Coinbase Pro - Volume Bought or Sold

by Phil Tune   Last Updated August 13, 2019 14:27 PM - source

Using the Coinbase Pro API, is there a way to get the volume of buys vs. the volume of sells for a given timeframe, not just the daily volume in total?

Right now, all I can figure is doing a series of GET /products/<product-id>/trades calls and adding each buy/sell. This endpoint has a limit of 100 results per call (and a limit of 3 requests per second), and depending on the trading pair, 100 results might only cover 15 minutes at a time and would take significant amount of time to query enough to get 24hrs worth for only one trading pair. (Of course I would cache all of this, but the results would only be good for one day.)

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