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)

In addition, Kaiko also offers a WebSocket Market Data API:

WebSocket Market Data API (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.

Instrument Selection

Kaiko's instruments can be selected and filtered using globbing patterns, constructed from a set of parameters with optional wildcards. A single string can be used to select an arbitrary set of instruments. This process can be used to subscribe to feeds through Kaiko's WebSocket Market Data API. See Subscriptions.

Glob Patterns Examples

Assumption: Available Instruments for the subsequent examples:

[
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "btc-usd"
  },
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "eth-usd"
  },
  {
    "exchange": "cbse", "instrument_class": "spot", "instrument": "eth-btc"
  },
  {
    "exchange": "okex", "instrument_class": "future", "instrument": "btc_usd__this_week"
  }
]

btc-usd spot market for krkn exchange: krkn:spot:btc-usd

[
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "btc-usd"
  }
]

The general format for passing a glob pattern is as follows:

pattern = <exchange>:<instrument_class>:<instrument>

Parameter	Description
`exchange`	List¹ of Exchange `code`. See Exchanges Reference Data Endpoint.
`instrument_class`	List¹ of Instrument `class`. See Instruments Reference Data Endpoint.
`instrument`	List¹ of Instrument `code`. See Instruments Reference Data Endpoint.

¹: Lists are comma separated

Wildcard

All spot markets for krkn exchange: krkn:spot:*

[
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "btc-usd"
  },
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "eth-usd"
  }
]

All instruments for krkn that have btc as part of the instrument code: krkn:*:*btc*

[
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "btc-usd"
  }
]

Kaiko Instrument Globbing allows the use of the wildcard *.

It can replace any parameter of the pattern:

<exchange>:<instrument_class>:*
<exchange>:*:<instrument>
*:<instrument_class>:<instrument>

It can also be used inside a parameter:

instrument: btc-* will match all instruments with btc as base asset.

Cartesian Product of Patterns

All krkn and okex instruments that have usd as part of the instrument code: krkn,okex:*:*usd*

[
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "btc-usd"
  },
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "eth-usd"
  },
  {
    "exchange": "okex", "instrument_class": "future", "instrument": "btc_usd__this_week"
  }
]

If the params lists contain more than one element, the resulting pattern will be constructed as a cartesian product of each element of the lists, i.e:

pattern = exchange1,exchange2:instrument_class:instrument1,instrument2

will be equivalent to the union of 4 patterns:

pattern1 = exchange1:instrument_class:instrument1
pattern2 = exchange1:instrument_class:instrument2
pattern3 = exchange2:instrument_class:instrument1
pattern4 = exchange2:instrument_class:instrument2

Union of Patterns

All krkn and cbse instruments that have btc as part of the instrument code plus the krkn:spot:eth-usd instrument: krkn,cbse:*:*btc*+krkn:spot:eth-usd

[
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "btc-usd"
  },
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "eth-usd"
  },
  {
    "exchange": "cbse", "instrument_class": "spot", "instrument ": "eth-btc"
  }
]

Multiple patterns can also be combined with the + operator:

pattern = pattern1+pattern2

where:

pattern1 = <exchange1>:<instrument_class1>:<instrument1>
pattern2 = <exchange2>:<instrument_class2>:<instrument2>

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

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.
`kaiko_legacy_slug`	Identifier used in past deliveries of historical market data.
`name`

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
`base_asset`¹	Base asset.
`class`	`spot`
`code`²	Kaiko identifier for the instrument. Always `base_asset-quote_asset` for `spot` instruments.
`exchange_code`	Exchange `code`.
`exchange_pair_code`²	Identifier for the instrument used by the exchange.
`kaiko_legacy_exchange_slug`	Exchange `kaiko_legacy_slug`.
`kaiko_legacy_symbol`	Identifier used in past deliveries of historical market data and Data Feed.
`quote_asset`¹	Quote asset.
`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 follows:
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

General

Base 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 and order_book_snapshots commodities 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": [ /* ... */ ],
  "access": {
    "access_range": {
      "start_timestamp": 1546300800000,
      "end_timestamp": 1577836800000
    },
    "data_range": {
      "start_timestamp": 1356998400000,
      "end_timestamp": 1577836800000
    }
  }
}

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.

An access object is also echoed back. It contains two ranges of timestamps:

access_range: The time range for which the Client has access to the API
data_range : The time range of data the Client is authorized to access

Key	Data type	Description
`access`	`{}`	Time ranges of accesses.
`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/data/trades.v1/exchanges/bfnx/spot/btc-usd/trades?continuation_token=ab25lIG1vcmUgYmVlciBpcyBvbmUgbW9yZSBiZWVyIHRvbyBtYW55",
  "access": {...}
}

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.

