I connected to Binance api and download the recent orders and put them in a dataframe using Python. I need to get di "bid orders" and "ask orders" to calculate the delta for each candlestick.
Basically, to calculate the delta it's very simple, is Volume of trading at the Ask price – Volume of trading at the Bid price.
But as I said, I need to get data of the Ask price and data of the bid price.
Someone know how to get this data from Binance? Thank you in advance who spend time to respond me.
