A wildcard allows you to request all information we have on a specific instrument or exchange in the same stream.
Use a * in place of the relevant exchange or class parameter.
For example, the configuration below would deliver all perpetual future contracts on OkEX.
exchange: okex
class: perpetual-future
instrument: *
Fields
Field
Description
Example
Request examples
# This is a code example. Configure your parameters in the parameter configuration section #from__future__import print_functionimport loggingimport osimport grpcfrom google.protobuf.json_format import MessageToJsonfrom google.protobuf import duration_pb2from kaikosdk import sdk_pb2_grpcfrom kaikosdk.core import instrument_criteria_pb2, assets_pb2from kaikosdk.stream.aggregates_ohlcv_v1 import request_pb2 as pb_ohlcvfrom kaikosdk.stream.aggregates_vwap_v1 import request_pb2 as pb_vwapfrom kaikosdk.stream.market_update_v1 import request_pb2 as pb_market_updatefrom kaikosdk.stream.market_update_v1 import commodity_pb2 as pb_commodityfrom kaikosdk.stream.trades_v1 import request_pb2 as pb_tradesfrom kaikosdk.stream.index_v1 import request_pb2 as pb_indexfrom kaikosdk.stream.index_multi_assets_v1 import request_pb2 as pb_index_multi_assetsfrom kaikosdk.stream.index_forex_rate_v1 import request_pb2 as pb_index_forex_ratefrom kaikosdk.stream.aggregated_quote_v2 import request_pb2 as pb_aggregated_quotefrom kaikosdk.stream.aggregates_spot_exchange_rate_v2 import request_pb2 as pb_spot_exchange_ratefrom kaikosdk.stream.aggregates_direct_exchange_rate_v2 import request_pb2 as pb_direct_exchange_ratefrom kaikosdk.stream.derivatives_instrument_metrics_v1 import request_pb2 as pb_derivatives_instrument_metricsfrom kaikosdk.stream.iv_svi_parameters_v1 import request_pb2 as pb_iv_svi_parametersdefderivatives_instrument_metrics_request(channel: grpc.Channel):try:with channel: stub = sdk_pb2_grpc.StreamDerivativesInstrumentMetricsServiceV1Stub(channel) responses = stub.Subscribe(pb_derivatives_instrument_metrics.StreamDerivativesInstrumentMetricsRequestV1( instrument_criteria = instrument_criteria_pb2.InstrumentCriteria(# Start of parameter configuration # exchange ="okex", instrument_class ="perpetual-future", code ="btc-usdt" ), commodities = ["SDICK_RISK" ] ))# End of parameter configuration #for response in responses:print("Received message %s"% (MessageToJson(response, including_default_value_fields =True)))except grpc.RpcError as e:print(e.details(), e.code())defrun(): 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)derivatives_instrument_metrics_request(channel)if__name__=='__main__': logging.basicConfig()run()
cURL requests are intended for testing purposes only.
Information from this endpoint can be accessed through Google BigQuery.
To get started, read our .
instrumentCriteria
A nested object to configure following properties for your stream:
exchange (String) - The code(s) for the exchange(s)
instrument_class (String) - The class(es) of the instrument(s) . The instrument must be a derivative class.
code (String) - The Kaiko code for the instrument.
cbse
option
algo-btc
commodities
Can be either SDICK_RISK or SDICK_PRICE. If not specified in the parameters, both risk and price will be delivered.
SDICK_RISK
Value
The value for the commodity (price, 24 hour volume etc) received in the message.
59583.2
commodityKind
Explains whether the received message contains data on risk or price.
SDICK_RISK
or
SDICK_PRICE
tsCollection
The timestamp for when Kaiko received the trade from the exchange.
2024-08-30T10:19:38.044166107Z
tsEvent
The timestamp for the interval.
2024-08-30T10:19:39.206955912Z
commodity:24h_volume
The volume of the trades executed in the last 24 hours (can be in base_asset, quote_asset or the number of contracts)
5270648
commodity:open_interest
The total oustanding number of contracts (units in which open interest metrics are quoted vary by exchange)
1127623
commodity:funding_rate
perpetual-future only. The current funding rate.
-0.0000756735759807
commodity:predicted_funding_rate
perpetual-future only. The predicted funding rate for the next period.
-0.0000845044644161
commodity:time_to_expiry
future & option only. The number of minutes remaining before expiry.
41504
commodity:nearby
future & option only. The soonest expiring contract with the same base & quote asset on the specified exchange
boolean value
commodity:quarterly_nearby
future & option only. The soonest expiring quarterly contract with the same base & quote asset on the specified exchange
boolean value
commodity:ask_iv
option only. Implied volatility for the best ask.
57.5
commodity:bid_iv
option only. Implied volatility for the best bid.
65.4
commodity:mark_iv
option only. The implied volatility for the mark price.
69.42
commodity:delta
option only. The delta value for the option.
0.8841
commodity:gamma
option only. The gamma value for the option.
0.00003
commodity:rho
option only. The rho value for the option.
21.26122
commodity:theta
option only. The theta value for the option.
-26.18193
commodity:vega
option only. The vega value for the option.
2.36321
commodity:index_price
The price of the underlying index, often as a weighted average across multiple exchanges' spot prices
39713.3
commodity: mark_price
The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation.
39745.9
price
Most recent traded price of derivative contract
39767
Explore instruments, codes and exchanges in the Instrument Explorer or by using the endpoint.
