Kaiko API Platform Reference

Introduction

Kaiko provides live and historical institutional quality market data for digital assets. Our service retrieves and validates millions of trades each day from the world's leading cryptocurrency exchanges to deliver robust and reliable market data to financial institutions globally.

Kaiko currently provides two HTTP APIs:

Reference Data (Public)
Market Data (Authenticated)

Making Requests

When interacting with Kaiko HTTP APIs, you are expected to pass two headers:

Accept: application/json: API responses will be in JSON format.
Accept-Encoding: gzip: All our endpoints benefit from use of compression.

curl --compressed -H 'Accept: application/json' 'https://<api_hostname>/<endpoint>'

Timestamps

Input

All time parameters are in UTC and returned in the following ISO 8601 datetime format:

YYYY-MM-DDThh:mm:ss.sssZ

For example:

2017-12-17T13:35:24.351Z

The "T" separates the date from the time. The trailing "Z" indicates UTC time.

Output

All timestamps are returned as millisecond Unix timestamps (the number of milliseconds elapsed since 1970-01-01 00:00:00.000 UTC). For metadata fields, times are also returned in millisecond-resolution ISO 8601 datetime strings in the same format as input for convenience.

Market open and close

Digital asset exchanges operate approximately 24x7x365.

For daily aggregated data, the opening price is calculated as the first trade at or after 00:00:00 UTC. The closing price is calculated as the last trade prior to 00:00:00 UTC.

Reference Data API

Endpoints

The base URL for the Reference Data Endpoints is: https://reference-data-api.kaiko.io/. Authentication is not required.

Assets

Request Example

curl --compressed -H 'Accept: application/json' 'https://reference-data-api.kaiko.io/v1/assets'

Response Example

{
  "result": "success",
  "data": [
    {
      "code": "btc",
      "name": "Bitcoin",
      "asset_class": "cryptocurrency"
    },
    {
      "code": "bch",
      "name": "Bitcoin Cash",
      "asset_class": "cryptocurrency"
    },
    {
      "code": "jpy",
      "name": "Japanese Yen",
      "asset_class": "fiat"
    },
    /* ... */
  ]
}

This endpoint retrieves a list of supported assets.

HTTP request

GET https://reference-data-api.kaiko.io/v1/assets

Parameters

No parameters supported.

Fields

Field	Description
`code`	Identifier for the asset.
`name`
`asset_class`	`fiat`,`cryptocurrency`

Exchanges

Request Example

curl --compressed -H 'Accept: application/json' 'https://reference-data-api.kaiko.io/v1/exchanges'

Response Example


{
  "result": "success",
  "data": [
    {
      "code": "bfly",
      "name": "bitFlyer",
      "kaiko_legacy_slug": "bl"
    },
    {
      "code": "bfnx",
      "name": "Bitfinex",
      "kaiko_legacy_slug": "bf"
    }
    /* ... */
  ]
}

This endpoint retrieves a list of supported exchanges.

HTTP request

GET https://reference-data-api.kaiko.io/v1/exchanges

Parameters

No parameters supported.

Fields

Field	Description
`code`	Identifier for the exchange.
`name`
`kaiko_legacy_slug`	Identifier used in past deliveries of historical market data.

Instruments

Request Example

curl --compressed -H 'Accept: application/json' 'https://reference-data-api.kaiko.io/v1/instruments'

