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/portfolioParameters
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
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
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
Response example
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