I believe it would be enormous help to new users to reference some worked examples in your README.md file.

I have just made my own Jupyter notebook from your post at
Conquer High Frequency Backtesting
and it was enormously helpful in demonstrating how to use this API as well as how to implement the data retrieval and display in a Pandas DF.

If you want to go the whole hog then you could include a completed notebook in this depositary.

I realize this may not be necessary for experienced developers but for mere market practitioners such as myself it would be very valuable.