Aggregated Quotes

What is this endpoint for?

Aggregated Quotes provides computed real-time price that is based on the best bids and best asks across a highly-vetted selection of exchanges, meaning you can get a comprehensive view of demand, without the need to monitor exchanges individually. The exchanges used in this calculation are vetted, meaning only those that are part of the Kaiko Exchange Ranking are included. The best bids are aggregated over 10-second intervals and delivered every second. This means you receive the best bids and asks from the previous 10 seconds, updated every second.

Note that Kaiko Exchange Ranking is updated every quarter, so the exchanges used in the calculation may change.

Endpoints

gateway-v0-grpc.kaiko.ovh

gateway-v0-http.kaiko.ovh

https://gateway-v0-http.kaiko.ovh/api/stream/aggregated_quote_v2

Parameters

Parameter

Description

Examples

Mandatory?

Configuring multiple instruments

To configure multiple instruments in the same stream, provide the code as a comma separated list eg btc-usd,eth-usd.

Fields

Field

Description

Request examples

Make sure to read our Python quick-start guide before starting.

 # This is a code example. Configure your parameters in the parameter configuration section #

from __future__ import print_function
import logging
import os

import grpc
from google.protobuf.json_format import MessageToJson
from google.protobuf import duration_pb2

from kaikosdk import sdk_pb2_grpc
from kaikosdk.core import instrument_criteria_pb2, assets_pb2
from kaikosdk.stream.aggregates_ohlcv_v1 import request_pb2 as pb_ohlcv
from kaikosdk.stream.aggregates_vwap_v1 import request_pb2 as pb_vwap
from kaikosdk.stream.market_update_v1 import request_pb2 as pb_market_update
from kaikosdk.stream.market_update_v1 import commodity_pb2 as pb_commodity
from kaikosdk.stream.trades_v1 import request_pb2 as pb_trades
from kaikosdk.stream.index_v1 import request_pb2 as pb_index
from kaikosdk.stream.index_multi_assets_v1 import request_pb2 as pb_index_multi_assets
from kaikosdk.stream.index_forex_rate_v1 import request_pb2 as pb_index_forex_rate
from kaikosdk.stream.aggregated_quote_v2 import request_pb2 as pb_aggregated_quote
from kaikosdk.stream.aggregates_spot_exchange_rate_v2 import request_pb2 as pb_spot_exchange_rate
from kaikosdk.stream.aggregates_direct_exchange_rate_v2 import request_pb2 as pb_direct_exchange_rate

def aggregated_quote_request(channel: grpc.Channel):
    try:
        with channel:
            stub = sdk_pb2_grpc.StreamAggregatedQuoteServiceV2Stub(channel)
            responses = stub.Subscribe(pb_aggregated_quote.StreamAggregatedQuoteRequestV2(
                 # Start of parameter configuration #
                instrument_class = "spot",
                code = "btc-usd"
            ))
            # End of parameter configuration  #
            for response in responses:
                print("Received message %s" % (MessageToJson(response, including_default_value_fields = True)))
                # print("Received message %s" % list(map(lambda o: o.string_value, response.data.values)))
    except grpc.RpcError as e:
        print(e.details(), e.code())
        
def run():
    credentials = grpc.ssl_channel_credentials(root_certificates=None)
    call_credentials = grpc.access_token_call_credentials(os.environ['KAIKO_API_KEY'])
    composite_credentials = grpc.composite_channel_credentials(credentials, call_credentials)
    channel = grpc.secure_channel('gateway-v0-grpc.kaiko.ovh', composite_credentials)

    aggregated_quote_request(channel)

if __name__ == '__main__':
    logging.basicConfig()
    run()

cURL requests are intended for testing purposes only.

curl -X POST "https://gateway-v0-http.kaiko.ovh/api/stream/aggregated_quote_v2" -H "accept: application/json" -H "X-Api-Key: $KAIKO_API_KEY" -H "Content-Type: application/json" -d "{\"instrumentClass\":\"spot\", \"code\": \"btc-usd\"}"

Response Example

 "aggregate": "10s",
  "instrumentClass": "spot",
  "code": "btc-usd",
  "eventType": "BEST_ASK",
  "tsEvent": "2024-08-09T23:15:18.087882038Z",
  "vetted": {
    "price": "60556.00224312413",
    "volume": "0.2699806"

PreviousIntroduction NextCross Prices

Last updated 21 days ago

What is this endpoint for?

