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REST API

General

Introduction

Welcome to the Kaiko REST API documentation.

Getting Started

API input

Header

When interacting with Kaiko HTTP APIs, you are expected to pass two pieces of information in a header:

Accept: application/json: API responses will be in JSON format.
Accept-Encoding: gzip: All our endpoints benefit from use of compression.

curl --compressed -H 'Accept: application/json' 'https://<api_hostname>/<endpoint>'

Timestamp input

All time parameters are in UTC time zone and returned in the following ISO 8601 datetime format:

YYYY-MM-DDThh:mm:ss.sssZ

For example:

2017-12-17T13:35:24.351Z

The "T" separates the date from the time. The trailing "Z" indicates UTC time.

Exchange codes

Instrument codes

API output

"taker_side_sell" Explained

For Centralized Exchange(CEX) taker_side_sell takes the value of true when a taker's sell order fills a maker's buy order and false when a taker's buy order fills a maker's sell order.

For Decentralized Exchanges (DEX) using Automatic Market Maker (AMM) protocols, the liquidity pool contract is considered the maker. The entity executing a transaction against the liquidity pool is the taker.

If an exchange does not appear below, it can be assumed that all data we provide is normalized correctly.

For exchanges where we were unable to confirm as reporting data from either a taker or a maker's perspective, we have included the notation mapping from the exchange's trade direction field to our taker_side_sell field. This is necessary so that researchers who want to further study trade direction can make their own conclusions. For exchanges that classify trade direction differently or exclude the field entirely, we also include the notation mapping and a short explanation for how their variable differs.

Furthermore, there are some trades of the Australian Exchange Independent Reserve, where we cannot decide if it is the taker buy or taker sell. As such, it is the only exchange that has 3 values, which are true, false and unknown, in the field taker_side_sell.

Finally, we have made a couple of errors in classifying exchanges as "maker" or "taker", typically early on in the process of developing taker_side_sell. Rather than switch our trade reporting after years of data collection, we have simply marked exchanges where the inverse of the notation stated should be applied. For these exchanges, researchers should be aware that when taker_side_sell: false, the inverse should be assumed.

Unconfirmed, Misclassified or Absent Trade Direction Field

Exchange

Exchange Notation

Kaiko taker_side_sell: true equivalent to:

Comment

BTCBox

"type": "buy" or "sell"

inverse notation: "type": "sell"

Inverse, but confirmed perspective from exchange.

Liquid (Quoine)

taker_side: "buy" or "sell"

inverse notation: taker_side: "buy"

Inverse, but confirmed perspective from exchange.

Bithumb

"type": "bid" or "ask"

inverse notation: "type": "bid"

Inverse, but confirmed perspective from exchange.

Coinone

"is_ask": "0"(if seller is taker)/"1"(if seller is maker)

inverse notation: "is_ask": "1"

Inverse, confirmed from exchange but slightly different notation format

Bitstamp

type: 0 (buy) or 1 (sell)

type: 1

Unconfirmed perspective from exchange

Bit-Z

"s": "buy" or "sell"

"s": "sell"

Unconfirmed perspective from exchange

EXX

type": "buy" or "sell"

type: "sell"

Unconfirmed perspective from exchange

CEX.io

type: "buy" or "sell"

type: "sell"

Unconfirmed perspective from exchange

Yobit

"type": "bid" or "ask"

"type": "bid"

Unconfirmed perspective from exchange

itBit

None

Always returns true

No buy/sell field

Korbit

None

Always returns null

No buy/sell field

Coinflex

None

Always returns null

No buy/sell field

Independent Reserve

"Side": "Buy" or "Sell"

"Side": "Sell"

Some trades have "Unknown"

AsiaNext

None

Always returns false

No buy/sell field provided

Market open and close

Digital asset exchanges operate approximately 24x7x365. For daily aggregated data, the opening price is calculated as the first trade at or after 00:00:00 UTC. The closing price is calculated as the last trade prior to 00:00:00 UTC.

Timestamp

All Kaiko data is timestamped in the UTC time zone. All timestamps are returned as millisecond Unix timestamps (the number of milliseconds elapsed since 1970-01-01 00:00:00.000 UTC). For metadata fields, times are also returned in millisecond-resolution ISO 8601 datetime strings in the same format as input for convenience.

Authentication

Each endpoint for the Market Data solution lives under its own hostname. You must include an API key in the header of every request you make. The format for the API key is:

X-Api-Key: <client-api-key>

Data versioning

Kaiko takes transparency and accountability very seriously. Therefore, our provided datasets are versioned. Dataset versioning is orthogonal to API versioning. Any potential breaking changes in results (e.g. semantical changes or corrections of historically incorrect data) will result in a new dataset version - no corrections or adjustments will be done in the dark. Addition of new data will not result in a new dataset version. Data is versioned on a per-base-data level.

The versioning is selected by selecting a base data set and a version. All current Market Data API endpoints take the commodity and data_version parameters.

By setting this to latest, you will get the most recent version. The returned version is always included in the query field and can be referred to if you would ever need to compare results, should we ever need to adjust historical data. Paginating over a request with version set to latest will preserve the current version across subsequent pagination requests.

We recommend using the most current version explicitly in production integrations as the latest label might move at any time to a breaking change. For the trades and order_book_snapshots commodities the latest version is currently v1

Envelope

All API responses are in JSON format. A result field, with a value of success or error is returned with each request. In the event of an error, a message field will provide an error message.

An access object is also echoed back. It contains two ranges of timestamps:

access_range: The time range for which the Client has access to the API
data_range : The time range of data the Client is authorized to access

Key

Data type

Description

access

{}

Time ranges of accesses.

data

[] | {}

Response result data.

message

string

Error message, if query was not successful.

query

{}

All handled query parameters echoed back.

result

string

success if query successful, error otherwise.

time

string

The current time at our endpoint.

timestamp

long

The current time at our endpoint.

Error codes

All API responses are in JSON format. A result field, with a value of success or error is returned with each request. In the event of an error, a message field will provide an error message.

HTTP error codes

The Kaiko platform API uses the following error codes:

Pagination

For queries that result in a larger dataset than can be returned in a single response, a continuation_token field is included. Calling the same endpoint again with the continuation_token query parameter added will return the next result page. For convenience, a next_url field is also included, containing a URL that can be called directly to get the next page. Paginated endpoints also takes a page_size parameter that specifies the maximum number of items that should be included in each response. Only the first call should include page_size, all subsequent calls should only use continuation_token. Paginating over a request with version set to latest will preserve the current version across subsequent pagination requests.

Parameters

Parameter

Required

Description

continuation_token

page_size

Maximum number of records to return in one response

Browsing pages when using Python

The following script can be used to browse pages in Python. Make sure to update your trade_url and X-Api-Key.

import http.client
import json
conn = http.client.HTTPSConnection("us.market-api.kaiko.io")
endpoint = "/v2/data/trades.v1/spot_exchange_rate/btc/usd"
params = "?interval=1h&start_time=2024-09-01T00:00:00.000Z&end_time=2024-09-10T00:00:00.000Z"
headers = {
    "X-Api-Key": "XXX",
    "Accept": "application/json"
}
all_trades = []
next_url = endpoint + params
while next_url:
    conn.request("GET", next_url, headers=headers)
    response = conn.getresponse()
    data = json.loads(response.read().decode("utf-8"))
    all_trades.extend(data.get("data", []))
    print(f"Fetched {len(data.get('data', []))} datapoints. Total: {len(all_trades)}")
    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_trades)}")

This example uses Pandas for convenience. If you're unfamiliar with them, use the standard Python example.

import requests
import pandas as pd

trade_url = "https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/usp3/spot/usdc-weth/trades?start_time=2022-11-01T00:00:00.000Z&end_time=2022-12-01T00:00:00.000Z"
headers = {"X-Api-Key": "XXX","Accept": "application/json"}
output = requests.get(trade_url, headers = headers).json()
df = pd.DataFrame(output["data"])

while "next_url" in output:
        output = requests.get(output["next_url"], headers = headers).json()
        df_to_add = pd.DataFrame(output["data"])
        print(df_to_add)
        df= pd.concat([df, df_to_add])
print(df)

Rate limiting

Our standard Rest API is limited to 6000 requests per API key per minute. If you query the API beyond that threshold, a 429 an error message will occur. If you'd like to discuss rate-limiting, please contact support@kaiko.com.

Data Feeds

Introduction

Basic information about Kaiko Data Feeds.

About our Data Feeds

Our Data feeds help with front and mid-office operations, business intelligence, and risk management. We offer Level 1 and Level 2 market data, alongside crypto reference insight.

Level 1 & Level 2 Data

Level 1 Aggregations

Trade Count, OHLCV, & VWAP

What is this endpoint for?

This endpoint retrieves the Trade Count, OHLCV and VWAP history for any instrument on an exchange. The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. By making use of the sort parameter, data can be returned in ascending asc (default) or descending desc order.

Endpoint

https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{instrument}/aggregations/count_ohlcv_vwap

Path Parameters

Parameter

Required?

Description

region

Yes

Choose between eu and us.

exchange

Yes

Exchange code.

instrument_class

Yes

instrument

Yes

Query Parameters

Parameter

Required

Description

continuation_token

end_time

Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

interval

The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. Any arbitrary value between one second and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are s (second), m (minute), h (hour) and d (day). Default 1d.

page_size

start_time

Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

sort

Return the data in ascending (asc) or descending (desc) order. Default descAutomatically included in continuation tokens.

Fields

Field

Description

timestamp

Timestamp at which the interval begins.

count

Then number of trades. 0 when no trades reported.

open

Opening price of interval. null when no trades reported.

high

Highest price during interval. null when no trades reported.

low

Lowest price during interval. null when no trades reported.

close

Closing price of interval. null when no trades reported.

volume

Volume traded in interval. 0 when no trades reported.

price

The volume weighted price during the time interval. null when no trades reported.

Request examples

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/count_ohlcv_vwap'

```python
##### 1. Import dependencies #####
import requests
import pandas as pd

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
interval = "1d"  
sort = "desc"
page_size = 100
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-12-31T23:59:59Z"

# ---- API key configuration ---- #
api_key = "YOUR_API_KEY"

##### 3. Get the data #####
# ---- Function to run an API call ---- # 
# Get the data in a dataframe --------- # 

def get_kaiko_data(api_key: str, exchange: str, pair: str, instrument_class: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/aggregations/count_ohlcv_vwap'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }

    try:
        res = requests.get(url, headers=headers, params=params)
        res.raise_for_status() 
        data = res.json()
        if 'data' not in data:
            print("No data returned.")
            return pd.DataFrame() 
        df = pd.DataFrame(data['data'])

        # Handle pagination with continuation token
        while 'next_url' in data:
            res = requests.get(data['next_url'], headers=headers)
            res.raise_for_status()
            data = res.json()
            if 'data' in data:
                df = pd.concat([df, pd.DataFrame(data['data'])], ignore_index=True)
        return df

    except requests.exceptions.RequestException as e:
        print(f"API request error: {e}")
        return pd.DataFrame() 

# ---- Get the data ---- #
df = get_kaiko_data(api_key=api_key, exchange=exchange, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,interval=interval, sort=sort, page_size=page_size)
```

Response example

{
    "query": {
        "page_size": 100,
        "exchange": "cbse",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "sort": "desc",
        "aggregation": "count_ohlcv_vwap",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-11-12T16:55:42.588Z"
    },
    "time": "2020-11-12T16:55:42.710Z",
    "timestamp": 1605200142710,
    "data": [
        {
            "timestamp": 1605139200000,
            "open": "15705.79",
            "high": "16185.87",
            "low": "15446.82",
            "close": "16139.93",
            "volume": "14829.124546730012",
            "price": "15880.01873841608",
            "count": 95111
        },
        {
            "timestamp": 1605052800000,
            "open": "15315.46",
            "high": "16000",
            "low": "15293.04",
            "close": "15705.79",
            "volume": "15123.844197729988",
            "price": "15664.643871798791",
            "count": 114205
        },
    /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd1XbkjMwv2SyUfvJwsqFGmCKzg3WToTvqigui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/count_ohlcv_vwap?continuation_token=rbd1XbkjMwv2SyUfvJwsui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "access": {
    "access_range": {
      "start_timestamp": 1546300800000,
      "end_timestamp": 1577836800000
    },
    "data_range": {
      "start_timestamp": 1417391000000,
      "end_timestamp": 1577836800000
    }
  }
}

OHLCV only

You can also get OHLCV Candlesticks from the Trade Count, OHLCV, & VWAP endpoint.

