Binance API Error Handling: Aggregate Transaction Request
When using the Binance API to retrieve aggregated transaction data, there are several additional parameters that can be used to control the request. In this article, we will consider the get_aggregate_trades' method and its combination of additional parameters.
Problem:
client.get_aggregate_trades(symbol = 'EURBUSD', startTime = 165605516493)
This piece of code attempts to retrieve aggregated transaction data starting at a specific timestamp. However, the startTimeparameter seems inappropriate for this request. Binance recommends specifying
symbol,
limitand
timestampparameters in the correct order.
Solution:
To fix the problem, it is necessary to pass parameterssymbol,
limit,
timestampand
fieldsin the specified order. Here is the updated code snippet:
client.get_aggregate_trades({
symbol: 'EURBUSD',
limit: 1000,
timestamp: 165605516493, // Set to valid timestamp
fields: ['aggTradeCount', 'aggTradeValue']
})
Note that the fieldsparameter is an array of strings that specifies the columns of data to retrieve.
Additional Tips:
- Be sure to replaceclient
with your actual Binance client instance.
- Adjust thelimit
value according to your trading volume requirements. A higher limit may provide more aggregated data, but may also increase latency.
- If you need to get trades for a certain period of time (for example, only during a certain time), consider using thetimestamp
parameter with a modified date format (for example, ISO 8601).
- Always check the Binance API documentation for the latest information on available options as they may change over time.
By following these guidelines and modifying theget_aggregate_trades` method accordingly, you should be able to successfully retrieve aggregate trade data from the Binance API.