VWAP only
What is this endpoint for?
This endpoint retrieves aggregated VWAP (volume-weighted average price) history for an instrument on an exchange.
Endpoint
https://<eu|us>.market-api.kaiko.io/v2/data/trades.v2/exchanges/{exchange}/{instrument_class}/{instrument}/aggregations/vwap
Path Parameters
region
Yes
Choose between eu
and us
.
Query Parameters
end_time
No
Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.
interval
No
The interval parameter is suffixed with s
, m
, h
or d
to specify seconds, minutes, hours or days, respectively.
Any arbitrary value between one second and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are s
(second), m
(minute), h
(hour) and d
(day).
Default 1d
.
page_size
No
(min: 1, default: 100, max: 100000). See Pagination Automatically included in continuation tokens.
start_time
No
Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.
sort
No
Return the data in ascending (asc
) or descending (desc
) order.
Default: desc
Automatically included in continuation tokens.
Fields
timestamp
Timestamp at which the interval begins.
price
VWAP. null
when no trades reported.
Request examples
curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/vwap'
Response example
{
"query": {
"page_size": 100,
"exchange": "cbse",
"instrument_class": "spot",
"instrument": "btc-usd",
"interval": "1d",
"sort": "desc",
"aggregation": "vwap",
"data_version": "v1",
"commodity": "trades",
"request_time": "2020-11-12T16:52:36.988Z"
},
"time": "2020-11-12T16:52:37.114Z",
"timestamp": 1605199957114,
"data": [
{
"timestamp": 1605139200000,
"price": "15879.385939106618"
},
{
"timestamp": 1605052800000,
"price": "15664.643871798791"
},
/* ... */
],
"result": "success",
"continuation_token": "55qoNvASfrVdCIjrF8Ygw6TVJ4yamzUyeL9QXAmvWZZur3iaKoPcVBW1V4unNJi2zMjojbsYr9Pgt9XFCUpnAiuBiECm8X4cedvYc9t2WxHXnHKjgAp2wRAeV8ZPUSj8WNgpWTCBVymGaQZPj3oMDZwVeCPyuTLFdVPfTXVjZA94BtHeBmghoPv92JtWxN3yRvCkrw79hJBu",
"next_url": "https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/vwap?continuation_token=55qoNvASfrVdCIjrF8Ygw6TVJ4yamzUyeL9QXAmvWZZur3iaKoPcVBW1V4unNJi2zMjojbsYr9Pgt9XFCUpnAiuBiECm8X4cedvYc9t2WxHXnHKjgAp2wRAeV8ZPUSj8WNgpWTCBVymGaQZPj3oMDZwVeCPyuTLFdVPfTXVjZA94BtHeBmghoPv92JtWxN3yRvCkrw79hJBu",
"access": {
"access_range": {
"start_timestamp": 1546300800000,
"end_timestamp": 1577836800000
},
"data_range": {
"start_timestamp": 1417391000000,
"end_timestamp": 1577836800000
}
}
}
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