What is this endpoint for?

This endpoint retrieves the OHLCV history for an instrument on an exchange.

Endpoint

https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{instrument}/aggregations/ohlcv

Path Parameters

Parameter

Required?

Description

region

Yes

Choose between eu and us.

exchange

Yes

Exchange code.

instrument_class

Yes

instrument

Yes

Query Parameters

Parameter

Required

Description

end_time

Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

continuation_token

interval

page_size

start_time

Starting time in ISO 8601 (inclusive).

sort

Return the data in ascending (asc) or descending (desc) order. Default descAutomatically included in continuation tokens.

Fields

Field

Description

timestamp

Timestamp at which the interval begins.

open

Opening price of interval. null when no trades reported.

high

Highest price during interval. null when no trades reported.

low

Lowest price during interval. null when no trades reported.

close

Closing price of interval. null when no trades reported.

volume

Volume traded in interval. 0 when no trades reported.

Request examples

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/ohlcv'

##### 1. Import dependencies #####
import requests
import pandas as pd

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
interval = "1d"  
sort = "desc"
page_size = 100
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-12-31T23:59:59Z"

# ---- API key configuration ---- #
api_key = "YOUR_API_KEY"

##### 3. Get the data #####
# ---- Function to run an API call ---- # 
# Get the data in a dataframe --------- # 

def get_kaiko_data(api_key: str, exchange: str, pair: str, instrument_class: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/aggregations/ohlcv'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }

    try:
        res = requests.get(url, headers=headers, params=params)
        res.raise_for_status() 
        data = res.json()
        if 'data' not in data:
            print("No data returned.")
            return pd.DataFrame() 
        df = pd.DataFrame(data['data'])

        # Handle pagination with continuation token
        while 'next_url' in data:
            next_url = data['next_url']
            if next_url is None:
                break
            res = requests.get(next_url, headers=headers)
            res.raise_for_status()
            data = res.json()
            if 'data' in data:
                df = pd.concat([df, pd.DataFrame(data['data'])], ignore_index=True)
        return df

    except requests.exceptions.RequestException as e:
        print(f"API request error: {e}")
        return pd.DataFrame() 

# ---- Get the data ---- #
df = get_kaiko_data(api_key=api_key, exchange=exchange, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,interval=interval, sort=sort, page_size=page_size)

Response example

{
    "query": {
        "page_size": 100,
        "exchange": "cbse",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "sort": "desc",
        "aggregation": "ohlcv",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-05-26T17:25:56.221Z"
    },
    "time": "2020-05-26T17:26:00.160Z",
    "timestamp": 1590513960160,
    "data": [
        {
            "timestamp": 1590451200000,
            "open": "8900.0",
            "high": "9016.99",
            "low": "8694.23",
            "close": "8811.36",
            "volume": "9014.60281966"
        },
        {
            "timestamp": 1590364800000,
            "open": "8715.69",
            "high": "8977.0",
            "low": "8632.93",
            "close": "8899.31",
            "volume": "12091.06145914"
        },
  /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd2bcDp35GmDscQbvZ9YzQHZJkT3jdeFx9fSBDdVmcCZaHvQRTCTfmfQ6QCrvDNp5ciRRuGPTedVL5LMZv1qmSXhRpZFbpvBW2uA62RSYpfJ1hVykJKZfhtmXXrxz",
  "next_url": "https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/krkn/spot/btc-usd/aggregations/ohlcv?continuation_token=rbd2bcDp35GmDqdfaz3fZJkT3jdeFx9fSBDdVmcCZaHvQRTCTfmfQ6QCrvDNp5ciRRuGPTedVL5LMZv1qmSXhRpZFbpvBW2uA62RSYpfJ1hVykJKZfhtmXXrxz",
  "access": {
    "access_range": {
      "start_timestamp": null,
      "end_timestamp": null
    },
    "data_range": {
      "start_timestamp": null,
      "end_timestamp": null
    }
  }
}

VWAP only

You can also get OHLCV Candlesticks from the Trade Count, OHLCV, & VWAP endpoint.

What is this endpoint for?

This endpoint retrieves aggregated VWAP (volume-weighted average price) history for an instrument on an exchange.

Endpoint

https://<eu|us>.market-api.kaiko.io/v2/data/trades.v2/exchanges/{exchange}/{instrument_class}/{instrument}/aggregations/vwap

Path Parameters

Parameter

Required?

Description

region

Yes

Choose between eu and us.

exchange

Yes

Exchange code.

instrument_class

Yes

instrument

Yes

Query Parameters

Parameter

Required

Description

continuation_token

end_time

Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

interval

page_size

start_time

Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

sort

Return the data in ascending (asc) or descending (desc) order. Default: desc Automatically included in continuation tokens.

Fields

Field

Description

timestamp

Timestamp at which the interval begins.

price

VWAP. null when no trades reported.

Request examples

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/vwap'

##### 1. Import dependencies #####
import requests
import pandas as pd

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
interval = "1d"  
sort = "desc"
page_size = 100
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-12-31T23:59:59Z"

# ---- API key configuration ---- #
api_key = "YOUR_API_KEY"

##### 3. Get the data #####
# ---- Function to run an API call ---- # 
# Get the data in a dataframe --------- # 

def get_kaiko_data(api_key: str, exchange: str, pair: str, instrument_class: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/aggregations/vwap'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }

    try:
        res = requests.get(url, headers=headers, params=params)
        res.raise_for_status() 
        data = res.json()
        if 'data' not in data:
            print("No data returned.")
            return pd.DataFrame() 
        df = pd.DataFrame(data['data'])

        # Handle pagination with continuation token
        while 'next_url' in data:
            next_url = data['next_url']
            if next_url is None:
                break
            res = requests.get(next_url, headers=headers)
            res.raise_for_status()
            data = res.json()
            if 'data' in data:
                df = pd.concat([df, pd.DataFrame(data['data'])], ignore_index=True)
        return df

    except requests.exceptions.RequestException as e:
        print(f"API request error: {e}")
        return pd.DataFrame() 

# ---- Get the data ---- #
df = get_kaiko_data(api_key=api_key, exchange=exchange, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,interval=interval, sort=sort, page_size=page_size)

Response example

{
    "query": {
        "page_size": 100,
        "exchange": "cbse",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "sort": "desc",
        "aggregation": "vwap",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-11-12T16:52:36.988Z"
    },
    "time": "2020-11-12T16:52:37.114Z",
    "timestamp": 1605199957114,
    "data": [
        {
            "timestamp": 1605139200000,
            "price": "15879.385939106618"
        },
        {
            "timestamp": 1605052800000,
            "price": "15664.643871798791"
        },
    /* ... */
  ],
  "result": "success",
  "continuation_token": "55qoNvASfrVdCIjrF8Ygw6TVJ4yamzUyeL9QXAmvWZZur3iaKoPcVBW1V4unNJi2zMjojbsYr9Pgt9XFCUpnAiuBiECm8X4cedvYc9t2WxHXnHKjgAp2wRAeV8ZPUSj8WNgpWTCBVymGaQZPj3oMDZwVeCPyuTLFdVPfTXVjZA94BtHeBmghoPv92JtWxN3yRvCkrw79hJBu",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/vwap?continuation_token=55qoNvASfrVdCIjrF8Ygw6TVJ4yamzUyeL9QXAmvWZZur3iaKoPcVBW1V4unNJi2zMjojbsYr9Pgt9XFCUpnAiuBiECm8X4cedvYc9t2WxHXnHKjgAp2wRAeV8ZPUSj8WNgpWTCBVymGaQZPj3oMDZwVeCPyuTLFdVPfTXVjZA94BtHeBmghoPv92JtWxN3yRvCkrw79hJBu",
  "access": {
    "access_range": {
      "start_timestamp": 1546300800000,
      "end_timestamp": 1577836800000
    },
    "data_range": {
      "start_timestamp": 1417391000000,
      "end_timestamp": 1577836800000
    }
  }
}

Level 1 Tick-Level

All trades

What is this endpoint for?

Tick-level data is the most granular level of trading data and contains every single trade that occurs on centralized and decentralized exchanges. The data is normalized and timestamped and contains information such as the price and volume of each trade. For DEXs specifically, we also provide additional information on the user address, the blockchain, the pool address, and the transaction hash related to the trade.

Endpoint

Path Parameters

Query Parameters

The following parameters are unique to on-chain instruments.

Fields

The following fields are unique to on-chain instruments.

Request examples

Response example

Borrows, repayments, liquidations, and withdrawals

What is this endpoint for?

This endpoint returns transactions (borrows, repayments, withdrawals, deposits and liquidations) registered on-chain, for the main L&B protocols.

Endpoint

https://eu.market-api.kaiko.io/v2/data/lending.v1/events

Parameters

Parameter

Required

Description

Example

blockchain

ethereum

protocol

Should be one or several of the currently supported L&B protocols.

aav1,aav2

user_address

Filter on a specific wallet addresses (comma separated).

0xd8dA6BF26964aF9D7eEd9e03E53415D37aA96045

live

Shows the data as soon as the block is validated. (Default: false, in case of block reorganization).

true

tx_hash

Filter on a specific transaction hash.

0xe68b84740**

asset

L&B events including the requested token. Default: all available tokens.

weth or weth,usdt,usdc

type

Event type: borrow, deposit, withdraw, repayment or liquidation.

borrow,withdraw

block_number

Block height.

10795593

start_block

Starting block height (inclusive).

129870

end_block

Ending block height (inclusive).

130000

start_time

Starting time in ISO 8601 (inclusive).

2022-04-01T00:00:00.000Z

end_time

Ending time in ISO 8601 (inclusive).

2022-05-01T00:00:00.000Z

sort

Returns the data in ascending or descending order. Default: desc.

ascending

page_size

1000

Fields

Field

Description

Example

blockchain

The blockchain on which the transaction happened.

ethereum

block_number

The height of the block in which the transaction happened.

16025918

datetime

The timestamp of the block in which the transaction happened.

