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REST API

General

Market open and close

Digital asset exchanges operate approximately 24x7x365. For daily aggregated data, the opening price is calculated as the first trade at or after 00:00:00 UTC. The closing price is calculated as the last trade prior to 00:00:00 UTC.

Rate limiting

Our standard Rest API is limited to 6000 requests per API key per minute. If you query the API beyond that threshold, a 429 error message will occur. If you'd like to discuss rate-limiting, please contact support@kaiko.com.

Reference Data

Data Feeds

CEFI SPOT MARKET DATA

Price slippage (aggregation)

Level 1 & Level 2 Data [Level 2 Aggregations Tier]
Level 1 & Level 2 Data [Level 2 Tick-Level Tier]

CeFi Spot ticker packs.

What is this endpoint for?

This endpoint returns the average price slippage for the requested period. Read more about how the aggregation period works here: .

Endpoint

https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/spot/{instrument}/ob_aggregations/slippage

Path Parameters

Parameter

Required?

Description

region

Yes

Parameter

Required

Description

Field

Description

CEFI DERIVATIVE MARKET DATA

Derivative liquidation events

Each and every derivative liquidation event

Level 1 & Level 2 Data [Level 1 Tick-Level]
Level 1 & Level 2 Data [Level 2 Aggregations]
Level 1 & Level 2 Data [Level 2 Tick-Level]

What is this endpoint for?

This endpoint returns all derivative liquidation events for a given instrument on an exchange. It includes all details available for the event like price and position. Data is available for futures and perpetual futures. For exchange coverage, see .

Endpoint

https://{region}.market-api.kaiko.io/v2/data/liquidation.v1/trades/{exchange}/{instrument_class}/{instrument}

Path Parameters

Parameter

Required?

Example

region

Yes

Parameter

Required

Description

Example

Field

Description

Example

DEFI SPOT MARKET DATA

DEFI LENDING & BORROWING MARKET DATA

ANALYTICS

State price

Kaiko Fair Market Value [Emerging Assets]
Kaiko Fair Market Value [Full Coverage]

What is this endpoint for?

This endpoint should be used when there isn’t enough liquidity to produce a direct or synthetic price. Especially useful for DeFi-only assets, state price derives a price by analyzing the real-time state of liquidity pools for the selected asset, inspecting the pools’ reserves, balances, and recent flow to infer a-price consistent with current market conditions. The data includes the calculated state price and the trading volume from the associated block within each pool, expressed in USD.

Data is only available for the last 24 hours.
Only the largest eligible pools, (which together account for 95% of the total aggregated volume over the past 7 days) are displayed in this endpoint.
Pool eligibility depends on the pairing: non-LST tokens must be paired with USDT, USDC, or wETH, while LST tokens must be paired with wETH.
Supported Protocols: Uniswap v2, Uniswap v3, Balancer v2, Curve v1, Curve v2

Parameter

Description

Examples

Mandatory?

Field

Description

Expected shortfall calculation

Kaiko Portfolio & Risk Management

What is this endpoint for?

This endpoint helps you calculate the expected shortfall (ES) and stressed ES. It is computed by a proprietary and thoroughly backtested methodology that accounts for the idiosyncrasies of crypto market structure. By convention, it's a forecasting ES, i.e.,the prediction of the potential loss for the next day. We introduced a mixture parameter that can provide either the ES, the stressed ES or a combination of the two (see the stress_parameter below).

Endpoint

https://us.market-api.kaiko.io/v2/data/analytics.v2/expected_shortfall

Parameters

Parameter

Required

Description

Parameter

Description

Monitoring

Kaiko Market Explorer

Explore market dynamics of assets and exchanges, including trading volumes, market depth, token metrics, and both on-chain and off-chain transaction data.

Supply and Market Cap

Kaiko's Supply and Market Cap Data covers circulating supply metrics for crypto assets through normalized API endpoints.

Bitcoin

These endpoints offers in-depth insights into BTC wallets including transactions, transfers and wallet balances over time.

Blockchain Monitoring can also be accessed through Google BigQuery. To get started, read our .

Misc, Custom, & Legacy endpoints

{
            "datetime": "2025-01-08T10:48:58.002432007Z",
            "base": "wsteth",
            "lst_quote": "weth",
            "aggregated_price_usd": "3985.5509347142515",
            "aggregated_price_lst": "1.1892311869094472",
            "last_known_blocks": [
                {
                    "blockchain": "ethereum",
                    "block_number": 21579259
                }
            ],
            "pool_data": [
                {
                    "pool_address": "0x93d199263632a4ef4bb438f1feb99e57b4b5f0bd",
                    "blockchain": "ethereum",
                    "exchange": "blc2",
                    "quote": "weth",
                    "state_price": "1.1892290818833757",
                    "rate_usd": 3351.367655495001,
                    "trading_volume_weight": "0.642086707107293",
                    "market_depth_weight": "0.07335226235574528",
                    "market_depth_m1_quote": "19.395711139793057",
                    "market_depth_m1_usd": "65002.15896922653",
                    "market_depth_p1_base": "108.00101402959565",
                    "market_depth_p1_usd": "430442.780499229",
                    "last_block_volume": "0",
                    "last_aggregated_volume": "28000.703235419944"
                },
                {
                    "pool_address": "0x109830a1aaad605bbf02a9dfa7b0b92ec2fb7daa",
                    "blockchain": "ethereum",
                    "exchange": "usp3",
                    "quote": "weth",
                    "state_price": "1.1892322697310238",
                    "rate_usd": 3351.367655495001,
                    "trading_volume_weight": "0.7417266504989011",
                    "market_depth_weight": "1.0729150777662464",
                    "market_depth_m1_quote": "2603.753585841387",
                    "market_depth_m1_usd": "8726135.550467951",
                    "market_depth_p1_base": "952.8608347165278",
                    "market_depth_p1_usd": "3797678.8483253857",
                    "last_block_volume": "0",
                    "last_aggregated_volume": "34687.298752135"
                },
            ]
        }

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "krkn" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = 100
start_time= "2025-01-03T00:00:00Z"
end_time= "2025-03-05T00:00:00Z"
slippage = 1000  
slippage_ref = "mid_price"  

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int, slippage: int, slippage_ref: str):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{pair}/ob_aggregations/slippage'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "slippage": slippage,
        "slippage_ref": slippage_ref
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size), slippage=slippage, slippage_ref=slippage_ref)

{
    "query": {
        "page_size": 10,
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1h",
        "slippage": 100000,
        "slippage_ref": "mid_price",
        "sort": "desc",
        "aggregation": "slippage",
        "data_version": "v1",
        "commodity": "order_book_snapshots",
        "request_time": "2020-05-26T15:07:06.840Z"
    },
    "time": "2020-05-26T15:07:07.260Z",
    "timestamp": 1590505627260,
    "data": [
        {
            "poll_timestamp": 1590505200000,
            "ask_slippage": "0.00012513598764468878",
            "bid_slippage": "0.0003678539692963374"
        },
        {
            "poll_timestamp": 1590501600000,
            "ask_slippage": "0.00030969034268815156",
            "bid_slippage": "0.00024353107110561094"
        },
      /* ... */
    ],
    "result": "success",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/liquidation.v1/trades/bbit/perpetual-future/eth-usdt?start_time=2025-04-12T00:00:00Z&end_time=2025-04-12T08:00:00Z&page_size=10'

##### 1. Import dependencies #####
import requests
import pandas as pd
from urllib.parse import urlencode

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

# ---- Optional parameters ---- #
page_size = 10
sort = "desc"
start_time = "2025-04-12T00:00:00Z"
end_time = "2025-04-12T08:00:00Z"

# ---- 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_liquidation_trades(api_key: str, exchange: str, instrument_class: str, instrument: str, 
                                 start_time: str, end_time: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    base_url = f'https://us.market-api.kaiko.io/v2/data/liquidation.v1/trades/{exchange}/{instrument_class}/{instrument}'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size
    }
    
    # Debug: Show the URL being generated
    query_string = urlencode(params)
    full_url = f"{base_url}?{query_string}"
    print(f"DEBUG - Making request to URL: {full_url}")
    print(f"DEBUG - Headers: {headers}")
    
    try:
        res = requests.get(base_url, headers=headers, params=params)
        
        # Debug: Show the actual URL that requests used
        print(f"DEBUG - Actual request URL: {res.url}")
        print(f"DEBUG - Response status code: {res.status_code}")
        
        res.raise_for_status() 
        data = res.json()
        
        if 'data' not in data:
            print("No data returned.")
            return pd.DataFrame() 
            
        df = pd.DataFrame(data['data'])
        print(f"DEBUG - Initial data fetch successful, got {len(df)} records")
        
        # Handle pagination with continuation token
        page_count = 1
        while 'next_url' in data:
            next_url = data['next_url']
            if next_url is None:
                break
                
            print(f"DEBUG - Fetching page {page_count + 1} with URL: {next_url}")
            res = requests.get(next_url, headers=headers)
            res.raise_for_status()
            data = res.json()
            
            if 'data' in data:
                new_records = len(data['data'])
                df = pd.concat([df, pd.DataFrame(data['data'])], ignore_index=True)
                print(f"DEBUG - Fetched additional {new_records} records, total now: {len(df)}")
                page_count += 1
            else:
                print("DEBUG - No more data in pagination response")
                break
        
        return df
    except requests.exceptions.RequestException as e:
        print(f"API request error: {e}")
        print(f"Response status code: {e.response.status_code if hasattr(e, 'response') else 'N/A'}")
        print(f"Response text: {e.response.text if hasattr(e, 'response') else 'N/A'}")
        return pd.DataFrame() 

