Custom valuation
This endpoint is in Alpha. Changes to the format or data constraints might change without prior notice.
What is this endpoint for?
The Custom Valuation endpoint allows you to build completely customizable single-asset or multi-asset price feeds for NAV calculations, portfolio valuation, asset allocation strategies, and indices.
Endpoint
https://us.market-api.kaiko.io/v2/data/trades.v1/valuationParameters
Parameter
Required
Description
bases
Yes
quote
Yes
The fiat pricing currency.
percentages
Yes
List of percentages for outlier management.
Min: 1
Max: 5
To not enforce any outlier management, use 1
semi_length_window
Yes
The time interval to compute the transaction.
weights
Yes
Weighting list of base assets.
The order and length of bases and their respective weights must match in the request.
Weights must sum up to 1.
For single-asset price feeds use an asset weighting of 1
continuation_token
No
end_time
No
Last fixing of the calculation in ISO 8601 (exclusive).
exchanges
No
interval
No
Frequency in time unit after the first fixing.
Must be greater than twice the semi_length_window
Default: 1d.
start_time
No
First fixing of the calculation in ISO 8601 (inclusive).
sources
No
boolean. If true, returns all prices and volumes which were used to calculate valuation price.
Default: false
Fields
Field
Description
timestamp
Timestamp at which the interval begins.
percentage
Percent of the price distribution centered around the median price.
price
The composite price, with a base of 100.
pair
The constituent pair.
contribution
The asset contribution to the composite price.
ref_price
The reference price per asset.
weight
The weight per asset.
Request example
curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/trades.v1/valuation?start_time=2021-04-01T16:00:00.000Z&end_time=2021-04-15T16:00:00.000Z&interval=1d&semi_length_window=30m&exchanges=cbse,stmp,bfnx,gmni&bases=btc,ltc,pdot,eth,ada&weights=0.4,0.2,0.1,0.2,0.1&percentages=0.9"e=usd&sources=true'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/trades.v1/valuation"
# Start of mandatory parameter configuration
mandatory_params = {
"bases": "btc,ltc,pdot,eth,ada",
"quote": "usd",
"percentages": "0.9",
"semi_length_window": "30m",
"weights": "0.4,0.2,0.1,0.2,0.1",
"start_time": "2021-04-01T16:00:00.000Z",
"end_time": "2021-04-15T16:00:00.000Z",
}
# End of mandatory parameter configuration
# Start of optional parameter configuration
optional_params = {
"exchanges": "cbse,stmp,bfnx,gmni",
"interval": "1d",
"sources": "true",
}
# 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)
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)}")message = "hello world"
puts messageResponse example
{
"query": {
"start_time": "2021-04-01T16:00:00.000Z",
"end_time": "2021-04-15T16:00:00.000Z",
"page_size": 100,
"interval": "1d",
"semi_length_window": "30m",
"exchanges": [
"cbse",
"stmp",
"bfnx",
"gmni"
],
"sources": true,
"bases": [
"btc",
"ltc",
"pdot",
"eth",
"ada"
],
"weights": [
"0.4",
"0.2",
"0.1",
"0.2",
"0.1"
],
"percentages": [
"0.9"
],
"quote": "usd",
"reporting_currency": "usd",
"data_version": "v1",
"commodity": "trades",
"request_time": "2024-07-11T08:57:23.063Z",
"start_timestamp": 1617292800000,
"end_timestamp": 1618502400000
},
"time": "2024-07-11T08:57:23.196Z",
"timestamp": 1720688243196,
"data": [
{
"datetime": "2021-04-01 16:00:00 UTC",
"timestamp": 1617292800000,
"response_by_percentages": [
{
"percentage": 0.9,
"price": "90.0",
"response_by_pairs": [
{
"pair": "ada-usd",
"contribution": "10.0",
"ref_price": "1.1952953546487899",
"weight": 0.1,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "1.1922063859615473",
"volume": "49092.65228160001"
},
{
"exchange": "cbse",
"price": "1.1953795367859443",
"volume": "1801399.5699999994"
},
{
"exchange": "stmp",
"price": "0.0",
