LogoLogo
search
⌘Ctrlk
  • Kaiko Knowledge Hub
GitBook Assistant
GitBook Assistant
Working...Thinking...
GitBook Assistant
Good afternoon

I'm here to help you with the docs.

⌘Ctrli
AI Based on your contextquestion-circle
LogoLogo
  • General
    • 👋Introduction
    • 🏎️Getting Started
  • Data Feeds
    • Introduction
    • Level 1 & Level 2 Data
      • Level 1 Aggregations
      • Level 1 Tick-Level
      • Level 2 Aggregations
        • Market depth (snapshot)
        • Market depth (aggregation)
        • Price slippage (snapshot)
        • Price slippage (aggregation)
        • Bid-ask spread (aggregation)
        • Tokens in a liquidity pool
        • Interest rates, borrowed and deposited amounts
        • Raw order book snapshot
      • Level 2 Tick-Level
    • Reference Data
  • ANALYTICS Solutions
    • Introduction
    • Kaiko Fair Market Value
    • Kaiko Derivatives Risk Indicators
    • Kaiko Portfolio & Risk Management
  • Monitoring Solutions
    • Kaiko Market Explorer
    • Kaiko Blockchain Monitoring
  • Misc, Custom, & Legacy endpoints
    • CME
gitbookPowered by GitBook
block-quoteOn this pagechevron-down
  1. Data Feedschevron-right
  2. Level 1 & Level 2 Data

Level 2 Aggregations

Market depth (snapshot)chevron-rightMarket depth (aggregation)chevron-rightPrice slippage (snapshot)chevron-rightPrice slippage (aggregation)chevron-rightBid-ask spread (aggregation)chevron-rightTokens in a liquidity poolchevron-rightInterest rates, borrowed and deposited amountschevron-rightRaw order book snapshotchevron-right
PreviousBorrows, repayments, liquidations, and withdrawalschevron-leftNextMarket depth (snapshot)chevron-right

Was this helpful?

Was this helpful?