Was wondering if there was a way to differentiate between historical buy/sell (As done on sites like Adam4Eve) over the simple single price returned by the ESI historical market API call.
No. Pretty sure those sites are just fetching all orders and storing them on their own. Only thing ESI exposes is what you see in game within the history tab.
Correct, the market history endpoint exposes only completed trades and does not differentiate between buy and sell.
I’m not intimately familiar with A4E, but I would imagine that the data is inferred by looking at sequential market order snapshots. That’s what I’d do.