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GET
GET /historical_trades

Description

Returns recent trades for one pair, split into buy and sell arrays. Convention — type reflects the taker side:
  • buy trades are those where the ask was removed from the order book (the taker bought into a resting ask).
  • sell trades are those where the bid was removed from the order book (the taker sold into a resting bid).

Parameters

string
required
Pair identifier in {base}_{target} format, e.g. TRX_USDT.
string
Filter by trade side. One of:
  • buy — only return trades in the buy array
  • sell — only return trades in the sell array
  • omitted — return both
integer
Maximum total number of trades to return across both sides combined. The buy/sell split reflects the actual taker mix of the most recent trades (e.g. limit=100 may return 51 buy + 49 sell).
  • limit=0 — or omitting the parameter — returns the maximum available history
  • Any positive integer is accepted; there is no fixed set of allowed values
integer
Inclusive lower bound on trade_timestamp, Unix epoch in milliseconds.
integer
Inclusive upper bound on trade_timestamp, Unix epoch in milliseconds.

Response

array
required
Array of trade objects (see schema below) where the taker bought.
array
required
Array of trade objects where the taker sold.

Trade object schema

integer
required
Unique trade identifier. Strictly increasing per pair.
decimal
required
Trade price in target currency.
decimal
required
Trade size in base currency.
decimal
required
Trade size in target currency. Equals price * base_volume.
integer
required
Trade execution time, Unix epoch in milliseconds.
string
required
"buy" or "sell" — matches the array the trade appears in.

Example request

Example response

Notes

  • Trades are sorted by trade_timestamp descending (most recent first).
  • trade_id is unique within a pair, but is not guaranteed to be globally unique across pairs.
  • For very high-frequency consumers, a WebSocket trade stream is on the roadmap for v2.

Errors