Trade data

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

{
  "query": {
    "data_version": "v1",
    "commodity": "trades",
    "page_size": 100,
    "exchange": "bfnx",
    "instrument_class": "spot",
    "instrument": "btc-usd",
    "request_time": "2019-01-22T15:47:47.655Z"
  },
  "time": "2019-01-22T15:47:47.721Z",
  "timestamp": 1548172067721,
  "data": [
    {
      "timestamp": 1364774869000,
      "trade_id": "63018",
      "price": "93.3",
      "amount": "80.62851795",
      "taker_side_sell": null
    },
    {
      "timestamp": 1364774893000,
      "trade_id": "63020",
      "price": "100.0",
      "amount": "20.0",
      "taker_side_sell": null
    },
  /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd28vrmb1cwaxfykuJBKAABhNi1Bfv1EY55P3QPSnYnm8VuX1LqLhA2d3yVfYgMKtfBYxJg7sHrkTfkQGysW23Lm9Lp9rsVpVk2Esmgz9VQZvNE4xWN8hh3LgLrCa7ty4B3YGCwtH",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v1/data/trades.v1/exchanges/bfnx/spot/btc-usd/trades?continuation_token=rbd28vrmb1cwaxfykuJBKAABhNi1Bfv1EY55P3QPSnYnm8VuX1LqLhA2d3yVfYgMKtfBYxJg7sHrkTfkQGysW23Lm9Lp9rsVpVk2Esmgz9VQZvNE4xWN8hh3LgLrCa7ty4B3YGCwtH",
  "access": {
    "access_range": {
      "start_timestamp": 1546300800000,
      "end_timestamp": 1577836800000
    },
    "data_range": {
      "start_timestamp": 1356998400000,
      "end_timestamp": 1577836800000
    }
  }
}

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
`commodity`	Yes	The data commodity.
`continuation_token`	No	See Pagination.
`data_version`	Yes	The data version. (v1, v2 ... or latest)
`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).

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": {
    "data_version": "v1",
    "commodity": "trades",
    "exchange": "krkn",
    "instrument_class": "spot",
    "instrument": "eth-eur",
    "limit": 100,
    "request_time": "2019-01-24T09:41:03.035Z"
  },
  "time": "2019-01-24T09:41:03.065Z",
  "timestamp": 1548322863065,
  "data": [
    {
      "timestamp": 1548322820041,
      "trade_id": "23f4328e31049e8175385fdee4492f12878cdcf22e1c1ab47cf013f767762aae",
      "price": "101.49000",
      "amount": "18.48254949",
      "taker_side_sell": true
    },
    {
      "timestamp": 1548322820035,
      "trade_id": "58f1981dcaef3c65389b2c5c1039fa88bb0b6f960ebc690f2ca0d46107f2d92f",
      "price": "101.50000",
      "amount": "11.00000000",
      "taker_side_sell": true
    },
  /* ... */
  ],
  "result": "success",
  "access": {
    "access_range": {
      "start_timestamp": 1546300800000,
      "end_timestamp": 1577836800000
    },
    "data_range": {
      "start_timestamp": 1356998400000,
      "end_timestamp": 1577836800000
    }
  }
}

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
`cont`	Yes	The data commodity.
`data_version`	Yes	The data version. (v1, v2 ... or latest)
`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).

SPOT price

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/spots/recent?pattern=bnce:*:*'

Response Example

{
    "query": {
        "data_version": "v1",
        "commodity": "trades",
        "pattern": "bnce:*:*",
        "page_size": 100,
        "request_time": "2019-04-16T13:48:13.248Z"
    },
    "time": "2019-04-16T13:48:13.934Z",
    "timestamp": 1555422493934,
    "data": [
        {
            "result": "success",
            "data": {
                "exchange": "bnce",
                "instrument": "ada-bnb",
                "timestamp": 1555422319378,
                "price": "0.00419000"
            }
        },
        {
            "result": "success",
            "data": {
                "exchange": "bnce",
                "instrument": "ada-btc",
                "timestamp": 1555422450041,
                "price": "0.00001608"
            }
        },
        /* ... */
 ],
    "result": "success",
    "continuation_token": "Nc7viLeeeVtRmqkNAbHxgRTMCyNXtyRonafwoEiz8eJi73GRybpzTEum6S6dHdznaNe5Zoi",
    "next_url": "https://us-staging-beta.market-api.kaiko.io/v1/data/trades.v1/exchanges/spots/recent?continuation_token=NztZ8SAshEsEiz8eJi73GRybpzTEum6S6dHdznaNe5Zoi",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

This endpoint retrieves the most recent price of all requested instruments that have actively traded within 24 hours. Using globbing patterns (see Instruments Selection), instruments can be selected and filtered by exchange, instrument_class, and instrument. By default, the most recent price of all actively trading instruments are returned.

HTTP request

GET https://<eu|us>.market-api.kaiko.io/v1/data/{commodity}.{data_version}/exchanges/spots/recent{?pattern,limit,start_time,end_time,continuation_token}

Parameters

Parameter	Required	Description
`commodity`	Yes	The data commodity.
`continuation_token`	No	See Pagination
`data_version`	Yes	The data version. (v1, v2 ... or latest)
`limit`	No	Maximum number of results (min: 1, default: 100, max: 10000).
`end_time`¹	No	Ending time in ISO 8601 (exclusive).
`page_size`¹	No	See Pagination (min: 1, default: 100, max: 100000).
`pattern`	No	The glob pattern specifying exchange, class and instrument. See Kaiko's Instruments Globbing.
`start_time`¹	No	Starting time in ISO 8601 (inclusive).