# ---- Get the data ---- #
print("Starting API request...")
df = get_kaiko_liquidation_trades(
    api_key=api_key, 
    exchange=exchange,
    instrument_class=instrument_class,
    instrument=instrument,
    start_time=start_time, 
    end_time=end_time,
    sort=sort, 
    page_size=page_size
)

```json
{
   "query": {
      "exchange": "bbit",
      "instrument": "eth-usdt",
      "instrument_class": "perpetual-future",
      "commodity": "liquidationEvents",
      "request_time": "2025-04-04T11:58:32.545Z",
      "start_time": "2025-02-12T00:00:01.000Z",
      "start_timestamp": 1739318401000,
      "end_time": "2025-02-24T23:59:37.000Z",
      "end_timestamp": 1740441577000,
      "page_size": 10,
      "sort": "desc",
      "data_version": "v1"
   },
   "answer_time": "2025-04-04T11:58:32.554Z",
   "answer_timestamp": 1743767912554,
   "access": {
      "access_range": {
         "start_timestamp": 1688428800000,
         "end_timestamp": 2177539199000
      },
      "data_range": {
         "start_timestamp": null,
         "end_timestamp": null
      }
   },
   "data": [
      {
         "amount": 0.1,
         "amount_quote": 249.77100000000002,
         "amount_usd": 249.76370743089532,
         "price": 2497.71,
         "rate": 0.9999708029791101,
         "position_side": "long",
         "timestamp": 1740441553739,
         "trade_id": "376def42502a7a307b85d7ffdebec8c8c08990b19f6fb165e0f97c8fd058a1b2"
      },
      {
         "amount": 0.04,
         "amount_quote": 99.7556,
         "amount_usd": 99.75268743366291,
         "price": 2493.89,
         "rate": 0.9999708029791101,
         "position_side": "long",
         "timestamp": 1740441446020,
         "trade_id": "f1062a8c42743ffbddc3d129d65f1ae6848227b871361d6fd66f3bbbbb4b10da"
      },
        /*---*/
    ],
    */....
    
"continuation_token": "3RuQ1KYk3AEZTJXXqsaUMrdUKSYH4CVdGUFQCZC5pts7AYMafCjbnYSuedeLMFu72PsXKepcvdtpvZmNzXmotWV1ARAF8hJxLfaDXn75MmkN3zMq6ma9Ym",
   "next_url": "https://us.market-api.kaiko.io/v2/data/liquidation.v1/trades/bbit/perpetual-future/eth-usdt?continuation_token=3RuQ1KYk3AEZTJXXqsaUMrdUKSYH4CVdGUFQCZC5pts7AYMafCjbnYSuedeLMFu72PsXKepcvdtpvZmNzXmotWV1ARAF8hJxLfaDXn75MmkN3zMq6ma9Ym"
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/analytics.v2/expected_shortfall?bases=eth,btc,ltc&quantities=3,2,5&quote=usd&risk_level=0.95&start_time=2025-12-01T00:00:00.000Z&end_time=2025-12-05T00:00:00.000Z&stress_parameter=0.5&reporting_currency=eur'

##### 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"
quantities = "1,10"
risk_level = "0.95"
start_time = "2021-12-01T00:00:00.000Z"
end_time = "2022-01-31T00:00:00.000Z"

# ---- Optional parameters ---- #
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, quantities: str, risk_level: str, start_time: str, end_time: str, sources: bool = None):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/analytics.v2/expected_shortfall'
    params = {
        "bases": bases,
        "quote": quote,
        "quantities": quantities,
        "risk_level": risk_level,
        "start_time": start_time,
        "end_time": end_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, quantities=quantities, risk_level=risk_level, start_time=start_time, end_time=end_time, sources=sources)
print (df)

{
    "query": {
        "bases": "eth,btc,ltc",
        "quote": "usd",
        "quantities": [
            3,
            2,
            5
        ],
        "exchanges": "",
        "risk_level": 0.95,
        "sources": false,
        "data_version": "v2",
        "commodity": "analytics",
        "request_time": "2026-04-01T14:29:00.536Z",
        "reporting_currency": "eur"
    },
    "time": "2026-04-01T14:29:00.825Z",
    "timestamp": 1775053740825,
    "data": [
        {
            "es_time": 1764547200000,
            "expected_shortfall": {
                "value": 13337.396618466695,
                "risk_level": 0.95
            }
        },
        {
            "es_time": 1764633600000,
            "expected_shortfall": {
                "value": 13193.145029429792,
                "risk_level": 0.95
            }
        },
        {
            "es_time": 1764720000000,
            "expected_shortfall": {
                "value": 13476.064947481469,
                "risk_level": 0.95
            }
        },
        {
            "es_time": 1764806400000,
            "expected_shortfall": {
                "value": 13587.247396977718,
                "risk_level": 0.95
            }
        },
        {
            "es_time": 1764892800000,
            "expected_shortfall": {
                "value": 13553.701550483325,
                "risk_level": 0.95
            }
        }
    ],
    "access": {
        "access_range": {
            "start_timestamp": 1763683200,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

Authentication

Each endpoint for the Market Data solution lives under its own hostname. You must include an API key in the header of every request you make. The format for the API key is:

X-Api-Key: <client-api-key>

DeFi protocol codes

You can explore all exchanges, assets, and get codes for them using our . Alternatively, if you want to obtain the data in a more programmatic way, use this endpoint.

Reference Data [Basic Tier]
Reference Data [Advanced Tier]

What is this endpoint for?

This endpoint retrieves a list of defi protocols and associated codes. This can help you identify which exchanges are defi when working with our data.

Endpoint

https://reference-data-api.kaiko.io/v1/pools-protocols

Parameters

No parameters supported

Fields

Field

Description

protocol

The protocol code. ex:crm,aav2, curv, blc2

Request example

curl --compressed -H 'Accept: application/json' 'https://reference-data-api.kaiko.io/v1/pools-protocols'

Response example

{
    "result": "success",
    "data": [
        "crm",
        "cmpd",
        "pksp",
        "aav2",
        "curv",
        "qsp3",
        "aav3",
        "mkr",
        "tjv2",
        "qsp2",
        "usp2",
        "sush",
        "tj21",
        "blcr",
        "tjv1",
        "aav1",
        "blc2",
        "usp3",
        "crv2"
    ]
}

Exchange codes

You can explore all exchanges, assets, and get codes for them using our . Alternatively, if you want to obtain the data in a more programmatic way, use this endpoint.

Reference Data [Basic Tier]
Reference Data [Advanced Tier]

What is this endpoint for?

This endpoint retrieves a list of exchanges and associated codes.

Endpoint

https://reference-data-api.kaiko.io/v1/exchanges

Parameters

No parameters supported

Fields

Field

Description

code

Kaiko identifier for the exchange.

kaiko_legacy_slug

{
  "result": "success",
  "data": [
    {
      "code": "bfly",
      "name": "bitFlyer",
      "kaiko_legacy_slug": "bl"
    },
    {
      "code": "bfnx",
      "name": "Bitfinex",
      "kaiko_legacy_slug": "bf"
    }
    /* ... */
  ]
}

{
  "result": "success",
  "data": [
    {
      "code": "btc",
      "name": "Bitcoin",
      "asset_class": "cryptocurrency",
      "asset_classes": [
        "cryptocurrency"
      ]
    },
    {
      "code": "bch",
      "name": "Bitcoin Cash",
      "asset_class": "crypto

Onchain pools

You can explore all exchanges, assets, and get codes for them using our . Alternatively, if you want to obtain the data in a more programmatic way, use this endpoint.

Reference Data [Basic Tier]
Reference Data [Advanced Tier]

What is this endpoint for?

This endpoint retrieves a list of all pools supported by Kaiko. This can help you identify which markets are available when working with our data.

Endpoint

https://reference-data-api.kaiko.io/v1/pools

Parameters

Field

Required?

Description

blockchain

Filter on a specific blockchain.

No parameters supported

Field

Description

{
    "result": "success",
    "count": 1537,
    "data":
    [
        {
            "blockchain": "bsc",
            "address": "0x0004222c2075e9a1291e41f1ca4c8d32141db501",
            "name": "MBOX-WBNB-0.003",
            "protocol": "pks3",
            "type": "liquidity_pool",
            "fee": "0.0025",
            "tokens":
            [
                {
                    "blockchain": "bsc",
                    "address": "0x3203c9e46ca618c8c1ce5dc67e7e9d75f5da2377",
                    "symbol": "mbox",
                    "decimals": "18"
                },
                {
                    "blockchain": "bsc",
                    "address": "0xbb4cdb9cbd36b01bd1cbaebf2de08d9173bc095c",
                    "symbol": "wbnb",
                    "decimals": "18"
                }
            ],
            "tickSpacing": "50"
        },
        /**********/
    ]
}

{
    "query": {},
    "time": "2024-05-21T07:04:25.684Z",
    "timestamp": 1716275065684,
    "data": [
        {
            "trade_date": "2024-04-30",
            "timestamp": 1714489210000,
            "product_code": "BTC",
            "instrument": "BTCK4",
            "description": "Bitcoin Futures",
            "fixing_price": 61602.66
        },
        /* ... */
    ],
    "result": "success"
}

{
    "query": {},
    "time": "2024-05-21T09:44:14.892Z",
    "timestamp": 1716284654892,
    "data": [
        {
            "ref_date": "2024-04-26",
            "instrument": "AAVEUSD_RR",
            "price": 90.7542
        },
        {
            "ref_date": "2024-04-26",
            "instrument": "ADAUSD_RR",
            "price": 0.470587
        },
        /* ... */
    ],
    "result": "success"
}

Broadridge DLR Statistics

What is this endpoint for?

This endpoint provides access to historical statistics for Broadridge Distributed Ledger Repo (DLR) on the Canton Network. It includes the total number of active contracts, total quantity, and total funds in active DLR transactions for each day over a specified date range. The endpoint is a custom-made for a specific client and is not part of our standard packages. This dataset contains Broadridge's proprietary data and so requires their licensing approval to access. If you're interested in this data, please get in touch and we'll process your access request in partnership with Broadridge.

Endpoint

https://<eu|us>.market-api.kaiko.io/v2/data/dlr/statistics

Query parameters

Parameter

Required?

Description

Example

import requests

url = "https://us.market-api.kaiko.io/v2/data/dlr/statistics"
headers = {"X-Api-Key": "<client-api-key>", "Accept": "application/json"}
params = {
    "start_date": "20250601",
    "end_date": "20250630",
    "sort": "asc"
}

response = requests.get(url, headers=headers, params=params)
print(response.json())

{
  "time": "2025-06-26T07:45:28.269608752Z",
  "timestamp": 1750923928,
  "data": [
    {
      "date": "20250601",
      "timestamp": 1748736000000,
      "contracts": 1250,
      "quantity": 100000000,
      "funds": 113000000
    },
    {
      "date": "20250602",
      "timestamp": 1748822400000,
      "contracts": 1270,
      "quantity": 102500000,
      "funds": 115000000
    }
    /* ... */
  ],
  "continuation_token": "mUNJbiuDHsQ3dtNu7FCP1e8ymWhSnGd7fTuKsJWrGzzw5dACxNpMQ6BwicaUqijfj1bB9GtdYKar4c6BUtkQ8CVunEtCtkwPuCNg8HdhvQXtBxEKy",
  "next_url": "https://us.market-api.kaiko.io/v2/data/dlr/statistics?continuation_token=mUNJbiuDHsQ3dtNu7FCP1e8ymWhSnGd7fTuKsJWrGzzw5dACxNpMQ6BwicaUqijfj1bB9GtdYKar4c6BUtkQ8CVunEtCtkwPuCNg8HdhvQXtBxEKy"
}

Derivatives price details

Reference Data [Advanced Tier]

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

Field

Description

Example

Field

Description

Example

Field

Description

Example

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

Blockchain codes

You can explore all exchanges, assets, and get codes for them using our . Alternatively, if you want to obtain the data in a more programmatic way, use this endpoint.

Reference Data [Basic Tier]
Reference Data [Advanced Tier]

What is this endpoint for?

This endpoint retrieves the list of blockchains and associated codes.

Endpoint

https://reference-data-api.kaiko.io/v1/blockchains

Parameters

No parameters supported

Fields

Field

Description

id

The blockchain's id in our reference data.

name

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/supply.v2/assets/btc?start_time=2025-11-12T14:00:00.000Z&page_size=100&sources=true&sort=desc'

import http.client
import json

# Enter your Kaiko API Key
api_key = "KAIKO_API_KEY"
api_host = "us.market-api.kaiko.io"
api_base_endpoint = "/v2/data/supply.v2/assets/btc"
# Start of mandatory parameter configuration
mandatory_params = {

}
# End of mandatory parameter configuration
# Start of optional parameter configuration
optional_params = {
    'start_time':'2025-11-12T14:00:00.000Z',
    'page_size':100,
    'sort':'desc',
    'sources':'true'
}
# End of optional parameter configuration
conn = http.client.HTTPSConnection(api_host)
headers = {
    "X-Api-Key": api_key,
    "Accept": "application/json"
}

all_params = {**mandatory_params, **optional_params}

url_params = []
for param, value in all_params.items():
    url_params.append(f"{param}={value}")
url_params = '&'.join(url_params)

endpoint_with_params = f"{api_base_endpoint}?{url_params}"

# Pagination for next pages
all_data = []
next_url = endpoint_with_params
while next_url:
    conn.request("GET", next_url, headers=headers)
    response = conn.getresponse()
    data = json.loads(response.read().decode("utf-8"))
    all_data.extend(data.get("data", []))
    print(f"Fetched {len(data.get('data', []))} datapoints. Total: {len(all_data)}")
    next_url = data.get("next_url", "").replace("https://us.market-api.kaiko.io", "")
    if not next_url:
        break
conn.close()
print(f" datapoints fetched: {(all_data)}")

{
    "query":
    {
        "start_time": "2025-11-12T14:00:00.000Z",
        "end_time": "2025-11-12T14:00:48.317Z",
        "page_size": 100,
        "asset": "btc",
        "sort": "desc",
        "request_time": "2025-11-12T14:00:48.317Z",
        "start_timestamp": 1735689600000,
        "end_timestamp": 1762956048317
    },
    "time": "2025-11-12T14:00:48.326Z",
    "timestamp": 1762956048326,
    "data":
    [
        {
            "timestamp": 1762956005,
            "asset": "btc",
            "circulating_supply": 19947809.375,
            "market_cap": 2093053874177.4607,
            "sources":
            [
                {
                    "chain": "Bitcoin",
                    "circulating_supply": "19947809.375",
                    "excluded_supply": "0",
                    "total_supply": "19947809.375"
                }
            ]
        }
        /** Results **/
    ],
    "result": "success",
    "continuation_token": "xxx",
    "next_url": "https://us.market-api.kaiko.io/v2/data/supply.v2/assets/btc?continuation_token=xxx",
    "access":
    {
        "access_range":
        {
            "start_timestamp": 1073001600000,
            "end_timestamp": "None"
        },
        "data_range":
        {
            "start_timestamp": "None",
            "end_timestamp": "None"
        }
    }
}

{
    "result":"success",
    "count": 10,
    "data":
    [
        {"id":1,"name":"ethereum","is_evm":true},
        {"id":2,"name":"bsc","is_evm":true},
        {"id":3,"name":"polygon","is_evm":true},
        {"id":4,"name":"arbitrum","is_evm":true},
        {"id":5,"name":"avalanche","is_evm":true},
        /* ... */
    ]
}

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'

##### 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)

{
    "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
        }
    }
}

hh:mm:ss.sss

Price slippage (snapshot)

"Snapshots" show a point-in-time view. At least one snapshot per minute. "Aggregations" show an aggregation of all snapshots from the period requested.

Level 1 & Level 2 Data [Level 2 Aggregations Tier]
Level 1 & Level 2 Data [Level 2 Tick-Level Tier]

CeFi Spot ticker packs.

What is this endpoint for?

This endpoint uses our Raw order book snapshot as source data and enhances its raw data with the Price Slippage metric.

Price Slippage calculates the potential slippage for a market buy order if it were placed at the time the Order Book Snapshot was taken.

Endpoint

https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/spot/{instrument}/snapshots/slippage

Path Parameters

Parameter

Required?

Description

region

Yes

Parameter

Required

Description

Field

Description

We recommend using the most current version explicitly in production integrations as the latest label might move at any time to a breaking change. For the trades and order_book_snapshots commodities the latest version is currently v1

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/snapshots/slippage?end_time=2019-12-09T00:00:00Z&slippage_ref=best&start_time=2019-12-01T00:00:00Z&slippage=1000000&page_size=10'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "krkn" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = 100
start_time= "2025-03-03T00:00:00Z"
end_time= "2025-03-05T00:00:00Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{pair}/snapshots/slippage'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size))

{
    "query": {
        "page_size": 10,
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "slippage": 100000,
        "limit_orders": 0,
        "slippage_ref": "best",
        "sort": "desc",
        "metric": "slippage",
        "data_version": "v1",
        "commodity": "order_book_snapshots",
        "request_time": "2020-05-26T14:42:17.053Z"
    },
    "time": "2020-05-26T14:42:17.123Z",
    "timestamp": 1590504137123,
    "data": [
        {
            "poll_timestamp": 1590504124917,
            "poll_date": "2020-05-26T14:42:04.917Z",
            "timestamp": null,
            "ask_slippage": "0.0001057219873253085790064266041007855",
            "bid_slippage": "0.0001581287020485902479395059349031256"
        },
        {
            "poll_timestamp": 1590504075786,
            "poll_date": "2020-05-26T14:41:15.786Z",
            "timestamp": null,
            "ask_slippage": "0.00001534073225141691226479256404443437",
            "bid_slippage": "0.0002555856086571344339622641509433962"
        },
      /* ... */
    ],
    "result": "success",
    "continuation_token": "Z8Fj1yUWjj3uvv1U2d8fASeGLm4jZ4iHCopdsZLKUyDJE8KrBaDXwQQWXHJQxm",
    "next_url": "https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/cbse/spot/btc-usd/snapshots/slippage?continuation_token=Z8Fj1yUWjj3uvv1U2d8fASeGLm4jZ4iHCopdsZLKUyDJE8KrBaDXwQQWXHJQxm",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

Market depth (aggregation)

"Snapshots" show a point-in-time view. At least one snapshot per minute. "Aggregations" show an aggregation of all snapshots from the period requested.

Level 1 & Level 2 Data [Level 2 Aggregations Tier]
Level 1 & Level 2 Data [Level 2 Tick-Level Tier]

CeFi Spot ticker packs.

What is this endpoint for?

This endpoint returns the average market depth for the requested period.

We are unable to collect the full 10% snapshot from all exchanges we cover. Thus, for some exchanges, 'Market Depth' does not accurately portray the exchange's order book volume.

Endpoint

https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/spot/{instrument}/ob_aggregations/depth

Path Parameters

Parameter

Required?

Description

region

Yes

Choose between eu and us.

Parameter

Required

Description

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/ob_aggregations/depth?page_size=10&interval=1h'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "krkn" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = 100
start_time= "2025-03-03T00:00:00Z"
end_time= "2025-03-05T00:00:00Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{pair}/ob_aggregations/depth'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size))

{
    "query": {
        "page_size": 10,
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1h",
        "slippage": 0,
        "slippage_ref": "mid_price",
        "sort": "desc",
        "aggregation": "depth",
        "data_version": "v1",
        "commodity": "order_book_snapshots",
        "request_time": "2020-05-26T14:58:55.582Z"
    },
    "time": "2020-05-26T14:58:56.395Z",
    "timestamp": 1590505136395,
    "data": [
        {
            "poll_timestamp": 1590501600000,
            "bid_volume0_1": "31.31635593220339",
            "bid_volume0_2": "90.78996610169492",
            "bid_volume0_3": "144.16212711864407",
            "bid_volume0_4": "182.9676525423729",
            "bid_volume0_5": "219.1858220338983",
            "bid_volume0_6": "263.02182203389833",
            "bid_volume0_7": "296.666686440678",
            "bid_volume0_8": "322.5334237288136",
            "bid_volume0_9": "340.6282881355932",
            "bid_volume1": "356.4558474576271",
            "bid_volume1_5": "427.1106949152542",
            "bid_volume2": "475.76238135593223",
            "bid_volume4": "863.1048559322035",
            "bid_volume6": "1137.2281271186441",
            "bid_volume8": "1137.5447796610172",
            "bid_volume10": "1137.5447796610172",
            "ask_volume0_1": "22.772533898305085",
            "ask_volume0_2": "36.96916101694915",
            "ask_volume0_3": "78.57454237288135",
            "ask_volume0_4": "144.87783898305085",
            "ask_volume0_5": "195.61884745762714",
            "ask_volume0_6": "237.96824576271186",
            "ask_volume0_7": "282.3425338983051",
            "ask_volume0_8": "314.0606779661017",
            "ask_volume0_9": "330.76757627118644",
            "ask_volume1": "344.3153644067797",
            "ask_volume1_5": "413.4595423728814",
            "ask_volume2": "475.48172033898305",
            "ask_volume4": "886.8459152542373",
            "ask_volume6": "1272.5998644067795",
            "ask_volume8": "1371.7920847457626",
            "ask_volume10": "1371.7920847457626"
        },
      /* ... */
    ],
    "result": "success",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: KAIKO_API_KEY' \
  'https://us.market-api.kaiko.io/v2/data/liquidity.v1/snapshots/usp3?pool_address=0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
pool_address = "0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640"

# ---- Optional parameters ---- #
blockchain = "ethereum"
live = "false"
start_block = None
end_block = None
start_time = "2022-04-01T00:00:00.000Z"
end_time = "2022-04-01T00:02:00.000Z"
sort = "desc"
price_range = None
page_size = 100

# ---- 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, pool_address: str, blockchain: str, live: str, 
                  start_block: str, end_block: str, start_time: str, 
                  end_time: str, sort: str, price_range: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://eu.market-api.kaiko.io/v2/data/liquidity.v1/snapshots/usp3'
    params = {
        "pool_address": pool_address,
        "blockchain": blockchain,
        "live": live,
        "start_block": start_block,
        "end_block": end_block,
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "price_range": price_range,
        "page_size": page_size
    }
    
    try:
        res = requests.get(url, headers=headers, params=params)
        res.raise_for_status() 
        data = res.json()
        if 'data' not in data:
            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:
        return pd.DataFrame() 

# ---- Get the data ---- #
df = get_kaiko_data(api_key=api_key, pool_address=pool_address, blockchain=blockchain, 
                   live=live, start_block=start_block, end_block=end_block, 
                   start_time=start_time, end_time=end_time, sort=sort, 
                   price_range=price_range, page_size=int(page_size))

{
    "query": {
        "blockchain": "ethereum",
        "protocol": "usp3",
        "pool_address": "0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640",
        "start_block": "*",
        "end_block": "*",
        "start_time": "*",
        "end_time": "*",
        "sort": "descending",
        "page_size": "10",
        "live": "false",
        "price_range": "0.1"
    },
    "time": "2024-09-27T14:03:53.973Z",
    "timestamp": 1727445833,
    "data": [
        {
            "block_number": "20842364",
            "pool_name": "liquidity_pool",
            "pool_address": "0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640",
            "current_tick": "197507",
            "current_price": 0.00037773843033961135,
            "datetime": 1727444963,
            "blockchain": "ethereum",
            "exchange": "usp3",
            "snapshots": [
                {
                    "amount0": 0,
                    "amount1": 21.540770877363897,
                    "amount": 2335301572930716700,
                    "lower_tick": 196460,
                    "upper_tick": 196470
                },
                {
                    "amount0": 0,
                    "amount1": 21.58927177741234,
                    "amount": 2339389776616961000,
                    "lower_tick": 196470,
                    "upper_tick": 196480
                },
                ...
            ]
        },
        ...
     ],
    "continuation_token": "xxx",
    "next_url": "https://us.market-api.kaiko.io/v2/data/liquidity.v1/snapshots/usp3?continuation_token=xxx"
 }

OHLCV only

Level 1 & Level 2 Data [Level 1 Aggregations]
Level 1 & Level 2 Data [Level 1 Tick-Level]
Level 1 & Level 2 Data [Level 2 Aggregations]

What is this endpoint for?

This endpoint retrieves the OHLCV history for an instrument on an exchange.

Endpoint

https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{instrument}/aggregations/ohlcv

Path Parameters

Parameter

Required?

Description

region

Yes

Choose between eu and us.

Parameter

Required

Description

Field

Description

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

"taker_side_sell" Explained

For Centralized Exchange (CEX) taker_side_sell takes the value of true when a taker's sell order fills a maker's buy order and false when a taker's buy order fills a maker's sell order.

For Decentralized Exchanges (DEX) using Automatic Market Maker (AMM) protocols, the liquidity pool contract is considered the maker. The entity executing a transaction against the liquidity pool is the taker.

If an exchange does not appear below, it can be assumed that all data we provide is normalized correctly.

For exchanges where we were unable to confirm as reporting data from either a taker or a maker's perspective, we have included the notation mapping from the exchange's trade direction field to our taker_side_sell field. This is necessary so that researchers who want to further study trade direction can make their own conclusions. For exchanges that classify trade direction differently or exclude the field entirely, we also include the notation mapping and a short explanation for how their variable differs.

