Trade Aggregations are catered specifically for developers of trading clients. They facilitate efficient gathering of historical trade data. This is done by dividing a given time range into segments and aggregating statistics, for a given asset pair (base, counter) over each of these segments.
The duration of the segments is specified with the resolution parameter. The start and end of the time range are given by startTime and endTime respectively, which are both rounded to the nearest multiple of resolution since epoch.
The individual segments are also aligned with multiples of resolution since epoch. If you want to change this alignment, the segments can be offset by specifying the offset parameter.
Request
GET /trade_aggregations?base_asset_type={base_asset_type}&base_asset_code={base_asset_code}&base_asset_issuer={base_asset_issuer}&counter_asset_type={counter_asset_type}&counter_asset_code={counter_asset_code}&counter_asset_issuer={counter_asset_issuer}
Arguments
| name |
notes |
description |
example |
start_time |
long |
lower time boundary represented as millis since epoch |
1512689100000 |
end_time |
long |
upper time boundary represented as millis since epoch |
1512775500000 |
resolution |
long |
segment duration as millis since epoch. Supported values are 1 minute (60000), 5 minutes (300000), 15 minutes (900000), 1 hour (3600000), 1 day (86400000) and 1 week (604800000). |
300000 |
offset |
long |
segments can be offset using this parameter. Expressed in milliseconds. Can only be used if the resolution is greater than 1 hour. Value must be in whole hours, less than the provided resolution, and less than 24 hours. |
3600000 (1 hour) |
base_asset_type |
string |
Type of base asset |
native |
base_asset_code |
string |
Code of base asset, not required if type is native |
USD |
base_asset_issuer |
string |
Issuer of base asset, not required if type is native |
‘GA2HGBJIJKI6O4XEM7CZWY5PS6GKSXL6D34ERAJYQSPYA6X6AI7HYW36’ |
counter_asset_type |
string |
Type of counter asset |
credit_alphanum4 |
counter_asset_code |
string |
Code of counter asset, not required if type is native |
BTC |
counter_asset_issuer |
string |
Issuer of counter asset, not required if type is native |
‘GATEMHCCKCY67ZUCKTROYN24ZYT5GK4EQZ65JJLDHKHRUZI3EUEKMTCH’ |
?order |
optional, string, default asc |
The order, in terms of timeline, in which to return rows, “asc” or “desc”. |
asc |
?limit |
optional, number, default: 10 |
Maximum number of records to return. |
200 |
curl Example Request
curl https://horizon.stellar.org/trade_aggregations?base_asset_type=native&counter_asset_code=SLT&counter_asset_issuer=GCKA6K5PCQ6PNF5RQBF7PQDJWRHO6UOGFMRLK3DYHDOI244V47XKQ4GP&counter_asset_type=credit_alphanum4&limit=200&order=asc&resolution=3600000&start_time=1517521726000&end_time=1517532526000
Response
A list of collected trade aggregations.
Note
- Segments that fit into the time range but have 0 trades in them, will not be included.
- Partial segments, in the beginning and end of the time range, will not be included.
Example Response
{
"_links": {
"self": {
"href": "https://horizon.stellar.org/trade_aggregations?base_asset_type=native\u0026counter_asset_code=SLT\u0026counter_asset_issuer=GCKA6K5PCQ6PNF5RQBF7PQDJWRHO6UOGFMRLK3DYHDOI244V47XKQ4GP\u0026counter_asset_type=credit_alphanum4\u0026limit=200\u0026order=asc\u0026resolution=3600000\u0026start_time=1517521726000\u0026end_time=1517532526000"
},
"next": {
"href": "https://horizon.stellar.org/trade_aggregations?base_asset_type=native\u0026counter_asset_code=SLT\u0026counter_asset_issuer=GCKA6K5PCQ6PNF5RQBF7PQDJWRHO6UOGFMRLK3DYHDOI244V47XKQ4GP\u0026counter_asset_type=credit_alphanum4\u0026end_time=1517532526000\u0026limit=200\u0026order=asc\u0026resolution=3600000\u0026start_time=1517529600000"
}
},
"_embedded": {
"records": [
{
"timestamp": 1517522400000,
"trade_count": 26,
"base_volume": "27575.0201596",
"counter_volume": "5085.6410385",
"avg": "0.1844293",
"high": "0.1915709",
"high_r": {
"N": 50,
"D": 261
},
"low": "0.1506024",
"low_r": {
"N": 25,
"D": 166
},
"open": "0.1724138",
"open_r": {
"N": 5,
"D": 29
},
"close": "0.1506024",
"close_r": {
"N": 25,
"D": 166
}
},
{
"timestamp": 1517526000000,
"trade_count": 15,
"base_volume": "3913.8224543",
"counter_volume": "719.4993608",
"avg": "0.1838355",
"high": "0.1960784",
"high_r": {
"N": 10,
"D": 51
},
"low": "0.1506024",
"low_r": {
"N": 25,
"D": 166
},
"open": "0.1869159",
"open_r": {
"N": 20,
"D": 107
},
"close": "0.1515152",
"close_r": {
"N": 5,
"D": 33
}
}
]
}
}
Possible Errors
在 GitHub 上编辑此页面