Hello everyone,
I have a question regarding the response of the /api/v3/klines endpoint. I am curious about the fundamental differences between the taker_buy_vol and taker_buy_quote_vol columns. It is clear that one of these columns can be calculated using the other column in conjunction with the volume and quote_volume columns. Is it not redundant to have both columns, especially on a frequently used endpoint like this one, as it significantly impacts the bandwidth budget?
It is possible to derive one column from the other using the following calculations:
price_df['taker_perc'] = price_df['volume']/price_df['taker_buy_vol']`
price_df['taker_buy_quote_vol'] = price_df['quote_volume'] * price_df['taker_perc']
and
price_df['taker_perc'] = price_df['quote_volume']/price_df['taker_buy_quote_vol']
price_df['taker_buy_vol'] = price_df['volume'] * price_df['taker_perc']
Although there may be small errors in precision and rounding, they are negligible. I believe that the API bandwidth could be improved if one of these columns were removed.