1669124591

transaction_hash

Transaction hash

---

log_index

Log index of the transaction

152

protocol

Code of the L&B protocol.

aave/v2

type

Event type: Borrow, deposit, withdraw, repayment or liquidation.

borrow, deposit, etc

user_address

Address of the user.

0xd8dA6BF26964aF9D7eEd9e03E53415D37aA96045

asset_symbol

Symbol of the underlying asset.

crv

asset_address

Address of the underlying asset.

0xd533a949740bb3306d119cc777fa900ba034cd52

asset_decimals

Decimals of the underlying asset.

18

receipt_symbol

Symbol of the receipt asset.

acrv

receipt_address

Address of the receipt asset.

0x8dae6cb04688c62d939ed9b68d32bc62e49970b1

receipt_decimals

Decimals of the receipt asset.

18

amount

Amounts of the borrowed token.

299894.78

metadata

Metadata linked to the event type and protocol.

More information below.

Metadata information

Borrow event:

Field

Description

Example

amount_receipt

Amounts of the receipt token.

299899

rate

Borrow rate (at the event level or at the contract level depending on the protocol).

0.02820253961814756

rate_type

Stable (1) or Variable (2)

1 or 2

on_behalf_of

The address of user who will incur the debt.

0xeffc18fc3b7eb8e676dac549e0c693ad50d1ce31

Deposit event:

Field

Description

Example

amount_receipt

Amounts of the receipt token.

299899

rate

Supply rate of the overall lending pool.

0.000203088325657998768898798

on_behalf_of

The address that will receive the receipt tokens.

0xeffc18fc3b7eb8e676dac549e0c693ad50d1ce31

Withdraw event:

Field

Description

Example

amount_receipt

Amounts of the receipt token.

299899

on_behalf_of

The address that will receive the underlying token.

0xeffc18fc3b7eb8e676dac549e0c693ad50d1ce31

Repayment event

Field

Description

Example

amount_receipt

Amounts of the receipt token.

299899

on_behalf_of

The address of user who will incur the debt.

0xeffc18fc3b7eb8e676dac549e0c693ad50d1ce31

borrow_rate_mode

Stable (1) or Variable (2)

1 or 2

Liquidation event

Field

Description

Example

liquidation_debt_asset_symbol

Symbol of the debt asset.

renfil

liquidation_debt_asset_address

Address of the debt asset.

0xd5147bc8e386d91cc5dbe72099dac6c9b99276f5

liquidation_debt_asset_decimals

Decimals of the debt asset.

18

liquidation_debt_amount_in_asset

Amount of the debt asset.

1899

liquidation_caller_address

The address that triggered the liquidation transaction.

0xdfd3bd446f1b7fd96dc995126ee845af0b1254cd

receive_receipt_token

The liquidator chooses to receive the collateral's asset (False) or recept token (True).

True or False

liquidation_type

Debt (1) or Collateral (2)

1

Request examples

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: KAIKO_API_KEY' \
  'https://us.market-api.kaiko.io/v2/data/lending.v1/events?blockchain=ethereum&start_time=2024-09-27T13:13:53.441Z&end_time=2024-09-29T13:13:53.441Z'

##### 1. Import dependencies #####
import requests
import pandas as pd

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
blockchain = "ethereum" 
protocol = "aav2"

# ---- Optional parameters ---- #
user_address = None
live = "false"
tx_hash = None
asset = "weth"
type = "borrow"
block_number = None
start_block = None
end_block = None
start_time = "2025-03-01T13:00:00Z"
end_time = None
sort = "desc"
page_size = 1000

# ---- API key configuration ---- #
api_key = "YOUR_API_KEY"

##### 3. Get the data #####
# ---- Function to run an API call ---- # 
# Get the data in a dataframe --------- # 

def get_kaiko_data(api_key: str, blockchain: str, protocol: str, user_address: str, live: str, tx_hash: str, asset: str, type: str, block_number: int, start_block: int, end_block: int, start_time: str, end_time: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://eu.market-api.kaiko.io/v2/data/lending.v1/events'
    params = {
        "blockchain": blockchain,
        "protocol": protocol,
        "user_address": user_address,
        "live": live,
        "tx_hash": tx_hash,
        "asset": asset,
        "type": type,
        "block_number": block_number,
        "start_block": start_block,
        "end_block": end_block,
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size
    }

    try:
        res = requests.get(url, headers=headers, params=params)
        res.raise_for_status() 
        data = res.json()
        if 'data' not in data:
            print("No data returned.")
            return pd.DataFrame() 
        df = pd.DataFrame(data['data'])

        # Handle pagination with continuation token
        while 'next_url' in data:
            next_url = data['next_url']
            if next_url is None:
                break
            res = requests.get(next_url, headers=headers)
            res.raise_for_status()
            data = res.json()
            if 'data' in data:
                df = pd.concat([df, pd.DataFrame(data['data'])], ignore_index=True)
        return df

    except requests.exceptions.RequestException as e:
        print(f"API request error: {e}")
        return pd.DataFrame() 

# ---- Get the data ---- #
df = get_kaiko_data(api_key=api_key, blockchain=blockchain, protocol=protocol, user_address=user_address, live=live, tx_hash=tx_hash, asset=asset, type=type, block_number=block_number, start_block=start_block, end_block=end_block, start_time=start_time, end_time=end_time, sort=sort, page_size=page_size)
print (df)

Response example

{
  "query": {
        "blockchain": "*",
        "block_number": "*",
        "asset": "*",
        "user_address": "*",
        "tx_hash": "*",
        "type": "*",
        "start_time": "*",
        "end_time": "*",
        "protocol": "*",
        "sort": "descending",
        "page_size": "1000",
        "start_block": "*",
        "end_block": "*"
    },
    "time": "2022-05-17T14:26:27.274Z",
    "timestamp": 1652797587,
    "data":
    [
        {
            "blockchain": "ethereum",
            "block_number": 16025918,
            "datetime": 1669124591,
            "transaction_hash":"0xa49cfa9c026e728614ca0bdf7272eaaad5b3dd8881fd263ea19ef7d648d9c941",
            "exchange_code": "aave/v2",
            "type": "repayment",
            "user_address": "0x4f381fb46dfde2bc9dcae2d881705749b1ed6e1a",
            "asset_symbol": "crv",
            "asset_address": "0xd533a949740bb3306d119cc777fa900ba034cd52",
            "asset_decimals": 18,
            "receipt_symbol": "acrv",
            "receipt_address": "0x8dae6cb04688c62d939ed9b68d32bc62e49970b1",
            "receipt_decimals": 18,
            "amount": 299894.78,
            "metadata": {
                "borrowRateMode": 2,
                "amountInReceiptAsset": "299894.77",
                "onBehalfOf": "0x4f381fb46dfde2bc9dcae2d881705749b1ed6e1a"
            }
        }
        /* ... */
    ],
    "continuation_token": "xxx",
    "next_url": "https://eu.market-api.kaiko.io/v2/data/lending.v1/events?continuation_token=xxx"
}

Level 2 Aggregations

Market depth (snapshot)

What is this endpoint for?

Market Depth provides insight into the "depth" of an exchange's order book by aggregating the volume of bids and asks within 0-10% of the best bid or ask, respectively. A higher volume of bids and asks at each level implies more liquidity.

We are unable to collect the full 10% snapshot from all exchanges we cover. Thus, for some exchanges, 'Market Depth' does not accurately portray the exchange's order book volume.

Endpoint

Path Parameters

Query Parameters

Fields

Request examples

Response example

Market depth (aggregation)

What is this endpoint for?

This endpoint returns the average market depth for the requested period.

We are unable to collect the full 10% snapshot from all exchanges we cover. Thus, for some exchanges, 'Market Depth' does not accurately portray the exchange's order book volume.

Endpoint

https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{instrument}/ob_aggregations/depth

Path Parameters

Parameter

Required?

Description

region

Yes

Choose between eu and us.

exchange

Yes

Exchange code.

instrument_class

Yes

instrument

Yes

Query Parameters

Parameter

Required

Description

end_time

Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

continuation_token

interval

page_size

sort

Return the data in ascending asc or descending desc order. Default desc Automatically included in continuation tokens.

start_time

Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

Fields

poll_timestamp

The timestamp at which the interval begins

bid_volume_x

The average volume of bids placed within 0 and x% of the best bid over a specified interval.

ask_volume_x

The average volume of asks placed within 0 and x% of the best ask over a specified interval.

Request examples

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/ob_aggregations/depth?page_size=10&interval=1h'

##### 1. Import dependencies #####
import requests
import pandas as pd

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "krkn" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = 100
start_time= "2025-03-03T00:00:00Z"
end_time= "2025-03-05T00:00:00Z"

# ---- API key configuration ---- #
api_key = "YOUR_API_KEY"

##### 3. Get the data #####
# ---- Function to run an API call ---- # 
# Get the data in a dataframe --------- # 

def get_kaiko_data(api_key: str, exchange: str, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{pair}/ob_aggregations/depth'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size
    }

    try:
        res = requests.get(url, headers=headers, params=params)
        res.raise_for_status() 
        data = res.json()
        if 'data' not in data:
            print("No data returned.")
            return pd.DataFrame() 
        df = pd.DataFrame(data['data'])

        # Handle pagination with continuation token
        while 'next_url' in data:
            next_url = data['next_url']
            if next_url is None:
                break
            res = requests.get(next_url, headers=headers)
            res.raise_for_status()
            data = res.json()
            if 'data' in data:
                df = pd.concat([df, pd.DataFrame(data['data'])], ignore_index=True)
        return df

    except requests.exceptions.RequestException as e:
        print(f"API request error: {e}")
        return pd.DataFrame() 

# ---- Get the data ---- #
df = get_kaiko_data(api_key=api_key, exchange=exchange, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size))

message = "hello world"
puts message

Response example

{
    "query": {
        "page_size": 10,
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1h",
        "slippage": 0,
        "slippage_ref": "mid_price",
        "sort": "desc",
        "aggregation": "depth",
        "data_version": "v1",
        "commodity": "order_book_snapshots",
        "request_time": "2020-05-26T14:58:55.582Z"
    },
    "time": "2020-05-26T14:58:56.395Z",
    "timestamp": 1590505136395,
    "data": [
        {
            "poll_timestamp": 1590501600000,
            "bid_volume0_1": "31.31635593220339",
            "bid_volume0_2": "90.78996610169492",
            "bid_volume0_3": "144.16212711864407",
            "bid_volume0_4": "182.9676525423729",
            "bid_volume0_5": "219.1858220338983",
            "bid_volume0_6": "263.02182203389833",
            "bid_volume0_7": "296.666686440678",
            "bid_volume0_8": "322.5334237288136",
            "bid_volume0_9": "340.6282881355932",
            "bid_volume1": "356.4558474576271",
            "bid_volume1_5": "427.1106949152542",
            "bid_volume2": "475.76238135593223",
            "bid_volume4": "863.1048559322035",
            "bid_volume6": "1137.2281271186441",
            "bid_volume8": "1137.5447796610172",
            "bid_volume10": "1137.5447796610172",
            "ask_volume0_1": "22.772533898305085",
            "ask_volume0_2": "36.96916101694915",
            "ask_volume0_3": "78.57454237288135",
            "ask_volume0_4": "144.87783898305085",
            "ask_volume0_5": "195.61884745762714",
            "ask_volume0_6": "237.96824576271186",
            "ask_volume0_7": "282.3425338983051",
            "ask_volume0_8": "314.0606779661017",
            "ask_volume0_9": "330.76757627118644",
            "ask_volume1": "344.3153644067797",
            "ask_volume1_5": "413.4595423728814",
            "ask_volume2": "475.48172033898305",
            "ask_volume4": "886.8459152542373",
            "ask_volume6": "1272.5998644067795",
            "ask_volume8": "1371.7920847457626",
            "ask_volume10": "1371.7920847457626"
        },
      /* ... */
    ],
    "result": "success",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

Price slippage (snapshot)

What is this endpoint for?