Response Example

{
  "result": "success",
  "data": [
    {
      "exchange_code": "bfnx",
      "class": "spot",
      "code": "xmr-btc",
      "base_asset": "xmr",
      "quote_asset": "btc",
      "kaiko_legacy_exchange_slug": "bf",
      "kaiko_legacy_symbol": "xmrbtc",
      "exchange_pair_code": "xmrbtc",
      "trade_start_time": "2017-08-09T23:36:33.0000000Z",
      "trade_start_timestamp": 1502321793000,
      "trade_end_time": null,
      "trade_end_timestamp": null,
      "trade_count": 1669022,
      "trade_compressed_size": 22107372
    },
    {
      "exchange_code": "krkn",
      "class": "spot",
      "code": "gno-eth",
      "base_asset": "gno",
      "quote_asset": "eth",
      "kaiko_legacy_exchange_slug": "kk",
      "kaiko_legacy_symbol": "gnoeth",
      "exchange_pair_code": "GNOETH",
      "trade_start_time": "2017-08-08T20:10:04.0000000Z",
      "trade_start_timestamp": 1502223004345,
      "trade_end_time": null,
      "trade_end_timestamp": null,
      "trade_count": 230316,
      "trade_compressed_size": 11588434
    },
    {
      "exchange_code": "krkn",
      "class": "spot",
      "code": "dao-btc",
      "base_asset": "dao",
      "quote_asset": "btc",
      "kaiko_legacy_exchange_slug": "kk",
      "kaiko_legacy_symbol": "daobtc",
      "exchange_pair_code": "xdaoxxbt",
      "trade_start_time": "2016-05-28T10:20:40.0000000Z",
      "trade_start_timestamp": 1464430840433,
      "trade_end_time": "2016-12-18T02:47:47.0000000Z",
      "trade_end_timestamp": 1482029267877,
      "trade_count": 67925,
      "trade_compressed_size": 4194980
    },
    /* ... */
  ]
}

This endpoint retrieves a list of supported instruments. There are three possible cases regarding the trading period:

Trading has started and new trading activity is still being consumed (start time fields will be set, but end time fields will be null)
Trading has been recorded but no recent activity has been seen (both start and end time fields are set)
No trading has been registered yet (both start and end time fields are null)

HTTP request

GET https://reference-data-api.kaiko.io/v1/instruments

Parameters

No parameters supported.

Fields

Field	Description
`exchange_code`	Exchange `code`.
`class`	`spot`
`code`²	Kaiko identifier for the instrument. Always `base_asset-quote_asset` for `spot` instruments.
`base_asset`¹	Base asset.
`quote_asset`¹	Quote asset.
`kaiko_legacy_exchange_slug`	Exchange `kaiko_legacy_slug`.
`kaiko_legacy_symbol`	Identifier used in past deliveries of historical market data and Data Feed.
`exchange_pair_code`²	Identifier for the instrument used by the exchange.
`trade_start_time`	Time of first available trade in Kaiko's data set.
`trade_start_timestamp`	Timestamp of first available trade in Kaiko's data set.
`trade_end_time`	Time of last available trade in Kaiko's data set. `null` if trades
`trade_end_timestamp`	Timestamp of first available trade in Kaiko's data set.
`trade_count`	Total number of trades available through Kaiko Market Data API and Data Feed. For active pairs, this is an approximation.
`trade_compressed_size`	Approximate size in bytes of all available trades in Kaiko Data Feed.

*¹: Some exchanges may refer to base and quote currencies differently. Kaiko denotes prices in units of quote and volume in units of base, as reported by exchanges. * *²: Some exchanges reverse the ordering of base/quote in their codes. *

Data Feed

Receive historical and on-going data directly to your cloud provider. If you purchased a monthly subscription of Trade Data, 10% Order Books, OHLCV or VWAP, your data will be delivered once a day to your cloud bucket. We support Amazon Web Services S3, Google storage, Azure blob storage, and other providers. Cloud storage services allow us to easily synchronize our data with you once a day.

Cloud providers offer extensive storage services that will help you store large amounts of data. This eases the integration setup to feed whatever system you choose to integrate the data with.

If you do not already have a cloud provider, we suggest working with Amazon Web Services which is a major provider with a strong track record.

AWS S3 - How to receive our data through

Open https://s3.console.aws.amazon.com/s3/buckets/
Create a new bucket in the region of your choice. We suggest calling the bucket kaiko-delivery-nameofyourcompany
We suggest you use the us-east-1 (N. Virginia) region unless you are already using a different region as your main presence
Leave the properties on the default setting, finish the review and click on 'Create bucket'
After creating the bucket, click on it and navigate to the 'Permissions' tab. Click on 'Access Control List' to set the right permissions.
Under Access for other AWS accounts, press Add account and use the following id: 4d6be087cf0b9ee7af2f8d8c51469c81bc711e68ee9c6be386aee2322abc8175
Check all the checkboxes for permissions and press Save
Ensure that the permissions dialog resembles the following:
Enter the details into this form
You should receive a confirmation email within a few working days confirming that the integration was set up correctly

GCS - How to receive our data through

Open https://console.cloud.google.com/storage/
We suggest calling the bucket kaiko-delivery-nameofyourcompany
Once created, click on the "3 dots" on the right side of the corresponding bucket
Click on Edit bucket permissions :
Press Add members and add our service account kaiko-facteur@kaiko-facteur.iam.gserviceaccount.com
Press on Select a role, select Storage, then select Storage Admin as follow :
Press on Add to validate the changes
Enter the details into this form
You should receive a confirmation email within a few working days confirming that the integration was set up correctly

For other cloud providers

Please contact us at hello@kaiko.com.

