| Parameter | Required | Description |
|---|---|---|
bases | Yes | List of portfolio base components. Min: 1Max: 5See /pages/5iH1qlIc7aNEOOci4yMw The order and length of bases and their respective weights must match in the request. |
quote | Yes | The fiat pricing currency. |
percentages | Yes | List of percentages for outlier management. Min: 1Max: 5To 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 | See /pages/mP3amLsYqKTsrRBoblxX Each response will only contain maximum 7 days of data. To get more data, the continuation_token should be used. |
end_time | No | Last fixing of the calculation in ISO 8601 (exclusive). |
exchanges | No | List of exchanges to source data from. See /pages/QiW5iUvcyBF9RISFmZFV Default: All exchanges |
interval | No | Frequency in time unit after the first fixing. Must be greater than twice the semi_length_windowDefault: 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 |
##### 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)