Analytics solutions

A comprehensive breakdown of Kaiko's Analytics endpoints.

Our analytics products leverage the foundation of our Market Data and DeFi products and build upon them to deliver cutting-edge analytics built with the same standards of traditional finance. The analytics provide insights into key market indicators including pricing, risk, volatility, and liquidity.

Our analytics products employ a unique blend of proprietary methodologies and aggregations of our own data sources to deliver unparalleled insights beyond what can be obtained from raw data products alone. This multidimensional approach allows us to glean valuable insights for the whole crypto market.

Aggregated Quotes

Aggregated Quotes provides a computed real-time price that considers the bids and best asks across a highly-vetted selection of exchanges, meaning you can get a comprehensive view of demand, without the need to monitor exchanges individually.

Delivery channels:

Kaiko Stream (expand for details)
  • Historical data: 72 hours via replay

  • Live data: Yes

  • Granularity: Every second

  • Coverage: The top 10 exchanges on the Kaiko Exchange Ranking

  • Limitations: Pricing is for specific trading pairs. If the pair doesn't belong to one of our vetted Exchanges (Top 10), the “unvetted” parameter needs to be set to “true” to get a price.

  • Methodology: 10s. Aggregation Period MidPrice + VWAP


Cross Prices

Cross Prices calculates a synthetic price when there is no liquidity (historic trades) between two assets (fiat or digital). Let's say, for example, there was no liquidity between NEXO and GBP, but you need a price. To calculate this, the liquidity engine will use a series of intermediary assets where there is liquidity (lots of trading history) to calculate the price for NEXO > GBP. To demonstrate how this calculation works, the engine might take the price for NEXO > BTC (where there is plenty of liquidity) and then the price of BTC > GBP (where there is also lots of liquidity) and combine the two to determine a robust synthetic price for NEXO > GBP. The engine will always use the path of highest liquidity, meaning several intermediary assets might be used. The methodology is developed with global tax and accounting standards in mind. Additionally, our robust price aggregation method reduces the impact of outliers in terms of volume and price, meaning you can trust the price returned.

Delivery channels:

BigQuery (expand for details)
Kaiko Rest API (expand for details)
Kaiko Stream (expand for details)

Implied Volatility

Assess future fluctuations of prices in the options market, manage your risk, and better price options contracts. Leverages IV Smile and IV Surface methods.

Delivery channels:

Kaiko Rest API (expand for details)

Market Metrics

Market Metrics enables seamless analysis, with the flexibility to focus on both individual assets and exchanges. Dive into granular trade, order book, and on-chain data to gain a comprehensive market outlook.

Delivery channels:

BigQuery (expand for details)
  • Historical data:

    • DEXs: Since Genesis

    • CEXs: Since 2010

  • Live data: No. T+1 Data is aggregated once a time periods closes. This means you need to wait for the current period to end before accessing the latest dataset. For instance, if it's currently 18:07, you'll need to wait until 19:00 for that hour's data to become available. Please note, if your request spans multiple hours, data will be returned up to the hour of request, excluding any activity that has occurred in the minutes that have passed since the last full hour. The same principle applies to requests spanning multiple days.

  • Granularity: 1h, 1d

  • Coverage:

  • Docs: BigQuery

Kaiko Rest API (expand for details)
  • Historical data:

    • DEXs: Since Genesis

    • CEXs: Since 2010

  • Live data: No. T+1 Data is aggregated once a time period closes. This means you need to wait for the current period to end before accessing the latest dataset. For instance, if it's currently 18:07, you'll need to wait until 19:00 for that hour's data to become available. For instance, if it's currently 18:07, you'll need to wait until 19:00 for that hour's data to become available. Please note, if your request spans multiple hours, data will be returned up to the hour of request, excluding any activity that has occurred in the minutes that have passed since the last full hour. The same principle applies to requests spanning multiple days.

  • Granularity: 1h, 1d

  • Coverage:


OANDA FX Rates

Price over 70 FOREX pairs with IFRs-Compliant rates for tax and compliance purposes.

Delivery channels:

Kaiko Rest API (expand for details)
  • Historical data: Since July 22, backfill on request

  • Live data: Yes

  • Granularity: Time periods between 1-minute and 1-day

  • Coverage: 70 pairs.

    aud-cad, aud-chf, aud-hkd, aud-jpy, aud-nzd, aud-sgd, aud-usd, cad-chf, cad-hkd, cad-jpy, cad-sgd, chf-hkd, chf-jpy, chf-zar, eur-aud, eur-cad, eur-chf, eur-czk, eur-dkk, eur-gbp, eur-hkd, eur-huf, eur-jpy, eur-nok, eur-nzd, eur-pln, eur-sek, eur-sgd, eur-try, eur-usd, eur-zar, gbp-aud, gbp-cad, gbp-chf, gbp-hkd, gbp-jpy, gbp-nzd, gbp-pln, gbp-sgd, gbp-usd, gbp-zar, hkd-jpy, nzd-cad, nzd-chf, nzd-hkd, nzd-jpy, nzd-sgd, sgd-chf, sgd-jpy, try-jpy, usd-cad, usd-chf, usd-cnh, usd-czk, usd-dkk, usd-hkd, usd-huf, usd-inr, usd-jpy, usd-mxn, usd-nok, usd-pln, usd-sek, usd-sgd, usd-thb, usd-try, usd-zar, zar-jpy


Portfolio Valuation

Effortlessly value your entire portfolio into any fiat currency. Gain insights into the value, and distribution of your investments and their respective weightings. Fully customisable by exchange time window, and update frequency.

Delivery channels:

Kaiko Rest API (expand for details)

Robust Pair Prices

Robust aggregation pricing methodology across all or specified exchanges. Tackle complex tax reporting and audit valuation challenges, accurately value your portfolios, and power internal analytics with stable and outlier-resistant pair prices that aggregate data from over 100 exchanges.

Delivery channels:

Kaiko Rest API (expand for details)
Kaiko Stream (expand for details)

VAR Estimator

Monitor your portfolio risks, optimize your strategy, and perform risk simulations with this Value-at-Risk estimator.

Reminder: A VaR estimator uses historical market data and statistical analysis to estimate the maximum potential loss that a portfolio is likely to experience over a defined time period (target horizon) with a given level of confidence, expressed as a percentage between 90% and 99%.

Delivery channels:

Kaiko Rest API (expand for details)

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