Market Data API

Endpoints

The base URL for the Market Data Endpoints is regionalized. We are currently offering endpoints in the US and in Europe:

https://us.market-api.kaiko.io/
https://eu.market-api.kaiko.io/

Usage

Authentication

Request Syntax

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://<api_hostname>/<endpoint>'

Each API lives under its own hostname. Clients must include an API key in the header of every request they make. The format is as follows:

X-Api-Key: <client-api-key>

You must replace <client-api-key> with your assigned API key.

Data versioning

Kaiko takes transparency and accountability very seriously. Therefore, our provided datasets are versioned. Dataset versioning is orthogonal to API versioning. Any potential breaking changes in results (e.g. semantical changes or corrections of historically incorrect data) will result in a new dataset version - no corrections or adjustments will be done in the dark. Addition of new data will not result in a new dataset version. Data is versioned on a per-base-data level.

The versioning is selected by selecting a base data set and a version. All current Market Data API endpoints take the commodity and data_version parameters.

By setting this to latest, you will get the most recent version. The returned version is always included in the query field and can be referred to if you would ever need to compare results, should we ever need to adjust historical data. Paginating over a request with version set to latest will preserve the current version across subsequent pagination requests.

We recommend using the most current version explicitly in production integrations as the latest label might move at any time to a breaking change. For the trades commodity the latest version is currently v1

Response Example

{
  "timestamp": 1540474596175,
  "trade_id": "68024786",
  "price": "6559.84000000",
  "amount": "0.00646600",
  "taker_side_sell": true
}

Buy/Sell, Maker/Taker sides

For trades, the way exchanges report on the type of trade varies greatly. Some exchanges only report whether a trade was a buy or sell, without specifying which side the trade is actually referring to. Others do specify the side the trade is referring to. With the following mapping, we try to rule out any ambiguous interpretation of the taker_side_sell field in our trade endpoints. This mapping is in reference to what the exchanges are reporting via their APIs and documentation, and, in some cases correspondence between Kaiko and the exchanges.

Maker side

The following exchanges report trades from the perspective of maker orders. In all below cases, it was the maker who was selling.

Exchange	Notation	Kaiko `taker_side_sell: true` equivalent to:
Binance¹	`"m":` `true, false`	`"m": true`
Coinbase Pro^{1 2}	`"side":` `"buy" or "sell"`	`"side": "sell"`
Gemini²	`"type":` `"buy" or "sell"`	`"type": "sell"`
ZB.com²	`"type":` `"buy" or "sell"`	`"type": "sell"`

¹ Explicitly stated in docs

² Confirmed by exchange

Taker side

The following exchanges report trades from the perspective of taker orders. In all below cases, it was the taker who was selling.

Exchange	Notation	Kaiko `taker_side_sell:` `true` equivalent to:	Comment
Bitfinex²	`"type":` `"sell" or "buy"`	`"type":"sell"`
Ethfinex²	`"type":` `"sell" or "buy"`	`"type":"sell"`
Huobi²	`"direction":` `"buy" or "sell"`	`"direction": "sell"`
Kraken²	`"b" (buy) "s" (sell)`	`"s"`
BitMEX²	`"side":` `"Sell" or "Buy"`	`"side": "Sell"`
Gatecoin²	`way: "bid" or "ask"`	`way: "ask"`
Quoine¹	`taker_side:` `"buy" or "sell"`	inverse notation: `taker_side: "buy"`	Incorrect notation by Kaiko. Taker was buying.

¹ Explicitly stated in docs

² Confirmed by exchange

Taker / Maker side unspecified

The following exchanges do not report on the side of the trades.

