According to https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#percent_price, I need to include weightedAveragePrice to check for “percent price filter.” Does this mean that I must calculate weightedAveragePrice by myself or how can I get it from the API? According to What does the percent price filter mean, no weightedAveragePrice is used in the answer from @Alexis .
No way the get the exact avgWeightedPrice for the last 5 minutes but I believe you could evaluate by kline_5m. Normally that’s accurate enough