Furthermore, there are some trades of the Australian Exchange Independent Reserve, where we cannot decide if it is the taker buy or taker sell. As such, it is the only exchange that has 3 values, which are true, false and unknown, in the field taker_side_sell.

Finally, we have made a couple of errors in classifying exchanges as "maker" or "taker", typically early on in the process of developing taker_side_sell. Rather than switch our trade reporting after years of data collection, we have simply marked exchanges where the inverse of the notation stated should be applied. For these exchanges, researchers should be aware that when taker_side_sell: false, the inverse should be assumed.

Unconfirmed, Misclassified or Absent Trade Direction Field

For Centralized Exchange (CEX) taker_side_sell takes the value of true when a taker's sell order fills a maker's buy order and false when a taker's buy order fills a maker's sell order.

If an exchange does not appear below, it can be assumed that all data we provide is normalized correctly.

Unconfirmed, Misclassified or Absent Trade Direction Field

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
interval = "1d"  
sort = "desc"
page_size = 100
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-12-31T23:59:59Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/aggregations/ohlcv'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,interval=interval, sort=sort, page_size=page_size)

{
    "query": {
        "page_size": 100,
        "exchange": "cbse",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "sort": "desc",
        "aggregation": "ohlcv",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-05-26T17:25:56.221Z"
    },
    "time": "2020-05-26T17:26:00.160Z",
    "timestamp": 1590513960160,
    "data": [
        {
            "timestamp": 1590451200000,
            "open": "8900.0",
            "high": "9016.99",
            "low": "8694.23",
            "close": "8811.36",
            "volume": "9014.60281966"
        },
        {
            "timestamp": 1590364800000,
            "open": "8715.69",
            "high": "8977.0",
            "low": "8632.93",
            "close": "8899.31",
            "volume": "12091.06145914"
        },
  /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd2bcDp35GmDscQbvZ9YzQHZJkT3jdeFx9fSBDdVmcCZaHvQRTCTfmfQ6QCrvDNp5ciRRuGPTedVL5LMZv1qmSXhRpZFbpvBW2uA62RSYpfJ1hVykJKZfhtmXXrxz",
  "next_url": "https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/krkn/spot/btc-usd/aggregations/ohlcv?continuation_token=rbd2bcDp35GmDqdfaz3fZJkT3jdeFx9fSBDdVmcCZaHvQRTCTfmfQ6QCrvDNp5ciRRuGPTedVL5LMZv1qmSXhRpZFbpvBW2uA62RSYpfJ1hVykJKZfhtmXXrxz",
  "access": {
    "access_range": {
      "start_timestamp": null,
      "end_timestamp": null
    },
    "data_range": {
      "start_timestamp": null,
      "end_timestamp": null
    }
  }
}

curl --compressed \
  -H 'Accept: application/json' \
  -H 'X-Api-Key: <client-api-key>' \
  'https://eu.market-api.kaiko.io/v2/data/lending.v1/snapshots?protocol=aav1&asset=tusd'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
blockchain = "ethereum" 
protocol = "aav2"
asset = "tusd"

# ---- Optional parameters ---- #
user_address = None
live = "false"
tx_hash = None
block_number = None
start_block = None
end_block = None
start_time = "2025-03-01T13:00:00Z"
end_time = "2025-03-01T13:10:00Z"
sort = "desc"
page_size = 1000
interval = 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, blockchain: str, protocol: str, asset: str, user_address: str, live: str, tx_hash: str, block_number: int, start_block: int, end_block: int, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://eu.market-api.kaiko.io/v2/data/lending.v1/snapshots'
    params = {
        "blockchain": blockchain,
        "protocol": protocol,
        "asset": asset,
        "user_address": user_address,
        "live": live,
        "tx_hash": tx_hash,
        "block_number": block_number,
        "start_block": start_block,
        "end_block": end_block,
        "start_time": start_time,
        "end_time": end_time,
        "interval": interval,
        "sort": sort,
        "page_size": page_size
    }

    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, blockchain=blockchain, protocol=protocol, asset=asset, user_address=user_address, live=live, tx_hash=tx_hash, block_number=block_number, start_block=start_block, end_block=end_block, start_time=start_time, end_time=end_time, interval=interval, sort=sort, page_size=page_size)
print (df)

{
            "blockchain": "ethereum",
            "block_number": "21093894",
            "datetime": 1730477315,
            "market_id": "aave/v1/tusd",
            "protocol": "aav1",
            "asset_symbol": "tusd",
            "asset_address": "0x0000000000085d4780b73119b644ae5ecd22b376",
            "asset_decimals": "18",
            "receipt_symbol": "atusd",
            "receipt_address": "0x4da9b813057d04baef4e5800e36083717b4a0341",
            "receipt_decimals": "18",
            "available_liquidity": 293515.77258708066,
            "total_borrowed": 10897.083558481298,
            "total_liquidity": 304412.85614556196,
            "supply_rate": 0,
            "stable_borrow_rate": 0,
            "variable_borrow_rate": 0,
            "metadata": {
                "total_borrowed_stable": "0",
                "total_borrowed_variable": "10897.083558481297049061"
            }
        },

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/snapshots/depth?page_size=10'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "krkn" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = 100
start_time= "2025-03-03T00:00:00Z"
end_time= "2025-03-05T00:00:00Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{pair}/snapshots/depth'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size))

{
    "query": {
        "page_size": 10,
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "slippage": 0,
        "limit_orders": 0,
        "slippage_ref": "mid_price",
        "sort": "desc",
        "metric": "depth",
        "data_version": "v1",
        "commodity": "order_book_snapshots",
        "request_time": "2020-05-26T14:29:44.757Z"
    },
    "time": "2020-05-26T14:29:44.816Z",
    "timestamp": 1590503384816,
    "data": [
        {
            "poll_timestamp": 1590503344916,
            "poll_date": "2020-05-26T14:29:04.916Z",
            "timestamp": null,
            "bid_volume0_1": "37.606",
            "bid_volume0_2": "102.304",
            "bid_volume0_3": "141.907",
            "bid_volume0_4": "177.446",
            "bid_volume0_5": "203.634",
            "bid_volume0_6": "218.450",
            "bid_volume0_7": "283.128",
            "bid_volume0_8": "293.533",
            "bid_volume0_9": "321.986",
            "bid_volume1": "348.213",
            "bid_volume1_5": "405.080",
            "bid_volume2": "444.782",
            "bid_volume4": "837.949",
            "bid_volume6": "1110.065",
            "bid_volume8": "1110.065",
            "bid_volume10": "1110.065",
            "ask_volume0_1": "7.401",
            "ask_volume0_2": "13.744",
            "ask_volume0_3": "58.917",
            "ask_volume0_4": "131.104",
            "ask_volume0_5": "165.971",
            "ask_volume0_6": "193.786",
            "ask_volume0_7": "257.001",
            "ask_volume0_8": "286.384",
            "ask_volume0_9": "312.040",
            "ask_volume1": "319.040",
            "ask_volume1_5": "382.927",
            "ask_volume2": "475.467",
            "ask_volume4": "909.144",
            "ask_volume6": "1229.664",
            "ask_volume8": "1323.505",
            "ask_volume10": "1323.505"
        },
      /* ... */
],
    "result": "success",
    "continuation_token": "Z8FjYwcAjf7MZEG382e5MpmZx7wkuziQTyy2k5fVgSrcF8jAYqUpRgPH5cbQ9MhJiFaxGRbwiERMp3cWhXJshy",
    "next_url": "https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/cbse/spot/btc-usd/snapshots/depth?continuation_token=Z8FjYwcAjf7MZEG382e5MpmZx7wkuziQTyy2k5fVgSrcF8jAYqUpRgPH5cbQ9MhJiFaxGRbwiERMp3cWhXJshy",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

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'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
interval = "1d"  
sort = "desc"
page_size = 100
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-12-31T23:59:59Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/aggregations/vwap'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,interval=interval, sort=sort, page_size=page_size)

{
    "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
    }
  }
}

Convert with Oanda FX Rates

What is this endpoint for?

This add-on endpoint ensures IFRS-compliant currency conversions for over 70 fiat pairs when a synthetic price is used in Kaiko Fair Market Value. While synthetic prices can be generated in any fiat currency, this endpoint guarantees compliance for non-USD currencies. In low-liquidity cases, users request a synthetic price quoted in USD, then convert it into their desired fiat currency using this endpoint.

HTTP Request

https://us.market-api.kaiko.io/v2/data/analytics.{data_version}/oanda_fx_rates

Path parameters

Parameter

Required

Description

quote

Parameter

Required

Description

Field

Description

Supply Per Blockchain

Kaiko Market Explorer [Full Coverage]
Kaiko Market Explorer [Supply and Market Cap]

What is this endpoint for?

This endpoint receives the supply of an asset on a single blockchain, including circulating supply and market capitalization where available.

To retrieve supply across all chains for an asset, use the Aggregated Supply endpoint with the blockchain query parameter, or call this endpoint once per chain.

Endpoint

https://us.market-api.kaiko.io/v2/data/supply.v2/blockchain-level/{blockchain}/{asset}

Parameters

Parameter

Required

Description

Example

Field

Description

Example

Market cap ranking

Kaiko Market Explorer [Full Coverage]
Kaiko Market Explorer [Supply and Market Cap]

What is this endpoint for?

This endpoint aggregates from the Supply endpoint to provide an aggregated view of supply and market capitalization of the top assets at a specified time.

Data can be aggregated between 5-minute and 30-day intervals; the aggregation considers each 5-minute interval from the raw supply data.

Read our supply and market cap methodology here.

Endpoint

https://us.market-api.kaiko.io/v2/data/supply.v2/top

Parameters

Parameter

Required

Description

Example

Field

Description

Example

import http.client
import json

# Enter your Kaiko API Key
api_key = "KAIKO_API_KEY"
api_host = "us.market-api.kaiko.io"
api_base_endpoint = "/v2/data/supply.v2/top"
# Start of mandatory parameter configuration
mandatory_params = {
    'datetime':'2026-01-01T00:00:00.000Z',
    'count':10,
    'interval':'1d'
}
# End of mandatory parameter configuration
# Start of optional parameter configuration
optional_params = {
    
}
# End of optional parameter configuration
conn = http.client.HTTPSConnection(api_host)
headers = {
    "X-Api-Key": api_key,
    "Accept": "application/json"
}

all_params = {**mandatory_params, **optional_params}

url_params = []
for param, value in all_params.items():
    url_params.append(f"{param}={value}")
url_params = '&'.join(url_params)

endpoint_with_params = f"{api_base_endpoint}?{url_params}"

# Pagination for next pages
all_data = []
next_url = endpoint_with_params
while next_url:
    conn.request("GET", next_url, headers=headers)
    response = conn.getresponse()
    data = json.loads(response.read().decode("utf-8"))
    all_data.extend(data.get("data", []))
    print(f"Fetched {len(data.get('data', []))} datapoints. Total: {len(all_data)}")
    next_url = data.get("next_url", "").replace("https://us.market-api.kaiko.io", "")
    if not next_url:
        break
conn.close()
print(f" datapoints fetched: {(all_data)}")

{
    "query":
    {
        "datetime": "2026-01-01T00:00:00.000Z",
        "count": 10,
        "interval": "1d"
    },
    "time": "2026-02-10T13:10:35.136Z",
    "timestamp": 1770729035136,
    "data":
    [
        {
            "datetime": 1767225600,
            "asset": "btc",
            "rank": 1,
            "total_supply": 19969814.0625,
            "circulating_supply": 19969814.0625,
            "market_cap": 1754840038141.7961
        },
        {
            "datetime": 1767225600,
            "asset": "eth",
            "rank": 2,
            "total_supply": 120694917.35776222,
            "circulating_supply": 120694917.35776222,
            "market_cap": 359309601750.3176
        },
        {
            "datetime": 1767225600,
            "asset": "usdt",
            "rank": 3,
            "total_supply": 191200669545.90054,
            "circulating_supply": 186408947507.7797,
            "market_cap": 186164285382.73282
        },
        /** Results **/

    ],
    "result": "success"
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/analytics.v2/oanda_fx_rates?base=eur&page_size=2&sort=desc&interval=1d&quote=jpy'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
quote = "usd"
base = "jpy"

# ---- Optional parameters ---- #
interval = "1h"
sort = "desc"
page_size = 100
start_time= "2025-01-01T00:00:00.000Z"
end_time= "2025-01-31T00:00:00.000Z"

# ---- 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, quote: str, base: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/analytics.v2/oanda_fx_rates'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval,
        "quote": quote,
        "base": base
    }

    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, quote=quote, base=base, interval=interval, start_time=start_time, end_time=end_time, sort=sort, page_size=page_size)
print (df)

{
    "query": {
        "base": "eur",
        "quote": "jpy",
        "interval": "1d",
        "page_size": "2",
        "sort": "desc",
        "start_time": "null",
        "end_time": "2022-08-31T08:38:25.883Z"
    },
    "time": "2022-08-31T08:38:25.905Z",
    "timestamp": 1661935105,
    "data": [
        {
            "timestamp": 1660780800000,
            "fx_rate": "137.38630485436903"
        },
        {
            "timestamp": 1660694400000,
            "fx_rate": "137.15155641205303"
        }
    ],
    "continuation_token": "4tvMKJPYA6ESWsE7s87P2ujFvr6XRNvegzst2eg1EpdyQEPKWpuNic5XPGrhz47RzbbqC598E3XusLo34Hivgw4sYrrvdmYxL7WQVtebjtYVMUPPd97vqo2VjL22A6cTSNojTQsvHh8T6MPRjuJAMfx5LWyVZQWYyzLrSE",
    "next_url": "https://us.market-api.kaiko.io/v2/data/analytics.v2/oanda_fx_rates?continuation_token=4tvMKJPYA6ESWsE7s87P2ujFvr6XRNvegzst2eg1EpdyQEPKWpuNic5XPGrhz47RzbbqC598E3XusLo34Hivgw4sYrrvdmYxL7WQVtebjtYVMUPPd97vqo2VjL22A6cTSNojTQsvHh8T6MPRjuJAMfx5LWyVZQWYyzLrSE"
}

curl --request GET \
  --url 'https://us.market-api.kaiko.io/v2/data/supply.v2/blockchain-level/canton/cbtc?start_time=2026-05-13T00:00:00Z&end_time=2026-05-13T23:59:59Z&page_size=10&sort=desc' \
  --header 'Accept: application/json' \
  --header 'X-Api-Key: KAIKO_API_KEY'

import http.client
import json

# Enter your Kaiko API Key
api_key = "KAIKO_API_KEY"
api_host = "us.market-api.kaiko.io"
api_base_endpoint = "/v2/data/supply.v2/blockchain-level/canton/cbtc"
# Start of mandatory parameter configuration
mandatory_params = {

}
# End of mandatory parameter configuration
# Start of optional parameter configuration
optional_params = {
    'start_time':'2026-05-13T00:00:00Z',
    'end_time':'2026-05-13T23:59:59Z',
    'page_size':10,
    'sort':'desc'
}
# End of optional parameter configuration
conn = http.client.HTTPSConnection(api_host)
headers = {
    "X-Api-Key": api_key,
    "Accept": "application/json"
}

all_params = {**mandatory_params, **optional_params}

url_params = []
for param, value in all_params.items():
    url_params.append(f"{param}={value}")
url_params = '&'.join(url_params)

endpoint_with_params = f"{api_base_endpoint}?{url_params}"

# Pagination for next pages
all_data = []
next_url = endpoint_with_params
while next_url:
    conn.request("GET", next_url, headers=headers)
    response = conn.getresponse()
    data = json.loads(response.read().decode("utf-8"))
    all_data.extend(data.get("data", []))
    print(f"Fetched {len(data.get('data', []))} datapoints. Total: {len(all_data)}")
    next_url = data.get("next_url", "").replace("https://us.market-api.kaiko.io", "")
    if not next_url:
        break
conn.close()
print(f" datapoints fetched: {(all_data)}")

{
    "query": {
        "start_time": "2026-05-13T00:00:00.000Z",
        "end_time": "2026-05-13T23:59:59.000Z",
        "page_size": 10,
        "asset": "cbtc",
        "blockchain": "canton",
        "sort": "desc",
        "request_time": "2026-05-13T07:57:55.131Z",
        "start_timestamp": 1778630400000,
        "end_timestamp": 1778716799000
    },
    "time": "2026-05-13T07:57:55.136Z",
    "timestamp": 1778659075136,
    "data": [
        {
            "timestamp": 1778655600,
            "asset": "cbtc",
            "blockchain": "canton",
            "total_supply": 29.0089104357,
            "circulating_supply": null,
            "market_cap": null
        }
        /** Results **/
    ],
    "result": "success",
    "access": {
        "access_range": {
            "start_timestamp": 1578006000000,
            "end_timestamp": 1893625200000
        },
        "data_range": {
            "start_timestamp": 1578006000000,
            "end_timestamp": 1893625200000
        }
    }
}

curl --compressed -H "Accept: application/json" -H "X-Api-Key: <client-api-key>" \
  "https://eu.market-api.kaiko.io/v2/data/wallet.v1/transactions?blockchain=bitcoin"

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
blockchain = "bitcoin" 

# ---- Optional parameters ---- #
start_block = 600000
end_block = 600001
start_time = None
end_time = None
page_size = 100
sort = "desc"
transaction_hash = 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, blockchain: str, start_block: int, end_block: int, start_time: str, end_time: str, page_size: int, sort: str, transaction_hash: str):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/wallet.v1/transactions'
    params = {
        "blockchain": blockchain,
        "start_block": start_block,
        "end_block": end_block,
        "start_time": start_time,
        "end_time": end_time,
        "page_size": page_size,
        "sort": sort,
        "transaction_hash": transaction_hash
    }

    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, blockchain=blockchain, start_block=start_block, end_block=end_block, start_time=start_time, end_time=end_time, page_size=page_size, sort=sort, transaction_hash=transaction_hash)
print (df)

{
    "query":
    {
        "live": "False",
        "start_time": "2009-01-01T00:00:00.000Z",
        "end_time": "2009-01-01T00:00:00.000Z",
        "start_block": 0,
        "end_block": 0,
        "page_size": 1000,
        "sort": "ASCENDING",
        "data_version": "v1",
        "commodity": "wallet_data",
        "request_time": "2009-01-01T00:00:00.000Z"
    },
    "time": "2009-01-01T00:00:00.000Z",
    "timestamp": 1704069091000,
    "access":
    {
        "access_range":
        {
            "start_timestamp": 1073001600000,
            "end_timestamp": "None"
        },
        "data_range":
        {
            "start_timestamp": "None",
            "end_timestamp": "None"
        }
    },
    "data":
    [
        {
            "chain": "bitcoin",
            "block_number": 823787,
            "timestamp": 1704069091000000000,
            "transaction_hash": "e651241e9982332ea4cf59923d8cbc7468e1960bb5ab9f68d9e72984830c530c",
            "transaction_id": "e651241e9982332ea4cf59923d8cbc7468e1960bb5ab9f68d9e72984830c530c",
            "transaction_index": 15,
            "sender_addresses":
            [
                "1n8gms991ydy1e696e9sb9esyy5cksu7hz"
            ],
            "receiver_addresses":
            [
                "1n8gms991ydy1e696e9sb9esyy5cksu7hz",
                "3juadjkqtgzr9p9n59rtugv5pl2tohf6t9",
                "bc1q5g4w7sajpqvd0syvghsqvrxcf2ysxce0yxqjkx"
            ],
            "token_symbol": "BTC",
            "amount_out": 0.37257751,
            "fees": 0.0014,
            "amount_out_usd": 15729.55,
            "fees_usd": 59.1
        },
        /* ... */
    ],
    "continuation_token": "xxx",
    "next_url": "https://us.market-api.kaiko.io/v2/data/wallet.v1/transactions?continuation_token=xxx"
    }
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/trades.v1/principal_market_value?end_time=2025-09-09T15:00:00.000Z&asset=btc'

##### 1. Import dependencies #####

import requests
import pandas as pd

##### 2. Choose the value of the query's parameters #####

# ---- Required parameters ---- #
asset = "btc"

# ---- Optional parameters ---- #
end_time = "2025-09-09T15:00:00.000Z"

# ---- 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, asset: str, end_time: str = None):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/principal_market_value'
    
    params = {
        "asset": asset,
        "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, asset=asset, end_time=end_time)
print(df)

{
    "query": {
        "end_time": "2025-09-09T15:00:00Z",
        "asset": "btc",
        "data_version": "v1",
        "commodity": "principal_market_value",
        "request_time": "2025-09-15T13:00:08.391Z",
        "end_timestamp": 1757430000000
    },
    "time": "2025-09-15T13:00:08.494Z",
    "timestamp": 1757941208494,
    "data": [
        {
            "timestamp": 1757430000000,
            "last_trade_timestamp": 1757429999945,
            "price": 111764,
            "principal_market_name": "CRCO",
            "principal_market_code": "crco",
            "adtv_2w": 8135.835284285715,
            "total_adtv_2w": 16893.05731083857
        }
    ],
    "result": "success",
    "access": {
        "access_range": {
            "start_timestamp": 1454284800000,
            "end_timestamp": 1877896800000
        },
        "data_range": {
            "start_timestamp": 1454281200000,
            "end_timestamp": 1877896800000
        }
    }
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/tvl?start_date=20251001&protocol=aave'

import http.client
import json

# Enter your Kaiko API Key
api_key = "KAIKO_API_KEY"
api_host = "us.market-api.kaiko.io"
api_base_endpoint = "/v2/data/tvl"
# Start of mandatory parameter configuration
mandatory_params = {

}
# End of mandatory parameter configuration
# Start of optional parameter configuration
optional_params = {
    'start_date':'20251001',
    'page_size':100,
    'sort':'desc',
    'protocol':'aave'
}
# End of optional parameter configuration
conn = http.client.HTTPSConnection(api_host)
headers = {
    "X-Api-Key": api_key,
    "Accept": "application/json"
}

all_params = {**mandatory_params, **optional_params}

url_params = []
for param, value in all_params.items():
    url_params.append(f"{param}={value}")
url_params = '&'.join(url_params)

endpoint_with_params = f"{api_base_endpoint}?{url_params}"

# Pagination for next pages
all_data = []
next_url = endpoint_with_params
while next_url:
    conn.request("GET", next_url, headers=headers)
    response = conn.getresponse()
    data = json.loads(response.read().decode("utf-8"))
    all_data.extend(data.get("data", []))
    print(f"Fetched {len(data.get('data', []))} datapoints. Total: {len(all_data)}")
    next_url = data.get("next_url", "").replace("https://us.market-api.kaiko.io", "")
    if not next_url:
        break
conn.close()
print(f" datapoints fetched: {(all_data)}")

{
    "query":
    {
        "protocol": "aave",
        "start_date": "seconds:1759276800",
        "end_date": "seconds:1764028800",
        "sort": "desc",
        "page_size": "1"
    },
    "time": "2025-11-25T10:20:15.37953193Z",
    "timestamp": 1764066015,
    "data":
    [
        {
            "timestamp": 1763856000,
            "protocol_name": "Aave",
            "protocol_code": "aave",
            "tvl": 50404639283.57133
        },
        /** Results **/
    ],
    "continuation_token": "xxx",
    "next_url": "https://eu.market-api.kaiko.io/v2/data/tvl?continuation_token=xxx"
}

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'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
interval = "1d"  
sort = "desc"
page_size = 100
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-12-31T23:59:59Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/aggregations/vwap'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,interval=interval, sort=sort, page_size=page_size)

{
    "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
    }
  }
}

Aggregated Supply

Market Explorer [Supply and Market Cap]
Market Explorer [Full Coverage]

What is this endpoint for?

This endpoint aggregates from the Supply endpoint to provide an aggregated view of supply and market capitalization.

Data can be aggregated between 5-minute and 30-day intervals; the aggregation considers each 5-minute interval from the raw supply data that falls between the start_time and end_time configured.

Read our supply and market cap methodology here.

Endpoint

https://us.market-api.kaiko.io/v2/data/supply.v2/aggregated/{asset}

Parameters

Parameter

Required

Description

Example

Field

Description

Example

Pagination

For queries that result in a larger dataset than can be returned in a single response, a continuation_token field is included. Calling the same endpoint again with the continuation_token query parameter added will return the next result page. For convenience, a next_url field is also included, containing a URL that can be called directly to get the next page. Paginated endpoints also take a page_size parameter that specifies the maximum number of items that should be included in each response. Only the first call should include page_size, all subsequent calls should only use continuation_token. Paginating over a request with version set to latest will preserve the current version across subsequent pagination requests.

Parameters

Parameter

Required

Description

The following script can be used to browse pages in Python. Make sure to update your trade_url and X-Api-Key.

This example uses Pandas for convenience. If you're unfamiliar with them, use the standard Python example.

For queries that result in a larger dataset than can be returned in a single response, a continuation_token field is included. Calling the same endpoint again with the continuation_token query parameter added will return the next result page. For convenience, a next_url field is also included, containing a URL that can be called directly to get the next page. Paginated endpoints also take a page_size parameter that specifies the maximum number of items that should be included in each response. Only the first call should include page_size, all subsequent calls should only use continuation_token. Paginating over a request with set to latest will preserve the current version across subsequent pagination requests.

Parameters

Parameter

Required

Description

