I understand the meaning of market maker versus taker. The ‘isBuyerMaker’ column makes perfect sense in the setting of trades dataset. However, if we aggregate the historical trades with the same time and unit price, theoretically it can happen that the buyer can either be a maker in one trade and taker in another. This would result in an inconsistency of ‘isBuyerMaker’.
My questions is how does Binance manages to aggregate these trades data? Is the aggregated ‘maker’ column decided by the first trade/last trade or the majority vote?
