How do I get Binance API prices in Python at a precise time?

Question

The following is how I get historical data, however the date format does not allow me to specify the minute or second of the data; only the day, which is not precise enough.

start_date_str=start_date.strftime("%d %b, %Y")
data1=client.get_historical_klines(pair, Client.KLINE_INTERVAL_1MINUTE, start_date_str)

I'm looking to get price data for a particular hour, minute and second using the python binance api provided by Sam McHardy (link below).

https://github.com/binance-exchange/python-binance

If anyone knows whether this is possible, or if there are any alternatives, I would really appreciate it.

Answer 1

KLINE_INTERVAL_1MINUTE is the smallest time resolution for get_historical_klines provided by Binance. If you need smaller time intervals you can use get_aggregate_trades which allows startTime and endTime in milliseconds.

This request return the list of trades, so one has to calculate average price abd total volume for desired time period.

Answer 2

current syntax is :

(symbol)@kline_(interval)

for example

BTCUSDT@kline_1m (one minute)

for autobahn complete json :

def onOpen(self):
    subscribe_message = {
    "method": "SUBSCRIBE",
    "params":
    [        
     "btcusdt@miniTicker",
     "btcusdt@depth"
     ],
     "id": 1
     }
  
    self.sendMessage(json.dumps(subscribe_message).encode('utf8'))