Convert with Oanda FX Rates

What is this endpoint for?

This add-on endpoint ensures IFRS-compliant currency conversions for over 70 fiat pairs when a synthetic price is used in Kaiko Fair Market Value. While synthetic prices can be generated in any fiat currency, this endpoint guarantees compliance for non-USD currencies. In low-liquidity cases, users request a synthetic price quoted in USD, then convert it into their desired fiat currency using this endpoint.

HTTP Request

https://us.market-api.kaiko.io/v2/data/analytics.{data_version}/oanda_fx_rates

Path parameters

Parameter

Required

Description

quote

Yes

The quote fiat currency. Automatically included in continuation tokens.

base

Yes

The base fiat currency. Automatically included in continuation tokens.

Query parameters

Parameter

Required

Description

continuation_token

See Pagination

end_time

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

interval

The interval parameter is suffixed with m, h or d to specify seconds, minutes, hours or days, respectively. Any arbitrary value between one minute and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are m (minute), h (hour) and d (day). Default 1h. For each interval, the resulting FX rate is an average of all available FX rates over that period. Automatically included in continuation tokens.

page_size

See Pagination Minimum: 1 Maximum: 1000

Default: 100

Automatically included in continuation tokens.

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 is desc. Automatically included in continuation tokens.

Fields

Field

Description

timestamp

Timestamp at which the interval ends.

fx_rate

Average fx rate over the interval.

Request examples

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/analytics.v2/oanda_fx_rates?base=eur&page_size=2&sort=desc&interval=1d&quote=jpy'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
quote = "usd"
base = "jpy"

# ---- Optional parameters ---- #
interval = "1h"
sort = "desc"
page_size = 100
start_time= "2025-01-01T00:00:00.000Z"
end_time= "2025-01-31T00:00:00.000Z"

# ---- 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, quote: str, base: 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/analytics.v2/oanda_fx_rates'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval,
        "quote": quote,
        "base": base
    }

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

Response examples

{
    "query": {
        "base": "eur",
        "quote": "jpy",
        "interval": "1d",
        "page_size": "2",
        "sort": "desc",
        "start_time": "null",
        "end_time": "2022-08-31T08:38:25.883Z"
    },
    "time": "2022-08-31T08:38:25.905Z",
    "timestamp": 1661935105,
    "data": [
        {
            "timestamp": 1660780800000,
            "fx_rate": "137.38630485436903"
        },
        {
            "timestamp": 1660694400000,
            "fx_rate": "137.15155641205303"
        }
    ],
    "continuation_token": "4tvMKJPYA6ESWsE7s87P2ujFvr6XRNvegzst2eg1EpdyQEPKWpuNic5XPGrhz47RzbbqC598E3XusLo34Hivgw4sYrrvdmYxL7WQVtebjtYVMUPPd97vqo2VjL22A6cTSNojTQsvHh8T6MPRjuJAMfx5LWyVZQWYyzLrSE",
    "next_url": "https://us.market-api.kaiko.io/v2/data/analytics.v2/oanda_fx_rates?continuation_token=4tvMKJPYA6ESWsE7s87P2ujFvr6XRNvegzst2eg1EpdyQEPKWpuNic5XPGrhz47RzbbqC598E3XusLo34Hivgw4sYrrvdmYxL7WQVtebjtYVMUPPd97vqo2VjL22A6cTSNojTQsvHh8T6MPRjuJAMfx5LWyVZQWYyzLrSE"
}

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Last updated 3 months ago

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##### 1. Import dependencies ##### import requests import pandas as pd ##### 2. Choose the value of the query's parameters ##### # ---- Required parameters ---- # quote = "usd" base = "jpy" # ---- Optional parameters ---- # interval = "1h" sort = "desc" page_size = 100 start_time= "2025-01-01T00:00:00.000Z" end_time= "2025-01-31T00:00:00.000Z" # ---- 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, quote: str, base: 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/analytics.v2/oanda_fx_rates' params = { "start_time": start_time, "end_time": end_time, "sort": sort, "page_size": page_size, "interval": interval, "quote": quote, "base": base } 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, quote=quote, base=base, interval=interval, start_time=start_time, end_time=end_time, sort=sort, page_size=page_size) print (df)

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What is this endpoint for?

HTTP Request

Path parameters

Query parameters

Fields

Request examples

Response examples