Exchange	Notation	Kaiko `taker_side_sell:` `true` equivalent to:	Comment
bitFlyer	`"side":` `"BUY" or "SELL"`	`"side": "SELL"`
Bithumb	`"type":` `"bid" or "ask"`	inverse notation: `"type": "bid"`	Incorrect notation by Kaiko. Was buy order.
Bitstamp²	`type:` `0 (buy) or 1 (sell)`	`type: 1`
Bittrex	`"OrderType":` `"SELL" or "BUY"`	`OrderType: SELL`
Bit-Z	`"s":` `"buy" or "sell"`	`"s": "sell"`
BTCBOX²	`"type":` `"buy" or "sell"`	`"type":"sell"`
BTC38	`"type":` `"buy" or "sell"`	`"type":"sell"`	API not live anymore
CEX.io²	`type:` `"buy" or "sell"`	`type: "sell"`
EXX	`trade_type":` `"bid" or "ask"`	`trade_type: "sell"`
HitBTC²	`"side":` `"buy" or "sell"`	`"side": "sell"`
OKEx	`"type":` `"buy" or "sell"`	`type: "sell"`
OKCoin	`"type":` `"buy" or "sell"`	`type: "sell"`
Poloniex	`type:` `"buy" or "sell"`	`type: "sell"`
WEX.nz (BTC-e)	`type:` `"bid" or "ask"`	`type: "ask"`
Yobit	`"type":` `"bid" or "ask"`	inverse notation: `"type":"bid`	Incorrect notation by Kaiko. Was buy order.
Zaif	`trade_type":` `"bid" or "ask"`	`trade_type: "ask"`

¹ Explicitly stated in docs

² Confirmed by exchange

Taker / Maker not applicable

Exchange	Notation	Kaiko `taker_side_sell:` `true` equivalent to:	Comment
itBit	Unspecified	N/A	No data on type, nor side of orders. Kaiko alwayes returns `true`
Coinone	`"is_ask":` `"0"(buy)/"1"(sell)`	N/A	No data on side tracked by Kaiko yet.
Korbit	Unspecified	N/A	No data on type, nor side of orders. Kaiko returns empty field.

Envelope

Response Example

{
  "result": "success",
  "time": "2018-06-14T17:19:40.303Z",
  "timestamp": 1528996780303,
  "query": { /* ... */ },
  "data": [ /* ... */ ]
}

All API responses are in JSON format. A result field, with a value of success or error is returned with each request. In the event of an error, a message field will provide an error message.

Key	Data type	Description
`data`	`[] \| {}`	Response result data.
`message`	`string`	Error message, if query was not successful.
`query`	`{}`	All handled query parameters echoed back.
`result`	`string`	`success` if query successful, `error` otherwise.
`time`	`string`	The current time at our endpoint.
`timestamp`	`long`	The current time at our endpoint.

Pagination

Pagination Example

{
  "result": "success",
  "time": "2018-06-14T17:19:40.303Z",
  "timestamp": 1528996780303,
  "query": {...},
  "data": [...],
  "continuation_token": "ab25lIG1vcmUgYmVlciBpcyBvbmUgbW9yZSBiZWVyIHRvbyBtYW55",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v1/trades.v1/exchanges/bfnx/spot/btc-usd/trades?continuation_token=ab25lIG1vcmUgYmVlciBpcyBvbmUgbW9yZSBiZWVyIHRvbyBtYW55"
}

For queries that result in a larger dataset than can be returned in a single response, a continuation_token field is included. Calling the same endpoint again with the continuation_token query parameter added will return the next result page. For convenience, a next_url field is also included, containing a URL that can be called directly to get the next page. Paginated endpoints also takes a page_size parameter that specifies the maximum number of items that should be included in each response. Only the first call should include page_size, all subsequent calls should only use continuation_token. Paginating over a request with version set to latest will preserve the current version across subsequent pagination requests.

Parameters

Parameter	Required	Description
`continuation_token`	No
`page_size`	No	Maximum number of records to return in one response

Errors

All API responses are in JSON format. A result field, with a value of success or error is returned with each request. In the event of an error, a message field will provide an error message.

