I’m retrieving USD-M Futures Income History data for a high frequency trader through this endpoint: GET /fapi/v1/income (HMAC SHA256)
I’m currently paginating with timestamp - Getting the first 1000 trades, taking the last timestamp and getting the next batch etc. This works perfectly in most cases, however at a certain point I encounter more than 1000 trades which have the same timestamp. This results in my code taking the last timestamp and trying to get the next batch which returns the same list over and over again.
If I change the timestamp to a second later, it gets out of the loop but it will miss any other transactions with that timestamp.
I was hoping that another parameter could be added such as tradeId or tranId to query with which would resolve this issue.