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  • Kaiko Knowledge Hub
  • 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 & Performance
  • Monitoring Solutions
    • Kaiko Market Explorer
    • Kaiko Blockchain Monitoring
  • Misc, Custom, & Legacy endpoints
    • CME
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  1. Data Feeds
  2. Level 1 & Level 2 Data

Level 2 Aggregations

Market depth (snapshot)Market depth (aggregation)Price slippage (snapshot)Price slippage (aggregation)Bid-ask spread (aggregation)Tokens in a liquidity poolInterest rates, borrowed and deposited amountsRaw order book snapshot
PreviousBorrows, repayments, liquidations, and withdrawalsNextMarket depth (snapshot)

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