This endpoint uses our Raw order book snapshot as source data and enhances its raw data with the Price Slippage metric.

Price Slippage calculates the potential slippage for a market buy order if it were placed at the time the Order Book Snapshot was taken.

Endpoint

https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{instrument}/snapshots/slippage

Path Parameters

Parameter

Required?

Description

region

Yes

Choose between eu and us.

exchange

Yes

Exchange code.

instrument_class

Yes

instrument

Yes

Query Parameters

Parameter

Required

Description

continuation_token

page_size

sort

Return the data in ascending (asc) or descending (desc) order. Default: desc Automatically included in continuation tokens.

start_time

Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

end_time

Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

slippage

Order size (in quote asset) for which to calculate the percentage of slippage. Default: 0. When null is returned, not enough volume is present on the order book to execute the order.

slippage_ref

Price point for which to calculate slippage from. Either from the mid price (mid_price) or from the best bid/ask (best). Default: mid_price.

Fields

Field

Description

poll_timestamp

The timestamp at which the raw data snapshot was taken.

poll_date

The date at which the raw data snapshot was taken.

timestamp

The timestamp provided by the exchange. null when not provided.

ask_slippage

The percentage price slippage for a market buy order placed at the time that the order book snapshot was taken.

bid_slippage

The percentage price slippage for a market sell order placed at the time that the order book snapshot was taken.

Request examples

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/snapshots/slippage?end_time=2019-12-09T00:00:00Z&slippage_ref=best&start_time=2019-12-01T00:00:00Z&slippage=1000000&page_size=10'

##### 1. Import dependencies #####
import requests
import pandas as pd

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "krkn" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = 100
start_time= "2025-03-03T00:00:00Z"
end_time= "2025-03-05T00:00:00Z"

# ---- API key configuration ---- #
api_key = "YOUR_API_KEY"

##### 3. Get the data #####
# ---- Function to run an API call ---- # 
# Get the data in a dataframe --------- # 

def get_kaiko_data(api_key: str, exchange: str, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{pair}/snapshots/slippage'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size
    }

    try:
        res = requests.get(url, headers=headers, params=params)
        res.raise_for_status() 
        data = res.json()
        if 'data' not in data:
            print("No data returned.")
            return pd.DataFrame() 
        df = pd.DataFrame(data['data'])

        # Handle pagination with continuation token
        while 'next_url' in data:
            next_url = data['next_url']
            if next_url is None:
                break
            res = requests.get(next_url, headers=headers)
            res.raise_for_status()
            data = res.json()
            if 'data' in data:
                df = pd.concat([df, pd.DataFrame(data['data'])], ignore_index=True)
        return df

    except requests.exceptions.RequestException as e:
        print(f"API request error: {e}")
        return pd.DataFrame() 

# ---- Get the data ---- #
df = get_kaiko_data(api_key=api_key, exchange=exchange, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size))

Response example

{
    "query": {
        "page_size": 10,
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "slippage": 100000,
        "limit_orders": 0,
        "slippage_ref": "best",
        "sort": "desc",
        "metric": "slippage",
        "data_version": "v1",
        "commodity": "order_book_snapshots",
        "request_time": "2020-05-26T14:42:17.053Z"
    },
    "time": "2020-05-26T14:42:17.123Z",
    "timestamp": 1590504137123,
    "data": [
        {
            "poll_timestamp": 1590504124917,
            "poll_date": "2020-05-26T14:42:04.917Z",
            "timestamp": null,
            "ask_slippage": "0.0001057219873253085790064266041007855",
            "bid_slippage": "0.0001581287020485902479395059349031256"
        },
        {
            "poll_timestamp": 1590504075786,
            "poll_date": "2020-05-26T14:41:15.786Z",
            "timestamp": null,
            "ask_slippage": "0.00001534073225141691226479256404443437",
            "bid_slippage": "0.0002555856086571344339622641509433962"
        },
      /* ... */
    ],
    "result": "success",
    "continuation_token": "Z8Fj1yUWjj3uvv1U2d8fASeGLm4jZ4iHCopdsZLKUyDJE8KrBaDXwQQWXHJQxm",
    "next_url": "https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/cbse/spot/btc-usd/snapshots/slippage?continuation_token=Z8Fj1yUWjj3uvv1U2d8fASeGLm4jZ4iHCopdsZLKUyDJE8KrBaDXwQQWXHJQxm",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

Price slippage (aggregation)

What is this endpoint for?

This endpoint returns the average price slippage for the requested period. Read more about how the aggregation period works here: .

Endpoint

https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{instrument}/ob_aggregations/slippage

Path Parameters

Parameter

Required?

Description

region

Yes

Choose between eu and us.

exchange

Yes

Exchange code.

instrument_class

Yes

instrument

Yes

Query Parameters

Parameter

Required

Description

continuation_token

end_time

Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

interval

page_size

sort

Return the data in ascending asc or descending desc order. Default desc Automatically included in continuation tokens.

start_time

Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

slippage

Order size (in quote asset) for which to calculate the percentage of slippage. Default: 0. When null is returned, not enough volume is present on the order book to execute the order.

slippage_ref

Price point for which to calculate slippage from. Either from the mid price (mid_price) or from the best bid/ask (best). Default: mid_price.

Fields

Field

Description

poll_timestamp

The timestamp at which the interval begins.

ask_slippage

The average percentage of price slippage for a market buy order over a specified interval.

bid_slippage

The average percentage of price slippage for a market sell order over a specified interval.

Request examples

 'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/ob_aggregations/slippage?page_size=10&slippage=100000&interval=1h'

##### 1. Import dependencies #####
import requests
import pandas as pd

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "krkn" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = 100
start_time= "2025-01-03T00:00:00Z"
end_time= "2025-03-05T00:00:00Z"
slippage = 1000  
slippage_ref = "mid_price"  

# ---- API key configuration ---- #
api_key = "YOUR_API_KEY"

##### 3. Get the data #####
# ---- Function to run an API call ---- # 
# Get the data in a dataframe --------- # 

def get_kaiko_data(api_key: str, exchange: str, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int, slippage: int, slippage_ref: str):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{pair}/ob_aggregations/slippage'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "slippage": slippage,
        "slippage_ref": slippage_ref
    }

    try:
        res = requests.get(url, headers=headers, params=params)
        res.raise_for_status() 
        data = res.json()
        if 'data' not in data:
            print("No data returned.")
            return pd.DataFrame() 
        df = pd.DataFrame(data['data'])

        # Handle pagination with continuation token
        while 'next_url' in data:
            next_url = data['next_url']
            if next_url is None:
                break
            res = requests.get(next_url, headers=headers)
            res.raise_for_status()
            data = res.json()
            if 'data' in data:
                df = pd.concat([df, pd.DataFrame(data['data'])], ignore_index=True)
        return df

    except requests.exceptions.RequestException as e:
        print(f"API request error: {e}")
        return pd.DataFrame() 

# ---- Get the data ---- #
df = get_kaiko_data(api_key=api_key, exchange=exchange, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size), slippage=slippage, slippage_ref=slippage_ref)

message = "hello world"
puts message

Response example

{
    "query": {
        "page_size": 10,
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1h",
        "slippage": 100000,
        "slippage_ref": "mid_price",
        "sort": "desc",
        "aggregation": "slippage",
        "data_version": "v1",
        "commodity": "order_book_snapshots",
        "request_time": "2020-05-26T15:07:06.840Z"
    },
    "time": "2020-05-26T15:07:07.260Z",
    "timestamp": 1590505627260,
    "data": [
        {
            "poll_timestamp": 1590505200000,
            "ask_slippage": "0.00012513598764468878",
            "bid_slippage": "0.0003678539692963374"
        },
        {
            "poll_timestamp": 1590501600000,
            "ask_slippage": "0.00030969034268815156",
            "bid_slippage": "0.00024353107110561094"
        },
      /* ... */
    ],
    "result": "success",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

Bid-ask spread (aggregation)

What is this endpoint for?

This endpoint returns the following metrics, averaged for the requested period.

Bid volume
Ask volume
Bid-ask spread
Price Slippage

We are unable to collect the full 10% snapshot from all exchanges we cover. Thus, for some exchanges, 'Market Depth' does not accurately portray the exchange's order book volume.

Endpoint

https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{instrument}/ob_aggregations/full

Path Parameters

Parameter

Required?

Description

region

Yes

Choose between eu and us.

exchange

Yes

Exchange code.

instrument_class

Yes

instrument

Yes

Query Parameters

Parameter

Required

Description

end_time

Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

continuation_token

interval

page_size

sort

Return the data in ascending asc or descending desc order. Default desc Automatically included in continuation tokens.

start_time

Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

slippage

Order size (in quote asset) for which to calculate the percentage of slippage. Default: 0. When null is returned, not enough volume is present on the order book to execute the order.

slippage_ref

Price point for which to calculate slippage from. Either from the mid price (mid_price) or from the best bid/ask (best). Default: mid_price.

Fields

Field

Description

poll_timestamp

The timestamp at which the interval begins.

bid_volume_x

The average volume of bids placed within 0 and x% of the best bid over a specified interval.

ask_volume_x

The average volume of asks placed within 0 and x% of the best ask over a specified interval.

spread

The average difference between the best bid and the best ask over a specified interval.

mid_price

The average mid price between the best bid and the best ask over a specified interval

ask_slippage

The average percentage of price slippage for a market buy order over a specified interval.

bid_slippage

The average percentage of price slippage for a market sell order over a specified interval.

