xzmeng / binance-history Goto Github PK
View Code? Open in Web Editor NEWFetch klines and trades data from binance.
License: MIT License
Fetch klines and trades data from binance.
License: MIT License
It should return diagnostic information when start
is too early or end
is too late, rather than a 404 error.
Most of the two function's paramters are the same, but the docs repeat twice. I think it's better to provide a common function and two convenient functions and move the doc to the common function.
Some of my strategies need the price per second. The trades/aggTrades data is too large for me to baktest. Is it possible to provide an interface to get the historical price per second (which can be calculated by mean/median/... of all trades in one second) ?
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