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

Order Book data

Recent Order Book Snapshot (ALPHA-RELEASE)

Request Example

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

Response Example

{  
  "query":{  
    "data_version":"v1",
    "commodity":"order_book_snapshots",
    "exchange":"krkn",
    "instrument_class":"spot",
    "instrument":"eth-eur",
    "request_time":"2019-01-24T09:41:03.035Z"
  },
  "time":"2019-03-06T13:57:03.065Z",
  "timestamp":1551877023065,
  "data":{  
    "asks":[  
      [  
        "3849.45",
        "0.000097"
      ],
      [  
        "3849.47",
        "0.377883"
      ],
      /* ... */
    ],
    "bids":[  
      [  
        "3849.16",
        "0.000089"
      ],
      [  
        "3848.38",
        "0.455536"
      ],
      /* ... */
    ],
    "time":"2019-03-06T13:55:53.000+00:00",
    "timestamp":1551880553973
  },
  "result":"success",
  "access":{  
    "access_range":{  
      "start_timestamp":1546300800000,
      "end_timestamp":1577836800000
    },
    "data_range":{  
      "start_timestamp":1356998400000,
      "end_timestamp":1577836800000
    }
  }
}

This endpoint retrieves the most recent order book snapshot for an instrument on a specific exchange. The number of bids and asks can vary depending on the maximum order book size supported by the exchange. This endpoint does not support pagination. Asks and bids are sorted by price, from best to worst. time and timestamp represent the time and timestamp at which the snapshot was taken.

HTTP request

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

Parameters

Parameter	Required	Description
`commodity`	Yes	The data commodity.
`data_version`	Yes	The data version. (v1, v2 ... or latest)
`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.

Order Book Quotes (ALPHA-RELEASE)

Request Example

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

Response Example

{
  "query": {
    "data_version": "v1",
    "commodity": "order_book_snapshots",
    "exchange": "krkn",
    "instrument_class": "spot",
    "instrument": "eth-eur",
    "request_time": "2019-01-24T09:41:03.035Z"
  },
  "time": "2019-03-06T13:57:03.065Z",
  "timestamp": 1551877023065,
  "data": {
    "best_ask": {
      "price": "3849.45",
      "amount": "0.000097"
    },
    "best_bid": {
      "price": "3849.16",
      "amount": "0.000089"
    },
    "spread": "0.29",
    "time": "2019-03-06T13:55:53.000+00:00",
    "timestamp": 1551880553973
  },
  "result": "success",
  "access": {
    "access_range": {
      "start_timestamp": 1546300800000,
      "end_timestamp": 1577836800000
    },
    "data_range": {
      "start_timestamp": 1356998400000,
      "end_timestamp": 1577836800000
    }
  }
}

This endpoint retrieves the order book quotes (best bid and ask) and spread for an instrument on a specific exchange. This endpoint does not support pagination. time and timestamp represent the time and timestamp at which the snapshot was taken.

HTTP request

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

Parameters

Parameter	Required	Description
`commodity`	Yes	The data commodity.
`data_version`	Yes	The data version. (v1, v2 ... or latest)
`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.

Aggregates

Historical 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": {
    "data_version": "v1",
    "commodity": "trades",
    "page_size": 100,
    "exchange": "krkn",
    "instrument_class": "spot",
    "instrument": "btc-usd",
    "interval": "1d",
    "aggregation": "ohlcv",
    "request_time": "2019-01-22T15:56:32.165Z"
  },
  "time": "2019-01-22T15:56:32.277Z",
  "timestamp": 1548172592277,
  "data": [
    {
      "timestamp": 1381017600000,
      "open": "122.0",
      "high": "122.0",
      "low": "122.0",
      "close": "122.0",
      "volume": "0.1"
    },
    {
      "timestamp": 1381104000000,
      "open": "123.61",
      "high": "123.61",
      "low": "123.61",
      "close": "123.61",
      "volume": "0.1"
    },
  /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd2bcDp35GmDscQbvZ9YzQHZJkT3jdeFx9fSBDdVmcCZaHvQRTCTfmfQ6QCrvDNp5ciRRuGPTedVL5LMZv1qmSXhRpZFbpvBW2uA62RSYpfJ1hVykJKZfhtmXXrxz",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v1/data/trades.v1/exchanges/krkn/spot/btc-usd/aggregations/ohlcv?continuation_token=rbd2bcDp35GmDqdfaz3fZJkT3jdeFx9fSBDdVmcCZaHvQRTCTfmfQ6QCrvDNp5ciRRuGPTedVL5LMZv1qmSXhRpZFbpvBW2uA62RSYpfJ1hVykJKZfhtmXXrxz",
  "access": {
    "access_range": {
      "start_timestamp": 1546300800000,
      "end_timestamp": 1577836800000
    },
    "data_range": {
      "start_timestamp": 1356998400000,
      "end_timestamp": 1577836800000
    }
  }
}

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
`commodity`	Yes	The data commodity.
`continuation_token`	No	See Pagination.
`data_version`	Yes	The data version. (v1, v2 ... or latest)
`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).

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.

