Portfolio 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/valuation

Parameters

Parameter	Required	Description
bases	Yes	List of portfolio base components. Min: 1 Max: 5 See Instruments The order and length of bases and their respective weights must match in the request.
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	See Pagination Each response will only contain maximum 7 days of data. To get more data, the continuation_token should be used.
end_time	No	Last fixing of the calculation in ISO 8601 (exclusive).
exchanges	No	List of exchanges to source data from. See Exchanges Default: All exchanges
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

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&quote=usd&sources=true'

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/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)}")

Ruby

message = "hello world"
puts message

Response 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
    }
  }
}