Reference

What is this endpoint for?

This endpoint provides details of the contracts, including base asset, quote asset, contract size, contract size unit, listing_timestamp, expiry, strike price, and underlying index.

Endpoint

https://<eu|us>.market-api.kaiko.io/v2/data/derivatives.v2/reference

Parameters

ParameterRequiredDescriptionExample

exchange

Yes

Should be one of the exchanges currently supported

okex

instrument_class

Yes

future, perpetual-future, or option

future

instrument

No

ethusd220624, btc*220624, *usdt, btc*may22*

base_assets

No

For finding the instruments with the certain base asset

btc, eth

quote_assets

No

For finding the instruments with the certain quote asset

usd, usdt

option_type

No

option only. For finding either only the call options or put options

C, P

min_strike

No

option only. Used to retrieve options whose strike price is above this minimum value (exclusive/inclusive)

10000

max_strike

No

option only. Used to retrieve options whose strike price is below this maximum value (exclusive/inclusive)

90000

start_time

No

future & option only. Used to retrieve futures and options that expire after this date and time (inclusive)

2022-06-23T00:01:00.000Z

end_time

No

future & option only. Used to retrieve futures and options that are listed before this date and time (exclusive)

2022-06-25T23:59:00.000Z

page_size

No

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

500

Fields

FieldDescriptionExample

exchange

The exchange where the specified instrument is being traded

okex

instrument_class

Shows wether the specified instrument is future, perpetual-future or option

future

instrument

The specified instrument

btcusd220624

base

The base asset of the instrument

btc

quote

The unit in which the instrument is quoted

usdt

contract_size

Size of the contract

0.01

contract_size_unit

Unit in which contract is denominated

btc

funding_rate_frequency

perpetual-future only. Interval at which the funding rate is paid

8h

listing_timestamp

future & option only. The timestamp when a certain option instrument is listed on the exchange

2020-03-28 03:21:00 UTC

expiry

future & option only. Expiration date of the contract

2022-06-24 08:00:00 UTC

strike_price

option only. The strike price of the contract in USD.

60000

underlying_index

option only. Name of the underlying asset

SYN.BTC-10APR20

Request examples

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/derivatives.v2/reference?exchange=drbt&instrument_class=option&base_assets=btc&page_size=50'```python

Response example

{
    "query": {
        "exchange": "drbt",
        "instrument_class": "option",
        "base_assets": [
            "btc"
        ],
        "page_size": "50",
        "data_version": "v2",
        "commodity": "derivatives",
        "request_time": "2022-11-30T15:26:49.66Z"
    },
    "time": "2022-11-30T15:26:55.623Z",
    "timestamp": 1669822015623,
    "data": [
        {
            "exchange": "drbt",
            "instrument_class": "option",
            "instrument": "btc10apr204750c",
            "base": "btc",
            "quote": "usd",
            "contract_size": "1",
            "contract_size_unit": "btc",
            "listing_timestamp": "2020-03-28 03:21:00 UTC",
            "expiry": "2020-04-10 08:00:00 UTC",
            "strike_price": "4750",
            "underlying_index": "SYN.BTC-10APR20"
        },
        /*---*/
    ],
    "result": "success",
    "continuation_token": "VHoT1C16LjCmtrfParGdwd4mVJnV1Qaqx5AMgXWsYawuiw68Qfymdf215NBcg9LzPJNxA9cZsBjB5S8JBHd8Giw2qoFDFvJ1tP3M5",
    "next_url": "https://us.market-api.kaiko.io/v2/data/derivatives.v2/reference?continuation_token=VHoT1C16LjCmtrfParGdwd4mVJnV1Qaqx5AMgXWsYawuiw68Qfymdf215NBcg9LzPJNxA9cZsBjB5S8JBHd8Giw2qoFDFvJ1tP3M5",
    "access": {
        "access_range": {
            "start_timestamp": 1646006400000,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

Searching for contracts

You can get a list of all the futures or options that can be traded between two specific times by using the start_time and end_time settings. For instance, if you're interested in all the futures or options that can be traded between October 1, 2022, and October 2, 2022, you would set start_time as 2022-10-01T00:00:00.000Z and end_time as 2022-10-03T00:00:00.000Z. If you want to find futures or options that were traded at a specific time, simply use the same time for both start_time and end_time. If you only provide one of the start_time or end_time, the other one will be automatically determined as shown in the table below.

start_time (ISO 8601)end_time (ISO 8601)Description

Given

Given

start_time (ISO 8601) and end_time (ISO 8601) are the specified datetime respectively

Given

Not given

end_time (ISO 8601) = start_time (ISO 8601) + 1 day

Not given

Given

start_time (ISO 8601) = end_time (ISO 8601) - 1 day

Not given

Not given

all the instruments will be shown regardless of dates

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