get_aggregated_trades
Retrieve aggregated trades data for specified trading pairs from Aster Finance API. Filter by trade ID, time range, or quantity. Outputs a Markdown table with trade details for analysis.
Instructions
Fetch aggregated trades data from Aster Finance API and return as Markdown table text.
Parameters:
symbol (str): Trading pair symbol (e.g., 'BTCUSDT', 'ETHUSDT'). Case-insensitive.
fromId (Optional[int]): Aggregated trade ID to start from. If None, uses time-based query or most recent trades.
startTime (Optional[int]): Start time in milliseconds since Unix epoch. If None, defaults to API behavior.
endTime (Optional[int]): End time in milliseconds since Unix epoch. If None, defaults to API behavior.
limit (Optional[int]): Number of aggregated trades to return (1 to 1000). If None, defaults to 500.
Returns:
str: Markdown table containing aggTradeId, price, qty, firstTradeId, lastTradeId, time, and isBuyerMaker.
Raises:
Exception: If the API request fails or data processing encounters an error.
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| endTime | No | ||
| fromId | No | ||
| limit | No | ||
| startTime | No | ||
| symbol | Yes |