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kukapay

aster-info-mcp

get_aggregated_trades

Fetch aggregated trades data for cryptocurrency pairs from Aster Finance API and format results as a Markdown table with trade details including price, quantity, and timestamps.

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
NameRequiredDescriptionDefault
symbolYes
fromIdNo
startTimeNo
endTimeNo
limitNo

Implementation Reference

  • main.py:688-768 (handler)
    The handler function for the 'get_aggregated_trades' tool. It fetches aggregated trade data from the Aster Finance API (/fapi/v1/aggTrades), processes the response using pandas to create a formatted Markdown table with columns aggTradeId, price, qty, firstTradeId, lastTradeId, time, and isBuyerMaker. It handles input parameters for filtering trades and includes error handling for API requests.
    @mcp.tool()
    async def get_aggregated_trades(
        symbol: str,
        fromId: Optional[int] = None,
        startTime: Optional[int] = None,
        endTime: Optional[int] = None,
        limit: Optional[int] = None
    ) -> str:
        """
        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.
        """
        endpoint = "/fapi/v1/aggTrades"
        
        # Construct query parameters
        params = {
            "symbol": symbol.upper(),  # Ensure symbol is uppercase (e.g., BTCUSDT)
        }
        if fromId is not None:
            params["fromId"] = fromId
        if startTime is not None:
            params["startTime"] = startTime
        if endTime is not None:
            params["endTime"] = endTime
        if limit is not None:
            params["limit"] = limit
    
        async with httpx.AsyncClient() as client:
            try:
                # Make GET request to the API
                response = await client.get(f"{BASE_URL}{endpoint}", params=params)
                response.raise_for_status()  # Raise exception for 4xx/5xx errors
                
                # Parse JSON response
                trades_data = response.json()
                
                # Create pandas DataFrame with API response keys
                df = pd.DataFrame(trades_data, columns=["a", "p", "q", "f", "l", "T", "m"])
                
                # Convert time to readable format
                df["T"] = pd.to_datetime(df["T"], unit="ms")
                
                # Select and rename columns for clarity
                df = df[["a", "p", "q", "f", "l", "T", "m"]]
                df = df.rename(columns={
                    "a": "aggTradeId",
                    "p": "price",
                    "q": "qty",
                    "f": "firstTradeId",
                    "l": "lastTradeId",
                    "T": "time",
                    "m": "isBuyerMaker"
                })
                
                # Format numbers
                df["price"] = df["price"].astype(float).round(8)
                df["qty"] = df["qty"].astype(float).round(8)
                
                # Convert DataFrame to Markdown table
                markdown_table = df.to_markdown(index=False)
                
                return markdown_table
            
            except httpx.HTTPStatusError as e:
                # Handle HTTP errors (e.g., 400, 429)
                raise Exception(f"API request failed: {e.response.status_code} - {e.response.text}")
            except Exception as e:
                # Handle other errors (e.g., network issues, pandas errors)
                raise Exception(f"Error processing aggregated trades data: {str(e)}")   

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