HTTP error codes

The Kaiko platform API uses the following error codes:

Error Code	Meaning
400	Bad Request
401	Unauthorized -- You are not authenticated properly. See Authentication.
403	Forbidden -- You don't have access to the requested resource.
404	Not Found
405	Method Not Allowed
406	Not Acceptable
429	Too Many Requests -- Rate limit exceeded. Contact us if you think you have a need for more.
500	Internal Server Error -- We had a problem with our service. Try again later.
503	Service Unavailable -- We're temporarily offline for maintenance.

Historical Trades

Request Example

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://<eu|us>.market-api.kaiko.io/v1/data/trades.v1/exchanges/bfnx/spot/btc-usd/trades'

Response Example

{
  "result": "success",
  "time": "2018-06-14T17:37:22.002Z",
  "timestamp": 1528997842002,
  "data": [
    {
      "timestamp": 1417412036761,
      "trade_id": "1",
      "price": "300.0",
      "amount": "0.01",
      "taker_side_sell": true
    },
    {
      "timestamp": 1417412423076,
      "trade_id": "2",
      "price": "300.0",
      "amount": "0.01",
      "taker_side_sell": false
    },
    /* ... */
  ],
  "query": {
    "commodity": "trades",
    "data_version": "v1",
    "page_size": 100,
    "exchange": "bfnx",
    "instrument_class": "spot",
    "instrument": "btc-usd",
    "request_time": "2018-06-14T17:37:21.935Z"
  },
  "continuation_token": "9TlmYybkMWHnGLeD5csn9bShMGrNWXLiwGw3HiFbozEB6DHGa3532SeG4wjfTqFYVX8TVLbz87Kb9zMvGbjwbafRpkWPmnETeVsXCFyiqDrxNvfw4jNnZPhwQiqtbCWbMsT6N7cLXWXVni8faCDFbtgES49PRwr4VCFXA4NgrqMT6HUnCSEb4U",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v1/data/trades.v1/exchanges/bfnx/spot/btc-usd/trades?continuation_token=9TlmYybkMWHnGLeD5csn9bShMGrNWXLiwGw3HiFbozEB6DHGa3532SeG4wjfTqFYVX8TVLbz87Kb9zMvGbjwbafRpkWPmnETeVsXCFyiqDrxNvfw4jNnZPhwQiqtbCWbMsT6N7cLXWXVni8faCDFbtgES49PRwr4VCFXA4NgrqMT6HUnCSEb
}

This endpoint retrieves trades for an instrument on a specific exchange. By default returns the 100 first trades in our dataset. Trades are sorted by time, ascendingly. Note that taker_side_sell can be null in the cases where this information was not available at collection.

HTTP request

GET https://<eu|us>.market-api.kaiko.io/v1/data/{commodity}.{data_version}/exchanges/{exchange}/{instrument_class}/{instrument}/trades{?start_time,end_time,page_size,continuation_token}

Parameters

Parameter	Required	Description
`continuation_token`	No	See Pagination.
`end_time`¹	No	Ending time in ISO 8601 (exclusive).
`exchange`	Yes	Exchange `code`. See Exchanges Reference Data Endpoint.
`instrument_class`	Yes	Instrument `class`. See Instruments Reference Data Endpoint.
`instrument`	Yes	Instrument `code`. See Instruments Reference Data Endpoint.
`page_size`¹	No	See Pagination (min: 1, default: 100, max: 100000).
`start_time`¹	No	Starting time in ISO 8601 (inclusive).
`commodity`	Yes	The data commodity.
`data_version`	Yes	The data version. (v1, v2 ... or latest)

¹: When paginating, these parameters should only be included in the first request. For subsequent requests, they are encoded in the continuation token.