Request examples

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/ob_aggregations/full?page_size=10&slippage=100000&interval=1h&start_time=2019-12-04T00:00:00Z&end_time=2019-12-06T00:00:00Z'

##### 1. Import dependencies #####
import requests
import pandas as pd

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "krkn" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = 100
start_time= "2025-03-03T00:00:00Z"
end_time= "2025-03-05T00:00:00Z"

# ---- API key configuration ---- #
api_key = "YOUR_API_KEY"

##### 3. Get the data #####
# ---- Function to run an API call ---- # 
# Get the data in a dataframe --------- # 

def get_kaiko_data(api_key: str, exchange: str, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{pair}/snapshots/slippage'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size
    }

    try:
        res = requests.get(url, headers=headers, params=params)
        res.raise_for_status() 
        data = res.json()
        if 'data' not in data:
            print("No data returned.")
            return pd.DataFrame() 
        df = pd.DataFrame(data['data'])

        # Handle pagination with continuation token
        while 'next_url' in data:
            next_url = data['next_url']
            if next_url is None:
                break
            res = requests.get(next_url, headers=headers)
            res.raise_for_status()
            data = res.json()
            if 'data' in data:
                df = pd.concat([df, pd.DataFrame(data['data'])], ignore_index=True)
        return df

    except requests.exceptions.RequestException as e:
        print(f"API request error: {e}")
        return pd.DataFrame() 

# ---- Get the data ---- #
df = get_kaiko_data(api_key=api_key, exchange=exchange, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size))

Response example

{
    "query": {
        "page_size": 10,
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1h",
        "slippage": 100000,
        "slippage_ref": "mid_price",
        "sort": "desc",
        "aggregation": "full",
        "data_version": "v1",
        "commodity": "order_book_snapshots",
        "request_time": "2020-05-26T14:46:00.561Z"
    },
    "time": "2020-05-26T14:46:03.776Z",
    "timestamp": 1590504363776,
    "data": [
        {
            "poll_timestamp": 1590501600000,
            "ask_slippage": "0.00032766083806437735",
            "bid_slippage": "0.0002206511273162024",
            "bid_volume0_1": "31.751239130434783",
            "bid_volume0_2": "87.33763043478261",
            "bid_volume0_3": "139.32403260869566",
            "bid_volume0_4": "177.62314130434783",
            "bid_volume0_5": "206.71984782608695",
            "bid_volume0_6": "251.4888043478261",
            "bid_volume0_7": "287.1503043478261",
            "bid_volume0_8": "317.3515869565217",
            "bid_volume0_9": "335.79671739130436",
            "bid_volume1": "352.03117391304346",
            "bid_volume1_5": "419.0988260869565",
            "bid_volume2": "470.6285",
            "bid_volume4": "859.7884347826086",
            "bid_volume6": "1134.0595760869564",
            "bid_volume8": "1134.4657173913045",
            "bid_volume10": "1134.4657173913045",
            "ask_volume0_1": "21.558043478260867",
            "ask_volume0_2": "37.20532608695652",
            "ask_volume0_3": "78.02648913043478",
            "ask_volume0_4": "143.83753260869565",
            "ask_volume0_5": "192.98572826086954",
            "ask_volume0_6": "235.31961956521738",
            "ask_volume0_7": "280.5659565217391",
            "ask_volume0_8": "309.4857717391304",
            "ask_volume0_9": "327.8923152173913",
            "ask_volume1": "341.79707608695657",
            "ask_volume1_5": "411.3568043478261",
            "ask_volume2": "475.6048586956521",
            "ask_volume4": "885.1007826086956",
            "ask_volume6": "1263.1216413043478",
            "ask_volume8": "1364.2838369565218",
            "ask_volume10": "1364.2838369565218",
            "mid_price": "8830.427717391303",
            "spread": "1.175"
        }
      /* ... */
    ],
    "result": "success",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

Tokens in a liquidity pool

What is this endpoint for?

This indicates the amount of each token available for trading in a liquidity pool, identified through its blockchain pool address. A separate endpoint provides this data specifically for Uniswap V3 liquidity pools.

Endpoint

https://eu.market-api.kaiko.io/v2/data/liquidity.v1/snapshots

Parameters

Parameter

Required

Description

Example

blockchain

ethereum

pool_address

Yes

Pool address.

0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7

live

Shows the data as soon as the block is validated. (Default: false, in case of block reorganization).

true

start_block

Starting block height (inclusive).

129870

end_block

Ending block height (inclusive).

130000

start_time

Starting time in ISO 8601 (inclusive).

2022-04-01T00:00:00.000Z

end_time

Ending time in ISO 8601 (inclusive).

2022-05-01T00:00:00.000Z

sort

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

asc

page_size

100

Fields

Field

Description

Example

blockchain

The blockchain on which the transaction happened.

ethereum

block_number

The height of the block.

129876

pool_name

Name of the pool as it is written on the blockchain.

3pool

pool_address

Address of the contract of the pool.

0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7

exchange

Code of the DEX.

curv

amounts

Snapshot of the liquidity pool's tokens.

See example

datetime

Timestamp at which the interval begins. In seconds.

1650441900

Request examples

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: KAIKO_API_KEY' \
  'https://us.market-api.kaiko.io/v2/data/liquidity.v1/snapshots?pool_address=0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7&start_block=129870&end_block=129880'

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/liquidity.v1/snapshots"

# Start of mandatory parameter configuration
mandatory_params = {
    "pool_address": "0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7"
}
# End of mandatory parameter configuration

# Start of optional parameter configuration
optional_params = {
    "start_block": "129870",
    "end_block": "129880"
}
# 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)

# Pagination for next pages
all_data = []
next_url = f"{api_base_endpoint}?{url_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)}")

Response example

{
    "query": {
        "blockchain": "ethereum",
        "protocol": "*",
        "pool_address": "0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7",
        "start_block": "129870",
        "end_block": "129880",
        "start_time": "*",
        "end_time": "*",
        "sort": "descending",
        "page_size": "100",
        "live": "false"
    },
    "time": "2024-09-27T13:54:13.515Z",
    "timestamp": 1727445253,
    "data": [
        {
            "block_number": "129880",
            "pool_name": "",
            "pool_address": "0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7",
            "exchange": "curv",
            "price": 0,
            "amounts": [],
            "datetime": -62135596800,
            "blockchain": "ethereum"
        },
        {
            "block_number": "129879",
            "pool_name": "",
            "pool_address": "0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7",
            "exchange": "curv",
            "price": 0,
            "amounts": [],
            "datetime": -62135596800,
            "blockchain": "ethereum"
        },
        {
            "block_number": "129878",
            "pool_name": "",
            "pool_address": "0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7",
            "exchange": "curv",
            "price": 0,
            "amounts": [],
            "datetime": -62135596800,
            "blockchain": "ethereum"
        },
        {
            "block_number": "129877",
            "pool_name": "",
            "pool_address": "0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7",
            "exchange": "curv",
            "price": 0,
            "amounts": [],
            "datetime": -62135596800,
            "blockchain": "ethereum"
        },
        {
            "block_number": "129876",
            "pool_name": "",
            "pool_address": "0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7",
            "exchange": "curv",
            "price": 0,
            "amounts": [],
            "datetime": -62135596800,
            "blockchain": "ethereum"
        },
        {
            "block_number": "129875",
            "pool_name": "",
            "pool_address": "0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7",
            "exchange": "curv",
            "price": 0,
            "amounts": [],
            "datetime": -62135596800,
            "blockchain": "ethereum"
        },
        {
            "block_number": "129874",
            "pool_name": "",
            "pool_address": "0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7",
            "exchange": "curv",
            "price": 0,
            "amounts": [],
            "datetime": -62135596800,
            "blockchain": "ethereum"
        },
        {
            "block_number": "129873",
            "pool_name": "",
            "pool_address": "0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7",
            "exchange": "curv",
            "price": 0,
            "amounts": [],
            "datetime": -62135596800,
            "blockchain": "ethereum"
        },
        {
            "block_number": "129872",
            "pool_name": "",
            "pool_address": "0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7",
            "exchange": "curv",
            "price": 0,
            "amounts": [],
            "datetime": -62135596800,
            "blockchain": "ethereum"
        },
        {
            "block_number": "129871",
            "pool_name": "",
            "pool_address": "0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7",
            "exchange": "curv",
            "price": 0,
            "amounts": [],
            "datetime": -62135596800,
            "blockchain": "ethereum"
        }
    ]
}

Tokens in a liquidity pool (Uniswap)

What is this endpoint for?

The Uniswap V3 Liquidity Estimator offers insight into the token reserves on Uniswap V3.

This data shows the liquidity across all the price levels for a specific pair of tokens on Uniswap V3. Each price level has a range, which is shown aslower_tick (the lowest price of the level) and upper_tick (the highest price of the level). The data shows you the amount of tokens and liquidity available at each price level. We display all price-levels up to 10% either side of the current block price. The data is provided in a block-by-block granularity. Access the methodology here.

Endpoint

https://eu.market-api.kaiko.io/v2/data/liquidity.v1/snapshots/usp3

Parameters

Parameter

Required

Description

Example

pool_address

Yes

Pool address.

0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640

blockchain

ethereum

live

Shows the data as soon as the block is validated. (Default: false, in case of block reorganization).

true

start_block

Starting block height (inclusive).

129870

end_block

Ending block height (inclusive).

130000

start_time

Starting time in ISO 8601 (inclusive).

2022-04-01T00:00:00.000Z

end_time

Ending time in ISO 8601 (inclusive).

2022-05-01T00:00:00.000Z

price_range

The interval of price around the current price, in % (min: 0, default: 0.1, max: 0.2).

0.05

page_size

10

Fields

Field

Description

Example

blockchain

The blockchain on which the transaction happened.

ethereum

block_number

The height of the block.

16028979

pool_name

Name of the pool as it is written on the blockchain.

USDC-WETH-0.001

pool_address

Address of the contract of the pool.

0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640

current_tick

The current tick at this block.

-58580

current_price

The current price at this block, normalized using the pool’s tokens decimals.

0.0028577887443084

datetime

The timestamp of the block. In seconds.

1669161611

snapshots

The snapshot of the liquidity at each tick of the pool.

See table below.

Field snapshots

Field snapshot

Description

Example

amount0

The amount of token0 in the specified tick range, normalized using the token0 decimals.

0

amount1

The amount of token1 in the specified tick range, normalized using the token1 decimals.

26.4381078606

amount

The amount of liquidity in the specified tick range.

1.7305248294559624e+23

lower_tick

The lower tick of the range.

-59580

upper_tick

The upper tick of the range.

-59520

Request examples

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: KAIKO_API_KEY' \
  'https://us.market-api.kaiko.io/v2/data/liquidity.v1/snapshots/usp3?pool_address=0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640'

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/liquidity.v1/snapshots/usp3"

# Start of mandatory parameter configuration
mandatory_params = {
    "pool_address": "0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640"
}
# End of mandatory parameter configuration

# Start of optional parameter configuration
optional_params = {
}
# 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)

# Pagination for next pages
all_data = []
next_url = f"{api_base_endpoint}?{url_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)}")

Response example

{
    "query": {
        "blockchain": "ethereum",
        "protocol": "usp3",
        "pool_address": "0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640",
        "start_block": "*",
        "end_block": "*",
        "start_time": "*",
        "end_time": "*",
        "sort": "descending",
        "page_size": "10",
        "live": "false",
        "price_range": "0.1"
    },
    "time": "2024-09-27T14:03:53.973Z",
    "timestamp": 1727445833,
    "data": [
        {
            "block_number": "20842364",
            "pool_name": "liquidity_pool",
            "pool_address": "0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640",
            "current_tick": "197507",
            "current_price": 0.00037773843033961135,
            "datetime": 1727444963,
            "blockchain": "ethereum",
            "exchange": "usp3",
            "snapshots": [
                {
                    "amount0": 0,
                    "amount1": 21.540770877363897,
                    "amount": 2335301572930716700,
                    "lower_tick": 196460,
                    "upper_tick": 196470
                },
                {
                    "amount0": 0,
                    "amount1": 21.58927177741234,
                    "amount": 2339389776616961000,
                    "lower_tick": 196470,
                    "upper_tick": 196480
                },

Interest rates, borrowed and deposited amounts

What is this endpoint for?

This endpoint provides information about lending pools. It shows data such as how many tokens has been deposited and borrowed, as well as the interest rates for lending and borrowing at each block.

Endpoint

Parameters

Fields

Metadata information

AAVE v1

AAVE v2

Compound

Cream

Maker

Request example

Response example

Raw order book snapshot

What is this endpoint for?

