Subscribe
How to configure a Kaiko mono-asset rate stream.
What is this endpoint for?
Single-asset benchmarks that average the prices over a period of time to determine an average value and daily “close” prices (as crypto is 24/7, "close" prices are always synthetic). They can be used for several use cases from settlement of derivatives contracts to asset pricing and valuation. More information on the specific rates can be found here.
Endpoints
gateway-v0-grpc.kaiko.ovh
Request parameters
index_code
The Kaiko Benchmark Reference Rate ticker. You can find a full list of our tickers here or by API here.
KK_BRR_BTCUSD
Response fields
indexCode
The ticker identifying the rate.
commodity
The type of publication. Either real-time or fixings
interval
The time period in which transaction data are considered for the calculation of the rate. If a rate's calculation methodology has an interval of 15 seconds, startTime
and endTime
will be separated by 15s
.
quote
The quote asset used for the rate denomination.
bases
The list of base assets included in the rate and their weight. For reference rates, this will always be a single asset.
exchanges
The exchanges involved in the computation. This list may change every quarter during the rebalancing period and depending on the new results of the Kaiko Exchange Ranking.
percentages
The different distribution levels included in the price computation.
price
The value of the rate in the quote denomination.
pairs
The list of pairs combined with additional details included in the computation.
tsEvent
The exact time of price publication.
Request examples
# This is a code example. Configure your parameters below #
from __future__ import print_function
from datetime import datetime, timedelta
import logging
import os
from google.protobuf.timestamp_pb2 import Timestamp
import grpc
from google.protobuf.json_format import MessageToJson
from kaikosdk import sdk_pb2_grpc
from kaikosdk.stream.index_v1 import request_pb2 as pb_index
def index_rate_request(channel: grpc.Channel):
try:
with channel:
stub = sdk_pb2_grpc.StreamIndexServiceV1Stub(channel)
responses = stub.Subscribe(pb_index.StreamIndexServiceRequestV1(
index_code = "KK_BRR_BTCUSD"
))
for response in responses:
# for debug purpose only, don't use MessageToJson in the reading loop in production
print("Received message %s" % (MessageToJson(response, including_default_value_fields = True)))
except grpc.RpcError as e:
print(e.details(), e.code())
def run():
credentials = grpc.ssl_channel_credentials(root_certificates=None)
call_credentials = grpc.access_token_call_credentials(os.environ['KAIKO_API_KEY'])
composite_credentials = grpc.composite_channel_credentials(credentials, call_credentials)
channel = grpc.secure_channel('gateway-v0-grpc.kaiko.ovh', composite_credentials)
index_rate_request(channel)
if __name__ == '__main__':
logging.basicConfig()
run()
Response Example
{
"indexCode": "KK_BRR_BTCUSD",
"commodity": "SIC_REAL_TIME",
"interval": {
"startTime": "2024-08-12T13:48:45Z",
"endTime": "2024-08-12T13:53:45Z"
},
"quote": "usd",
"bases": [
{
"asset": "btc",
"weight": 1.0
}
],
"exchanges": [
"bfnx",
"cbse",
"krkn",
"lmax",
"stmp"
],
"percentages": [
{
"percentage": 1.0,
"price": 58461.761090909094,
"pairs": [
{
"pair": "btc-usd",
"weight": 1.0,
"instruments": [
{
"partition": "0",
"price": 58404.37,
"volume": 24.361215079999987,
"count": "545",
"underlyingTrade": {
"volume": 0.28,
"exchange": "cbse",
"id": "679495522",
"datetime": "2024-08-12T13:48:48.227119Z"
}
},
{
"partition": "1",
"price": 58447.35,
"volume": 17.22527984999999,
"count": "589",
"underlyingTrade": {
"volume": 0.33870923,
"exchange": "cbse",
"id": "679496144",
"datetime": "2024-08-12T13:49:23.817896Z"
}
},
{
"partition": "2",
"price": 58428.69,
"volume": 10.035586310000001,
"count": "419",
"underlyingTrade": {
"volume": 0.33303204,
"exchange": "cbse",
"id": "679496499",
"datetime": "2024-08-12T13:49:45.100184Z"
}
},
{
"partition": "3",
"price": 58464.3,
"volume": 16.12647133000001,
"count": "452",
"underlyingTrade": {
"volume": 0.125,
"exchange": "cbse",
"id": "679497072",
"datetime": "2024-08-12T13:50:27.115087Z"
}
},
{
"partition": "6",
"price": 58491.69,
"volume": 19.274423530000025,
"count": "477",
"underlyingTrade": {
"volume": 0.044,
"exchange": "cbse",
"id": "679498527",
"datetime": "2024-08-12T13:52:03.221419Z"
}
},
{
"partition": "7",
"price": 58424.9,
"volume": 14.584170899999991,
"count": "424",
"underlyingTrade": {
"volume": 0.3655928,
"exchange": "cbse",
"id": "679499080",
"datetime": "2024-08-12T13:52:44.216425Z"
}
},
{
"partition": "8",
"price": 58425.63,
"volume": 6.909352779999999,
"count": "305",
"underlyingTrade": {
"volume": 0.19652022,
"exchange": "cbse",
"id": "679499321",
"datetime": "2024-08-12T13:53:09.097614Z"
}
},
{
"partition": "4",
"price": 58507.6,
"volume": 11.486490139999999,
"count": "442",
"underlyingTrade": {
"volume": 0.11795193,
"exchange": "cbse",
"id": "679497509",
"datetime": "2024-08-12T13:51:02.354315Z"
}
},
{
"partition": "5",
"price": 58617.97,
"volume": 22.758717719999996,
"count": "612",
"underlyingTrade": {
"volume": 0.30000007,
"exchange": "cbse",
"id": "679498150",
"datetime": "2024-08-12T13:51:40.171679Z"
}
},
{
"partition": "9",
"price": 58403.7,
"volume": 51.51317158000001,
"count": "535",
"underlyingTrade": {
"volume": 4.52337977,
"exchange": "krkn",
"id": "72810698",
"datetime": "2024-08-12T13:53:30.437555Z"
}
}
]
}
]
}
],
"tsEvent": "2024-08-12T13:53:45.417622358Z",
"sequenceId": "cqt17qfvavm6rm0ghh8g",
"lastIngestTime": "2024-08-12T13:53:42.855990657Z"
}
Last updated
Was this helpful?