The following script can be used to browse pages in Python. Make sure to update your trade_url and X-Api-Key.

This example uses Pandas for convenience. If you're unfamiliar with them, use the standard Python example.

import http.client
import json
conn = http.client.HTTPSConnection("us.market-api.kaiko.io")
endpoint = "/v2/data/trades.v1/spot_exchange_rate/btc/usd"
params = "?interval=1h&start_time=2024-09-01T00:00:00.000Z&end_time=2024-09-10T00:00:00.000Z"
headers = {
    "X-Api-Key": "XXX",
    "Accept": "application/json"
}
all_trades = []
next_url = endpoint + params
while next_url:
    conn.request("GET", next_url, headers=headers)
    response = conn.getresponse()
    data = json.loads(response.read().decode("utf-8"))
    all_trades.extend(data.get("data", []))
    print(f"Fetched {len(data.get('data', []))} datapoints. Total: {len(all_trades)}")
    next_url = data.get("next_url", "").replace("https://us.market-api.kaiko.io", "")
    if not next_url:
        break
conn.close()
print(f" datapoints fetched: {(all_trades)}")

import requests
import pandas as pd

trade_url = "https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/usp3/spot/usdc-weth/trades?start_time=2022-11-01T00:00:00.000Z&end_time=2022-12-01T00:00:00.000Z"
headers = {"X-Api-Key": "XXX","Accept": "application/json"}
output = requests.get(trade_url, headers = headers).json()
df = pd.DataFrame(output["data"])

while "next_url" in output:
        output = requests.get(output["next_url"], headers = headers).json()
        df_to_add = pd.DataFrame(output["data"])
        print(df_to_add)
        df= pd.concat([df, df_to_add])
print(df)

import http.client
import json
conn = http.client.HTTPSConnection("us.market-api.kaiko.io")
endpoint = "/v2/data/trades.v1/spot_exchange_rate/btc/usd"
params = "?interval=1h&start_time=2024-09-01T00:00:00.000Z&end_time=2024-09-10T00:00:00.000Z"
headers = {
    "X-Api-Key": "XXX",
    "Accept": "application/json"
}
all_trades = []
next_url = endpoint + params
while next_url:
    conn.request("GET", next_url, headers=headers)
    response = conn.getresponse()
    data = json.loads(response.read().decode("utf-8"))
    all_trades.extend(data.get("data", []))
    print(f"Fetched {len(data.get('data', []))} datapoints. Total: {len(all_trades)}")
    next_url = data.get("next_url", "").replace("https://us.market-api.kaiko.io", "")
    if not next_url:
        break
conn.close()
print(f" datapoints fetched: {(all_trades)}")

import requests
import pandas as pd

trade_url = "https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/usp3/spot/usdc-weth/trades?start_time=2022-11-01T00:00:00.000Z&end_time=2022-12-01T00:00:00.000Z"
headers = {"X-Api-Key": "XXX","Accept": "application/json"}
output = requests.get(trade_url, headers = headers).json()
df = pd.DataFrame(output["data"])

while "next_url" in output:
        output = requests.get(output["next_url"], headers = headers).json()
        df_to_add = pd.DataFrame(output["data"])
        print(df_to_add)
        df= pd.concat([df, df_to_add])
print(df)

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/supply.v2/aggregated/btc?start_time=2025-10-20T00:00:00.000Z&end_time=2025-10-21T00:00:00.000Z&page_size=100&interval=1d'

import http.client
import json

# Enter your Kaiko API Key
api_key = "KAIKO_API_KEY"
api_host = "us.market-api.kaiko.io"
api_base_endpoint = "/v2/data/supply.v2/aggregated/btc"
# Start of mandatory parameter configuration
mandatory_params = {
    'start_time':'2025-10-20T00:00:00.000Z',
    'end_time':'2025-10-21T00:00:00.000Z',
    'page_size':100,
    'interval':'1d'
}
# End of mandatory parameter configuration
# Start of optional parameter configuration
optional_params = {
    
}
# End of optional parameter configuration
conn = http.client.HTTPSConnection(api_host)
headers = {
    "X-Api-Key": api_key,
    "Accept": "application/json"
}

all_params = {**mandatory_params, **optional_params}

url_params = []
for param, value in all_params.items():
    url_params.append(f"{param}={value}")
url_params = '&'.join(url_params)

endpoint_with_params = f"{api_base_endpoint}?{url_params}"

# Pagination for next pages
all_data = []
next_url = endpoint_with_params
while next_url:
    conn.request("GET", next_url, headers=headers)
    response = conn.getresponse()
    data = json.loads(response.read().decode("utf-8"))
    all_data.extend(data.get("data", []))
    print(f"Fetched {len(data.get('data', []))} datapoints. Total: {len(all_data)}")
    next_url = data.get("next_url", "").replace("https://us.market-api.kaiko.io", "")
    if not next_url:
        break
conn.close()
print(f" datapoints fetched: {(all_data)}")

{
    "query":
    {
        "start_time": "2025-10-20T00:00:00.000Z",
        "end_time": "2025-10-21T00:00:00.000Z",
        "page_size": 100,
        "asset": "btc",
        "interval": "1d",
        "sort": "asc",
        "request_time": "2025-11-12T14:18:27.226Z",
        "start_timestamp": 1760918400000,
        "end_timestamp": 1761004800000
    },
    "time": "2025-11-12T14:18:27.253Z",
    "timestamp": 1762957107253,
    "data":
    [
        {
            "timestamp": 1760918400,
            "asset": "btc",
            "circulating_supply": 19937318.75,
            "market_cap": 2209402368348.39,
            "total_supply": 19937318.75
        }
        /** Results **/
    ],
    "result": "success",
    "continuation_token": "xxx",
    "next_url": "https://us.market-api.kaiko.io/v2/data/supply.v2/aggregated/btc?continuation_token=xxx",
    "access":
    {
        "access_range":
        {
            "start_timestamp": 1073001600000,
            "end_timestamp": "None"
        },
        "data_range":
        {
            "start_timestamp": "None",
            "end_timestamp": "None"
        }
    }
}

curl --compressed -H "Accept: application/json" -H "X-Api-Key: <client-api-key>" \
  "https://eu.market-api.kaiko.io/v2/data/wallet.v1/audit?blockchain=solana"

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
blockchain = "solana" 

# ---- Optional parameters ---- #
start_time = "2025-03-05T00:00:00Z"
end_time = "2025-03-05T00:02:00Z"
page_size = 100
sort = "desc"
transaction_hash = None
user_address = None
token_address = 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, blockchain: str, start_time: str, end_time: str, page_size: int, sort: str, transaction_hash: str, user_address: str, token_address: str):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/wallet.v1/audit'
    params = {
        "blockchain": blockchain,
        "start_time": start_time,
        "end_time": end_time,
        "page_size": page_size,
        "sort": sort,
        "transaction_hash": transaction_hash,
        "user_address": user_address,
        "token_address": token_address
    }

    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, blockchain=blockchain, start_time=start_time, end_time=end_time, page_size=page_size, sort=sort, transaction_hash=transaction_hash, user_address=user_address, token_address=token_address)
print (df)

{
  "query":
    {
        "live": "False",
        "start_time": "2024-01-01T00:00:00.000Z",
        "end_time": "2024-01-02T00:00:00.000Z",
        "start_block": 0,
        "end_block": 0,
        "page_size": 100,
        "sort": "0",
        "data_version": "v1",
        "commodity": "wallet_data",
        "request_time": "2024-01-01T00:00:00.000Z"
    },
    "time": "2024-01-01T00:00:00.000Z",
    "timestamp": 1732530743000,
    "access":
    {
        "access_range":
        {
            "start_timestamp": 1073001600000,
            "end_timestamp": "None"
        },
        "data_range":
        {
            "start_timestamp": "None",
            "end_timestamp": "None"
        }
    },
    "data":
    [
    	{
            "chain": "solana",
            "block_number": 328800011,
            "timestamp": 1742793063000000000,
            "user_address": "h3ZXAE168mNxsszYYrUfkMVSCWx6DU2Uvrx97Kb1Nch",
            "transaction_hash": "swSCgiEcupMtZpvuhubRp1h9BXkWdgox11qgJKofNxSnMTQuqAJEGbaiQyJtg5qXxVtyeVzUDizyLvcHcVj7E2k",
            "transaction_type": "transaction_fee",
            "transaction_index": 990,
            "ordinal": 11,
            "sender_address": "h3ZXAE168mNxsszYYrUfkMVSCWx6DU2Uvrx97Kb1Nch",
            "receiver_address": "",
            "token_symbol": "SOL",
            "token_address": "NativeSoL1111111111111111111111111111111111",
            "direction": "out",
            "amount": 5e-06,
            "amount_usd": 0.0006937108995617679,
            "balance_after": 51.445994867,
            "balance_after_usd": 7137.729475607333
        },
        /* ... */
    ],
    "continuation_token": "xxx",
    "next_url": "https://us.market-api.kaiko.io/v2/data/wallet.v1/audit?continuation_token=xxx"
    }
}

{
  "result": "success",
  "data": [
    {
      "kaiko_legacy_exchange_slug": "bf",
      "trade_start_time": "2017-08-09T23:36:33.0000000Z",
      "trade_end_time": null,
      "code": "xmr-btc",
      "exchange_code": "bfnx",
      "exchange_pair_code": "XMRBTC",
      "base_asset": "xmr",
      "quote_asset": "btc",
      "kaiko_legacy_symbol": "xmrbtc",
      "class": "spot",
      "trade_start_timestamp": 1502321793000,
      "trade_end_timestamp": null,
      "trade_count": 2439870,
      "trade_compressed_size": 35037071
    },
    {
      "kaiko_legacy_exchange_slug": "kk",
      "trade_start_time": "2017-08-08T20:10:04.0000000Z",
      "trade_end_time": null,
      "code": "gno-eth",
      "exchange_code": "krkn",
      "exchange_pair_code": "GNOETH",
      "base_asset": "gno",
      "quote_asset": "eth",
      "kaiko_legacy_symbol": "gnoeth",
      "class": "spot",
      "trade_start_timestamp": 1502223004345,
      "trade_end_timestamp": null,
      "trade_count": 380822,
      "trade_compressed_size": 21119034
    },
    /* ... */
  ]
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/staking.v1/protocols/solana?start_date=20261001'

import http.client
import json

# Enter your Kaiko API Key
api_key = "KAIKO_API_KEY"
api_host = "us.market-api.kaiko.io"
api_base_endpoint = "/v2/data/staking.v1/protocols/solana"
# Start of mandatory parameter configuration
mandatory_params = {

}
# End of mandatory parameter configuration
# Start of optional parameter configuration
optional_params = {
    'start_date':'20251001',
    'page_size':100,
    'sort':'desc',
    'methodology':'epoch_aggregate_v1'
}
# End of optional parameter configuration
conn = http.client.HTTPSConnection(api_host)
headers = {
    "X-Api-Key": api_key,
    "Accept": "application/json"
}

all_params = {**mandatory_params, **optional_params}

url_params = []
for param, value in all_params.items():
    url_params.append(f"{param}={value}")
url_params = '&'.join(url_params)

endpoint_with_params = f"{api_base_endpoint}?{url_params}"

# Pagination for next pages
all_data = []
next_url = endpoint_with_params
while next_url:
    conn.request("GET", next_url, headers=headers)
    response = conn.getresponse()
    data = json.loads(response.read().decode("utf-8"))
    all_data.extend(data.get("data", []))
    print(f"Fetched {len(data.get('data', []))} datapoints. Total: {len(all_data)}")
    next_url = data.get("next_url", "").replace("https://us.market-api.kaiko.io", "")
    if not next_url:
        break
conn.close()
print(f" datapoints fetched: {(all_data)}")

{
    "query":
    {
        "start_date": "20260101",
        "end_date": "20260422",
        "start_time": "2026-01-01T00:00:00Z",
        "end_time": "2026-04-22T00:00:00Z",
        "sort": "descending",
        "page_size": "10",
        "methodology": "epoch_aggregate_v1"
    },
    "time": "2026-04-22T14:46:38.274392363Z",
    "timestamp": 1776869198,
    "data":
    [
        {
            "date": "2026-04-21",
            "protocol": "solana",
            "apr": 4.758636113435191,
            "validators": 777,
            "methodology": "epoch_aggregate_v1"
        },
        /** Results **/
    ],
    "continuation_token": "xxx",
    "next_url": "https://eu.market-api.kaiko.io/v2/data/staking.v1/protocols/solana?continuation_token=xxx"
}

Token-level liquidation volumes

Liquidation insight for derivatives exchanges

Kaiko Derivatives Risk Indicators [Basic Tier]
Kaiko Derivatives Risk Indicators [Advanced Tier]

What is this endpoint for?

This endpoint returns the volumes of liquidations for derivatives contracts for a given asset. Data is aggregated across the interval requested, and expressed in USD value. Data is available for futures and perpetual futures. For exchange coverage, see Cefi derivative markets

Endpoint

https://<eu|us>.market-api.kaiko.io/v2/data/liquidation.v1/token/{asset}

Path Parameters

Parameter

Required?

Example

region

Yes

Parameter

Required

Description

Example

Field

Description

Example

VWAP only

Level 1 & Level 2 Data [Level 1 Aggregations]
Level 1 & Level 2 Data [Level 1 Tick-Level]
Level 1 & Level 2 Data [Level 2 Aggregations]

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}/spot/{instrument}/aggregations/vwap

Path Parameters

Parameter

Required?

Description

region

Yes

Choose between eu and us.

Parameter

Required

Description

Field

Description

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/liquidation.v1/token/eth?interval=1h&start_time=2025-01-31T09:00:01Z&end_time=2025-02-27T23:59:59Z&page_size=2'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
asset = "eth"

# ---- Optional parameters ---- #
interval = "1h"
sort = "desc"
page_size = 2
start_time = "2025-04-11T00:00:00.000Z"
end_time = "2025-04-12T00:00:00.000Z"

# ---- 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_liquidation_data(api_key: str, asset: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/liquidation.v1/token/{asset}'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }
    
    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}")
        print(f"Response status code: {e.response.status_code if hasattr(e, 'response') else 'N/A'}")
        print(f"Response text: {e.response.text if hasattr(e, 'response') else 'N/A'}")
        return pd.DataFrame() 

# ---- Get the data ---- #
df = get_kaiko_liquidation_data(
    api_key=api_key, 
    asset=asset, 
    start_time=start_time, 
    end_time=end_time,
    interval=interval, 
    sort=sort, 
    page_size=page_size
)


{
   "query": {
      "request_time": "2025-04-04T12:09:55.546Z",
      "query_start_time": "2025-01-31T09:00:01Z",
      "query_end_time": "2025-02-27T23:59:59Z",
      "data_start_time": "2025-01-31T09:00:00Z",
      "data_end_time": "2025-02-28T00:00:00Z",
      "start_time": "2025-02-27T22:00:00Z",
      "start_timestamp": 1740693600000,
      "end_time": "2025-02-28T00:00:00Z",
      "end_timestamp": 1740700800000,
      "page_size": 2,
      "sort": "desc",
      "token": "eth",
      "interval": "1h",
      "commodity": "liquidationEvents",
      "data_version": "v1"
   },
   "answer_time": "2025-04-04T12:09:55.574Z",
   "answer_timestamp": 1743768595574,
   "access": {
      "access_range": {
         "start_timestamp": 1688428800000,
         "end_timestamp": 2177539199000
      },
      "data_range": {
         "start_timestamp": null,
         "end_timestamp": null
      }
   },
   "data": [
      {
         "interval_time": "2025-02-27T23:00:00Z",
         "interval_timestamp": 1740697200000000000,
         "total_trades": 40,
         "total_amount": 474520.3599480028,
         "long_trades": 2,
         "long_amount": 11062.85615080547,
         "short_trades": 38,
         "short_amount": 463457.50379719737,
         "exchanges": [
            {
               "exchange": "bbit",
               "total_trades": 17,
               "total_amount": 281481.78156436956,
               "long_trades": 0,
               "long_amount": 0,
               "short_trades": 17,
               "short_amount": 281481.78156436956
            },
            {
               "exchange": "okex",
               "total_trades": 23,
               "total_amount": 193038.57838363323,
               "long_trades": 2,
               "long_amount": 11062.85615080547,
               "short_trades": 21,
               "short_amount": 181975.72223282777
            }
         ]
      },
    /*---*/
"continuation_token": "4AQYBmrXFXrfMgzPkwxZmPNbc7WvZ1vVyZfqFXgjH9iCzvLnGZMMQTLoXwGdCLrB3DXwBVD9eSh2BjdpvsKGeWx9cBQfVc88qsDr64eCyNCNguwka8DLYbtT9F57FxpMFzrFyCTqiHMGBqdJsRj4K51oD2RmMK9oXwEB4o6VpQDWFvG3W5ndFJT13Uxvyycw41hgU2xDs6KTqSpzPrqmCwdeMzX2L71FUrhziwv7VXp9Txwz8Jac6wjGEJZpxYG7C3tF48YMN7hoSUvrXco9VxoDDpdSfduib8wtHjhjGV1re4z4CKBj6FcLakVvvVV1HoJLzpNbf7yMJZdyrTKXRYec6b",
   "next_url": "https://us.market-api.kaiko.io/v2/data/liquidation.v1/token/eth?continuation_token=4AQYBmrXFXrfMgzPkwxZmPNbc7WvZ1vVyZfqFXgjH9iCzvLnGZMMQTLoXwGdCLrB3DXwBVD9eSh2BjdpvsKGeWx9cBQfVc88qsDr64eCyNCNguwka8DLYbtT9F57FxpMFzrFyCTqiHMGBqdJsRj4K51oD2RmMK9oXwEB4o6VpQDWFvG3W5ndFJT13Uxvyycw41hgU2xDs6KTqSpzPrqmCwdeMzX2L71FUrhziwv7VXp9Txwz8Jac6wjGEJZpxYG7C3tF48YMN7hoSUvrXco9VxoDDpdSfduib8wtHjhjGV1re4z4CKBj6FcLakVvvVV1HoJLzpNbf7yMJZdyrTKXRYec6b"
}

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
interval = "1d"  
sort = "desc"
page_size = 100
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-12-31T23:59:59Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/aggregations/vwap'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,interval=interval, sort=sort, page_size=page_size)

{
    "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
    }
  }
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/bfnx/spot/btc-usd/trades'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = "100"
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-01-01T00:03:00Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/trades'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size))

{
    "query": {
        "page_size": 100,
        "exchange": "bfnx",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "sort": "desc",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-11-12T16:33:20.575Z"
    },
    "time": "2020-11-12T16:33:20.869Z",
    "timestamp": 1605198800869,
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    },
    "data": [
        {
            "timestamp": 1605198775855,
            "trade_id": "522419198",
            "price": "16026",
            "amount": "0.025",
            "taker_side_sell": true
        },
        {
            "timestamp": 1605198775031,
            "trade_id": "522419197",
            "price": "16026",
            "amount": "0.01",
            "taker_side_sell": true
        },
  /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd28vrmb1cwaxfykuJBKAABhNi1Bfv1EY55P3QPSnYnm8VuX1LqLhA2d3yVfYgMKtfBYxJg7sHrkTfkQGysW23Lm9Lp9rsVpVk2Esmgz9VQZvNE4xWN8hh3LgLrCa7ty4B3YGCwtH",
  "next_url": "https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/bfnx/spot/btc-usd/trades?continuation_token=rbd28vrmb1cwaxfykuJBKAABhNi1Bfv1EY55P3QPSnYnm8VuX1LqLhA2d3yVfYgMKtfBYxJg7sHrkTfkQGysW23Lm9Lp9rsVpVk2Esmgz9VQZvNE4xWN8hh3LgLrCa7ty4B3YGCwtH"
}

{
    "query": {
        "page_size": 100,
        "exchange": "bfnx",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "sort": "desc",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-11-12T16:33:20.575Z"
    },
    "time": "2020-11-12T16:33:20.869Z",
    "timestamp": 1605198800869,
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    },
    "data": [
        {
            "timestamp": 1605198775855,
            "trade_id": "522419198",
            "price": "16026",
            "amount": "0.025",
            "taker_side_sell": true
        },
        {
            "timestamp": 1605198775031,
            "trade_id": "522419197",
            "price": "16026",
            "amount": "0.01",
            "taker_side_sell": true
        },
  /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd28vrmb1cwaxfykuJBKAABhNi1Bfv1EY55P3QPSnYnm8VuX1LqLhA2d3yVfYgMKtfBYxJg7sHrkTfkQGysW23Lm9Lp9rsVpVk2Esmgz9VQZvNE4xWN8hh3LgLrCa7ty4B3YGCwtH",
  "next_url": "https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/bfnx/spot/btc-usd/trades?continuation_token=rbd28vrmb1cwaxfykuJBKAABhNi1Bfv1EY55P3QPSnYnm8VuX1LqLhA2d3yVfYgMKtfBYxJg7sHrkTfkQGysW23Lm9Lp9rsVpVk2Esmgz9VQZvNE4xWN8hh3LgLrCa7ty4B3YGCwtH"
}

Trade Count, OHLCV, & VWAP

Level 1 & Level 2 Data [Level 1 Aggregations Tier]
Level 1 & Level 2 Data [Level 1 Tick-Level Tier]
Level 1 & Level 2 Data [Level 2 Aggregations Tier]

What is this endpoint for?

This endpoint retrieves the Trade Count, OHLCV and VWAP history for any instrument on an exchange. The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. By making use of the sort parameter, data can be returned in ascending asc (default) or descending desc order.

You can use this same endpoint to get data for all market types. Kaiko subscriptions are sold per market type.

Endpoint

https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/spot/{instrument}/aggregations/count_ohlcv_vwap

Path Parameters

Parameter

Required?

Description

Parameter

Required

Description

Field

Description

Trade Count and OHLCV can be accessed through Google BigQuery. To get started, read our guide.

Parameter

Required?

Description

Parameter

Required

Description

Field

Description

Trade Count and OHLCV can be accessed through Google BigQuery. To get started, read our guide.

Synthetic price

Kaiko Fair Market Value [Established Assets]
Kaiko Fair Market Value [Full Coverage]

What is this endpoint for?

This endpoint calculates a synthetic price when there is no liquidity (historic trades) between two assets (fiat or digital). Let's say, for example, there was no liquidity between NEXO and GBP, but you need a price. To calculate this, the liquidity engine will use a series of intermediary assets where there is liquidity (lots of trading history) to calculate the price for NEXO > GBP. To demonstrate how this calculation works, the engine might take the price for NEXO > BTC (where there is plenty of liquidity) and then the price of BTC > GBP (where there is also lots of liquidity) and combine the two to determine a robust synthetic price for NEXO > GBP. The engine will always use the path of highest liquidity, meaning several intermediary assets might be used.

Read the full methodology here.

When using a synthetic price, in order to to meet IFRS-compliance standards, any fiat currency value should be requested in USD and converted using the .

HTTP Request

https://<eu|us>.market-api.kaiko.io/v2/data/trades.v2/spot_exchange_rate/{base_asset}/{quote_asset}

Path parameters

Parameter

Required

Description

Parameter

Required

Description

Field

Description

Assets

Market Explorer [Assets + Exchanges]
Market Explorer [Full Coverage]

What is this endpoint for?

This endpoint receives information on the trades involving a particular asset. Information includes volumes, trade counts, liquidity, and supply. All information is broken down by exchange. Trade data is aggregated across all instruments that include the specified token as a base or quote asset, whereas liquidity data is aggregated for the base asset only.

Endpoint

https://us.market-api.kaiko.io/v2/data/analytics.v2/asset_metrics

Parameters

Parameter

Required

Description

Example

asset

Field

Direct price

Kaiko Fair Market Value [Established Assets]
Kaiko Fair Market Value [Full Coverage]

What is this endpoint for?

This endpoint returns a price calculation for a specific pair by aggregating prices from our Trade Data.

Read the full methodology here.

If a null value is returned, it means there are not enough trades to calculate a direct price. In this case, use instead.

Endpoint

https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/robust_pair_price/{base_asset}/{quote_asset}

Path parameters

Parameter

Required

Description

base_asset

Yes

Parameter

Required

Description

Field

Description

Mints and burns

Level 1 & Level 2 Data [Level 2 Tick-Level]

DeFi spot ticker packs.

What is this endpoint for?

This endpoint includes event data related to the addition (mint) and removal (burn) of tokens from a liquidity pool.

Read our DEX liquidity event data methodology here.

Endpoint

https://eu.market-api.kaiko.io/v2/data/liquidity.v1/events

Parameters

Parameter

Required

Description

Example

Field

Description

Example

Tokens in a liquidity pool

Level 1 & Level 2 Data [Level 2 Aggregations]
Level 1 & Level 2 Data [Level 2 Tick-Level]

DeFi lending & borrowing ticker packs.

What is this endpoint for?

This indicates the amount of each token available for trading in a liquidity pool, identified through its blockchain pool address. A separate endpoint provides this data specifically for Uniswap V3 liquidity pools.

Read our DEX liquidity snapshot data methodology here.

Endpoint

https://us.market-api.kaiko.io/v2/data/liquidity.v1/snapshots

Parameters

Parameter

Required

Description

Example

Field

Description

Example

Raw trades

Level 1 & Level 2 Data [Level 1 Tick-Level Tier]
Level 1 & Level 2 Data [Level 2 Aggregations Tier]
Level 1 & Level 2 Data [Level 2 Tick-Level Tier]

What is this endpoint for?

Tick-level data is the most granular level of trading data and contains every single trade that occurs on centralized and decentralized exchanges. The data is normalized and timestamped and contains information such as the price and volume of each trade. For DEXs specifically, we also provide additional information on the user address, the blockchain, the pool address, and the transaction hash related to the trade.

Endpoint

https://{region}.market-api.kaiko.io/v3/data/trades.v1/exchanges/{exchange}/spot/{instrument}/trades

Path Parameters

Parameter

Required?

Description

region

Yes

Parameter

Required

Description

Field

Description

OHLCV only

Level 1 & Level 2 Data [Level 1 Aggregations Tier]
Level 1 & Level 2 Data [Level 1 Tick-Level Tier]
Level 1 & Level 2 Data [Level 2 Aggregations Tier]

What is this endpoint for?

This endpoint retrieves the OHLCV history for an instrument on an exchange.

You can use this same endpoint to get data for all market types. Kaiko subscriptions are sold per market type.

Endpoint

https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/spot/{instrument}/aggregations/ohlcv

Path Parameters

Parameter

Required?

Description

region

Yes

Choose between eu and us.

Parameter

Required

Description

Field

Description

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

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
interval = "1d"  
sort = "desc"
page_size = 100
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-12-31T23:59:59Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/aggregations/count_ohlcv_vwap'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }

    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:
            res = requests.get(data['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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,interval=interval, sort=sort, page_size=page_size)
```

