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Comments (8)

xezon avatar xezon commented on August 15, 2024 1

Aggtrade events give you access to the last bid and ask prices. So yes you can build your own candles for any time frame based on the bid/ask.

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klaszlo8207 avatar klaszlo8207 commented on August 15, 2024

Why do you need that?

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joaopsilva avatar joaopsilva commented on August 15, 2024

Hi, not really, no.

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fromjgor avatar fromjgor commented on August 15, 2024

Thanks @joaopsilva!

@klaszlo8207: It was about using this framework for a HFT.

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klaszlo8207 avatar klaszlo8207 commented on August 15, 2024

What is HFT?

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joaopsilva avatar joaopsilva commented on August 15, 2024

That's true, you can't get that info from the candlestick API, but you could derive it from the aggtrades. /cc @klaszlo8207

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fromjgor avatar fromjgor commented on August 15, 2024

Hi everybody.
thank you very much!
Having tried to implement some examples I also found out that Web Sockets API is not stable enough without error handling properly implemented.

@joaopsilva it would be really great to provide such functionality which @xezon was also asking for.

Regards, fromjgor

@klaszlo8207 HFT was for high frequency trading

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zagorulkinde avatar zagorulkinde commented on August 15, 2024

@fromjgor Have you tried to implement such thing using current api? Could you share example?

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