Price

Derivatives price endpoint

What is this endpoint for?

This endpoint shows the mark price, index price, and price (last traded price) of a derivative.

Endpoint

https://eu.market-api.kaiko.io/v2/data/derivatives.v2/price

Parameters

ParameterRequiredDescriptionExample

exchanges

Yes

Should be one of the exchanges currently supported

okex

instrument_class

Yes

future, perpetual-future, or option

future

instrument

Yes

btcusd220624

interval

No

Interval period (can be one of 1m, 1h, 4h, and 1d). Default 1m When you query data using aninterval greater than one minute, we'll return the data from the last minute of that time period. For example, if you query data for 09:00 with the interval set at 1h, we'll return data from 09:59 (since that's the last minute of the 09:00-10:00 hour period).

1h

page_size

No

Number of snapshots to return data for. (default: 100, min: 1, max: 1000). See Pagination

10

sort

No

Return the data in ascending (asc) or descending (desc) order. Default desc

asc

start_time

No

Starting time in ISO 8601 (inclusive).

2022-04-20T00:03:00.000Z

end_time

No

Ending time in ISO 8601 (exclusive).

2022-04-20T08:05:00.000Z

Fields

FieldDescriptionExample

timestamp

Timestamp at which the interval begins. In milliseconds.

1650441900000

index_price

The price of the underlying index, often as a weighted average across multiple exchanges' spot prices

39713.3

mark_price

The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation.

39745.9

price

Most recent traded price of derivative contract

39767

Request examples

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://eu.market-api.kaiko.io/v2/data/derivatives.v2/price?exchange=okex&instrument_class=perpetual-future&instrument=btc-usdt&page_size=2'

Response example

{
    "query": {
        "exchange": "okex",
        "instrument_class": "perpetual-future",
        "instrument": "btc-usdt",
        "interval": "1m",
        "page_size": 2,
        "sort": "desc",
        "data_version": "v2",
        "commodity": "derivatives",
        "request_time": "2022-04-28T12:36:34.981Z"
    },
    "time": "2022-04-28T12:36:37.166Z",
    "timestamp": 1651149397166,
    "data": [
        {
            "timestamp": 1651149360000,
            "index_price": null,
            "mark_price": "39707.8",
            "price": "39709.7"
        },
        {
            "timestamp": 1651149300000,
            "index_price": "39713.3",
            "mark_price": "39745.9",
            "price": "39767"
        }
    ],

    /*---*/

    "access": {
        "access_range": {
            "start_timestamp": 1646006400000,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

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