No Futures - Taker buyer seller volume ?

sammchardy / python-binance

Binance Exchange API python implementation for automated trading

https://python-binance.readthedocs.io/en/latest/

MIT License

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No Futures - Taker buyer seller volume ? #1325

Closed ck0099 closed 11 months ago

ck0099 commented 1 year ago

It seems I cannot find any way to retrieve Taker buyer/seller volume for Futures?

plinki commented 1 year ago

Hi. I believe you're looking for get_aggregate_trades(symbol, startTime, endTime) From there look trade['m'] to check whether it's a sell order or not, and trade['q'] for the quantity

Paw2Pom commented 1 year ago

hi @plinki , I am referring to the specific exchange data offered by Binance:

B.S Vol. - Buyer Seller Volume Taker Buy Volume: the total volume of buy orders filled by takers within the period. Taker Sell Volume: the total volume of sell orders filled by takers within the period.

It is similar to: Long/Short Account Ratio Long/Short Position Ratio Long/Short Ratio