Recent OHLCV (ALPHA-RELEASE)

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/recent'

Response Example

{
  "query": {
      "data_version": "v1",
      "commodity": "trades",
      "exchange": "cbse",
      "instrument_class": "spot",
      "instrument": "btc-usd",
      "interval": "1d",
      "limit": 100,
      "aggregation": "ohlcv",
      "request_time": "2019-03-26T16:41:17.184Z"
  },
  "time": "2019-03-26T16:41:17.254Z",
  "timestamp": 1553618477254,
  "data": [
      {
          "timestamp": 1553472000000,
          "open": "3969.52",
          "high": "3976.47",
          "low": "3858.0",
          "close": "3908.0",
          "volume": "6336.1390175"
      },
      {
          "timestamp": 1553385600000,
          "open": "3982.45",
          "high": "3982.45",
          "low": "3946.0",
          "close": "3969.06",
          "volume": "2699.17228833"
      },
  /* ... */
  ],
  "result": "success",
  "access": {
    "access_range": {
      "start_timestamp": null,
      "end_timestamp": null
    },
    "data_range": {
      "start_timestamp": null,
      "end_timestamp": null
    }
  }
}

This endpoint retrieves the most recent OHLCV data points for an instrument on an exchange, up to 10000 values. The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. Values are sorted by time, descendingly. Please note that periods for which no data present won't be returned.

HTTP request

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

Parameters

Parameter	Required	Description
`commodity`	Yes	The data commodity.
`data_version`	Yes	The data version. (v1, v2 ... or latest)
`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`.
`limit`	No	Maximum number of results (min: 1, default: 100, max: 10000).

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.

Recent OHLCV Period (ALPHA-RELEASE)

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/recent_period'

Response Example

{
    "query": {
        "data_version": "v1",
        "commodity": "trades",
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "period": "1d",
        "aggregation": "ohlcv",
        "request_time": "2019-03-28T09:34:31.156Z"
    },
    "time": "2019-03-28T09:34:31.207Z",
    "timestamp": 1553765671207,
    "data": [
        {
            "timestamp": 1553644800000,
            "open": "3919.0",
            "high": "4037.3",
            "low": "3913.0",
            "close": "4025.8",
            "volume": "4241.28435209"
        }
    ],
    "result": "success",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

This endpoint retrieves the most recent OHLCV data points for an instrument on an exchange, for a predetermined period. The period parameter is suffixed with a d, M or Yto specify days, months or years, respectively. The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. The maximum number of values is 10000. Consequently, requests with a broad period and a high granularity (for instance 1Y period with 1m interval) will return a too many data points requested error.

HTTP request

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

Parameters

Parameter	Required	Description
`commodity`	Yes	The data commodity.
`data_version`	Yes	The data version. (v1, v2 ... or latest)
`exchange`	Yes	Exchange `code`. See Instruments Reference Data Endpoint.
`instrument_class`	Yes	Instrument `class`. See Instruments Reference Data Endpoint.
`instrument`	Yes	Instrument `code`. See Instruments Reference Data Endpoint.
`period`	No	Period for which to return data. Default `1d`.
`interval`	No	Interval period. Default `1d`.

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.

Periods

The following periods are currently supported: 1d, 5d, 1M, 3M, 6M, 1Y.

Intervals

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

Historical 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",
  "access": {
    "access_range": {
      "start_timestamp": 1546300800000,
      "end_timestamp": 1577836800000
    },
    "data_range": {
      "start_timestamp": 1417391000000,
      "end_timestamp": 1577836800000
    }
  }
}

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
`commodity`	Yes	The data commodity. (`trades`)
`continuation_token`	No	See Pagination.
`data_version`	Yes	The data version. (`v1`, `v2` ... or `latest`)
`end_time`¹	No	Ending time in ISO 8601 (exclusive).
`exchange`	Yes	Exchange `code`. See Instruments Reference Data Endpoint.
`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).

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.

Recent VWAP (ALPHA-RELEASE)

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/recent'

Response Example

{
  "query": {
      "data_version": "v1",
      "commodity": "trades",
      "exchange": "cbse",
      "instrument_class": "spot",
      "instrument": "btc-usd",
      "interval": "1d",
      "limit": 100,
      "aggregation": "vwap",
      "request_time": "2019-03-26T17:28:38.618Z"
  },
  "time": "2019-03-26T17:28:38.685Z",
  "timestamp": 1553621318685,
  "data": [
      {
          "timestamp": 1553472000000,
          "price": "3928.9568246175739625018415246600135064034680485923"
      },
      {
          "timestamp": 1553385600000,
          "price": "3965.9951286706028183476597215069186024122061752599"
      },
    /* ... */
  ],
  "result": "success",
  "access": {
    "access_range": {
      "start_timestamp": null,
      "end_timestamp": null
    },
    "data_range": {
      "start_timestamp": null,
      "end_timestamp": null
    }
  }
}

This endpoint retrieves the most recent VWAP data points for an instrument on an exchange, up to 10000 values. The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. Values are sorted by time, descendingly. Please note that periods for which no data present won't be returned.

HTTP request

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

Parameters

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

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.

