Trade Aggregation [Go SDK]

A Trade Aggregation represents aggregated statistics on an asset pair (base and counter) for a specific time period.

Attributes

Attribute	Type
timestamp	string	start time for this trade_aggregation. Represented as milliseconds since epoch.
trade_count	int	total number of trades aggregated.
base_volume	string	total volume of `base` asset.
counter_volume	string	total volume of `counter` asset.
avg	string	weighted average price of `counter` asset in terms of `base` asset.
high	string	highest price for this time period.
high_r	object	highest price for this time period as a rational number.
low	string	lowest price for this time period.
low_r	object	lowest price for this time period as a rational number.
open	string	price as seen on first trade aggregated.
open_r	object	price as seen on first trade aggregated as a rational number.
close	string	price as seen on last trade aggregated.
close_r	object	price as seen on last trade aggregated as a rational number.

Price_r (high_r, low_r, open_r, close_r) is a more precise representation of a bid/ask offer.

Attribute	Type
n	number	The numerator.
d	number	The denominator.

Thus to get price you would take n / d.

Resource	Type	Resource URI Template
Trade Aggregations	Collection	`/trade_aggregations?{orderbook_params}`