Price a full portfolio

What is this endpoint for?

This endpoint allows users to price an entire portfolio of multiple instruments including crypto, cash, futures, and options, in USD on a given date with minute-level precision.

Endpoint

https://us.market-api.kaiko.io/v2/data/analytics.v2/portfolio

Parameters

Parameter	Required	Description	Example
value_date	Yes	The date on which the portfolio will be priced in ISO 8601 format.	“2025-11-07T08:00:00Z”
sensitivities	No	Boolean requesting sensitivity calculations (Greeks).	False
portfolio	Yes	Array representing the composition of the portfolio (i.e. the instruments and their quantities).	See below

Portfolio parameters

Parameter	Required	Description	Example
instrument_id	Yes	User-defined unique identifier for this instrument, returned in the response alongside its valuation to enable straightforward matching between input and output.	"USD", "BTC", "btc-future-15dec25", "btc-call-dec25-110000"
sign	Yes	Either 1 for a long position or -1 for short.	1
kind	Yes	One of the supported kind [”cash”, ”spot”, “future”, “vanilla_option”, “digital_option”].	"future"
cash
- amount	Yes	Amount of currency.	10000
- currency	Yes	Currency code.	"eur”
spot
- amount	Yes	Quantity of crypto asset.	2.5
- currency	Yes	Currency code.	“btc”
future
- quantity	Yes	Number of contracts.	10
- base	Yes	Base currency/asset.	“btc”
- expiry	Yes	Expiry date of the future in ISO 8601 format.	“2025-12-25T08:00:00Z”
vanilla_option
- quantity	Yes	Number of contracts.	100
- base	Yes	Base currency/asset.	“btc”
- expiry	Yes	Expiry date of the option in ISO 8601 format.	“2025-12-25T08:00:00Z”
- strike	Yes	Strike price.	110000
- is_call	Yes	Boolean, true for call, false for put.	true
digital_option
- quantity	Yes	Number of contracts.	100
- base	Yes	Base currency/asset.	“btc”
- expiry	Yes	Expiry date of the option in ISO 8601 format.	“2025-12-25T08:00:00Z”
- strike	Yes	Strike price.	110000
- is_call	Yes	Boolean, true for call, false for put.	true
- payout	Yes	Payout of the digital option.	50000

Fields

Parameter	Description
portfolio	Dictionary containing the following :
total_value	Total value of the portfolio.
base_currency	Currency in which the portfolio is priced.
sensitivities	Dictionary with greeks for each crypto.
instruments	Array of all instruments in the portfolio.
instrument_id	Reminder of the instrument ID for each instrument.
kind	Reminder of each instrument's kind.
value	Value of each instrument.
sensitivities	Greeks of each instrument.

Request examples

cURL

curl -X POST "https://us.market-api.kaiko.io/v2/data/analytics.v2/portfolio" \
  -H "Content-Type: application/json" \
  -H "X-Api-Key: <client-api-key>" \
  -d '{
    "value_date": "2025-11-07T08:00:00Z",
    "sensitivities": false,
    "portfolio": [
      {
        "kind": "spot",
        "instrument_id": "btc-spot-1",
        "amount": 2.5,
        "sign": 1,
        "currency": "btc"
      },
      {
        "kind": "cash",
        "instrument_id": "eur-1",
        "amount": 50000,
        "sign": 1,
        "currency": "eur"
      }
    ]
  }
'

Python

##### 1. Import dependencies #####

import requests
import json
import pandas as pd


##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
value_date = "2025-12-14T00:00:00.000Z"
portfolio = [
    {
     "instrument_id": "btc-spot-1",
     "kind": "spot",
     "sign": 1,
     "amount": 2.5,
     "currency": "btc"
     },
    {"instrument_id": "eth-spot-1",
     "kind": "spot",
     "sign": 1,
     "amount": 10.0,
     "currency": "eth"
     },
    {
     "instrument_id": "btc-call-100k",
     "kind": "vanilla_option",
     "sign": 1,
     "quantity": 1.0, 
     "base": "btc",
     "strike": 100000.0,
     "expiry": "2025-12-26T08:00:00.000Z",
     "is_call": True
     },
    {
     "instrument_id": "eur-cash",
     "kind": "cash",
     "sign": 1,
     "amount": 50000.0,
     "currency": "eur"
     }
]

# ---- Optional parameters ---- #
sensitivities=False

# ---- API key configuration ---- #
#api_key = "YOUR_API_KEY"

##### 3. Get the data #####
# ---- Function to run an API call ---- # 

def get_portfolio_value(api_key: str, value_date: str, portfolio: list, sensitivities: bool = False):
    """
    Price a cryptocurrency portfolio.
    Returns complete response with portfolio summary and instruments.
    """
    headers = {
        'Accept': 'application/json',
        'Content-Type': 'application/json',
        'X-Api-Key': api_key
    }
    
    url = 'https://us.market-api.kaiko.io/v2/data/analytics.v2/portfolio'
    
    payload = {
        "value_date": value_date,
        "portfolio": portfolio,
        "sensitivities": sensitivities
    }
    
    try:
        res = requests.post(url, headers=headers, json=payload)
        res.raise_for_status()
        data = res.json()
        if 'data' not in data:
            print("No data returned.")
            return pd.DataFrame()
        
        df = pd.DataFrame(data['data'])
        return df
    
    except requests.exceptions.RequestException as e:
        print(f"API request error: {e}")
        return pd.DataFrame()


result = get_portfolio_value(api_key, value_date, portfolio, sensitivities=sensitivities)

print("Portfolio valuation :", result["portfolio"][0]["total_value"], "USD")
# Display
print(json.dumps(json.loads(result.to_json(orient='records')), indent=2))

Response example

{
    "query": {
        "value_date": "2025-12-25T00:02:00Z",
        "sensitivities": false,
        "request_time": "2026-02-10T13:37:30.623689182Z"
    },
    "time": "2026-02-10T13:37:30.652712913Z",
    "timestamp": 1770730650,
    "result": "success",
    "data": [
        {
            "portfolio": {
                "total_value": 277706.4327034304,
                "base_currency": "usd",
                "sensitivities": []
            },
            "instruments": [
                {
                    "instrument_id": "btc-spot-1",
                    "kind": "SPOT",
                    "value": 218834.00454545452,
                    "sensitivities": []
                },
                {
                    "instrument_id": "eur-1",
                    "kind": "CASH",
                    "value": 58872.42815797592,
                    "sensitivities": []
                }
            ]
        }
    ]
}