Provide API-Endpoint "avgPriceMins" (which returns the "weightedAveragePrice" from the last x minutes)

API Spot/Margin API
,
1

Please include the “weightedAveragePrice”-value within the response for:

  • …/binance/binance-spot-api-docs/blob/master/rest-api.md#percent_price (and #min_notional)

For example, instead of

{
  "filterType": "PERCENT_PRICE",
  "multiplierUp": "1.3000",
  "multiplierDown": "0.7000",
  "avgPriceMins": 5
}

this should be returned:

{
  "filterType": "PERCENT_PRICE",
  "multiplierUp": "1.3000",
  "multiplierDown": "0.7000",
  "weightedAveragePrice": "301110.932"
}

There is very little benefit and very inconvenient for the user to work with “avgPriceMins”. As already described in percent_price rule and weightedAveragePrice, it’s not trivial for the user to derive the
weightedAveragePrice from avgPriceMins.

So please return “weightedAveragePrice” directly instead of “avgPriceMins” within the response for “percent_price” and “min_notional”.

4

the exchangeInfo endpoint is meant to return general information, to get the weightedAveragePrice you can use https://binance-docs.github.io/apidocs/spot/en/#current-average-price

3

Another alternative is, if Binance could provide a dedicated API-Endpoint for that. For example,

// returns the "weighted average price" from the last 5 minutes of symbol 
GET /api/v3/avgPriceMins=5

With this, no changes to other API endpoints are needed. Actually, I think this is a better solution than the previous one because the base data is not mixed with changing data (weightedAveragePrice).