Volume, value, commissions & timing

Four aggregate metrics describe trading activity. Each has a total, count, average, highest and lowest — with the responsible pair — at every breakdown level:

• volume — the traded size, over every trade.
• value — the notional value at entry: size × open price, over every trade.
• commission — the commission per trade; a trade without one counts as 0, so the average is per trade and the lowest can be 0.
• duration — how long closed trades stayed open, in seconds (2 decimals), averaged over the closed trades.

$analytics->volume->global->total->total;            // '3.50' — total size traded
$analytics->volume->forPair('BTC/USD')->buy->total;   // '0.50'
$analytics->value->global->total->average;           // '9700.00' — size x open price
$analytics->value->global->total->highest;           // '20000.00'
$analytics->value->global->total->highestPair;       // 'BTC/USD'
$analytics->commission->global->total->total;        // '19.00'
$analytics->commission->forQuoteCurrency('USD')->sell->average;
$analytics->duration->global->total->average;        // '38400.00' — seconds
$analytics->duration->global->total->highest;        // '86400.00' — the longest hold

Trading frequency

frequency measures how often trades are opened: the average gap between opens — the span from the earliest to the latest open time, divided by the opens minus one — expressed as trades per hour, day, week, month or year, whichever unit fits the gap. It needs neither sorted input nor any per-trade history. The unit is stored as the value’s suffix. Fewer than two trades, or trades that all opened in the same second, leave it at 0 with no unit, and there is no buy/sell split:

(string) $analytics->frequency->total;       // '4.7 per week'
$analytics->frequency->total->toRawString(); // '4.7'
$analytics->frequency->total->suffix;        // 'per week'
$analytics->frequency->forPair('ETH/USD');
$analytics->frequency->forBaseCurrency('ETH');