627952400000,0.26426000,0.26426000,0.26334000,0.26361000,287858.60000000,1627952579999,75922.60687000,200,135391.00000000,35714.49741700,0
5m
1627952400000,0.26426000,0.26426000,0.26331000,0.26363000,468411.60000000,1627952699999,123545.70739600,319,256898.30000000,67761.79897000,0
30m
1627952400000,0.26426000,0.26426000,0.26210000,0.26295000,2091938.50000000,1627954199999,550339.50356100,1716,991171.40000000,260794.65255100,0
1h
1627952400000,0.26426000,0.26426000,0.26048000,0.26062000,4846181.30000000,1627955999999,1270982.90187100,3497,2241176.50000000,587805.92583500,0
Example:
I’m retrieving data from WebSocket for each seconds. Is there a way to calculate data from 1 seconds to 1 minute, 3 minute, 5 minute interval? In other words I like to have only 1 connection to WebSocket.
Thank you.