Recent VWAP Period (ALPHA-RELEASE)

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/recent_period'

Response Example

{
    "query": {
        "data_version": "v1",
        "commodity": "trades",
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "period": "1d",
        "aggregation": "vwap",
        "request_time": "2019-03-28T10:02:01.921Z"
    },
    "time": "2019-03-28T10:02:01.985Z",
    "timestamp": 1553767321985,
    "data": [
        {
            "timestamp": 1553644800000,
            "price": "3992.814087455413018280226080996980900541674343968"
        }
    ],
    "result": "success",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

This endpoint retrieves the most recent VWAP data points for an instrument on an exchange, for a predetermined period. The period parameter is suffixed with a d, M or Yto specify days, months or years, respectively. The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. The maximum number of values is 10000. Consequently, requests with a broad period and a high granularity (for instance 1Y period with 1m interval) will return a too many data points requested error.

HTTP request

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

Parameters

Parameter	Required	Description
`commodity`	Yes	The data commodity.
`data_version`	Yes	The data version. (v1, v2 ... or latest)
`exchange`	Yes	Exchange `code`.See Instruments Reference Data Endpoint.
`instrument_class`	Yes	Instrument `class`. See Instruments Reference Data Endpoint.
`instrument`	Yes	Instrument `code`. See Instruments Reference Data Endpoint.
`period`	No	Period for which to return data. Default `1d`.
`interval`	No	Interval period. Default `1d`.

Fields

Field	Description
`price`	Volume-weighted average price.

Periods

The following periods are currently supported: 1d, 5d, 1M, 3M, 6M, 1Y.

Intervals

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

Historical 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": "2019-01-22T12:24:01.258Z",
    "timestamp": 1548159841258,
    "data": [
    {
      "timestamp": 1417392000000,
      "count": 4,
      "open": "300.0",
      "high": "370.0",
      "low": "300.0",
      "close": "370.0",
      "volume": "0.05655554",
      "price": "345.24557275909663315035096473307477923471334550072"
    },
    {
      "timestamp": 1417478400000,
      "count": 8,
      "open": "377.0",
      "high": "378.0",
      "low": "377.0",
      "close": "378.0",
      "volume": "15.0136",
      "price": "377.99517104491927319230564288378536793307401289498"
    },
    /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd1XbkjMwv2SyUfvJwsqFGmCKzg3WToTvqigui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v1/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/count_ohlcv_vwap?continuation_token=rbd1XbkjMwv2SyUfvJwsui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "access": {
    "access_range": {
      "start_timestamp": 1546300800000,
      "end_timestamp": 1577836800000
    },
    "data_range": {
      "start_timestamp": 1417391000000,
      "end_timestamp": 1577836800000
    }
  }
}

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
`commodity`	Yes	The data commodity.
`continuation_token`	No	See Pagination.
`data_version`	Yes	The data version. (v1, v2 ... or latest)
`end_time`¹	No	Ending time in ISO 8601 (exclusive).
`exchange`	Yes	Exchange `code`.See Instruments Reference Data Endpoint.
`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).

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.

Recent COUNT OHLCV VWAP (ALPHA-RELEASE)

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/recent'

Response Example

{
  "query": {
      "data_version": "v1",
      "commodity": "trades",
      "exchange": "cbse",
      "instrument_class": "spot",
      "instrument": "btc-usd",
      "interval": "1d",
      "limit": 100,
      "aggregation": "count_ohlcv_vwap",
      "request_time": "2019-03-26T17:29:39.794Z"
  },
  "time": "2019-03-26T17:29:39.859Z",
  "timestamp": 1553621379859,
  "data": [
      {
          "timestamp": 1553472000000,
          "count": 36899,
          "open": "3969.52",
          "high": "3976.47",
          "low": "3858.0",
          "close": "3908.0",
          "volume": "6336.1390175",
          "price": "3928.9568246175739625018415246600135064034680485923"
      },
      {
          "timestamp": 1553385600000,
          "count": 31363,
          "open": "3982.45",
          "high": "3982.45",
          "low": "3946.0",
          "close": "3969.06",
          "volume": "2699.17228833",
          "price": "3965.9951286706028183476597215069186024122061752599"
      },
    /* ... */
  ],
  "result": "success",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
    }
  }
}

This endpoint retrieves the most recent Count OHLCV VWAP data points for an instrument on an exchange, up to 10000 values. The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. Values are sorted by time, descendingly. Please note that periods for which no data present won't be returned.

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}

Parameters

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

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.

Recent COUNT OHLCV VWAP Period (ALPHA-RELEASE)

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/recent_period'

Response Example

{
    "query": {
        "data_version": "v1",
        "commodity": "trades",
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "period": "1d",
        "aggregation": "count_ohlcv_vwap",
        "request_time": "2019-03-28T10:05:13.300Z"
    },
    "time": "2019-03-28T10:05:13.428Z",
    "timestamp": 1553767513428,
    "data": [
        {
            "timestamp": 1553644800000,
            "count": 9568,
            "open": "3919.0",
            "high": "4037.3",
            "low": "3913.0",
            "close": "4025.8",
            "volume": "4241.28435209",
            "price": "3992.814087455413018280226080996980900541674343968"
        }
    ],
    "result": "success",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

This endpoint retrieves the most recent COUNT OHLCV VWAP data points for an instrument on an exchange, for a predetermined period. The period parameter is suffixed with a d, M or Yto specify days, months or years, respectively. The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. The maximum number of values is 10000. Consequently, requests with a broad period and a high granularity (for instance 1Y period with 1m interval) will return a too many data points requested error.

