Custom valuation
This endpoint is in Alpha. Changes to the format or data constraints might change without prior notice.
What is this endpoint for?
The Custom Valuation endpoint allows you to build completely customizable single-asset or multi-asset price feeds for NAV calculations, portfolio valuation, asset allocation strategies, and indices.
Endpoint
https://us.market-api.kaiko.io/v2/data/trades.v1/valuationParameters
Parameter
Required
Description
bases
Yes
quote
Yes
The fiat pricing currency.
percentages
Yes
List of percentages for outlier management.
Min: 1
Max: 5
To not enforce any outlier management, use 1
semi_length_window
Yes
The time interval to compute the transaction.
weights
Yes
Weighting list of base assets.
The order and length of bases and their respective weights must match in the request.
Weights must sum up to 1.
For single-asset price feeds use an asset weighting of 1
continuation_token
No
end_time
No
Last fixing of the calculation in ISO 8601 (exclusive).
exchanges
No
interval
No
Frequency in time unit after the first fixing.
Must be greater than twice the semi_length_window
Default: 1d.
start_time
No
First fixing of the calculation in ISO 8601 (inclusive).
sources
No
boolean. If true, returns all prices and volumes which were used to calculate valuation price.
Default: false
Fields
Field
Description
timestamp
Timestamp at which the interval begins.
percentage
Percent of the price distribution centered around the median price.
price
The composite price, with a base of 100.
pair
The constituent pair.
contribution
The asset contribution to the composite price.
ref_price
The reference price per asset.
weight
The weight per asset.
Request example
curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/trades.v1/valuation?start_time=2021-04-01T16:00:00.000Z&end_time=2021-04-15T16:00:00.000Z&interval=1d&semi_length_window=30m&exchanges=cbse,stmp,bfnx,gmni&bases=btc,ltc,pdot,eth,ada&weights=0.4,0.2,0.1,0.2,0.1&percentages=0.9"e=usd&sources=true'##### 1. Import dependencies #####
import requests
import pandas as pd
##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
bases = "btc,eth"
quote = "usd"
percentages = "0.99"
semi_length_window = "30m"
weights = "0.7,0.3"
# ---- Optional parameters ---- #
continuation_token = None
start_time = "2021-04-01T16:00:00.000Z"
end_time = "2021-04-01T17:00:00.000Z"
exchanges = None
interval = "1h"
sources = 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, bases: str, quote: str, percentages: str, semi_length_window: str, weights: str, continuation_token: str = None, end_time: str = None, exchanges: str = None, interval: str = None, start_time: str = None, sources: bool = None):
headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/valuation'
params = {
"bases": bases,
"quote": quote,
"percentages": percentages,
"semi_length_window": semi_length_window,
"weights": weights,
"continuation_token": continuation_token,
"end_time": end_time,
"exchanges": exchanges,
"interval": interval,
"start_time": start_time,
"sources": sources
}
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, bases=bases, quote=quote, percentages=percentages, semi_length_window=semi_length_window, weights=weights, continuation_token=continuation_token, end_time=end_time, exchanges=exchanges, interval=interval, start_time=start_time, sources=sources)
print (df)message = "hello world"
puts messageResponse example
{
"query": {
"start_time": "2021-04-01T16:00:00.000Z",
"end_time": "2021-04-15T16:00:00.000Z",
"page_size": 100,
"interval": "1d",
"semi_length_window": "30m",
"exchanges": [
"cbse",
"stmp",
"bfnx",
"gmni"
],
"sources": true,
"bases": [
"btc",
"ltc",
"pdot",
"eth",
"ada"
],
"weights": [
"0.4",
"0.2",
"0.1",
"0.2",
"0.1"
],
"percentages": [
"0.9"
],
"quote": "usd",
"reporting_currency": "usd",
"data_version": "v1",
"commodity": "trades",
"request_time": "2024-07-11T08:57:23.063Z",
"start_timestamp": 1617292800000,
"end_timestamp": 1618502400000
},
"time": "2024-07-11T08:57:23.196Z",
"timestamp": 1720688243196,
"data": [
{
"datetime": "2021-04-01 16:00:00 UTC",
"timestamp": 1617292800000,
"response_by_percentages": [
{
"percentage": 0.9,
"price": "90.0",
"response_by_pairs": [
{
"pair": "ada-usd",
