the trades and aggregated trades data provided by binance what is difference between the two??
Hi.
Aggregate trade combines trades with the same price together in a period of time.
Please check the API doc for the examples: https://binance-docs.github.io/apidocs/spot/en/#aggregate-trade-streams
it say “The Aggregate Trade Streams push trade information that is aggregated for a single taker order.” didnt understand it, can you explain it with some example, best regards
{
“e”: “aggTrade”, // Event type
“E”: 123456789, // Event time
“s”: “BNBBTC”, // Symbol
“a”: 12345, // Aggregate trade ID
“p”: “0.001”, // Price
“q”: “100”, // Quantity
“f”: 100, // First trade ID
“l”: 105, // Last trade ID
“T”: 123456785, // Trade time
“m”: true, // Is the buyer the market maker?
“M”: true // Ignore
}
Get compressed, aggregate trades. Trades that fill at the time, from the same order, with the same price will have the quantity aggregated.