Convert with Oanda FX Rates

What is this endpoint for?

This add-on endpoint extends Fair Market Value Pricing by providing enhanced currency conversions for over 70 currency pairs. While Fair Market Value Pricing includes fiat conversions, this endpoint ensures IFRS-compliant, auditable conversions for non-USD fiat currencies.

HTTP Request

https://us.market-api.kaiko.io/v2/data/analytics.{data_version}/oanda_fx_rates

Parameters

Parameter	Required	Description
quote	Yes	The quote fiat currency. Automatically included in continuation tokens.
base	Yes	The base fiat currency. Automatically included in continuation tokens.
continuation_token	No	See Pagination
end_time	No	Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.
interval	No	The interval parameter is suffixed with m, h or d to specify seconds, minutes, hours or days, respectively. Any arbitrary value between one minute and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are m (minute), h (hour) and d (day). Default 1h. For each interval, the resulting FX rate is an average of all available FX rates over that period. Automatically included in continuation tokens.
page_size	No	See Pagination Minimum: 1 Maximum: 1000 Default: 100 Automatically included in continuation tokens.
start_time	No	Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.
sort	No	Return the data in ascending (asc) or descending (desc) order. Default is desc. Automatically included in continuation tokens.

Fields

Field	Description
timestamp	Timestamp at which the interval ends.
fx_rate	Average fx rate over the interval.

Request examples

cURL

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/analytics.v2/oanda_fx_rates?base=eur&page_size=2&sort=desc&interval=1d&quote=jpy'

Python

import http.client
import json

# Enter your Kaiko API Key
api_key = "KAIKO_API_KEY"
api_host = "us.market-api.kaiko.io"
api_base_endpoint = "/v2/data/analytics.v2/oanda_fx_rates"
# Start of mandatory parameter configuration
mandatory_params = {
    "base": "eur",
    "quote": "jpy",
    "start_time" : "2024-09-27T13:13:53.441Z",
    "end_time" : "2024-09-27T13:27:53.441Z",
}
# End of mandatory parameter configuration

# Start of optional parameter configuration
optional_params = {
    "interval": "1m",
    "sort": "desc"
}
# End of optional parameter configuration
conn = http.client.HTTPSConnection(api_host)
headers = {
    "X-Api-Key": api_key,
    "Accept": "application/json"
}

all_params = {**mandatory_params, **optional_params}

url_params = []
for param, value in all_params.items():
    url_params.append(f"{param}={value}")
url_params = '&'.join(url_params)

# Initial request
endpoint_with_params = f"{api_base_endpoint}?{url_params}"

# Pagination for next pages
all_data = []
next_url = endpoint_with_params
while next_url:
    conn.request("GET", next_url, headers=headers)
    response = conn.getresponse()
    data = json.loads(response.read().decode("utf-8"))
    all_data.extend(data.get("data", []))
    print(f"Fetched {len(data.get('data', []))} datapoints. Total: {len(all_data)}")
    next_url = data.get("next_url", "").replace("https://us.market-api.kaiko.io", "")
    if not next_url:
        break
conn.close()
print(f" datapoints fetched: {(all_data)}")

Response example

{
    "query": {
        "base": "eur",
        "quote": "jpy",
        "interval": "1d",
        "page_size": "2",
        "sort": "desc",
        "start_time": "null",
        "end_time": "2022-08-31T08:38:25.883Z"
    },
    "time": "2022-08-31T08:38:25.905Z",
    "timestamp": 1661935105,
    "data": [
        {
            "timestamp": 1660780800000,
            "fx_rate": "137.38630485436903"
        },
        {
            "timestamp": 1660694400000,
            "fx_rate": "137.15155641205303"
        }
    ],
    "continuation_token": "4tvMKJPYA6ESWsE7s87P2ujFvr6XRNvegzst2eg1EpdyQEPKWpuNic5XPGrhz47RzbbqC598E3XusLo34Hivgw4sYrrvdmYxL7WQVtebjtYVMUPPd97vqo2VjL22A6cTSNojTQsvHh8T6MPRjuJAMfx5LWyVZQWYyzLrSE",
    "next_url": "https://us.market-api.kaiko.io/v2/data/analytics.v2/oanda_fx_rates?continuation_token=4tvMKJPYA6ESWsE7s87P2ujFvr6XRNvegzst2eg1EpdyQEPKWpuNic5XPGrhz47RzbbqC598E3XusLo34Hivgw4sYrrvdmYxL7WQVtebjtYVMUPPd97vqo2VjL22A6cTSNojTQsvHh8T6MPRjuJAMfx5LWyVZQWYyzLrSE"
}