Recent Trades

Request Example

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://<eu|us>.market-api.kaiko.io/v1/data/trades.v1/exchanges/krkn/spot/eth-eur/trades/recent'

Response Example

{
  "query": {
    "commodity": "trades",
    "data_version": "v1",
    "exchange": "krkn",
    "instrument_class": "spot",
    "instrument": "eth-eur",
    "limit": 100
  },
  "time": "2018-10-17T13:08:31.059Z",
  "timestamp": 1539781711059,
  "data": [
    {
      "timestamp": 1539781665641,
      "trade_id": "1a1e635ee192480354126a8f58c64cf63f2ac3a18f12f5988aee87175f627721",
      "price": "176.37000",
      "amount": "0.23696093",
      "taker_side_sell": true
    },
    {
      "timestamp": 1539781626679,
      "trade_id": "4293c3f923fbe8b7b315f9c167f9c5e355cc1d00663a6d5bc9ac0358b086f404",
      "price": "176.37000",
      "amount": "0.23354822",
      "taker_side_sell": true
    },
    /* ... */
  ],
  "result": "success"
}

This endpoint retrieves the most recent trades for an instrument on a specific exchange. By default returns the 100 most recent trades. This endpoint does not support pagination. Trades are sorted by time, descendingly. Note that taker_side_sell can be null in the cases where this information was not available at collection.

HTTP request

GET https://<eu|us>.market-api.kaiko.io/v1/data/{commodity}.{data_version}/exchanges/{exchange}/{instrument_class}/{instrument}/trades/recent{?limit}

Parameters

Parameter	Required	Description
`exchange`	Yes	Exchange `code`. See Exchanges Reference Data Endpoint.
`instrument_class`	Yes	Instrument `class`. See Instruments Reference Data Endpoint.
`instrument`	Yes	Instrument `code`. See Instruments Reference Data Endpoint.
`limit`	No	Maximum number of results (min: 1, default: 100, max: 10000).
`commodity`	Yes	The data commodity.
`data_version`	Yes	The data version. (v1, v2 ... or latest)

OHLCV (Candles)

Request Example

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://<eu|us>.market-api.kaiko.io/v1/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/ohlcv'

Response Example

{
  "query": {
    "commodity": "trades",
    "data_version": "v1",
    "page_size": 100,
    "exchange": "bfnx",
    "instrument_class": "spot",
    "instrument": "xmr-usd",
    "interval": "1d",
    "aggregation": "ohlcv",
    "request_time": "2018-10-17T13:11:00.639Z"
  },
  "time": "2018-10-17T13:11:00.846Z",
  "timestamp": 1539781860846,
  "data": [
    {
      "timestamp": 1502236800000,
      "open": "50.234",
      "high": "51.28",
      "low": "48.738",
      "close": "50.933",
      "volume": "1318.12560081"
    },
    {
      "timestamp": 1502323200000,
      "open": "51.066",
      "high": "51.304",
      "low": "49.183",
      "close": "49.183",
      "volume": "9085.47277432"
    },
    /* ... */
  ],
  "result": "success",
  "continuation_token": "55QOpMjUTsSBQxZgCLKKvfkh8FcejpPWuA8s23ojTM4j32BQrAWtLFFcTzcRquQYfqtXHGL5CDA9FVkoisYPPprZYz5rxPUuKzjwK6h8oNcGJvZjXWJimSZLZhFd7F8sq5cRyrysJ36C9M9z57mhDKfQVSRsZKEbkw3Vmngsb5smqBxfHUzkdkS11WNnqnS4yRcJ5Sq9JMAX",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v1/data/trades.v1/exchanges/bfnx/spot/xmr-usd/aggregations/ohlcv?continuation_token=55QOpMjUTsSBQxZgCLKKvfkh8FcejpPWuA8s23ojTM4j32BQrAWtLFFcTzcRquQYfqtXHGL5CDA9FVkoisYPPprZYz5rxPUuKzjwK6h8oNcGJvZjXWJimSZLZhFd7F8sq5cRyrysJ36C9M9z57mhDKfQVSRsZKEbkw3Vmngsb5smqBxfHUzkdkS11WNnqnS4yRcJ5Sq9JMAX"
}

This endpoint retrieves aggregated history for an instrument on an exchange. Returns the earliest available intervals by default. The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. Values are sorted by time, ascendingly.