HTTP request

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

Parameters

Parameter	Required	Description
`commodity`	Yes	The data commodity.
`data_version`	Yes	The data version. (v1, v2 ... or latest)
`exchange`	Yes	Exchange `code`.See Instruments Reference Data Endpoint.
`instrument_class`	Yes	Instrument `class`. See Instruments Reference Data Endpoint.
`instrument`	Yes	Instrument `code`. See Instruments Reference Data Endpoint.
`period`	No	Period for which to return data. Default `1d`.
`interval`	No	Interval period. Default `1d`.

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.

Periods

The following periods are currently supported: 1d, 5d, 1M, 3M, 6M, 1Y.

Intervals

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

Aggregated Price (Direct Exchange Rate)

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/spot_direct_exchange_rate/btc/usd?start_time=2019-04-01T14:30:01.306526Z&exchanges=cbse,bfnx&sources=true'

Response Example

{
  "query": {
      "data_version": "v1",
      "commodity": "trades",
      "start_time": "2019-04-01T14:30:01.306526Z",
      "page_size": 100,
      "interval": "1d",
      "quote_asset": "usd",
      "base_asset": "btc",
      "exchanges": [
        "cbse",
        "bfnx"
      ],
      "sources": "true",
      "request_time": "2019-04-19T15:07:58.312Z",
      "instruments": [
        "cbse:spot:btc-usd",
        "bfnx:spot:btc-usd"
      ],
      "start_timestamp": 1554129001306
  },
  "time": "2019-04-19T15:07:58.628Z",
  "timestamp": 1555686478628,
  "data": [
      {
          "timestamp": 1554163200000,
          "count": 196820,
          "volume": "87295.43661361",
          "price": "4740.4093255788025069466586284357500546253003304934",
          "sources": [
              {
                "timestamp": 1554163200000,
                "count": 93009,
                "volume": "33147.1777243",
                "price": "4691.4261615778743924149431359978765792555424446918",
                "exchange_code": "cbse",
                "class": "spot",
                "code": "btc-usd"
              },
              {
                "timestamp": 1554163200000,
                "count": 103811,
                "volume": "54148.25888931",
                "price": "4770.3946598433145887159011303569907228081941306301",
                "exchange_code": "bfnx",
                "class": "spot",
                "code": "btc-usd"
              }
          ]
      },
      {
          "timestamp": 1554249600000,
          "count": 224812,
          "volume": "81864.22103255",
          "price": "5071.3897096064964650482723101057632528630231040653",
          "sources": [
              {
                "timestamp": 1554249600000,
                "count": 119919,
                "volume": "37595.25563337",
                "price": "5060.9855583090699912471491320857686484860047127867",
                "exchange_code": "cbse",
                "class": "spot",
                "code": "btc-usd"
              },
              {
                "timestamp": 1554249600000,
                "count": 104893,
                "volume": "44268.96539918",
                "price": "5080.2253967328608796320084300252981948527928443473",
                "exchange_code": "bfnx",
                "class": "spot",
                "code": "btc-usd"
              }
          ]
      },
    /* ... */
],
    "result": "success",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

This endpoint generates an aggregated price for an asset pair across all exchanges with spot markets for the pair. Only asset combinations which are actively being traded on one of our covered exchanges are being taken into account for the calculation of the price. Unsupported asset combinations will return no data. To return data used as input for the calculation of the aggregated price, set the sources parameter to true.

HTTP request

GET https://<eu|us>.market-api.kaiko.io/v1/data/{commodity}.{data_version}/spot_direct_exchange_rate/{base_asset}/{quote_asset}/{?exchanges,start_time,end_time,interval,page_size,sources}

Parameters

Parameter	Required	Description
`base_asset`	Yes	The desired base asset `code`. See Instruments Reference Data Endpoint.
`commodity`	Yes	The data commodity.
`data_version`	Yes	The data version. (v1, v2 ... or latest)
`end_time`¹	No	Ending time in ISO 8601 (exclusive).
`exchanges`	No	List of exchanges' `code`. See Instruments Reference Data Endpoint.
`interval`	No	Interval period. Default `1d`.
`page_size`¹	No	See Pagination (min: 1, default: 100, max: 1000).
`quote_asset`	Yes	The desired quote asset `code`. See Instruments Reference Data Endpoint.
`start_time`¹	No	Starting time in ISO 8601 (inclusive).
`sources`	No	`boolean`. If `true`, returns all prices which were used to calculate aggregated price. Default is `false`

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

WebSocket Market Data API

Kaiko's WebSocket Market Data API provides a continuous stream of real-time, low latency market updates.

General Information

Protocol

The WebSocket protocol can be separated into two main parts:

The establishment of the connection with a HTTP request. See Connection.
The exchange of RPC messages between the client and the server. See RPC Messages.

Current API version

Kaiko WebSocket Market Data API's version is v2.