"contribution": "10.0",
"ref_price": "1.1952953546487899",
"weight": 0.1,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "1.1922063859615473",
"volume": "49092.65228160001"
},
{
"exchange": "cbse",
"price": "1.1953795367859443",
"volume": "1801399.5699999994"
},
{
"exchange": "stmp",
"price": "0.0",
"volume": "0.0"
}
]
},
{
"pair": "btc-usd",
"contribution": "40.0",
"ref_price": "58975.26519568534",
"weight": 0.4,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "58966.37653591877",
"volume": "108.71255996999984"
},
{
"exchange": "stmp",
"price": "58976.48063086188",
"volume": "123.44333201"
},
{
"exchange": "cbse",
"price": "58976.49990471515",
"volume": "643.5522803799886"
},
{
"exchange": "gmni",
"price": "58975.66262303746",
"volume": "54.53016263210016"
}
]
},
{
"pair": "eth-usd",
"contribution": "20.0",
"ref_price": "1944.7174052029602",
"weight": 0.2,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "1945.7164477717267",
"volume": "1721.0945157499918"
},
{
"exchange": "stmp",
"price": "1943.0465962793976",
"volume": "1569.1804287999996"
},
{
"exchange": "cbse",
"price": "1944.7179352862468",
"volume": "7742.478813930065"
},
{
"exchange": "gmni",
"price": "1946.2500402590074",
"volume": "586.0819996599986"
}
]
},
{
"pair": "ltc-usd",
"contribution": "20.0",
"ref_price": "203.41030791068565",
"weight": 0.2,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "203.84776792550193",
"volume": "3868.5610560399973"
},
{
"exchange": "stmp",
"price": "203.42655125349268",
"volume": "4009.0371638699994"
},
{
"exchange": "cbse",
"price": "203.3196206193",
"volume": "17346.437634749967"
},
{
"exchange": "gmni",
"price": "203.26188467749023",
"volume": "1242.1202100000007"
}
]
}
]
}
]
},
{
"datetime": "2021-04-02 16:00:00 UTC",
"timestamp": 1617379200000,
"response_by_percentages": [
{
"percentage": 0.9,
"price": "92.13188514508228",
"response_by_pairs": [
{
"pair": "ada-usd",
"contribution": "10.157886022869157",
"ref_price": "1.2141673976187375",
"weight": 0.1,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "1.2128093063448417",
"volume": "107143.38469117999"
},
{
"exchange": "cbse",
"price": "1.2142086749468801",
"volume": "3525191.7300000032"
},
{
"exchange": "stmp",
"price": "0.0",
"volume": "0.0"
}
]
},
{
"pair": "btc-usd",
"contribution": "40.30999169598328",
"ref_price": "59432.31125766219",
"weight": 0.4,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "59427.12972653533",
"volume": "193.30433213000433"
},
{
"exchange": "stmp",
"price": "59425.8954255416",
"volume": "49.357525309999936"
},
{
"exchange": "cbse",
"price": "59435.46776704534",
"volume": "275.4378068199984"
},
{
"exchange": "gmni",
"price": "59453.40333572798",
"volume": "21.280975116099974"
}
]
},
{
"pair": "eth-usd",
"contribution": "21.25300137809248",
"ref_price": "2066.5540846389476",
"weight": 0.2,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "2067.3615848735412",
"volume": "5101.355564200053"
},
{
"exchange": "stmp",
"price": "2065.2429517064065",
"volume": "2345.690675829999"
},
{
"exchange": "cbse",
"price": "2066.4390961104596",
"volume": "13570.961299999917"
},
{
"exchange": "gmni",
"price": "2066.992539862674",
"volume": "1178.3902252700013"
}
]
},
{
"pair": "ltc-usd",
"contribution": "20.41100604813737",
"ref_price": "207.59045125092447",
"weight": 0.2,
"response_by_instruments": [
{
"exchange": "bfnx",
"price": "208.16900230011748",
"volume": "2373.9750840599995"
},
{
"exchange": "stmp",
"price": "207.94761364569408",
"volume": "2709.4314194299986"
},
{
"exchange": "cbse",
"price": "207.49248995319408",
"volume": "30287.91699937994"
},
{
"exchange": "gmni",
"price": "208.16066650838093",
"volume": "1097.6045568000002"
}
]
}
]
}
]
},
/*...*/
],
"result": "success",
"continuation_token": "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",
"next_url": "https://us.market-api.kaiko.io/v2/data/trades.v1/valuation?continuation_token=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",
"access": {
"access_range": {
"start_timestamp": 1262995200000,
"end_timestamp": 2186006399000
},
"data_range": {
"start_timestamp": null,
"end_timestamp": null
}
}
}Last updated
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