With the help of the Coinbase Pro API, is there a way to compare the volume of purchases with the volume of sales for a given period of time, not just the total daily volume?
Right now, all I can understand, it's a series of
GET /products/ calls and adding each purchase / sale. This terminal has a limit of 100 results per call (and a limit of 3 requests per second) and, depending on the trading pair, 100 results cover only 15 minutes at a time and take enough time to query for 24 hours. worth for a single trading pair. (Of course, I would hide all that, but the results would only be good for one day.)