The raw data on which our Level 2 Aggregations such as market depth , bid/ask spread, and price slippage are built. Details a point-in-time view of the bids and asks on an exhange's order book to 10% depth. Used to build your own custom level 2 aggregations. The snapshot is produced every 30 seconds.

Endpoint

Path Parameters

Query Parameters

Fields

Request examples

Response example

Raw order book snapshot + market depth, bid/ask spread & price slippage

What is this endpoint for?

This endpoint returns raw order book used to calculate our aggregations, alongside the aggregations:

Market Depth - provides insight into the "depth" of an exchange's order book by aggregating the volume of bids and asks within 0-10% of the best bid or ask, respectively. A higher volume of bids and asks at each level implies more liquidity.
Price Slippage - calculates the potential slippage for a market buy order if it were placed at the time the Order Book Snapshot was taken.
Bid-ask Spread - The bid-ask spread is the difference between the highest price that a buyer is willing to pay for an asset (the bid) and the lowest price that a seller is willing to accept (the ask). A smaller spread implies more liquidity.

Endpoint

Path Parameters

Query Parameters

Fields

Request example

Response example

Level 2 Tick-Level

Mints and burns

What is this endpoint for?

This endpoint includes event data related to the addition (mint) and removal (burn) of tokens from a liquidity pool.

Endpoint

Parameters

Fields

Request example

Response example

Reference Data

Asset codes

You can explore all exchanges, assets, and get codes for them using our instrument explorer. Alternatively, if you want to obtain the data in a more programmatic way, use this endpoint.

What is this endpoint for?

This endpoint retrieves a list of assets and associated codes.

Endpoint

https://reference-data-api.kaiko.io/v1/assets

Parameters

No parameters supported

Fields

Field

Description

asset_class

The asset's primary asset class

asset_classes

The asset's secondary asset classes

code

Kaiko identifier for the asset.

name

The asset name

Request example

curl --compressed -H 'Accept: application/json' 'https://reference-data-api.kaiko.io/v1/assets'

Response example

{
  "result": "success",
  "data": [
    {
      "code": "btc",
      "name": "Bitcoin",
      "asset_class": "cryptocurrency",
      "asset_classes": [
        "cryptocurrency"
      ]
    },
    {
      "code": "bch",
      "name": "Bitcoin Cash",
      "asset_class": "crypto

Exchange codes

You can explore all exchanges, assets, and get codes for them using our instrument explorer. Alternatively, if you want to obtain the data in a more programmatic way, use this endpoint.

What is this endpoint for?

This endpoint retrieves a list of exchanges and associated codes.

Endpoint

https://reference-data-api.kaiko.io/v1/exchanges

Parameters

No parameters supported

Fields

Field

Description

code

Kaiko identifier for the exchange.

kaiko_legacy_slug

Identifier used in delivery of aggregated data.

name

The exchange name.

Request example

curl --compressed -H 'Accept: application/json' 'https://reference-data-api.kaiko.io/v1/exchanges'

Response example

{
  "result": "success",
  "data": [
    {
      "code": "bfly",
      "name": "bitFlyer",
      "kaiko_legacy_slug": "bl"
    },
    {
      "code": "bfnx",
      "name": "Bitfinex",
      "kaiko_legacy_slug": "bf"
    }
    /* ... */
  ]
}

We strive to use only one exchange code to cover all the instrument classes such as spot, futures and etc. However, due the legacy issues, we might use different exchange codes for one exchange. The following exchanges are the exchanges that have more than one exchange codes, covering different instrument classes.

Binance
Bybit
Huobi
Kraken

Exchange trading pair codes (instruments)

What is this endpoint for?

This endpoint retrieves information on instruments (exchange trading pairs) and their associated codes.

Endpoint

Parameters

You can order your request by: exchange_code, class, kaiko_legacy_symbol, trade_start_timestamp, trade_end_timestamp, trade_count, base_asset, quote_asset, code, trade_count_min, trade_count_max

Repeated parameters All parameters, except for trade_count_min/max, trade_start/end_timestamp can be repeated in the URL to filter. For example to get instruments for coinbase & deribit, the request would be instruments?exchange_code=cbse&exchange_code=drbt

Fields

Some exchanges may refer to "base" and "quote" currencies differently.

When we report the "price" of a trade, we're referring to the "base_asset" price as reported by the exchange.
When we report the "volume" involved in a trade, we're referring to volume od the "base_asset" as reported by the exchange.

Note: some exchanges reverse the ordering of base/quote in their pair codes.

Request example

Response example

Lending protocol codes

What is this endpoint for?

This endpoint retrieves a list of defi protocols and associated codes. This can help you identify which exchanges are defi when working with our Market Data.

Endpoint

Parameters

No parameters supported

Fields

Request example

Response example

Blockchain codes

What is this endpoint for?

This endpoint retrieves the list of blockchains and associated codes.

Endpoint

Parameters

No parameters supported

Fields

Request example

Response example

Advanced tier: derivatives contract details

Premium tier

ANALYTICS Solutions

Monitoring Solutions

Kaiko Indices

Benchmarks

Single-Asset Rates

Misc & Legacy endpoints

Derivatives 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

Path Parameters

Parameter

Required?

Example

region

Yes

Choose between eu and us.

Query Parameters

Parameter

Required

Description

Example

exchange

Yes

Should be one of the exchanges currently supported

okex

instrument_class

Yes

future, perpetual-future, or option

future

instrument

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

base_assets

For finding the instruments with the certain base asset

btc, eth

quote_assets

For finding the instruments with the certain quote asset

usd, usdt

option_type

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

C, P

min_strike

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

10000

max_strike

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

90000

start_time

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

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

500

Fields: Perpetual-Future

Field

Description

Example

exchange

The exchange where the specified instrument is being traded

binc

instrument_class

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

perpetual-future

instrument

The specified instrument

btc-usdc

base

The base asset of the instrument

btc

quote

The unit in which the instrument is quoted

usdc

contract_size

Size of the contract

1

contract_size_unit

Unit in which contract is denominated

btc

listing_timestamp

Date listed by exchange

2024-01-03 12:30:00 UTC

funding_rate_frequency

Interval at which the funding rate is paid

8h

Fields: Future

Field

Description

Example

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

btcusdt250117

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

listing_timestamp

The timestamp when a certain option instrument is listed on the exchange

2025-01-03 08:10:00 UTC

expiry

Expiration date of the contract

2025-01-17 08:00:00 UTC

Fields: Option

Field

Description

Example

exchange

The exchange where the specified instrument is being traded

drbt

instrument_class

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

option

instrument

The specified instrument

btc10dec21100000c

base

The base asset of the instrument

btc

quote

The unit in which the instrument is quoted

usd

contract_size

Size of the contract

1

contract_size_unit

Unit in which contract is denominated

btc

listing_timestamp

The timestamp when a certain option instrument is listed on the exchange

2021-11-18 08:16:00 UTC

expiry

Expiration date of the contract

2021-12-10 08:00:00 UTC

strike_price

The strike price of the contract in USD.

30000

underlying_index

Name of the underlying asset

BTC-10DEC21

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

##### 1. Import dependencies #####
import requests
import pandas as pd

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "okex"
instrument_class = "future"

# ---- Optional parameters ---- #
instrument = None
base_assets = None
quote_assets = "btc"
option_type = None
min_strike = None
max_strike = None
start_time = None
end_time = None
page_size = 500

# ---- API key configuration ---- #
api_key = "YOUR_API_KEY"

##### 3. Get the data #####
# ---- Function to run an API call ---- # 
# Get the data in a dataframe --------- # 

def get_kaiko_data(api_key: str, exchange: str, instrument_class: str, instrument: str, base_assets: str, quote_assets: str, option_type: str, min_strike: int, max_strike: int, start_time: str, end_time: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/derivatives.v2/reference'
    params = {
        "exchange": exchange,
        "instrument_class": instrument_class,
        "instrument": instrument,
        "base_assets": base_assets,
        "quote_assets": quote_assets,
        "option_type": option_type,
        "min_strike": min_strike,
        "max_strike": max_strike,
        "start_time": start_time,
        "end_time": end_time,
        "page_size": page_size
    }

    try:
        res = requests.get(url, headers=headers, params=params)
        res.raise_for_status() 
        data = res.json()
        if 'data' not in data:
            print("No data returned.")
            return pd.DataFrame() 
        df = pd.DataFrame(data['data'])

        # Handle pagination with continuation token
        while 'next_url' in data:
            next_url = data['next_url']
            if next_url is None:
                break
            res = requests.get(next_url, headers=headers)
            res.raise_for_status()
            data = res.json()
            if 'data' in data:
                df = pd.concat([df, pd.DataFrame(data['data'])], ignore_index=True)
        return df

    except requests.exceptions.RequestException as e:
        print(f"API request error: {e}")
        return pd.DataFrame() 

# ---- Get the data ---- #
df = get_kaiko_data(api_key=api_key, exchange=exchange, instrument_class=instrument_class, instrument=instrument, base_assets=base_assets, quote_assets=quote_assets, option_type=option_type, min_strike=min_strike, max_strike=max_strike, start_time=start_time, end_time=end_time, page_size=page_size)
print (df)

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

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

all the instruments will be shown regardless of dates

Implied volatility calculation - surface

What is this endpoint for?

The IV surface endpoint lets you calculate volatility from options market prices. Feed the endpoint a set of maturity dates or timeframes for when options can be exercised, and you'll receive a volatility surface, which shows how volatility changes over different dates and prices.

You can get volatility estimates based on:

A specific set of strike prices
A forward-log-moneyness grid
A specific set of delta values
A delta grid

The calculation methodology leverages space and time interpolation.

Currently supported assets and exchanges:

BTC, ETH, SOL, MATIC, XRP on Deribit.
BTC, ETH on OKX.
BTC, ETH on Deribit & OKX (aggregated).

If you need data from other exchanges, we can add them on request.

Endpoint

https://{eu/us}.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_surface

Path Parameters

Parameter

Required?

Example

region

Yes

Choose between eu and us.

Query Parameters

Short listed-maturities (e.g. 7 days time-to-maturity) are only available for individual exchange.
Time extrapolation is not permitted. I.e. the shortest requested expiry should be after the exchange’s shortest expiry, and the furthest requested expiry must be before the exchange’s latest expiry. If these conditions are not met, only a partial surface will be returned within the available expiry range. The completeness of the output is indicated in the complete_output field.
Strikes and forward-log-moneynesses are only available when retrieving implied volatilities by strikes or forward-log-moneynesses (not by delta).

Parameter

Required

Description

Example

base

Yes

The desired base as the underlying of the options. See asset support above.

btc, eth

quote

Yes

The desired quote as the underlying of the options. See asset support above.

usd

exchanges

Yes

The desired exchange as source of options data. See exchange support above.

drbt

value_time

Yes

The time at which to compute implied volatilities The time t should be smaller than the lowest requested expiry.

2022-06-25T16:00:00.000Z

expiry_list

Yes, if the set of parameters (tte_min, tte_max, tte_step) is not used.

The expiries for which the implied volatilities are to be computed. Expiries can be listed or non-listed ones.

Expiries should be between minimum and maximum listed maturities on exchange. If not, a partial output will be returned.
Either expiry_list or (tte_min, tte_max, tte_step) should be filled.

expiry_list=2022-08-28T08:00:00.000Z, 2022-08-30T08:00:00.000Z or tte_min=0.034288&tte_max=1&tte_step=0.02

tte_min

Yes, if expiry_list is not used. To be used along with tte_max, tte_step.