Message Format

All messages sent or received through the WebSocket API are encoded in JSON format.

Data Versioning

Data versioning for WebSocket is also available through the data_version parameter in the endpoint.

By setting the data_version to latest, you will get the most recent version. The resulting version is always included in results.

We recommend using the latest version explicitly in production integrations as the latest label might move at any time to a new version with breaking changes.

Commodities

WebSocket Market Data API endpoints also take the commodity parameter.

Two commodities are available :

trades
trades_ws

For both commodities, the latest data version is v1.

Trades Commodity

The trades commodity corresponds to the data from the polling collection feeding our Market Data API. Due to the nature of polling ingestion, trades will generally be published in batches in intervals. All exchanges are available for this commodity.

Trades_ws Commodity (ALPHA-RELEASE)

The trades_ws commodity corresponds to the data from our Websocket collection. Trades latency distribution is significantly lower compared to the trades commodity.

For the moment, trades_ws is available for the following exchanges:

Binance
BitFlyer
Bitfinex
Bitmex
Bitstamp
Coinbase
Gemini
HitBTC
Kraken
Poloniex

Subscriptions

To subscribe to topics' instruments, the client has two options:

At the HTTP level: Passing the subscriptions directly through the URL. See Subscription Endpoint.
At the RPC level: Sending a subscribe command once the WebSocket connection is established. See Subscribe Command.

Both options require a glob pattern to specify the desired instruments.

Endpoints

Base URL

Like for the Market Data API, the base URL for the WebSocket Market Data API endpoints is regionalized between the US and Europe:

wss://us.market-ws.kaiko.io
wss://eu.market-ws.kaiko.io

RPC Endpoint

The RPC Endpoint allows bidirectional communication between the Client and the Server:

Client can receive messages from the Server. See Server to Client.
Client can send messages to the Server. See Client to Server.

HTTP Request

GET wss://<us|eu>.market-ws.kaiko.io/v2/rpc

Subscription Endpoint

The Subscription Endpoint allows the Client to subscribe directly through the URL. On this endpoint, the communication is unidirectional:

Client can only receive messages from the Server. See Server to Client.

HTTP Request

GET wss://<us|eu>.market-ws.kaiko.io/v2/data/{commodity}.{data_version}/{pattern}

Parameter	Required	Description
`commodity`	Yes	The data commodity. See Commodities
`data_version`	Yes	The data version. (v1, v2 ... or latest). See Data Versioning
`pattern`	No	The subscription glob pattern. See Kaiko's Instruments Globbing.

Connection

Upgrading the Connection

Upgrade Header

Connection: Upgrade  
Upgrade: websocket

Sec-WebSocket-Key Header

Sec-WebSocket-Key: <key>

Sec-WebSocket-Key Header

Sec-WebSocket-Protocol: api_key, <client-api-key>

JavaScript Client Connection Example

const ws = new WebSocket('wss://<ws_api_hostname>/<endpoint>', ['api_key', '<client-api-key>']);

To connect, the Client must send an HTTP request to the server. This request must include:

An Upgrade header to notify the Server that the Client wishes to upgrade to a WebSocket connection
An Sec-WebSocket-Key header that the Server will use to prove that it received a valid WebSocket opening handshake.

To validate the upgrade and complete the handshake, the Server checks that both the Upgrade header and the Sec-WebSocket-Key are present.

Also, the Server verifies that the Client has the right to connect. To do so, the Client must pass an api_key in the Sec-WebSocket-Protocol header to authenticate itself.

If the connection is validated by the Server, it will return an HTTP 101 WebSocket Protocol Handshake status code to the Client. The HTTP connection is then upgraded to a WebSocket connection.

Starting from this point, RPC messages can be exchanged between the client and the server.

For more information about the opening handshake of the WebSocket protocol, please read the RFC 6455 Websocket standard.

HTTP Errors

The Kaiko WebSocket Market Data API uses the following error codes for the connection part:

Code	Name	Message	Meaning
`400`	`INVALID_ENDPOINT`	Invalid endpoint	You provided an invalid endpoint
`400`	`INVALID_GLOB_FORMAT`	Invalid glob format	You provided and invalid endpoint
`400`	`INVALID_COMMODITY_VERSION`	Invalid commodity version	You provided invalid commodity version
`401`	`NO_API_KEY`	No api key	You didn't provide an API key
`403`	`NOT_AUTHORIZED`	Not authorized	You provided an invalid API key
`403`	`UNAUTHORIZED_SUBSCRIPTIONS`	Unauthorized subscriptions	You provided unauthorized subscriptions
`404`	`SUBSCRIPTIONS_NOT_FOUND`	Subscriptions not found	You provided a glob pattern that returned no instrument
`404`	`DEPRECATED_API_VERSION`	Deprecated api version	You provided a deprecated api's version
`426`	`NOT_WEBSOCKET`	Not WebSocket	You provided an invalid WebSocket request
`500`	`INTERNAL_ERROR`	Internal error	We had a problem with our service. Try again later

RPC Messages

Once the connection has been upgraded to the WebSocket protocol, messages can be sent between the Client and the Server:

Client to Server
Server to Client
Error Messages

All messages should be in JSON format.