Note that Kaiko Exchange Ranking is updated every quarter, so the exchanges used in the calculation may change.

Parameter

Description

Examples

Mandatory?

Field

Description

Request examples

Make sure to read our Python quick-start guide before starting.

 # This is a code example. Configure your parameters in the parameter configuration section #

from __future__ import print_function
import logging
import os

import grpc
from google.protobuf.json_format import MessageToJson
from google.protobuf import duration_pb2

from kaikosdk import sdk_pb2_grpc
from kaikosdk.core import instrument_criteria_pb2, assets_pb2
from kaikosdk.stream.aggregates_ohlcv_v1 import request_pb2 as pb_ohlcv
from kaikosdk.stream.aggregates_vwap_v1 import request_pb2 as pb_vwap
from kaikosdk.stream.market_update_v1 import request_pb2 as pb_market_update
from kaikosdk.stream.market_update_v1 import commodity_pb2 as pb_commodity
from kaikosdk.stream.trades_v1 import request_pb2 as pb_trades
from kaikosdk.stream.index_v1 import request_pb2 as pb_index
from kaikosdk.stream.index_multi_assets_v1 import request_pb2 as pb_index_multi_assets
from kaikosdk.stream.index_forex_rate_v1 import request_pb2 as pb_index_forex_rate
from kaikosdk.stream.aggregated_quote_v2 import request_pb2 as pb_aggregated_quote
from kaikosdk.stream.aggregates_spot_exchange_rate_v2 import request_pb2 as pb_spot_exchange_rate
from kaikosdk.stream.aggregates_direct_exchange_rate_v2 import request_pb2 as pb_direct_exchange_rate

def aggregated_quote_request(channel: grpc.Channel):
    try:
        with channel:
            stub = sdk_pb2_grpc.StreamAggregatedQuoteServiceV2Stub(channel)
            responses = stub.Subscribe(pb_aggregated_quote.StreamAggregatedQuoteRequestV2(
                 # Start of parameter configuration #
                instrument_class = "spot",
                code = "btc-usd"
            ))
            # End of parameter configuration  #
            for response in responses:
                print("Received message %s" % (MessageToJson(response, including_default_value_fields = True)))
                # print("Received message %s" % list(map(lambda o: o.string_value, response.data.values)))
    except grpc.RpcError as e:
        print(e.details(), e.code())
        
def run():
    credentials = grpc.ssl_channel_credentials(root_certificates=None)
    call_credentials = grpc.access_token_call_credentials(os.environ['KAIKO_API_KEY'])
    composite_credentials = grpc.composite_channel_credentials(credentials, call_credentials)
    channel = grpc.secure_channel('gateway-v0-grpc.kaiko.ovh', composite_credentials)

    aggregated_quote_request(channel)

if __name__ == '__main__':
    logging.basicConfig()
    run()

cURL requests are intended for testing purposes only.

curl -X POST "https://gateway-v0-http.kaiko.ovh/api/stream/aggregated_quote_v2" -H "accept: application/json" -H "X-Api-Key: $KAIKO_API_KEY" -H "Content-Type: application/json" -d "{\"instrumentClass\":\"spot\", \"code\": \"btc-usd\"}"

"aggregate": "10s", "instrumentClass": "spot", "code": "btc-usd", "eventType": "BEST_ASK", "tsEvent": "2024-08-09T23:15:18.087882038Z", "vetted": { "price": "60556.00224312413", "volume": "0.2699806"