Trade Aggregations  [Go SDK]

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

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

JavaScript Example Request

var StellarSdk = require('stellar-sdk');
var server = new StellarSdk.Server('https://horizon.stellar.org');

var base = new StellarSdk.Asset.native();
var counter = new StellarSdk.Asset("SLT", "GCKA6K5PCQ6PNF5RQBF7PQDJWRHO6UOGFMRLK3DYHDOI244V47XKQ4GP");
var startTime = 1517521726000;
var endTime = 1517532526000;
var resolution = 3600000;
var offset = 0;

server.tradeAggregation(base, counter, startTime, endTime, resolution, offset)
  .call()
  .then(function (tradeAggregation) {
    console.log(tradeAggregation);
  })
  .catch(function (err) {
    console.log(err);
  })

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. Thus if your start time is noon Wednesday, your end time is noon Thursday, and your resolution is one day, you will not receive back any data. Instead, you would want to either start at midnight Wednesday and midnight Thursday, or shorten the resolution interval to better cover your time frame.

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

• The standard errors.