Top-of-Book is also known as best bids and asks. It offers the best bid and best asks on an order book, provided in real-time. This information is obtained from our detailed Tick-Level-Updates data.
Parameters
Parameter
Description
Examples
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) .
code (String) - The Kaiko code for the instrument.
cbse
spot
algo-btc
Configuring a wildcard
A wildcard allows you to request all information we have on a specific instrument, class, or exchange in the same stream.
Use a * in place of the relevant exchange, instrument, or class parameter.
For example, the configuration below would deliver trades for BTC/USD across all exchanges where itâs supported:
exchange: *
class: spot
instrument: btc-usd
Fields
Field
Description
amount
When BEST-BID: The quantity of the base asset that the buyer is willing to purchase
When BEST-ASK: The quantity of the base asset the seller has available for sale
class
Instrument class, empty when not mapped.
code
Instrument code, empty when not mapped.
exchange
Instrument exchange code.
sequenceId
Sequence ID for event. Sortable in lexicographic order.
price
When BEST-BID: The price per unit of the base that the buyer is willing to pay in the quote asset, represented as a scientific notation
Example: algo-btc
base asset = algo
quote asset = btc
price: 1.96e-06
For each unit of Algo, the buyer is willing to pay 1.96e-06 BTC, equal to 0.00000196 when converted to a decimal number
When BEST-ASK: The price per unit of the base that the seller is willing to accept in the quote asset, represented as a scientific notation
Example: algo-btc
base asset = algo
quote asset = btc
price: 1.97e-06
For each unit of Algo, the buyer is willing to accept 1.97e-06 BTC, equal to 0.00000197 when converted to a decimal number
tsExchange
The timestamp provided by the exchange for the data.
tsCollection
The timestamp for when Kaiko received the data from the exchange.
tsEvent
The timestamp the data became available in the Kaiko system.
updateType
BEST_BID - The current best bid
BEST_ASK - The current best ask
# 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_ratedefmarket_update_request(channel: grpc.Channel):try:with channel: stub = sdk_pb2_grpc.StreamMarketUpdateServiceV1Stub(channel) responses = stub.Subscribe(pb_market_update.StreamMarketUpdateRequestV1(# start of parameter configuration # instrument_criteria = instrument_criteria_pb2.InstrumentCriteria( exchange ="cbse", instrument_class ="spot", code ="btc-usd" ),# end of parameter configuration # commodities=[pb_commodity.SMUC_TOP_OF_BOOK] ))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())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)market_update_request(channel)if__name__=='__main__': logging.basicConfig()run()
This example demonstrates how to request historical data using replay. The maximum amount of data you can request for one replay cannot exceed a total of 24 hours in hours, seconds, and minutes.
Replay data is available on a 72-hour rolling basis and should only be used to retrieve missed data. If full history is required, please use Rest API or CSV deployment methods.
# This is a code example. Configure your parameters and dates in each section #from__future__import print_functionimport loggingimport grpcimport osfrom google.protobuf.json_format import MessageToJsonfrom google.protobuf.timestamp_pb2 import Timestampimport grpcfrom google.protobuf.json_format import MessageToJsonfrom google.protobuf.timestamp_pb2 import Timestampfrom 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_ratedefmarket_update_request(channel: grpc.Channel):try:# start of date configuration # start =Timestamp() start.FromJsonString('2024-09-25T05:00:00Z') end =Timestamp() end.FromJsonString('2024-09-26T06:00:00Z')# end of date configuration # stub = sdk_pb2_grpc.StreamMarketUpdateServiceV1Stub(channel) responses = stub.Subscribe(pb_market_update.StreamMarketUpdateRequestV1( instrument_criteria = instrument_criteria_pb2.InstrumentCriteria(# start of parameter configuration # exchange ="cbse", instrument_class ="spot", code ="btc-usd" ),# end of parameter configuration # commodities=[pb_commodity.SMUC_TOP_OF_BOOK], interval={'start_time': start,'end_time' : end } ))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())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) res =market_update_request(channel)print("Response: %s"% res) channel.close()if__name__=='__main__': logging.basicConfig()run()
cURL requests are intended for testing purposes only.