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
Fields
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 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
}
}
}
Last updated