Minimum time-to-expiry on the time grid.

Strictly positive value allowed.
If the `tte_min` is below the time to expiry associated with the minimum listed maturity, partial output will be returned.
Either expiry_list or (tte_min, tte_max, tte_step) should be filled.

0.034288

tte_max

Yes, if expiry_list is not used. To be used along with tte_min, tte_step.

Maximum time-to-expiry on the time grid.

Strictly positive value above the `tte_min`.
If the `tte_max` is above the time to expiry associated with the maximum listed maturity, partial output will be returned.

Either expiry_list or (tte_min, tte_max,tte_step) should be filled.

1

tte_step

Yes, if expiry_list is not used. To be used along with tte_min, tte_max.

Step between two time-to-expiries in time grid.

Strictly positive value allowed.
Either expiry_list or (tte_min, tte_max, tte_step) should be filled.

0.02

strike_list

Yes, if the set of parameters (f_log_min, f_log_max, f_log_step) or deltas or the set of parameters (delta_min, delta_max, delta_step) are not used.

The strike prices for which the implied volatilities are to be computed. Strike prices can be listed or non-listed ones.

Strictly positives values allowed.
Either strike_list , (f_log_m_min, f_log_m_max, f_log_m_step), deltas or (delta_min, delta_max, delta_step) should be filled.

strike_list=25000, 29150, 29155, 29160 or f_log_m_min=-1.5&f_log_m_max=1.5&f_log_m_step=0.05

f_log_m_min

Yes, if strike_list or deltas or the set of parameters (delta_min, delta_max, delta_step) are not used. To be used along with f_log_m_max, f_log_m_step.

Minimum forward log-moneyness on the space grid.

Either strike_list , (f_log_m_min, f_log_m_max, f_log_m_step), deltas or (delta_min, delta_max, delta_step) should be filled.

-1.5

f_log_m_max

Yes, if strike_list or deltas or the set of parameters (delta_min, delta_max, delta_step) are not used. To be used along with f_log_m_min, f_log_m_step.

Maximum forward log-moneyness on the space grid.

Either strike_list , (f_log_m_min, f_log_m_max, f_log_m_step), deltas or (delta_min, delta_max, delta_step) should be filled.

1

f_log_m_step

Yes, if strike_list or deltas or the set of parameters (delta_min, delta_max, delta_step) are not used. To be used along with f_log_m_min, f_log_m_max.

Step between two forward log moneyness in space grid.

Either strike_list , (f_log_m_min, f_log_m_max, f_log_m_step), deltas or (delta_min, delta_max, delta_step) should be filled.

0.02

deltas

Yes, if strike_list or the sets of parameters (delta_min, delta_max, delta_step) or (f_log_m_min, f_log_m_max, f_log_m_step) are not used.

The delta levels (of a Call option) for which the implied volatilities are to be computed.

Only delta values between 0.01 and 0.99 are allowed.
Either strike_list , (f_log_m_min, f_log_m_max, f_log_m_step), deltas or (delta_min, delta_max, delta_step) should be filled.

deltas=0.25,0.5,0.75

delta_min

Yes, if strike_list or deltas or the set of parameters (f_log_m_min, f_log_m_max, f_log_m_step) are not used. To be used along with delta_max, delta_step.

Minimum delta (of a Call option) on the space grid.

Only delta values between 0.01 and 0.99 are allowed.
Either strike_list , (f_log_m_min, f_log_m_max, f_log_m_step), deltas or (delta_min, delta_max, delta_step) should be filled.

0.01

delta_max

Yes, if strike_list or deltas or the set of parameters (f_log_m_min, f_log_m_max, f_log_m_step) are not used. To be used along with delta_min, delta_step.

Maximum delta (of a Call option) on the space grid.

Only delta values between 0.01 and 0.99 are allowed.
Either strike_list , (f_log_m_min, f_log_m_max, f_log_m_step), deltas or (delta_min, delta_max, delta_step) should be filled.

0.99

delta_step

Yes, if strike_list or deltas or the set of parameters (f_log_m_min, f_log_m_max, f_log_m_step) are not used. To be used along with delta_min, delta_max.

Step between two deltas (of a Call option) on the space grid.

Either strike_list , (f_log_m_min, f_log_m_max, f_log_m_step), deltas or (delta_min, delta_max, delta_step) should be filled.

Fields

Field

Description

Example

complete_output

This indicates whether the output covers the entire requested range within the listed expiries, or only the valid subset.

True

value_time

The time in parameter

2022-06-25T16:00:00Z

expiry

The expiry at which the IV has been interpolated.

2022-08-28T08:00:00Z

time_to_expiry

The associated time-to-expiry (in year).

0.17442922374429223

strike

The strike at which the IV has been computed. Not provided when the input is a delta list.

265.88827409960714

forward_log_moneyness

The associated forward log-moneyness. Not provided when the input is a delta list.

-1.5

implied_volatility

The calibrated and interpolated implied volatilities.

1.8088997727784055

delta

The first derivative of the price (of a Call option) with regards to the underlying price

-0.009058250602524742

gamma

The second derivative of the price with regards to the underlying price

0.000027152549142705487

interest_rate

The implied interest rate.

0.14954983972466698

current_spot

The underlying spot price at the value timestamp.

71717

Request examples

Use this example to calculate IV Surface using Deltas.

https://us.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_surface?base=btc&quote=usd&exchanges=drbt%2Cokex&value_time=2024-09-12T10%3A00%3A00.000Z&expiry_list=2024-09-20T08%3A00%3A00.000Z%2C2024-09-27T08%3A00%3A00.000Z%2C2024-10-04T08%3A00%3A00.000Z%2C2024-10-25T08%3A00%3A00.000Z%2C2024-11-08T08%3A00%3A00.000Z&delta_min=0.1&delta_max=0.9&delta_step=0.1

Use this example to calculate IV Surface using forward log moneyness.

https://us.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_surface?base=btc&quote=usd&exchanges=drbt&value_time=2024-09-12T10%3A00%3A00.000Z&tte_min=0.01&tte_max=1.&tte_step=0.02&f_log_m_min=-0.5&f_log_m_max=0.5&f_log_m_step=0.5

Use this example to calculate IV Surface using strikes.

https://us.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_surface?base=btc&quote=usd&exchanges=drbt&value_time=2024-09-12T10%3A00%3A00.000Z&tte_min=0.01&tte_max=1.&tte_step=0.02&strike_list=55000%2C56000%2C57000%2C58000%2C59000%2C60000

Response examples

{
    "query":{
       "base":"btc",
       "quote":"usd",
       "exchanges":[
          "drbt",
          "okex"
       ],
       "value_time":"2024-09-12T10:00:00.000Z",
       "data_version":"v2",
       "commodity":"analytics",
       "request_time":"2024-09-12T17:12:07.699Z"
    },
    "time":"2024-09-12T17:12:07.699Z",
    "timestamp":1726161128874,
    "complete_output":true,
    "data":[
       {
          "value_time":"2024-09-12T10:00:00.000Z",
          "expiry":"2024-09-20T08:00:00.000Z",
          "time_to_expiry":0.021689497716894976,
          "implied_volatilities":[
             {
                "implied_volatility":0.55567045411767,
                "delta":0.1,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5304086533216835,
                "delta":0.2,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5204807466788227,
                "delta":0.30000000000000004,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5176080670107802,
                "delta":0.4,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5198235126846833,
                "delta":0.5,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5271474253673343,
                "delta":0.6,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5412722397557681,
                "delta":0.7,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5672860200574902,
                "delta":0.7999999999999999,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.6234279466167519,
                "delta":0.8999999999999999,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             }
          ]
       },
       {
          "value_time":"2024-09-12T10:00:00.000Z",
          "expiry":"2024-09-27T08:00:00.000Z",
          "time_to_expiry":0.0408675799086758,
          "implied_volatilities":[
             {
                "implied_volatility":0.5621097108504748,
                "delta":0.1,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5272061410113572,
                "delta":0.2,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5131506051610666,
                "delta":0.30000000000000004,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5082456534252546,
                "delta":0.4,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5095651826004636,
                "delta":0.5,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.51677777797711,
                "delta":0.6,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5314642342464321,
                "delta":0.7,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5587288797341338,
                "delta":0.7999999999999999,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.6167183766301421,
                "delta":0.8999999999999999,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             }
          ]
       },
       {
          "value_time":"2024-09-12T10:00:00.000Z",
          "expiry":"2024-10-04T08:00:00.000Z",
          "time_to_expiry":0.06004566210045662,
          "implied_volatilities":[
             {
                "implied_volatility":0.5666208561497174,
                "delta":0.1,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5323692982650756,
                "delta":0.2,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5186955773995799,
                "delta":0.30000000000000004,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5138985541028067,
                "delta":0.4,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5150201900956664,
                "delta":0.5,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5216164561118771,
                "delta":0.6,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5349940736116142,
                "delta":0.7,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5595467577751186,
                "delta":0.7999999999999999,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.6109550611499716,
                "delta":0.8999999999999999,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             }
          ]
       },
       {
          "value_time":"2024-09-12T10:00:00.000Z",
          "expiry":"2024-10-25T08:00:00.000Z",
          "time_to_expiry":0.11757990867579908,
          "implied_volatilities":[
             {
                "implied_volatility":0.5922138420961504,
                "delta":0.1,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             },
             {
                "implied_volatility":0.5520922097809197,
                "delta":0.2,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             },
             {
                "implied_volatility":0.5329630080551225,
                "delta":0.30000000000000004,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             },
             {
                "implied_volatility":0.5231218680220053,
                "delta":0.4,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             },
             {
                "implied_volatility":0.5194493140150083,
                "delta":0.5,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             },
             {
                "implied_volatility":0.5213876755567547,
                "delta":0.6,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             },
             {
                "implied_volatility":0.5302377211015243,
                "delta":0.7,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             },
             {
                "implied_volatility":0.550749699660159,
                "delta":0.7999999999999999,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             },
             {
                "implied_volatility":0.6010333506232379,
                "delta":0.8999999999999999,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             }
          ]
       },
       {
          "value_time":"2024-09-12T10:00:00.000Z",
          "expiry":"2024-11-08T08:00:00.000Z",
          "time_to_expiry":0.15593607305936072,
          "implied_volatilities":[
             {
                "implied_volatility":0.6624300907047234,
                "delta":0.1,
                "interest_rate":0.06396819887540026,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.6181620638701805,
                "delta":0.2,
                "interest_rate":0.06396819887540026,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5977210831388879,
                "delta":0.30000000000000004,
                "interest_rate":0.06396819887540026,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5873014915704046,
                "delta":0.4,
                "interest_rate":0.06396819887540026,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5831399288267296,
                "delta":0.5,
                "interest_rate":0.06396819887540026,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5842407024308494,
                "delta":0.6,
                "interest_rate":0.06396819887540026,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5912675169813805,
                "delta":0.7,
                "interest_rate":0.06396819887540026,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.6074281344387386,
                "delta":0.7999999999999999,
                "interest_rate":0.06396819887540026,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.6449624313701908,
                "delta":0.8999999999999999,
                "interest_rate":0.06396819887540026,
                "current_spot":58033.01112255454
             }
          ]
       }
    ],
    "result":"success",
    "access":{
       "access_range":{
          "start_timestamp":1262304000000,
          "end_timestamp":1924991999000
       },
       "data_range":{
          "start_timestamp":1262304000000,
          "end_timestamp":1924991999000
       }
    }
 }