{
    "query": {
        "page_size": 100,
        "exchange": "cbse",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "sort": "desc",
        "aggregation": "count_ohlcv_vwap",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-11-12T16:55:42.588Z"
    },
    "time": "2020-11-12T16:55:42.710Z",
    "timestamp": 1605200142710,
    "data": [
        {
            "timestamp": 1605139200000,
            "open": "15705.79",
            "high": "16185.87",
            "low": "15446.82",
            "close": "16139.93",
            "volume": "14829.124546730012",
            "price": "15880.01873841608",
            "count": 95111
        },
        {
            "timestamp": 1605052800000,
            "open": "15315.46",
            "high": "16000",
            "low": "15293.04",
            "close": "15705.79",
            "volume": "15123.844197729988",
            "price": "15664.643871798791",
            "count": 114205
        },
    /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd1XbkjMwv2SyUfvJwsqFGmCKzg3WToTvqigui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/count_ohlcv_vwap?continuation_token=rbd1XbkjMwv2SyUfvJwsui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "access": {
    "access_range": {
      "start_timestamp": 1546300800000,
      "end_timestamp": 1577836800000
    },
    "data_range": {
      "start_timestamp": 1417391000000,
      "end_timestamp": 1577836800000
    }
  }
}

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
interval = "1d"  
sort = "desc"
page_size = 100
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-12-31T23:59:59Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/aggregations/count_ohlcv_vwap'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }

    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:
            res = requests.get(data['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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,interval=interval, sort=sort, page_size=page_size)
```

{
    "query": {
        "page_size": 100,
        "exchange": "cbse",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "sort": "desc",
        "aggregation": "count_ohlcv_vwap",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-11-12T16:55:42.588Z"
    },
    "time": "2020-11-12T16:55:42.710Z",
    "timestamp": 1605200142710,
    "data": [
        {
            "timestamp": 1605139200000,
            "open": "15705.79",
            "high": "16185.87",
            "low": "15446.82",
            "close": "16139.93",
            "volume": "14829.124546730012",
            "price": "15880.01873841608",
            "count": 95111
        },
        {
            "timestamp": 1605052800000,
            "open": "15315.46",
            "high": "16000",
            "low": "15293.04",
            "close": "15705.79",
            "volume": "15123.844197729988",
            "price": "15664.643871798791",
            "count": 114205
        },
    /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd1XbkjMwv2SyUfvJwsqFGmCKzg3WToTvqigui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/count_ohlcv_vwap?continuation_token=rbd1XbkjMwv2SyUfvJwsui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "access": {
    "access_range": {
      "start_timestamp": 1546300800000,
      "end_timestamp": 1577836800000
    },
    "data_range": {
      "start_timestamp": 1417391000000,
      "end_timestamp": 1577836800000
    }
  }
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/analytics.v2/asset_metrics?interval=1d&asset=agix&start_time=2023-01-25T00:00:00.000Z&end_time=2023-01-26T00:00:00.000Z&page_size=100&sources=true'

import http.client
import json

# Enter your Kaiko API Key
api_key = "KAIKO_API_KEY"
api_host = "us.market-api.kaiko.io"
api_base_endpoint = "/v2/data/analytics.v2/asset_metrics"
# Start of mandatory parameter configuration
mandatory_params = {
    "asset": "agix",
    "start_time": "2024-08-27T13:13:53.441Z",
    "end_time" : "2024-09-27T13:27:53.441Z",
    "interval" : "1d",
}
# End of mandatory parameter configuration
# Start of optional parameter configuration
optional_params = {
    "sources": "false",
}
# End of optional parameter configuration
conn = http.client.HTTPSConnection(api_host)
headers = {
    "X-Api-Key": api_key,
    "Accept": "application/json"
}

all_params = {**mandatory_params, **optional_params}

url_params = []
for param, value in all_params.items():
    url_params.append(f"{param}={value}")
url_params = '&'.join(url_params)

endpoint_with_params = f"{api_base_endpoint}?{url_params}"

# Pagination for next pages
all_data = []
next_url = endpoint_with_params
while next_url:
    conn.request("GET", next_url, headers=headers)
    response = conn.getresponse()
    data = json.loads(response.read().decode("utf-8"))
    all_data.extend(data.get("data", []))
    print(f"Fetched {len(data.get('data', []))} datapoints. Total: {len(all_data)}")
    next_url = data.get("next_url", "").replace("https://us.market-api.kaiko.io", "")
    if not next_url:
        break
conn.close()
print(f" datapoints fetched: {(all_data)}")

{
    "data": [
        {
            "timestamp": "2023-01-25T00:00:00.000Z",
            "price": 0.1699233217119519,
            "total_volume_usd": 30508181.43789653,
            "total_volume_asset": 179540872.49784896,
            "total_trade_count": 159684,
            "off_chain_liquidity_data": {
                "total_off_chain_volume_usd": 30038710.382665947,
                "total_off_chain_volume_asset": 176778031.87949985,
                "total_off_chain_trade_count": 159115,
                "trade_data": [
                    {
                        "exchange": "binc",
                        "volume_usd": 27539301.29722444,
                        "volume_asset": 162068991,
                        "trade_count": 125188
                    },
                    /* ... */
                ],
                "buy_market_depths": [
                    {
                        "exchange": "binc",
                        "volume_assets": {
                            /* ... */
                        },
                        "volume_usds": {
                            /* ... */
                        }
                    }, 
                    /* ... */
                ],
                "sell_market_depths": [
                    {
                        "exchange": "binc",
                        "volume_assets": {
                           /* ... */
                        },
                        "volume_usds": {
                           /* ... */
                        }
                    }, 
                    /* ... */
                ],
                "total_buy_market_depth": {
                    "volume_assets": {
                       /* ... */
                    },
                    "volume_usds": {
                       /* ... */
                    }
                },
                "total_sell_market_depth": {
                    "volume_assets": {
                       /* ... */
                    },
                    "volume_usds": {
                       /* ... */
                    }
                }
            },
            "on_chain_liquidity_data": {
                "total_on_chain_volume_usd": 2762840.6183491,
                "total_on_chain_volume_asset": 2762840.6183491,
                "total_on_chain_trade_count": 569,
                "trades_data": [
                    {
                        "exchange": "usp2",
                        "volume_usd": 327680.4492221988,
                        "volume_asset": 1928401.8575017697,
                        "trade_count": 448
                    },
                    /* ... */
                ],
                "token_information": [
                    {
                        "blockchain": "ethereum",
                        "token_address": "0x5B7533812759B45C2B44C19e320ba2cD2681b542",
                        "nb_of_holders": 38231,
                        "main_holders": [
                            {
                                "address": "0xf977814e90da44bfa03b6295a0616a897441acec",
                                "amount": 250774980,
                                "percentage": 22.61839
                            },
                            {
                                "address": "0x13e1367a455c45aa736d7ff2c5656ba2bd05ad46",
                                "amount": 112149660,
                                "percentage": 10.11522
                            }, 
                            /* ... */
                        ],
                        "total_supply": 1108721700
                    }
                ]
            }
        }
    ]
}

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
blockchain = "ethereum" 
protocol = "usp2"
pool_address = None
pool_contains = "weth"
block_number = None
user_addresses = None
live = "false"
tx_hash = None
start_block = None
end_block = None
start_time = "2025-03-05T13:00:00Z"
end_time = None
sort = "asc"
type = "burn"
page_size = 500

# ---- 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, blockchain: str, protocol: str, pool_address: str, pool_contains: str, block_number: int, user_addresses: str, live: str, tx_hash: str, start_block: int, end_block: int, start_time: str, end_time: str, sort: str, type: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://eu.market-api.kaiko.io/v2/data/liquidity.v1/events'
    params = {
        "blockchain": blockchain,
        "protocol": protocol,
        "pool_address": pool_address,
        "pool_contains": pool_contains,
        "block_number": block_number,
        "user_addresses": user_addresses,
        "live": live,
        "tx_hash": tx_hash,
        "start_block": start_block,
        "end_block": end_block,
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "type": type,
        "page_size": page_size
    }

    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, blockchain=blockchain, protocol=protocol, pool_address=pool_address, pool_contains=pool_contains, block_number=block_number, user_addresses=user_addresses, live=live, tx_hash=tx_hash, start_block=start_block, end_block=end_block, start_time=start_time, end_time=end_time, sort=sort, type=type, page_size=page_size)
print (df)

{
  "query": {
    "blockchain": "*",
    "exchange": "*",
    "pool_address": "0x7bea39867e4169dbe237d55c8242a8f2fcdcc387",
    "block_number": "*",
    "type": "*",
    "user_addresses": "*",
    "tx_hash": "*",
    "start_time": "2022-04-01 00:00:00 +0000 UTC",
    "end_time": "2022-05-01 00:00:00 +0000 UTC",
    "sort": "descending",
    "pool_contains": "*",
    "page_size": "1000"
  },
  "time": "2022-05-17T14:26:27.274Z",
  "timestamp": 1652797587,
  "data": [
    {
      "blockchain": "ethereum",
      "block_number": 14682526,
      "type": "mint",
      "pool_name": "USDC-WETH-0.010",
      "pool_address": "0x7bea39867e4169dbe237d55c8242a8f2fcdcc387",
      "exchange": "usp3",
      "transaction_hash": "0x02127cbf00c43fff6a1ec381703e66035b975e49f901ade55f1b12652e07b544",
      "log_index": 187,
      "user_address": "0x3cbd83d4a4ee504bf8b78d9c2927a9f22f27cce5",
      "price": 0.0003564194488230487,
      "amounts": [
        {"symbol": "USDC", "address": "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48", "amount": 31.063585},
        {"symbol": "WETH", "address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", "amount": 0.5833806413127403}
      ],
      "datetime": 1651280001,
      "metadata": {"lower_ticker": 192600, "upper_ticker": 197000}
    }
    /* ... */
  ],
  "continuation_token": "xxx",
  "next_url": "https://eu.market-api.kaiko.io/v2/data/liquidity.v1/events?continuation_token=xxx"
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: KAIKO_API_KEY' \
  'https://us.market-api.kaiko.io/v2/data/liquidity.v1/snapshots?pool_address=0x0d4a11d5eeaac28ec3f61d100daf4d40471f1852&start_block=129870&end_block=129880'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
pool_address = "0x0d4a11d5eeaac28ec3f61d100daf4d40471f1852"

# ---- Optional parameters ---- #
blockchain = "ethereum"
live = "false"
start_block = "129870"
end_block = "129880"
start_time = None
end_time = None
sort = "desc"
page_size = 100

# ---- 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, pool_address: str, blockchain: str, live: str, start_block: str, end_block: str, start_time: str, end_time: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://eu.market-api.kaiko.io/v2/data/liquidity.v1/snapshots'
    params = {
        "pool_address": pool_address,
        "blockchain": blockchain,
        "live": live,
        "start_block": start_block,
        "end_block": end_block,
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size
    }
    
    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, pool_address=pool_address, blockchain=blockchain, 
                   live=live, start_block=start_block, end_block=end_block, 
                   start_time=start_time, end_time=end_time, sort=sort, 
                   page_size=int(page_size))

{
    "query": {
        "blockchain": "ethereum",
        "protocol": "*",
        "pool_address": "0x0d4a11d5eeaac28ec3f61d100daf4d40471f1852",
        "start_block": "*",
        "end_block": "*",
        "start_time": "*",
        "end_time": "*",
        "live": "false",
        "sort": "descending",
        "page_size": "100",
        "live": "false"
    },
    "time": "2025-03-31T11:16:39.168Z",
    "timestamp": 1743419799,
    "data": [
        {
            "block_number": "22166374",
            "pool_name": "WETH-USDT",
            "pool_address": "0x0d4a11d5eeaac28ec3f61d100daf4d40471f1852",
            "exchange": "usp2",
            "price": 0.000553562,
            "amounts":
            [
                {
                    "symbol": "WETH",
                    "address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
                    "amount": 3005.5794298594374
                },
                {
                    "symbol": "USDT",
                    "address": "0xdac17f958d2ee523a2206206994597c13d831ec7",
                    "amount": 5389884.464753
                }
            ],
            "datetime": 1743417755,
            "blockchain": "ethereum"
        },
        ...
    ],
    "continuation_token": "xxx",
    "next_url": "https://us.market-api.kaiko.io/v2/data/liquidity.v1/snapshots?continuation_token=xxx"
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/trades.v2/spot_exchange_rate/dash/usd?interval=1m&extrapolate_missing_values=true&start_time=2023-05-03T00:01:00.000Z&end_time=2023-05-04T00:00:00.000Z'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
base_asset = "btc"
quote_asset = "usd"

# ---- Optional parameters ---- #
interval = "1h"
sort = "desc"
page_size = 4
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-01-01T23:59:59Z"
include_exchanges = None
exclude_exchanges = None
extrapolate_missing_values = None
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, base_asset: str, quote_asset: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int, include_exchanges: list = None, exclude_exchanges: list = None, extrapolate_missing_values: bool = None, sources: bool = None):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v2/spot_exchange_rate/{base_asset}/{quote_asset}'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval,
        "include_exchanges": include_exchanges,
        "exclude_exchanges": exclude_exchanges,
        "extrapolate_missing_values": extrapolate_missing_values,
        "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, base_asset=base_asset, quote_asset=quote_asset, interval=interval, start_time=start_time, end_time=end_time, sort=sort, page_size=page_size, include_exchanges=include_exchanges, exclude_exchanges=exclude_exchanges, extrapolate_missing_values=extrapolate_missing_values, sources=sources)
print (df)

{
  "query": {
    "start_time": "2023-05-03T00:01:00Z",
    "end_time": "2023-05-04T00:00:00Z",
    "page_size": 10,
    "base_asset": "dash",
    "quote_asset": "usd",
    "interval": "1m",
    "sort": "desc",
    "sources": false,
    "include_exchanges": [],
    "exclude_exchanges": [],
    "data_version": "v1",
    "commodity": "trades",
    "request_time": "2024-07-11T08:10:21.828Z",
    "instruments": [
      "bbsp:spot:btc-usdt",
      "bfnx:spot:btc-usdt",
      "bgon:spot:btc-usdt",
      "binc:spot:btc-usdt",
      "bnus:spot:btc-usdt",
      "bull:spot:btc-usdt",
      "cbse:spot:btc-usdt",
      "cnex:spot:btc-usdt",
      "gmni:spot:btc-usdt",
      "kcon:spot:btc-usdt",
      "krkn:spot:btc-usdt",
      "okex:spot:btc-usdt",
      "stmp:spot:btc-usdt",
      "bfnx:spot:dash-btc",
      "binc:spot:dash-btc",
      "cbse:spot:dash-btc",
      "cnex:spot:dash-btc",
      "yobt:spot:dash-btc",
      "bfnx:spot:usdt-usd",
      "bnus:spot:usdt-usd",
      "cbse:spot:usdt-usd",
      "gmni:spot:usdt-usd",
      "krkn:spot:usdt-usd",
      "stmp:spot:usdt-usd"
    ],
    "start_timestamp": 1683157800000,
    "end_timestamp": 1683158400000,
    "extrapolate_missing_values": true
  },
  "time": "2024-07-11T08:10:21.891Z",
  "timestamp": 1720685421891,
  "data": [
    {
      "timestamp": 1683158340000,
      "price": "49.263380298334226",
      "extrapolated": false
    },
    {
      "timestamp": 1683158280000,
      "price": "49.24160302106242",
      "extrapolated": false
    },
		/*...*/
	],
  "result": "success",
  "continuation_token": "AV2cWacBUPR8PvJTwoHZtPBUSEuqNYcv2iNgL96oZpT6MqqGc6ajQo7XM66wySCwViwNjs9C8Gu1xS2rRwGMrCT6rCRxFDCFnnKusyGFo34HkuY7Em7KqgpSzNADLhciV7w5UPeJrvm6cDgTnsaKVUgLMpj2ZioT",
  "next_url": "https://us.market-api.kaiko.io/v2/data/trades.v2/spot_exchange_rate/dash/usd?continuation_token=AV2cWacBUPR8PvJTwoHZtPBUSEuqNYcv2iNgL96oZpT6MqqGc6ajQo7XM66wySCwViwNjs9C8Gu1xS2rRwGMrCT6rCRxFDCFnnKusyGFo34HkuY7Em7KqgpSzNADLhciV7w5UPeJrvm6cDgTnsaKVUgLMpj2ZioT",
  "access": {
    "access_range": {
      "start_timestamp": 1262995200000,
      "end_timestamp": 2186006399000
    },
    "data_range": {
      "start_timestamp": null,
      "end_timestamp": null
    }
  }
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/trades.v1/robust_pair_price/btc/eth?interval=1m&extrapolate_missing_values=true&start_time=2023-05-03T00:01:00.000Z&end_time=2023-05-04T00:00:00.000Z'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
base_asset = "btc"
quote_asset = "usd"
interval = "1h"

# ---- Optional parameters ---- #
sort = "desc"
page_size = 4
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-01-01T23:59:59Z"
include_exchanges = None
exclude_exchanges = None
extrapolate_missing_values = 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, base_asset: str, quote_asset: str, interval: str, start_time: str, end_time: str, sort: str, page_size: int, include_exchanges: list = None, exclude_exchanges: list = None, extrapolate_missing_values: bool = None):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/robust_pair_price/{base_asset}/{quote_asset}'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval,
        "include_exchanges": include_exchanges,
        "exclude_exchanges": exclude_exchanges,
        "extrapolate_missing_values": extrapolate_missing_values
    }

    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, base_asset=base_asset, quote_asset=quote_asset, interval=interval, start_time=start_time, end_time=end_time, sort=sort, page_size=page_size, include_exchanges=include_exchanges, exclude_exchanges=exclude_exchanges, extrapolate_missing_values=extrapolate_missing_values)
print (df)

{
  "query": {
    "start_time": "2023-05-03T23:50:00Z",
    "end_time": "2023-05-04T00:00:00Z",
    "base_asset": "btc",
    "quote_asset": "eth",
    "interval": "1m",
    "sort": "desc",
    "sources": false,
    "page_size": 10,
    "include_exchanges": [],
    "exclude_exchanges": [],
    "request_time": "2024-07-11T07:39:11.34695219Z",
    "data_version": "v1",
    "commodity": "trades",
    "extrapolate_missing_values": true,
    "instruments": [
      "bbsp:spot:eth-btc",
      "bfly:spot:eth-btc",
      "bfnx:spot:eth-btc",
      "bgon:spot:eth-btc",
      "binc:spot:eth-btc",
      "bnus:spot:eth-btc",
      "bull:spot:eth-btc",
      "cbse:spot:eth-btc",
      "cnex:spot:eth-btc",
      "kcon:spot:eth-btc",
      "krkn:spot:eth-btc",
      "lmax:spot:eth-btc",
      "okex:spot:eth-btc",
      "stmp:spot:eth-btc",
      "yobt:spot:eth-btc"
    ]
  },
  "time": "2024-07-11T07:39:11.430101692Z",
  "timestamp": 1720683551,
  "data": [
    {
      "timestamp": 1683158340000,
      "price": "15.236109727862226",
      "volume": "10.661977267122458",
      "count": 263,
      "extrapolate_missing_values": false
    },
    {
      "timestamp": 1683158280000,
      "price": "15.226897227981592",
      "volume": "26.42011153624422",
      "count": 184,
      "extrapolate_missing_values": false
    },
		/*...*/
	],  
	"result": "success",
  "continuation_token": "V7Dxo9XotwyC1qQtT6Dkaq3fhY8jFqzmgjwkALFWdZQ4JHWoUQFrDaTw8Zc4yCY4Cf863uPBY4phumdqcjoL4imnx5amnLJCZP3rr7dDBw2EC33kpYtsRPsmx1sVW2tfp5pUh72fP9gYrhHzzQpGAz5PKFFwiTuHT921xT1ajG8EV9aRibXxs69PLGwnfH6WD5iw4SAc58c7ZF8PafYgb34APyYC1",
  "next_url": "https://us.market-api.kaiko.io/v2/data/trades.v1/robust_pair_price/btc/eth?continuation_token=V7Dxo9XotwyC1qQtT6Dkaq3fhY8jFqzmgjwkALFWdZQ4JHWoUQFrDaTw8Zc4yCY4Cf863uPBY4phumdqcjoL4imnx5amnLJCZP3rr7dDBw2EC33kpYtsRPsmx1sVW2tfp5pUh72fP9gYrhHzzQpGAz5PKFFwiTuHT921xT1ajG8EV9aRibXxs69PLGwnfH6WD5iw4SAc58c7ZF8PafYgb34APyYC1",
  "access": {
    "access_range": {
      "start_timestamp": 1262995200000,
      "end_timestamp": 2186006399000
    },
    "data_range": {
      "start_timestamp": null,
      "end_timestamp": null
    }
  }
}

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = "100"
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-01-01T00:03:00Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/trades'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size))

{
    "query": {
        "page_size": 100,
        "exchange": "bfnx",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "sort": "desc",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-11-12T16:33:20.575Z"
    },
    "time": "2020-11-12T16:33:20.869Z",
    "timestamp": 1605198800869,
    "data": [
        {
            "timestamp": 1605198775855,
            "trade_id": "522419198",
            "price": "16026",
            "amount": "0.025",
            "taker_side_sell": true
        },
        {
            "timestamp": 1605198775031,
            "trade_id": "522419197",
            "price": "16026",
            "amount": "0.01",
            "taker_side_sell": true
        },
  /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd28vrmb1cwaxfykuJBKAABhNi1Bfv1EY55P3QPSnYnm8VuX1LqLhA2d3yVfYgMKtfBYxJg7sHrkTfkQGysW23Lm9Lp9rsVpVk2Esmgz9VQZvNE4xWN8hh3LgLrCa7ty4B3YGCwtH",
  "next_url": "https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/bfnx/spot/btc-usd/trades?continuation_token=rbd28vrmb1cwaxfykuJBKAABhNi1Bfv1EY55P3QPSnYnm8VuX1LqLhA2d3yVfYgMKtfBYxJg7sHrkTfkQGysW23Lm9Lp9rsVpVk2Esmgz9VQZvNE4xWN8hh3LgLrCa7ty4B3YGCwtH",
  "access": {
    "access_range": {
      "start_timestamp": null,
      "end_timestamp": null
    },
    "data_range": {
      "start_timestamp": null,
      "end_timestamp": null
    }
  }
}

{
    "query": {
        "page_size": 100,
        "exchange": "bfnx",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "sort": "desc",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-11-12T16:33:20.575Z"
    },
    "time": "2020-11-12T16:33:20.869Z",
    "timestamp": 1605198800869,
    "data": [
        {
            "timestamp": 1605198775855,
            "trade_id": "522419198",
            "price": "16026",
            "amount": "0.025",
            "taker_side_sell": true
        },
        {
            "timestamp": 1605198775031,
            "trade_id": "522419197",
            "price": "16026",
            "amount": "0.01",
            "taker_side_sell": true
        },
  /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd28vrmb1cwaxfykuJBKAABhNi1Bfv1EY55P3QPSnYnm8VuX1LqLhA2d3yVfYgMKtfBYxJg7sHrkTfkQGysW23Lm9Lp9rsVpVk2Esmgz9VQZvNE4xWN8hh3LgLrCa7ty4B3YGCwtH",
  "next_url": "https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/bfnx/spot/btc-usd/trades?continuation_token=rbd28vrmb1cwaxfykuJBKAABhNi1Bfv1EY55P3QPSnYnm8VuX1LqLhA2d3yVfYgMKtfBYxJg7sHrkTfkQGysW23Lm9Lp9rsVpVk2Esmgz9VQZvNE4xWN8hh3LgLrCa7ty4B3YGCwtH",
  "access": {
    "access_range": {
      "start_timestamp": null,
      "end_timestamp": null
    },
    "data_range": {
      "start_timestamp": null,
      "end_timestamp": null
    }
  }
}

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
interval = "1d"  
sort = "desc"
page_size = 100
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-12-31T23:59:59Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/aggregations/ohlcv'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,interval=interval, sort=sort, page_size=page_size)

{
    "query": {
        "page_size": 100,
        "exchange": "cbse",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "sort": "desc",
        "aggregation": "ohlcv",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-05-26T17:25:56.221Z"
    },
    "time": "2020-05-26T17:26:00.160Z",
    "timestamp": 1590513960160,
    "data": [
        {
            "timestamp": 1590451200000,
            "open": "8900.0",
            "high": "9016.99",
            "low": "8694.23",
            "close": "8811.36",
            "volume": "9014.60281966"
        },
        {
            "timestamp": 1590364800000,
            "open": "8715.69",
            "high": "8977.0",
            "low": "8632.93",
            "close": "8899.31",
            "volume": "12091.06145914"
        },
  /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd2bcDp35GmDscQbvZ9YzQHZJkT3jdeFx9fSBDdVmcCZaHvQRTCTfmfQ6QCrvDNp5ciRRuGPTedVL5LMZv1qmSXhRpZFbpvBW2uA62RSYpfJ1hVykJKZfhtmXXrxz",
  "next_url": "https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/krkn/spot/btc-usd/aggregations/ohlcv?continuation_token=rbd2bcDp35GmDqdfaz3fZJkT3jdeFx9fSBDdVmcCZaHvQRTCTfmfQ6QCrvDNp5ciRRuGPTedVL5LMZv1qmSXhRpZFbpvBW2uA62RSYpfJ1hVykJKZfhtmXXrxz",
  "access": {
    "access_range": {
      "start_timestamp": null,
      "end_timestamp": null
    },
    "data_range": {
      "start_timestamp": null,
      "end_timestamp": null
    }
  }
}

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

##### 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"
sort = "desc"
page_size = 100
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, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/derivatives.v2/risk'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval,
        "exchange": exchange,
        "instrument_class": instrument_class,
        "instrument": instrument
    }

    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, start_time=start_time, end_time=end_time, sort=sort, page_size=page_size)
print (df)

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

{
    "query": {
        "page_size": "2",
        "exchange": "okex",
        "instrument_class": "perpetual-future",
        "instrument": "btc-usdt",
        "sort": "desc",
        "data_version": "v2",
        "commodity": "derivatives",
        "request_time": "2022-04-28T10:17:48.180Z"
    },
    "time": "2022-04-28T10:17:48.698Z",
    "timestamp": 1651141068698,
    "data": [
        {
            "timestamp": 1651141020000,
            "24h_volume": "10428503",
            "open_interest": "1084816",
            "funding_rate": "-0.0001225804461251",
            "predicted_funding_rate": "-0.0000652655998942"
        },
        {
            "timestamp": 1651140960000,
            "24h_volume": "10423219",
            "open_interest": "1086823",
            "funding_rate": "-0.0001225804461251",
            "predicted_funding_rate": "-0.0000654154039082"
        },

    ],

    /* ... */

    "access": {
        "access_range": {
            "start_timestamp": 1646006400,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

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/ohlcv'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
interval = "1d"  
sort = "desc"
page_size = 100
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-12-31T23:59:59Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/aggregations/ohlcv'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,interval=interval, sort=sort, page_size=page_size)

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

{
    "query": {
        "page_size": 100,
        "exchange": "cbse",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "sort": "desc",
        "aggregation": "ohlcv",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-05-26T17:25:56.221Z"
    },
    "time": "2020-05-26T17:26:00.160Z",
    "timestamp": 1590513960160,
    "data": [
        {
            "timestamp": 1590451200000,
            "open": "8900.0",
            "high": "9016.99",
            "low": "8694.23",
            "close": "8811.36",
            "volume": "9014.60281966"
        },
        {
            "timestamp": 1590364800000,
            "open": "8715.69",
            "high": "8977.0",
            "low": "8632.93",
            "close": "8899.31",
            "volume": "12091.06145914"
        },
  /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd2bcDp35GmDscQbvZ9YzQHZJkT3jdeFx9fSBDdVmcCZaHvQRTCTfmfQ6QCrvDNp5ciRRuGPTedVL5LMZv1qmSXhRpZFbpvBW2uA62RSYpfJ1hVykJKZfhtmXXrxz",
  "next_url": "https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/krkn/spot/btc-usd/aggregations/ohlcv?continuation_token=rbd2bcDp35GmDqdfaz3fZJkT3jdeFx9fSBDdVmcCZaHvQRTCTfmfQ6QCrvDNp5ciRRuGPTedVL5LMZv1qmSXhRpZFbpvBW2uA62RSYpfJ1hVykJKZfhtmXXrxz",
  "access": {
    "access_range": {
      "start_timestamp": null,
      "end_timestamp": null
    },
    "data_range": {
      "start_timestamp": null,
      "end_timestamp": null
    }
  }
}

Trade Count, OHLCV, & VWAP

Level 1 & Level 2 Data [Level 1 Aggregations]
Level 1 & Level 2 Data [Level 1 Tick-Level]
Level 1 & Level 2 Data [Level 2 Aggregations]

What is this endpoint for?

Endpoint

https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{instrument}/aggregations/count_ohlcv_vwap

Path Parameters

Parameter

Required?

Description

Parameter

Required

Description

Field

Description

Trade Count and OHLCV can be accessed through Google BigQuery. To get started, read our guide.

Parameter

Required?

Description

Parameter

Required

Description

Field

Description

Trade Count and OHLCV can be accessed through Google BigQuery. To get started, read our guide.

4

10

4

10

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
interval = "1d"  
sort = "desc"
page_size = 100
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-12-31T23:59:59Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/aggregations/count_ohlcv_vwap'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }

    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:
            res = requests.get(data['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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,interval=interval, sort=sort, page_size=page_size)
```

