Subscription channel availability
Level 1 & Level 2 Data
• Level 1 Aggregations
Trade count
OHLCV
VWAP
Stream, REST API, AWS, Azure, Google Cloud Platform, Snowflake, BigQuery
• Level 1 Tick-Level
All trades
Stream, REST API, AWS, Azure, Google Cloud Platform, Snowflake, BigQuery, Private Networks
• Level 1 Tick-Level
Best bids/asks (top of book)
Stream, AWS, Azure, Google Cloud Platform
• Level 2 Aggregations
Market depth, bid-ask-spread
Price slippage
Tokens in a liquidity pool
Interest rates, borrowed and deposited amounts)
REST API
• Level 2 Aggregations
Raw order book snapshot
AWS, Azure, Google Cloud Platform, Snowflake, BigQuery
Reference Data
Kaiko Fair Market Value
Kaiko Best Execution
Kaiko Derivatives Risk Indicators
• Basic tier
Exchange-provided metrics
REST API, AWS, Azure, Google Cloud Platform
• Advanced tier
IV calculation Token-level liquidation volumes
REST API
Kaiko Portfolio Risk & Performance
• Standard subscription
Custom portfolio valuation
Value at risk calculation
REST API
Kaiko Blockchain Monitoring
Kaiko Market Explorer
Kaiko Benchmarks
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