HTTP request

GET https://<eu|us>.market-api.kaiko.io/v1/data/{commodity}.{data_version}/exchanges/{exchange}/{instrument_class}/{instrument}/aggregations/ohlcv{?interval,start_time,end_time,page_size,continuation_token}

Parameters

Parameter	Required	Description
`continuation_token`	No	See Pagination.
`end_time`¹	No	Ending time in ISO 8601 (exclusive).
`exchange`	Yes	Exchange `code`.
`instrument_class`	Yes	Instrument `class`. See Instruments Reference Data Endpoint.
`instrument`	Yes	Instrument `code`. See Instruments Reference Data Endpoint.
`interval`	No	Interval period. Default `1d`.
`page_size`¹	No	See Pagination (min: 1, default: 100, max: 100000).
`start_time`¹	No	Starting time in ISO 8601 (inclusive).
`commodity`	Yes	The data commodity.
`data_version`	Yes	The data version. (v1, v2 ... or latest)

¹: When paginating, these parameters should only be included in the first request. For subsequent requests, they are encoded in the continuation token.

Fields

Field	Description
`open`	Opening price of interval.
`high`	Highest price during interval.
`low`	Lowest price during interval.
`close`	Closing price of interval.
`volume`	Volume traded in interval.

Intervals

The following intervals are currently supported: 1m, 2m, 3m, 5m, 10m, 15m, 30m, 1h, 2h, 3h, 4h, 1d.

VWAP (Prices)

Request Example

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://<eu|us>.market-api.kaiko.io/v1/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/vwap'

Response Example

{
  "query": {
    "commodity": "trades",
    "data_version": "v1",
    "page_size": 100,
    "exchange": "cbse",
    "instrument_class": "spot",
    "instrument": "btc-usd",
    "interval": "1d",
    "aggregation": "vwap",
    "request_time": "2018-10-17T12:39:58.365Z"
  },
  "time": "2018-10-17T12:39:58.542Z",
  "timestamp": 1539779998542,
  "data": [
    {
      "timestamp": 1417392000000,
      "price": "345.24557275909663315035096473307477923471334550072"
    },
    {
      "timestamp": 1417478400000,
      "price": "377.99517104491927319230564288378536793307401289498"
    },
    /* ... */
  ],
  "result": "success",
  "continuation_token": "55qoNvASfrVdCIjrF8Ygw6TVJ4yamzUyeL9QXAmvWZZur3iaKoPcVBW1V4unNJi2zMjojbsYr9Pgt9XFCUpnAiuBiECm8X4cedvYc9t2WxHXnHKjgAp2wRAeV8ZPUSj8WNgpWTCBVymGaQZPj3oMDZwVeCPyuTLFdVPfTXVjZA94BtHeBmghoPv92JtWxN3yRvCkrw79hJBu",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v1/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/vwap?continuation_token=55qoNvASfrVdCIjrF8Ygw6TVJ4yamzUyeL9QXAmvWZZur3iaKoPcVBW1V4unNJi2zMjojbsYr9Pgt9XFCUpnAiuBiECm8X4cedvYc9t2WxHXnHKjgAp2wRAeV8ZPUSj8WNgpWTCBVymGaQZPj3oMDZwVeCPyuTLFdVPfTXVjZA94BtHeBmghoPv92JtWxN3yRvCkrw79hJBu"
}

This endpoint retrieves aggregated price history for an instrument on an exchange. Returns the earliest available intervals by default. The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. Values are sorted by time, ascendingly.

HTTP request

GET https://<eu|us>.market-api.kaiko.io/v1/data/{commodity}.{data_version}/exchanges/{exchange}/{instrument_class}/{instrument}/aggregations/vwap{?interval,start_time,end_time,page_size,continuation_token}

Parameters

Parameter	Required	Description
`continuation_token`	No	See Pagination.
`end_time`¹	No	Ending time in ISO 8601 (exclusive).
`exchange`	Yes	Exchange `code`.
`instrument_class`	Yes	Instrument `class`. See Instruments Reference Data Endpoint.
`instrument`	Yes	Instrument `code`. See Instruments Reference Data Endpoint.
`interval`	No	Interval period. Default `1d`.
`page_size`¹	No	See Pagination (min: 1, default: 100, max: 100000).
`start_time`¹	No	Starting time in ISO 8601 (inclusive).
`commodity`	Yes	The data commodity. (`trades`)
`data_version`	Yes	The data version. (`v1`, `v2` ... or `latest`)

¹: When paginating, these parameters should only be included in the first request. For subsequent requests, they are encoded in the continuation token.

Fields

Field	Description
`price`	Volume-weighted average price.

