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

ParameterRequiredDescription

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

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

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

FieldDescription

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&quote=usd&sources=true'

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": "312usdfiuwJx9B8tjXrkviUbsvNHKm9fsJmDabmQYrA4rn8eg3DP3S5P1XaRLt8gk4wy3vLWiV9KDDdt9vgjkkH4FY2KTYZqfgwZBrj2Ss2Qtzm6bxSnj6RFxs6NLDdXxShES2bsTuyLgU2ETkJgKPWLGQjCNNv3iuU22kCHSo7s7uN6XY1hLozkST5BX3gR4wywE2TVqQ6erNubvr9sLnvKSHbnqdxdcbyXVT71J5piyGym8aXpkFpqoPsVaF36p7Wg1bN9yZgFALQbP7m21egNHy1Fdz5wiP5UXCUTG9Q1xTqR9QhHu3ouBYsRZ7n9EnD91NGYZxRpQ3wLqncwUFUDHwAPV4Zo8vK29RthQEscBB8qZgiKGEhSNGtbXE7xxHdMQHDG2FvxQrLBdqKf8JizRgYpVr6Qrz9p82Z8qZtK97Gpm8uhfk5RrxHgE59MhgHTMxfDviY7j8dNByrQPB9uQ3HmXZUxcC2KJ4aNJGQSXk3ciH9NH2MaVMVauHGRXeFMc74LczksqwiB9xvtZwMZ777yvRrfdp2H6NFDnUnVBjdGfC5XURf2k8jDX4Ax2",
  "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
    }
  }
}

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