Python-binance: What is `Aggregate Trade Streams`?

[rightx2]

I've read official doc(https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md) but cannot understand completely.

Want to know when to use Aggregate Trade Streams and Trade Streams.

Could you give me some examples?

[tamycova]

Aggregate means that it groups by something (price, for example), in this case the trade streams give info as "1 taker, 1 maker", the aggTrades as: "1 taker, N makers, at price X".

[rightx2]

Thanks for the explanation. Btw, the "trade history" window in Binance site looks like "aggregate trade stream"(I checked it). Is that stream is generally used? I mean "more commonly used" in any market(stock, cryptocurrency etc)?

[tamycova]

@rightx2 I don't know I am not familiar with other markets, but for data visualization and analysis it would make sense to aggregate the trades as there are many individual trades happening at every moment

[slidenerd]

@tamycova sorry I still did not get it, are you saying that at the price of 5000 if 2 orders existed to buy say 1.5 BTC and 1.8 BTC the aggregate trade stream would relay 1 order of 3.3 BTC at 5000 whereas the trade stream will forward both the orders separately?