"volume": "0.0"
}
]
},
{
"pair": "btc-usd",
"contribution": "40.0",
"ref_price": "58975.26519568534",
"weight": 0.4,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "58966.37653591877",
"volume": "108.71255996999984"
},
{
"exchange": "stmp",
"price": "58976.48063086188",
"volume": "123.44333201"
},
{
"exchange": "cbse",
"price": "58976.49990471515",
"volume": "643.5522803799886"
},
{
"exchange": "gmni",
"price": "58975.66262303746",
"volume": "54.53016263210016"
}
]
},
{
"pair": "eth-usd",
"contribution": "20.0",
"ref_price": "1944.7174052029602",
"weight": 0.2,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "1945.7164477717267",
"volume": "1721.0945157499918"
},
{
"exchange": "stmp",
"price": "1943.0465962793976",
"volume": "1569.1804287999996"
},
{
"exchange": "cbse",
"price": "1944.7179352862468",
"volume": "7742.478813930065"
},
{
"exchange": "gmni",
"price": "1946.2500402590074",
"volume": "586.0819996599986"
}
]
},
{
"pair": "ltc-usd",
"contribution": "20.0",
"ref_price": "203.41030791068565",
"weight": 0.2,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "203.84776792550193",
"volume": "3868.5610560399973"
},
{
"exchange": "stmp",
"price": "203.42655125349268",
"volume": "4009.0371638699994"
},
{
"exchange": "cbse",
"price": "203.3196206193",
"volume": "17346.437634749967"
},
{
"exchange": "gmni",
"price": "203.26188467749023",
"volume": "1242.1202100000007"
}
]
}
]
}
]
},
{
"datetime": "2021-04-02 16:00:00 UTC",
"timestamp": 1617379200000,
"response_by_percentages": [
{
"percentage": 0.9,
"price": "92.13188514508228",
"response_by_pairs": [
{
"pair": "ada-usd",
"contribution": "10.157886022869157",
"ref_price": "1.2141673976187375",
"weight": 0.1,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "1.2128093063448417",
"volume": "107143.38469117999"
},
{
"exchange": "cbse",
"price": "1.2142086749468801",
"volume": "3525191.7300000032"
},
{
"exchange": "stmp",
"price": "0.0",
"volume": "0.0"
}
]
},
{
"pair": "btc-usd",
"contribution": "40.30999169598328",
"ref_price": "59432.31125766219",
"weight": 0.4,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "59427.12972653533",
"volume": "193.30433213000433"
},
{
"exchange": "stmp",
"price": "59425.8954255416",
"volume": "49.357525309999936"
},
{
"exchange": "cbse",
"price": "59435.46776704534",
"volume": "275.4378068199984"
},
{
"exchange": "gmni",
"price": "59453.40333572798",
"volume": "21.280975116099974"
}
]
},
{
"pair": "eth-usd",
"contribution": "21.25300137809248",
"ref_price": "2066.5540846389476",
"weight": 0.2,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "2067.3615848735412",
"volume": "5101.355564200053"
},
{
"exchange": "stmp",
"price": "2065.2429517064065",
"volume": "2345.690675829999"
},
{
"exchange": "cbse",
"price": "2066.4390961104596",
"volume": "13570.961299999917"
},
{
"exchange": "gmni",
"price": "2066.992539862674",
"volume": "1178.3902252700013"
}
]
},
{
"pair": "ltc-usd",
"contribution": "20.41100604813737",
"ref_price": "207.59045125092447",
"weight": 0.2,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "208.16900230011748",
"volume": "2373.9750840599995"
},
{
"exchange": "stmp",
"price": "207.94761364569408",
"volume": "2709.4314194299986"
},
{
"exchange": "cbse",
"price": "207.49248995319408",
"volume": "30287.91699937994"
},
{
"exchange": "gmni",
"price": "208.16066650838093",
"volume": "1097.6045568000002"
}
]
}
]
}
]
},
/*...*/
],
"result": "success",
"continuation_token": "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",
"next_url": "https://us.market-api.kaiko.io/v2/data/trades.v1/valuation?continuation_token=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",
"access": {
"access_range": {
"start_timestamp": 1262995200000,
"end_timestamp": 2186006399000
},
"data_range": {
"start_timestamp": null,
"end_timestamp": null
}
}
}Last updated