Is there a place where we can get average_price for an executed order (not individual trades in an order), or do we have to calculate the average_price for the executed order from the average_price and quantity of individual trades under that order?
def trades(self) Retrieve the list of trades executed (all or ones under a particular order). An order can be executed in tranches based on market conditions. These trades are individually recorded under an order. order_id is the ID of the order (optional) whose trades are to be retrieved. If no order_id is specified, all trades for the day are returned.