{
   "query":{
      "base":"btc",
      "quote":"usd",
      "exchanges":[
         "drbt"
      ],
      "value_time":"2024-09-12T10:00:00.000Z",
      "data_version":"v2",
      "commodity":"analytics",
      "request_time":"2024-09-13T10:22:26.108Z"
   },
   "time":"2024-09-13T10:22:26.108Z",
   "timestamp":1726222946604,
   "complete_output":false,
   "data":[
      {
         "value_time":"2024-09-12T10:00:00.000Z",
         "expiry":"2024-09-16T01:36:00.000Z",
         "time_to_expiry":0.01,
         "implied_volatilities":[
            {
               "strike":35205.07731688165,
               "forward_log_moneyness":-0.5,
               "implied_volatility":1.219961822819801,
               "delta":0.9999840518413259,
               "gamma":9.862878922173833e-09,
               "interest_rate":0.029882129261974883,
               "current_spot":58026.01780838781
            },
            {
               "strike":58043.35980898536,
               "forward_log_moneyness":0,
               "implied_volatility":0.47173352808037106,
               "delta":0.5094088500573186,
               "gamma":0.00014570314379410554,
               "interest_rate":0.029882129261974883,
               "current_spot":58026.01780838781
            },
            {
               "strike":95697.3219399751,
               "forward_log_moneyness":0.5,
               "implied_volatility":0.9995009904225983,
               "delta":3.662902785528388e-07,
               "gamma":3.2466205143302194e-10,
               "interest_rate":0.029882129261974883,
               "current_spot":58026.01780838781
            }
         ]
      },
      {
         "value_time":"2024-09-12T10:00:00.000Z",
         "expiry":"2024-09-23T08:48:00.000Z",
         "time_to_expiry":0.03,
         "implied_volatilities":[
            {
               "strike":35258.65197953432,
               "forward_log_moneyness":-0.5,
               "implied_volatility":1.0227076131194504,
               "delta":0.998199924676951,
               "gamma":5.605337511004371e-07,
               "interest_rate":0.06064841675926235,
               "current_spot":58026.01780838785
            },
            {
               "strike":58131.68949487142,
               "forward_log_moneyness":0,
               "implied_volatility":0.5150355416768742,
               "delta":0.517788278262302,
               "gamma":7.69939568408782e-05,
               "interest_rate":0.06064841675926235,
               "current_spot":58026.01780838785
            },
            {
               "strike":95842.95297192968,
               "forward_log_moneyness":0.5,
               "implied_volatility":0.8521845389437603,
               "delta":0.00046039932852065535,
               "gamma":1.922319739897016e-07,
               "interest_rate":0.06064841675926235,
               "current_spot":58026.01780838785
            }
         ]
      },
      {
         "value_time":"2024-09-12T10:00:00.000Z",
         "expiry":"2024-09-30T16:00:00.000Z",
         "time_to_expiry":0.05,
         "implied_volatilities":[
            {
               "strike":35306.34125006645,
               "forward_log_moneyness":-0.5,
               "implied_volatility":0.9000176772559828,
               "delta":0.9951324086246934,
               "gamma":1.2089704742589137e-06,
               "interest_rate":0.06342187503569374,
               "current_spot":58026.01780838792
            },
            {
               "strike":58210.3158095819,
               "forward_log_moneyness":0,
               "implied_volatility":0.51382233838562,
               "delta":0.522905471292496,
               "gamma":5.9740914598632886e-05,
               "interest_rate":0.06342187503569374,
               "current_spot":58026.01780838792
            },
            {
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               "forward_log_moneyness":0.5,
               "implied_volatility":0.7922110861857629,
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               "gamma":9.243683297678397e-07,
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            }
         ]
      },
      {
         "value_time":"2024-09-12T10:00:00.000Z",
         "expiry":"2024-10-07T23:12:00.000Z",
         "time_to_expiry":0.07,
         "implied_volatilities":[
            {
               "strike":35360.71890845669,
               "forward_log_moneyness":-0.5,
               "implied_volatility":0.828127141031331,
               "delta":0.9916123215219155,
               "gamma":1.7972889965676697e-06,
               "interest_rate":0.06728679739793171,
               "current_spot":58026.01780838783
            },
            {
               "strike":58299.96941162078,
               "forward_log_moneyness":0,
               "implied_volatility":0.5164706953874756,
               "delta":0.5272356033058659,
               "gamma":5.0197042263844037e-05,
               "interest_rate":0.06728679739793171,
               "current_spot":58026.01780838783
            },
            {
               "strike":96120.39965010602,
               "forward_log_moneyness":0.5,
               "implied_volatility":0.7464559932842119,
               "delta":0.0074875726771543305,
               "gamma":1.8044884826225764e-06,
               "interest_rate":0.06728679739793171,
               "current_spot":58026.01780838783
            }
         ]
      },
      {
         "value_time":"2024-09-12T10:00:00.000Z",
         "expiry":"2024-10-15T06:24:00.000Z",
         "time_to_expiry":0.09000000000000001,
         "implied_volatilities":[
            {
               "strike":35408.60142607324,
               "forward_log_moneyness":-0.5,
               "implied_volatility":0.7910724424510162,
               "delta":0.986976336148381,
               "gamma":2.4347028120210604e-06,
               "interest_rate":0.06736973218397824,
               "current_spot":58026.01780838783
            },
            {
               "strike":58378.914336909846,
               "forward_log_moneyness":0,
               "implied_volatility":0.517020500780755,
               "delta":0.5309082147347206,
               "gamma":4.4192790606748824e-05,
               "interest_rate":0.06736973218397824,
               "current_spot":58026.01780838783
            },
            {
               "strike":96250.55782764393,
               "forward_log_moneyness":0.5,
               "implied_volatility":0.7137227872343034,
               "delta":0.012936414946896013,
               "gamma":2.6829260079941945e-06,
               "interest_rate":0.06736973218397824,
               "current_spot":58026.01780838783
            }
         ]
      },
      {
         "value_time":"2024-09-12T10:00:00.000Z",
         "expiry":"2024-10-22T13:36:00.000Z",
         "time_to_expiry":0.11000000000000001,
         "implied_volatilities":[
            {
               "strike":35456.666405622804,
               "forward_log_moneyness":-0.5,
               "implied_volatility":0.7665601461136989,
               "delta":0.9818598165540046,
               "gamma":3.020625727200306e-06,
               "interest_rate":0.06745266697002476,
               "current_spot":58026.01780838783
            },
            {
               "strike":58458.16009106899,
               "forward_log_moneyness":0,
               "implied_volatility":0.5173700727313382,
               "delta":0.5341857547297713,
               "gamma":3.9919988877804825e-05,
               "interest_rate":0.06745266697002476,
               "current_spot":58026.01780838783
            },
            {
               "strike":96381.21198813876,
               "forward_log_moneyness":0.5,
               "implied_volatility":0.6920869662211807,
               "delta":0.019532251867923345,
               "gamma":3.5628982792173914e-06,
               "interest_rate":0.06745266697002476,
               "current_spot":58026.01780838783
            }
         ]
      },
      {
         "value_time":"2024-09-12T10:00:00.000Z",
         "expiry":"2024-10-29T20:48:00.000Z",
         "time_to_expiry":0.13,
         "implied_volatilities":[
            {
               "strike":35508.422803157875,
               "forward_log_moneyness":-0.5,
               "implied_volatility":0.746694177498397,
               "delta":0.9768034365375131,
               "gamma":3.5131108017826186e-06,
               "interest_rate":0.06829567333489632,
               "current_spot":58026.01780838791
            },
            {
               "strike":58543.491964579865,
               "forward_log_moneyness":0,
               "implied_volatility":0.5441431140622193,
               "delta":0.5390722837426289,
               "gamma":3.4874826454214145e-05,
               "interest_rate":0.06829567333489632,
               "current_spot":58026.01780838791
            },
            {
               "strike":96521.90046306486,
               "forward_log_moneyness":0.5,
               "implied_volatility":0.6973828419830258,
               "delta":0.031246311790620984,
               "gamma":4.823365346327674e-06,
               "interest_rate":0.06829567333489632,
               "current_spot":58026.01780838791
            }
         ]
      },
      {
         "value_time":"2024-09-12T10:00:00.000Z",
         "expiry":"2024-11-06T04:00:00.000Z",
         "time_to_expiry":0.15,
         "implied_volatilities":[
            {
               "strike":35563.92832597037,
               "forward_log_moneyness":-0.5,
               "implied_volatility":0.7304703931953009,
               "delta":0.9718561610549586,
               "gamma":3.930583791623972e-06,
               "interest_rate":0.06960254691331551,
               "current_spot":58026.01780838791
            },
            {
               "strike":58635.005100682145,
               "forward_log_moneyness":0,
               "implied_volatility":0.5760490651462036,
               "delta":0.544410454345521,
               "gamma":3.0625222152157556e-05,
               "interest_rate":0.06960254691331551,
               "current_spot":58026.01780838791
            },
            {
               "strike":96672.78011710517,
               "forward_log_moneyness":0.5,
               "implied_volatility":0.7118768487498811,
               "delta":0.04690301547513481,
               "gamma":6.125288885966162e-06,
               "interest_rate":0.06960254691331551,
               "current_spot":58026.01780838791
            }
         ]
      },
      {
         "value_time":"2024-09-12T10:00:00.000Z",
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   ],
   "result":"success",
   "access":{
      "access_range":{
         "start_timestamp":1262304000000,
         "end_timestamp":1924991999000
      },
      "data_range":{
         "start_timestamp":1262304000000,
         "end_timestamp":1924991999000
      }
   }
}

REST API

General

Introduction

Welcome to the Kaiko REST API documentation.

Get started with the menu on the left.

Getting Started

API input

Header

Timestamp input

Exchange codes

Instrument codes

API output

"taker_side_sell" Explained

Market open and close

Timestamp

Authentication

Data versioning

Envelope

Error codes

Pagination

Browsing pages when using Python

Rate limiting

Data Feeds

Introduction

About our Data Feeds

Level 1 & Level 2 Data

Level 1 Aggregations

Trade Count, OHLCV, & VWAP

What is this endpoint for?

Endpoint

Path Parameters

Query Parameters

Fields

Request examples

Response example

OHLCV only

What is this endpoint for?

Endpoint

Path Parameters

Query Parameters

Fields

Request examples

Response example

VWAP only

What is this endpoint for?

Endpoint

Path Parameters

Query Parameters

Fields

Request examples

Response example

Level 1 Tick-Level

All trades

What is this endpoint for?

Endpoint

Path Parameters

Query Parameters

Fields

Request examples

Response example

Borrows, repayments, liquidations, and withdrawals

What is this endpoint for?

Endpoint

Parameters

Fields

Metadata information

Request examples

Response example

Level 2 Aggregations

Market depth (snapshot)

What is this endpoint for?

Endpoint

Path Parameters

Query Parameters

Fields

Request examples

Response example

Market depth (aggregation)

What is this endpoint for?

Endpoint