Derivatives price details

Derivatives price endpoint

What is this endpoint for?

This endpoint shows the mark price, index price, and price (last traded price) of a derivative.

Endpoint

https://eu.market-api.kaiko.io/v2/data/derivatives.v2/price

Path Parameters

Parameter	Required?	Example
region	Yes	Choose between eu and us.

Query Parameters

Parameter	Required	Description	Example
exchange	Yes	Should be one of the exchanges currently supported	okex
instrument_class	Yes	future, perpetual-future, or option	future
instrument	Yes	Instrument code. See One instrument returned per query.	btcusdt250117
interval	No	Interval period (can be one of 1m, 1h, 4h, and 1d). Default 1m When you query data using aninterval greater than one minute, we'll return the data from the last minute of that time period. For example, if you query data for 09:00 with the interval set at 1h, we'll return data from 09:59 (since that's the last minute of the 09:00-10:00 hour period).	1h
page_size	No	Number of snapshots to return data for. (default: 100, min: 1, max: 1000). See Pagination	10
sort	No	Return the data in ascending (asc) or descending (desc) order. Default desc	asc
start_time	No	Starting time in ISO 8601 (inclusive).	2025-01-01T00:00:00.000Z
end_time	No	Ending time in ISO 8601 (exclusive).	2025-01-04T00:00:00.000Z

Fields: Perpetual-Future

Field	Description	Example
timestamp	Timestamp at which the interval begins. In milliseconds.	1650441900000
index_price	The price of the underlying index, often as a weighted average across multiple exchanges' spot prices	39713.3
mark_price	The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation.	39745.9
price	Most recent traded price of derivative contract	39767

Fields: Future

Field	Description	Example
timestamp	Timestamp at which the interval begins. In milliseconds.	1735850520000
index_price	The price of the underlying index, often as a weighted average across multiple exchanges' spot prices	97353.8
mark_price	The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation.	104276.62
price	Most recent traded price of derivative contract	104293.8

Fields: Option

Field	Description	Example
timestamp	Timestamp at which the interval begins. In milliseconds.	1735850520000
index_price	The price of the underlying index, often as a weighted average across multiple exchanges' spot prices	97508.58
mark_price	The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation.	0.0061
price	Most recent traded price of derivative contract	0.0065

Request examples

cURL

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://eu.market-api.kaiko.io/v2/data/derivatives.v2/price?exchange=okex&instrument_class=perpetual-future&instrument=btc-usdt&page_size=2'

Python

##### 1. Import dependencies #####
import requests
import pandas as pd

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "okex"
instrument_class = "perpetual-future"
instrument = "btc-usdt"

# ---- Optional parameters ---- #
interval = "1h"
page_size = 10
sort = "asc"
start_time = None
end_time = 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, exchange: str, instrument_class: str, instrument: str, interval: str, page_size: int, sort: str, start_time: str, end_time: str):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://eu.market-api.kaiko.io/v2/data/derivatives.v2/price'
    params = {
        "exchange": exchange,
        "instrument_class": instrument_class,
        "instrument": instrument,
        "interval": interval,
        "page_size": page_size,
        "sort": sort,
        "start_time": start_time,
        "end_time": end_time
    }

    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, exchange=exchange, instrument_class=instrument_class, instrument=instrument, interval=interval, page_size=page_size, sort=sort, start_time=start_time, end_time=end_time)
print (df)

BigQuery

Information from this endpoint can be accessed through Google BigQuery. To get started, read our guide.

Response example

{
    "query": {
        "exchange": "okex",
        "instrument_class": "perpetual-future",
        "instrument": "btc-usdt",
        "interval": "1m",
        "page_size": 2,
        "sort": "desc",
        "data_version": "v2",
        "commodity": "derivatives",
        "request_time": "2022-04-28T12:36:34.981Z"
    },
    "time": "2022-04-28T12:36:37.166Z",
    "timestamp": 1651149397166,
    "data": [
        {
            "timestamp": 1651149360000,
            "index_price": null,
            "mark_price": "39707.8",
            "price": "39709.7"
        },
        {
            "timestamp": 1651149300000,
            "index_price": "39713.3",
            "mark_price": "39745.9",
            "price": "39767"
        }
    ],

    /*---*/

    "access": {
        "access_range": {
            "start_timestamp": 1646006400000,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}