Intervals

The following intervals are currently supported: 1m, 2m, 3m, 5m, 10m, 15m, 30m, 1h, 2h, 3h, 4h, 1d.

COUNT OHLCV VWAP

Request Example

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://<eu|us>.market-api.kaiko.io/v1/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/count_ohlcv_vwap'

Response Example

{
  "query": {
    "commodity": "trades",
    "data_version": "v1",
    "page_size": 100,
    "exchange": "bfnx",
    "instrument_class": "spot",
    "instrument": "xmr-usd",
    "interval": "1d",
    "aggregation": "count_ohlcv_vwap",
    "request_time": "2018-10-17T13:11:00.639Z"
  },
  "time": "2018-10-17T13:11:00.846Z",
  "timestamp": 1539781860846,
  "data": [
    {
      "timestamp": 1502236800000,
      "trade_count": 4313113,
      "open": "50.234",
      "high": "51.28",
      "low": "48.738",
      "close": "50.933",
      "volume": "1318.12560081",
      "price": "345.24557275909663315035096473307477923471334550072"
    },
    {
      "timestamp": 1502323200000,
      "trade_count": 4613353,
      "open": "51.066",
      "high": "51.304",
      "low": "49.183",
      "close": "49.183",
      "volume": "9085.47277432",
      "price": "377.99517104491927319230564288378536793307401289498"
    },
    /* ... */
  ],
  "result": "success",
  "continuation_token": "55QOpMjUTsSBQxZgCLKKvfkh8FcejpPWuA8s23ojTM4j32BQrAWtLFFcTzcRquQYfqtXHGL5CDA9FVkoisYPPprZYz5rxPUuKzjwK6h8oNcGJvZjXWJimSZLZhFd7F8sq5cRyrysJ36C9M9z57mhDKfQVSRsZKEbkw3Vmngsb5smqBxfHUzkdkS11WNnqnS4yRcJ5Sq9JMAX",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v1/data/trades.v1/exchanges/bfnx/spot/xmr-usd/aggregations/count_ohlcv_vwap?continuation_token=55QOpMjUTsSBQxZgCLKKvfkh8FcejpPWuA8s23ojTM4j32BQrAWtLFFcTzcRquQYfqtXHGL5CDA9FVkoisYPPprZYz5rxPUuKzjwK6h8oNcGJvZjXWJimSZLZhFd7F8sq5cRyrysJ36C9M9z57mhDKfQVSRsZKEbkw3Vmngsb5smqBxfHUzkdkS11WNnqnS4yRcJ5Sq9JMAX"
}

HTTP request

GET https://<eu|us>.market-api.kaiko.io/v1/data/{commodity}.{data_version}/exchanges/{exchange}/{instrument_class}/{instrument}/aggregations/count_ohlcv_vwap{?interval,start_time,end_time,page_size,continuation_token}

Parameters

Parameter	Required	Description
`continuation_token`	No	See Pagination.
`end_time`¹	No	Ending time in ISO 8601 (exclusive).
`exchange`	Yes	Exchange `code`.
`instrument_class`	Yes	Instrument `class`. See Instruments Reference Data Endpoint.
`instrument`	Yes	Instrument `code`. See Instruments Reference Data Endpoint.
`interval`	No	Interval period. Default `1d`.
`page_size`¹	No	See Pagination (min: 1, default: 100, max: 100000).
`start_time`¹	No	Starting time in ISO 8601 (inclusive).
`commodity`	Yes	The data commodity.
`data_version`	Yes	The data version. (v1, v2 ... or latest)

¹: When paginating, these parameters should only be included in the first request. For subsequent requests, they are encoded in the continuation token.

Fields

Field	Description
`trade_count`	Then number of trades.
`open`	Opening price of interval.
`high`	Highest price during interval.
`low`	Lowest price during interval.
`close`	Closing price of interval.
`volume`	Volume traded in interval.

Intervals

The following intervals are currently supported: 1m, 2m, 3m, 5m, 10m, 15m, 30m, 1h, 2h, 3h, 4h, 1d.

Future development

We are continously extending the feature set across all our products. We are very happy to receive your feedback on our services and documentation. Do you have a proposal on how we can make your day better? Give us a shout! :)