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historic trades broken for binance - aggTrades vs trades

See original GitHub issue

A recent change switched the rest endpoint fetchTrades for the binance exchange from aggTrades to trades see: https://github.com/ccxt/ccxt/issues/4618

This change breaks any historic dataloader for binance since trades only supports the last 1000 trades.

Is there any advantage of using trades over aggTrades?, aggTrades only aggregates trades for the same order and the same timestamp which should not really matter for the user of the ccxt library.

Issue Analytics

  • State:closed
  • Created 5 years ago
  • Comments:5 (2 by maintainers)

github_iconTop GitHub Comments

1reaction
tommuhmcommented, Feb 9, 2019

Thanks this helps alot!

Regarding the live feed: there is also a aggTrades live feed for rest and ws.

0reactions
caiusCitirigacommented, Sep 27, 2022

Thanks this helps alot! Regarding the live feed: there is also a aggTrades live feed for rest and ws.

@kroitor how can I configure ccxtPro to use the aggTrades live feed on Binance instead of the default one? 😊 I’ve been able to configure it for the fetchTrades method, but I’m not sure on how to do it on the WS part 😞

I think I’ve figured it out… By looking at the source code I’ve noticed that we can pass an object like this when instantiating the exchange:

'watchTrades': {
    'name': 'trade', // 'trade' or 'aggTrade'
},

Am I right?

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