I am using
client.get_historical_klines('BTCUSDT', '15m', '1 Dec, 2019', '25 Apr, 2021', limit=500 )
to get historical price (mid point). But is there a way to get historical bid and ask price, rather than mid price, with python-binance api?
How to get historical Bid and Ask price with python-binance
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1 Answers
According to the Binance API documentation, there is no option to get historical data on the order book. Therefore there should be no option in python-binance either.
In the documentation, I see the following (nearest) endpoints:
- Order Book: Current order book for a selected symbol.
- Old Trade Lookup: If you want to collect all historical trades (but without the bid/ask prices).
- Symbol Order Book Ticker: Best (current) price/qty on the order book for a symbol or symbols.
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