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.

If a null value is returned, it means there are not enough trades to calculate a direct price. In this case, use Kaiko Fair Market Value (Synthetic prices for low liquidity pairs) instead.

Endpoint

https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/robust_pair_price/{base_asset}/{quote_asset}

Path parameters

Parameter	Required	Description
base_asset	Yes	The desired base asset code. See Asset codes
quote_asset	Yes	The desired quote asset code. See Asset codes
sort	No	Return the data in ascending (asc) or descending (desc) order. Default is desc.

Query parameters

Parameter	Required	Description
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 to 1h 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

Field	Description
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

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'

Python

##### 1. Import dependencies #####
import requests
import pandas as pd

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
base_asset = "btc"
quote_asset = "usd"
interval = "1h"

# ---- Optional parameters ---- #
sort = "desc"
page_size = 4
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-01-01T23:59:59Z"
include_exchanges = None
exclude_exchanges = None
extrapolate_missing_values = None

# ---- API key configuration ---- #
api_key = "YOUR_API_KEY"

##### 3. Get the data #####
# ---- Function to run an API call ---- # 
# Get the data in a dataframe --------- # 

def get_kaiko_data(api_key: str, base_asset: str, quote_asset: str, interval: str, start_time: str, end_time: str, sort: str, page_size: int, include_exchanges: list = None, exclude_exchanges: list = None, extrapolate_missing_values: bool = None):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/robust_pair_price/{base_asset}/{quote_asset}'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval,
        "include_exchanges": include_exchanges,
        "exclude_exchanges": exclude_exchanges,
        "extrapolate_missing_values": extrapolate_missing_values
    }

    try:
        res = requests.get(url, headers=headers, params=params)
        res.raise_for_status() 
        data = res.json()
        if 'data' not in data:
            print("No data returned.")
            return pd.DataFrame() 
        df = pd.DataFrame(data['data'])

           # Handle pagination with continuation token
        while 'next_url' in data:
            next_url = data['next_url']
            if next_url is None:
                break
            res = requests.get(next_url, headers=headers)
            res.raise_for_status()
            data = res.json()
            if 'data' in data:
                df = pd.concat([df, pd.DataFrame(data['data'])], ignore_index=True)
        return df

    except requests.exceptions.RequestException as e:
        print(f"API request error: {e}")
        return pd.DataFrame() 

# ---- Get the data ---- #
df = get_kaiko_data(api_key=api_key, base_asset=base_asset, quote_asset=quote_asset, interval=interval, start_time=start_time, end_time=end_time, sort=sort, page_size=page_size, include_exchanges=include_exchanges, exclude_exchanges=exclude_exchanges, extrapolate_missing_values=extrapolate_missing_values)
print (df)

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
    }
  }
}