Note that the Client should expect a reconnect message at some point. When this happens, the Client will have some time to reconnect before the connection is actually closed.

Client to Server

Command Format

{
  "command": <command>,
  "args": {
    ...
  }
}

Clients can send commands to the Server. All commands should follow the same format.

A command can have one or more arguments. Arguments can have one or more parameters.

Subscribe Command Example

{
  "command": "subscribe",
  "args": {
    "subscriptions": {
      "topic": <topic>,
      "pattern": <pattern>,
      "data_version": <data_version>
    }
  }
}

The Client must send a subscription message once the connection is established.

The subscribe command has a subscriptions argument. This argument can have multiple parameters:

Parameter	Required	Description
`data_version`	No	The data version. (v1, v2 ... or latest). Defaulting to latest. See Data Versioning
`pattern`	Yes	The subscription glob pattern. See Kaiko's Instruments Globbing.
`topic`	Yes	The topic's type to subscribe to. This corresponds to the data commodity. See Commodities

Note that if the Client send multiple subscribe commands through the same WebSocket connection, previous commands will be overwritten and only the last command will be taken into account.

Server to Client

Message Format

{
  "event": <info/error/update>,
  "payload": {
    ...
  }
}

The Messages' types sent from the Server to the Client can be:

info
error
update

Subscribed Message

Subscribed Message Example

{
  "event": "info",
  "payload": {
    "message": "subscribed",
    "subscriptions_size": <subscriptions_size>,
    "total_size": <total_size>,
    "total_authorized_size": <total_authorized_size>,
    "requested_size": <requested_size>,
    "not_authorized_requested_size": <not_authorized_requested_size>
  }
}

The Client will receive a subscribed message when the subscription is successful. It will contain:

subscriptions_size: The number of instruments that the Client is subscribed to
total_size: The total number of instruments that is currently available at Kaiko
total_authorized_size: The total number of instruments that the Client has access to
requested_size: The number of instruments that the Client requested to subscribe to
not_authorized_requested_size: The number of instruments that the Client requested to subscribe to but didn't have the authorization

This is an info message type.

Heartbeat Message

Heartbeat Message Example

{
  "event": "info",
  "payload": {
    "message": "heartbeat",
    "ts": 1524241200000 // Current Server time
  }
}

The client will receive heartbeat messages once the connection is established. These messages will be sent each 1 second to notify the Client that the Server is alive and healthy.

This is an info message type.

Reconnect Message

Reconnect Message Example

{
  "event": "info",
  "payload": {
    "message": "reconnect"
  }
}

The Client should expect a reconnect message at some point. When this happens, the Client will have some time to reconnect before the connection is actually closed.

This is an info message type.

Closed Message

Closed Message Example

{
  "event": "info",
  "payload": {
    "message": "closed"
  }
}

The client will receive a closed message when the connection is closed from the Server. Note that there is no strict guarantee that a closed message will always be received before connections are closed.

This is an info message type.

Update Message

Update Message Example

{
  "event": "update",
  "payload": {
    "subscription": {
      "topic": "trades",
      "data_version": "v1",
      "exchange": "krkn",
      "instrument_class": "spot",
      "instrument": "eth-eur"
    },
    "data": [
      {
        "timestamp": 1539781665641,
        "trade_id": "1a1e635ee192480354126a8f58c64cf63f2ac3a18f12f5988aee87175f627721",
        "price": "176.37000",
        "amount": "0.23696093",
        "taker_side_sell": true
      }
    ]
  }
}

Once the subscription is acknowledged, updates will be broadcasted with update messages.

Error Messages

Error Messages Format

{
  "event": "error",
  "payload": {
    "name": <STRING_ERROR_CODE>
    "message": <message>
  }
}

error messages can be sent from the Server to the Client.
All messages have the same base format.

No RPC Message

No RPC Message Example

{
    "event": "error",
    "payload": {
        "name": "NO_RPC_MESSAGE",
        "message": No rpc message allowed when subscribing through the URL
    }
}

A no rpc message error should be sent if the Client send a message to the Server whereas he subscribed through the URL.

Invalid Command

Invalid Command Error Message Example

{
  "event": "error",
  "payload": {
    "name": "INVALID_COMMAND",
    "message": <reason>
  }
}

A invalid command error should be sent if the Client either provides: - A command message that has not the expected format - An unknown/not allowed command

The reason of the error should be passed to the message.

Command Message Timeout

Command Timeout Error Message Example

{
  "event": "error",
  "payload": {
    "name": "COMMAND_TIMEOUT",
    "message": "No valid command received. Timeout reached."
  }
}

A command timeout error should be sent if the Client doesn't provide a valid command message after 10 seconds. The connection is closed after this timeout.

Max Pending Messages Reached

Max Pending Messages Reached Error Message Example

{
  "event": "error",
  "payload": {
    "name": "MAX_PENDING_MESSAGES",
    "message": "Maximum number of pending messages exceeded <max_pending_mess>"
  }
}

We reserve the right to allow 1000 pending messages per client. Maximum number of pending messages exceeded error could be sent if the number of current pending messages exceeds this payload. Then, we close the connection.

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!