Kaiko Fair Market Value (Direct prices for high liquidity pairs)
What is this endpoint for?
This endpoint returns a price calculation for a specific pair by aggregating prices from our Trade Data. Read the methodology to learn about the calculation process.
Endpoint
https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/robust_pair_price/{base_asset}/{quote_asset}
Path parameters
sort
No
Return the data in ascending (asc
) or descending (desc
) order. Default is desc
.
Query parameters
interval
Yes
The interval parameter is suffixed with s
, m
, h
or d
to specify seconds, minutes, hours or days, respectively.
Any arbitrary value between one second and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are s
(second), m
(minute), h
(hour) and d
(day).
Default 24h
.
start_time
No
Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.
end_time
No
Ending time in ISO 8601 (exclusive) Automatically included in continuation tokens.
page_size
No
See Pagination
Page size limits differ by the interval
selected:
Less than or equal to
1m
Default:10
, Max:100
1m
to1h
Default:4
, Max:10
More than
1h
Default:1
, Max:4
Automatically included in continuation tokens.
sort
No
Return the data in ascending (asc
) or descending (desc
) order. Default is desc
.
include_exchanges
No
List of exchanges' code
to include in the calculation.
Exchange codes
Default is all exchanges.
Automatically included in continuation tokens.
exclude_exchanges
No
List of exchanges' code
to exclude in the calculation.
Automatically included in continuation tokens.
extrapolate_missing_values
No
When true
, if there are any null
(missing) prices for the calculation, they will be filled in using the last available price from the window requested. This is useful for assets that don't have a lot of trades or for data that is collected very frequently.
However, if the parameter is set to true
and no prices were available in that window, a null
value will still be returned.
Fields
timestamp
Timestamp at which the interval begins.
price
RWM Robust Weighted Median.
null
when no trades reported, except if extrapolate_missing_values
is true
volume
Total volume in base asset traded in the interval.
0
when no trades are reported, except if extrapolate_missing_values
is true
.
count
Total amount of trades reported during the interval.
0
when no trades are reported, except if extrapolate_missing_values
is true
.
extrapolate_missing_values
true
if the value has been extrapolated from the last computed value available, false
if not.
Request examples
curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/trades.v1/robust_pair_price/btc/eth?interval=1m&extrapolate_missing_values=true&start_time=2023-05-03T00:01:00.000Z&end_time=2023-05-04T00:00:00.000Z'
Response example
{
"query": {
"start_time": "2023-05-03T23:50:00Z",
"end_time": "2023-05-04T00:00:00Z",
"base_asset": "btc",
"quote_asset": "eth",
"interval": "1m",
"sort": "desc",
"sources": false,
"page_size": 10,
"include_exchanges": [],
"exclude_exchanges": [],
"request_time": "2024-07-11T07:39:11.34695219Z",
"data_version": "v1",
"commodity": "trades",
"extrapolate_missing_values": true,
"instruments": [
"bbsp:spot:eth-btc",
"bfly:spot:eth-btc",
"bfnx:spot:eth-btc",
"bgon:spot:eth-btc",
"binc:spot:eth-btc",
"bnus:spot:eth-btc",
"bull:spot:eth-btc",
"cbse:spot:eth-btc",
"cnex:spot:eth-btc",
"kcon:spot:eth-btc",
"krkn:spot:eth-btc",
"lmax:spot:eth-btc",
"okex:spot:eth-btc",
"stmp:spot:eth-btc",
"yobt:spot:eth-btc"
]
},
"time": "2024-07-11T07:39:11.430101692Z",
"timestamp": 1720683551,
"data": [
{
"timestamp": 1683158340000,
"price": "15.236109727862226",
"volume": "10.661977267122458",
"count": 263,
"extrapolate_missing_values": false
},
{
"timestamp": 1683158280000,
"price": "15.226897227981592",
"volume": "26.42011153624422",
"count": 184,
"extrapolate_missing_values": false
},
/*...*/
],
"result": "success",
"continuation_token": "V7Dxo9XotwyC1qQtT6Dkaq3fhY8jFqzmgjwkALFWdZQ4JHWoUQFrDaTw8Zc4yCY4Cf863uPBY4phumdqcjoL4imnx5amnLJCZP3rr7dDBw2EC33kpYtsRPsmx1sVW2tfp5pUh72fP9gYrhHzzQpGAz5PKFFwiTuHT921xT1ajG8EV9aRibXxs69PLGwnfH6WD5iw4SAc58c7ZF8PafYgb34APyYC1",
"next_url": "https://us.market-api.kaiko.io/v2/data/trades.v1/robust_pair_price/btc/eth?continuation_token=V7Dxo9XotwyC1qQtT6Dkaq3fhY8jFqzmgjwkALFWdZQ4JHWoUQFrDaTw8Zc4yCY4Cf863uPBY4phumdqcjoL4imnx5amnLJCZP3rr7dDBw2EC33kpYtsRPsmx1sVW2tfp5pUh72fP9gYrhHzzQpGAz5PKFFwiTuHT921xT1ajG8EV9aRibXxs69PLGwnfH6WD5iw4SAc58c7ZF8PafYgb34APyYC1",
"access": {
"access_range": {
"start_timestamp": 1262995200000,
"end_timestamp": 2186006399000
},
"data_range": {
"start_timestamp": null,
"end_timestamp": null
}
}
}
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