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On this page
  • What is this endpoint for?
  • Endpoint
  • Path Parameters
  • Query Parameters
  • Fields: Perpetual-Future
  • Fields: Future
  • Fields: Option
  • Request examples
  • Response example

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  1. ANALYTICS Solutions
  2. Kaiko Derivatives Risk Indicators

Exchange-provided metrics

Derivatives Risk endpoint

What is this endpoint for?

This endpoint returns exchange-provided metrics such as open interest, funding rates, and option greeks.

Endpoint

https://{eu/us}.market-api.kaiko.io/v2/data/derivatives.v2/risk

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

Yes

btcusdt250117

interval

No

Interval period (can be one of 1m, 1h, 4h, and 1d). Default 1m When you query data using aninterval greater than one minute, we'll return the data from the last minute of that time period. For example, if you query data for 09:00 with the interval set at 1h, we'll return data from 09:59 (since that's the last minute of the 09:00-10:00 hour period).

1h

page_size

No

10

sort

No

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

asc

start_time

No

Starting time in ISO 8601 (inclusive).

2025-01-01T00:00:00.000Z

end_time

No

Ending time in ISO 8601 (exclusive).

2025-01-04T00:00:00.000Z

Fields: Perpetual-Future

Field
Description
Example

timestamp

Timestamp at which the interval begins. In milliseconds.

1650441900000

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

open_interest

The total outstanding number of contracts (units in which open interest metrics are quoted vary by exchange)

1127623

funding_rate

The current funding rate.

-0.0000756735759807

predicted_funding_rate

The predicted funding rate for the next period.

-0.0000845044644161

Fields: Future

Field
Description
Example

timestamp

Timestamp at which the interval begins. In milliseconds.

1650441900000

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

open_interest

The total outstanding number of contracts (units in which open interest metrics are quoted vary by exchange)

1127623

time_to_expiry

The number of minutes remaining before expiry.

41504

nearby

The soonest expiring contract with the same base & quote asset on the specified exchange

boolean value

quarterly_nearby

The soonest expiring quarterly contract with the same base & quote asset on the specified exchange

boolean value

Fields: Option

Field
Description
Example

timestamp

Timestamp at which the interval begins. In milliseconds.

1650441900000

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

open_interest

The total outstanding number of contracts (units in which open interest metrics are quoted vary by exchange)

1127623

time_to_expiry

The number of minutes remaining before expiry.

41504

nearby

The soonest expiring contract with the same base & quote asset on the specified exchange

boolean value

quarterly_nearby

The soonest expiring quarterly contract with the same base & quote asset on the specified exchange

boolean value

ask_iv

Implied volatility for the best ask.

57.5

bid_iv

Implied volatility for the best bid.

65.4

mark_iv

The implied volatility for the mark price.

69.42

delta

The delta value for the option.

0.8841

gamma

The gamma value for the option.

0.00003

rho

The rho value for the option.

21.26122

theta

The theta value for the option.

-26.18193

vega

The vega value for the option.

2.36321

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/risk?exchange=okex&instrument_class=perpetual-future&instrument=btc-usdt&page_size=2'
##### 1. Import dependencies #####
import requests
import pandas as pd

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

# ---- Optional parameters ---- #
interval = "1h"
sort = "desc"
page_size = 100
start_time= None
end_time= None

# ---- 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, 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/derivatives.v2/risk'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval,
        "exchange": exchange,
        "instrument_class": instrument_class,
        "instrument": instrument
    }

    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, interval=interval, start_time=start_time, end_time=end_time, sort=sort, page_size=page_size)
print (df)

Response example

{
    "query": {
        "page_size": "2",
        "exchange": "okex",
        "instrument_class": "perpetual-future",
        "instrument": "btc-usdt",
        "sort": "desc",
        "data_version": "v2",
        "commodity": "derivatives",
        "request_time": "2022-04-28T10:17:48.180Z"
    },
    "time": "2022-04-28T10:17:48.698Z",
    "timestamp": 1651141068698,
    "data": [
        {
            "timestamp": 1651141020000,
            "24h_volume": "10428503",
            "open_interest": "1084816",
            "funding_rate": "-0.0001225804461251",
            "predicted_funding_rate": "-0.0000652655998942"
        },
        {
            "timestamp": 1651140960000,
            "24h_volume": "10423219",
            "open_interest": "1086823",
            "funding_rate": "-0.0001225804461251",
            "predicted_funding_rate": "-0.0000654154039082"
        },

    ],

    /* ... */

    "access": {
        "access_range": {
            "start_timestamp": 1646006400,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}
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Last updated 2 months ago

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Instrument code. See One instrument returned per query.

Number of snapshots to return data for. (default: 100, min: 1, max: 1000). See

Information from this endpoint can be accessed through Google BigQuery. To get started, read our .

Exchange trading pair codes (instruments)
Pagination
guide