{
    "query": {
        "page_size": 100,
        "exchange": "cbse",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "sort": "desc",
        "aggregation": "count_ohlcv_vwap",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-11-12T16:55:42.588Z"
    },
    "time": "2020-11-12T16:55:42.710Z",
    "timestamp": 1605200142710,
    "data": [
        {
            "timestamp": 1605139200000,
            "open": "15705.79",
            "high": "16185.87",
            "low": "15446.82",
            "close": "16139.93",
            "volume": "14829.124546730012",
            "price": "15880.01873841608",
            "count": 95111
        },
        {
            "timestamp": 1605052800000,
            "open": "15315.46",
            "high": "16000",
            "low": "15293.04",
            "close": "15705.79",
            "volume": "15123.844197729988",
            "price": "15664.643871798791",
            "count": 114205
        },
    /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd1XbkjMwv2SyUfvJwsqFGmCKzg3WToTvqigui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/count_ohlcv_vwap?continuation_token=rbd1XbkjMwv2SyUfvJwsui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "access": {
    "access_range": {
      "start_timestamp": 1546300800000,
      "end_timestamp": 1577836800000
    },
    "data_range": {
      "start_timestamp": 1417391000000,
      "end_timestamp": 1577836800000
    }
  }
}

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
interval = "1d"  
sort = "desc"
page_size = 100
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-12-31T23:59:59Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/aggregations/count_ohlcv_vwap'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }

    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:
            res = requests.get(data['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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,interval=interval, sort=sort, page_size=page_size)
```

{
    "query": {
        "page_size": 100,
        "exchange": "cbse",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "sort": "desc",
        "aggregation": "count_ohlcv_vwap",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-11-12T16:55:42.588Z"
    },
    "time": "2020-11-12T16:55:42.710Z",
    "timestamp": 1605200142710,
    "data": [
        {
            "timestamp": 1605139200000,
            "open": "15705.79",
            "high": "16185.87",
            "low": "15446.82",
            "close": "16139.93",
            "volume": "14829.124546730012",
            "price": "15880.01873841608",
            "count": 95111
        },
        {
            "timestamp": 1605052800000,
            "open": "15315.46",
            "high": "16000",
            "low": "15293.04",
            "close": "15705.79",
            "volume": "15123.844197729988",
            "price": "15664.643871798791",
            "count": 114205
        },
    /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd1XbkjMwv2SyUfvJwsqFGmCKzg3WToTvqigui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/count_ohlcv_vwap?continuation_token=rbd1XbkjMwv2SyUfvJwsui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "access": {
    "access_range": {
      "start_timestamp": 1546300800000,
      "end_timestamp": 1577836800000
    },
    "data_range": {
      "start_timestamp": 1417391000000,
      "end_timestamp": 1577836800000
    }
  }
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/derivatives.v2/reference?exchange=drbt&instrument_class=option&base_assets=btc&page_size=50'```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 = "future"

# ---- Optional parameters ---- #
instrument = None
base_assets = None
quote_assets = "btc"
option_type = None
min_strike = None
max_strike = None
start_time = None
end_time = None
page_size = 500

# ---- 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, base_assets: str, quote_assets: str, option_type: str, min_strike: int, max_strike: int, start_time: str, end_time: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/derivatives.v2/reference'
    params = {
        "exchange": exchange,
        "instrument_class": instrument_class,
        "instrument": instrument,
        "base_assets": base_assets,
        "quote_assets": quote_assets,
        "option_type": option_type,
        "min_strike": min_strike,
        "max_strike": max_strike,
        "start_time": start_time,
        "end_time": end_time,
        "page_size": page_size
    }

    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, base_assets=base_assets, quote_assets=quote_assets, option_type=option_type, min_strike=min_strike, max_strike=max_strike, start_time=start_time, end_time=end_time, page_size=page_size)
print (df)

{
    "query": {
        "exchange": "drbt",
        "instrument_class": "option",
        "base_assets": [
            "btc"
        ],
        "page_size": "50",
        "data_version": "v2",
        "commodity": "derivatives",
        "request_time": "2022-11-30T15:26:49.66Z"
    },
    "time": "2022-11-30T15:26:55.623Z",
    "timestamp": 1669822015623,
    "data": [
        {
            "exchange": "drbt",
            "instrument_class": "option",
            "instrument": "btc10apr204750c",
            "base": "btc",
            "quote": "usd",
            "contract_size": "1",
            "contract_size_unit": "btc",
            "listing_timestamp": "2020-03-28 03:21:00 UTC",
            "expiry": "2020-04-10 08:00:00 UTC",
            "strike_price": "4750",
            "underlying_index": "SYN.BTC-10APR20"
        },
        /*---*/
    ],
    "result": "success",
    "continuation_token": "VHoT1C16LjCmtrfParGdwd4mVJnV1Qaqx5AMgXWsYawuiw68Qfymdf215NBcg9LzPJNxA9cZsBjB5S8JBHd8Giw2qoFDFvJ1tP3M5",
    "next_url": "https://us.market-api.kaiko.io/v2/data/derivatives.v2/reference?continuation_token=VHoT1C16LjCmtrfParGdwd4mVJnV1Qaqx5AMgXWsYawuiw68Qfymdf215NBcg9LzPJNxA9cZsBjB5S8JBHd8Giw2qoFDFvJ1tP3M5",
    "access": {
        "access_range": {
            "start_timestamp": 1646006400000,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/analytics.v2/stablecoin_metrics?asset=usdc&sort=desc'

import http.client
import json

# Enter your Kaiko API Key
api_key = "KAIKO_API_KEY"
api_host = "us.market-api.kaiko.io"
api_base_endpoint = "/v2/data/analytics.v2/stablecoin_metrics"
# Start of mandatory parameter configuration
mandatory_params = {
    "asset": "usdc",
}
# End of mandatory parameter configuration
# Start of optional parameter configuration
optional_params = {
    #"start_time": "2024-08-27T13:13:53.441Z",
    #"end_time" : "2024-09-27T13:27:53.441Z",
    #"interval" : "1d",
    "sort":"desc",
}
# End of optional parameter configuration
conn = http.client.HTTPSConnection(api_host)
headers = {
    "X-Api-Key": api_key,
    "Accept": "application/json"
}

all_params = {**mandatory_params, **optional_params}

url_params = []
for param, value in all_params.items():
    url_params.append(f"{param}={value}")
url_params = '&'.join(url_params)

endpoint_with_params = f"{api_base_endpoint}?{url_params}"

# Pagination for next pages
all_data = []
next_url = endpoint_with_params
while next_url:
    conn.request("GET", next_url, headers=headers)
    response = conn.getresponse()
    data = json.loads(response.read().decode("utf-8"))
    all_data.extend(data.get("data", []))
    print(f"Fetched {len(data.get('data', []))} datapoints. Total: {len(all_data)}")
    next_url = data.get("next_url", "").replace("https://us.market-api.kaiko.io", "")
    if not next_url:
        break
conn.close()
print(f" datapoints fetched: {(all_data)}")

{
    "result": "success",
    "time": "2026-06-18T08:06:26Z",
    "timestamp": 1781769986999,
    "query":
    {
        "asset": "usdc",
        "end_time": "0001-01-01T00:00:00Z",
        "interval": "1d",
        "page_size": "10",
        "request_time": "2026-06-18T08:06:26.05808401Z",
        "sort": "desc",
        "start_time": "0001-01-01T00:00:00Z"
    },
    "data":
    [
        {
            "timestamp": "2026-06-18T00:00:00Z",
            "interval": "1d",
            "asset": "usdc",
            "price": 0.9997000899730081,
            "total_volume_usd": 796218091.3924453,
            "total_trade_count": 2000097,
            "cex_volume_usd": 694548754.6376011,
            "cex_trade_count": 1910473,
            "dex_volume_usd": 101669336.75484413,
            "dex_trade_count": 89624,
            "supply_circulating": 70051396209.43329,
            "market_cap": 70030387093.3053,
            "supply_change": -317149147.036026,
            "avg_weighted_defi_lending_yield": 0.030345222539145098,
            "avg_weighted_defi_borrowing_rate": 0.03869062376513863,
            "total_defi_deposited": 2321449893.228165,
            "total_defi_borrowed": 2030740561.2581594,
            "aggregated_buy_market_depth_asset": {
              "bid_volume_0_1": 410009275.917108,
              "bid_volume_0_2": 446428495.09170324,
              "bid_volume_0_5": 470849445.02862155,
              "bid_volume_1": 510576781.129591,
              "bid_volume_2": 549239689.7563232,
              "bid_volume_5": 549239689.7563232,
              "bid_volume_10": 629913837.648892
            },
            "aggregated_buy_market_depth_usd": {
              "bid_volume_0_1": 409964211.9019009,
              "bid_volume_0_2": 446379428.24938184,
              "bid_volume_0_5": 470797694.08590573,
              "bid_volume_1": 510520663.765471,
              "bid_volume_2": 549179322.9617518,
              "bid_volume_5": 599292340.4341673,
              "bid_volume_10": 629844603.9792498
            },
            "aggregated_sell_market_depth_asset": {
              "ask_volume_0_1": 311924899.9123604,
              "ask_volume_0_2": 327273471.225558,
              "ask_volume_0_5": 354299107.9406383,
              "ask_volume_1": 386901697.77497196,
              "ask_volume_2": 407012117.6172724,
              "ask_volume_5": 447660372.5945285,
              "ask_volume_10": 470660113.3308416
            },
            "aggregated_sell_market_depth_usd": {
              "ask_volume_0_1": 311890616.3259667,
              "ask_volume_0_2": 327237500.6815961,
              "ask_volume_0_5": 354260167.01582044,
              "ask_volume_1": 386859173.5077997,
              "ask_volume_2": 406967383.0189715,
              "ask_volume_5": 447611170.35686433,
              "ask_volume_10": 470608383.197524
            }
        },
        /* ALL RESULTS HERE */
    ],
    "continuation_token": "xxx",
    "next_url": "https://us.market-api.kaiko.io/v2/data/analytics.v2/stablecoin_metrics?continuation_token=xxx",
    "links":
    {
        "next": "/v2/data/analytics.v2/stablecoin_metrics?asset=usdc&end_time=2026-06-09T00%3A00%3A00Z&sort=desc"
    },
    "access":
    {
        "access_range":
        {
            "start_timestamp": 1073001600000,
            "end_timestamp": 1861830000000
        },
        "data_range":
        {
            "start_timestamp": "None",
            "end_timestamp": 1861830000000
        }
    }
}

Use this example to calculate IV using deltas.

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_smile?base=btc&quote=usd&value_time=2024-06-07T12:00:00.000Z&expiry=2024-06-28T00:00:00.000Z&exchanges=drbt&deltas=0.25,0.5,0.75'

Use this example to calculate IV using forward log moneyness.

https://us.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_smile?base=btc&quote=usd&exchanges=drbt,okex&value_time=2024-09-12T10:00:00.000Z&expiry=2024-09-27T08:00:00.000Z&forward_log_moneynesses=-1,-0.5,0,0.5,1

Use this example to calculate IV using strikes.

https://us.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_smile?base=btc&quote=usd&exchanges=drbt&value_time=2024-09-12T10:00:00.000Z&expiry=2024-09-27T08:00:00.000Z&strikes=30000,50000,60000,70000,90000

Use this example to calculate IV using deltas

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
base = "btc"
quote = "usd"
value_time = "2024-06-07T12:00:00.000Z"
expiry = "2024-06-28T00:00:00.000Z"
deltas = "0.25,0.5,0.75"

# ---- Optional parameters ---- #
exchanges = "drbt"

# ---- 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, base: str, quote: str, value_time: str, expiry: str, deltas: str, exchanges: str = None):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_smile'
    params = {
        "base": base,
        "quote": quote,
        "value_time": value_time,
        "expiry": expiry,
        "deltas": deltas,
        "exchanges": exchanges
    }

    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, base=base, quote=quote, value_time=value_time, expiry=expiry, deltas=deltas, exchanges=exchanges)
print (df)

Use this example to calculate IV using forward log moneyness

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
base = "btc"
quote = "usd"
value_time = "2022-09-20T16:15:00.000Z"
expiry = "2022-12-30T08:00:00.000Z"
forward_log_moneynesses = "-1,-0.5,0,0.5,1"

# ---- Optional parameters ---- #
exchanges = "drbt"

# ---- 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, base: str, quote: str, value_time: str, expiry: str, forward_log_moneynesses: str, exchanges: str = None):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_smile'
    params = {
        "base": base,
        "quote": quote,
        "value_time": value_time,
        "expiry": expiry,
        "forward_log_moneynesses": forward_log_moneynesses,
        "exchanges": exchanges
    }

    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, base=base, quote=quote, value_time=value_time, expiry=expiry, forward_log_moneynesses=forward_log_moneynesses, exchanges=exchanges)
print (df)

Use this example to calculate IV using forward log moneyness

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
base = "btc"
quote = "usd"
value_time = "2022-09-20T16:15:00.000Z"
expiry = "2022-12-30T08:00:00.000Z"
strikes = "10000,15000,20000"

# ---- Optional parameters ---- #
exchanges = "drbt"

# ---- 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, base: str, quote: str, value_time: str, expiry: str, strikes: str, exchanges: str = None):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_smile'
    params = {
        "base": base,
        "quote": quote,
        "value_time": value_time,
        "expiry": expiry,
        "strikes": strikes,
        "exchanges": exchanges
    }

    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, base=base, quote=quote, value_time=value_time, expiry=expiry, strikes=strikes, exchanges=exchanges)
print (df)

{
    "query": {
        "base": "btc",
        "quote": "usd",
        "exchanges": [
            "drbt",
            "okex"
        ],
        "value_time": "2024-06-07T12:00:00.000Z",
        "expiry": "2024-06-28T00:00:00.000Z",
        "data_version": "v2",
        "commodity": "analytics",
        "request_time": "2024-06-24T12:30:09.700Z",
        "sources": "false"
    },
    "time": "2024-06-24T12:30:10.147Z",
    "data": [
        {
            "value_time": "2024-06-07T12:00:00.000Z",
            "expiry": "2024-06-28T00:00:00.000Z",
            "time_to_expiry": 0.056164383561643834,
            "implied_volatilities": [
                {
                    "strike": 72853.3324003775,
                    "forward_log_moneyness": 0.007321081822738051,
                    "implied_volatility": 0.5105897940662363,
                    "delta": 0.5,
                    "gamma": 0.000045971145294598765,
                    "current_spot": 71717,
                    "interest_rate": 0.14954983972466698
                },
                {
                    "strike": 79392.23132701412,
                    "forward_log_moneyness": 0.09327332815155387,
                    "implied_volatility": 0.5335098490669691,
                    "delta": 0.25,
                    "gamma": 0.00003504506121504308,
                    "current_spot": 71717,
                    "interest_rate": 0.14954983972466698
                },
                {
                    "strike": 67169.33106494324,
                    "forward_log_moneyness": -0.07391043269308284,
                    "implied_volatility": 0.5076566142080143,
                    "delta": 0.75,
                    "gamma": 0.000036829787686483384,
                    "current_spot": 71717,
                    "interest_rate": 0.14954983972466698
                }
            ]
        }
    ],
    "exchanges": [
        "drbt",
        "okex"
    ]
}

{
   "query": {
      "base": "btc",
      "quote": "usd",
      "exchanges": [
         "drbt",
         "okex"
      ],
      "value_time": "2024-09-12T10:00:00.000Z",
      "expiry": "2024-09-27T08:00:00.000Z",
      "data_version": "v2",
      "commodity": "analytics",
      "request_time": "2024-09-16T10:08:13.297Z",
      "sources": "false"
   },
   "time": "2024-09-16T10:08:13.510Z",
   "data": [
      {
         "value_time": "2024-09-12T10:00:00.000Z",
         "expiry": "2024-09-27T00:00:00.000Z",
         "time_to_expiry": 0.03995433789954338,
         "implied_volatilities": [
            {
               "strike": 21393.433382294108,
               "forward_log_moneyness": -1,
               "implied_volatility": 1.333640363610205,
               "delta": 0.9999487436462999,
               "gamma": 1.3636212810241294E-8,
               "current_spot": 58033.01112255454,
               "interest_rate": 0.051859643540835755
            },
            {
               "strike": 35271.80867069449,
               "forward_log_moneyness": -0.5,
               "implied_volatility": 0.9596570717413877,
               "delta": 0.9965589532046168,
               "gamma": 9.298329941261203E-7,
               "current_spot": 58033.01112255454,
               "interest_rate": 0.051859643540835755
            },
            {
               "strike": 58153.381211439206,
               "forward_log_moneyness": 0,
               "implied_volatility": 0.5101368982713104,
               "delta": 0.5203310896967671,
               "gamma": 6.732894295644585E-5,
               "current_spot": 58033.01112255454,
               "interest_rate": 0.051859643540835755
            },
            {
               "strike": 95878.71656643301,
               "forward_log_moneyness": 0.5,
               "implied_volatility": 0.8386751286583922,
               "delta": 0.0018731164887705876,
               "gamma": 6.140349526013891E-7,
               "current_spot": 58033.01112255454,
               "interest_rate": 0.051859643540835755
            },
            {
               "strike": 158077.27941050686,
               "forward_log_moneyness": 1,
               "implied_volatility": 1.1585659255535645,
               "delta": 1.3207614779298105E-5,
               "gamma": 4.342680303635139E-9,
               "current_spot": 58033.01112255454,
               "interest_rate": 0.051859643540835755
            }
         ]
      }
   ]
}

{
   "query": {
      "base": "btc",
      "quote": "usd",
      "exchanges": [
         "drbt"
      ],
      "value_time": "2024-09-12T10:00:00.000Z",
      "expiry": "2024-09-27T08:00:00.000Z",
      "data_version": "v2",
      "commodity": "analytics",
      "request_time": "2024-09-16T10:16:06.767Z",
      "sources": "false"
   },
   "time": "2024-09-16T10:16:07.109Z",
   "data": [
      {
         "value_time": "2024-09-12T10:00:00.000Z",
         "expiry": "2024-09-27T08:00:00.000Z",
         "time_to_expiry": 0.0408675799086758,
         "implied_volatilities": [
            {
               "strike": 30000,
               "forward_log_moneyness": -0.6621439523959698,
               "implied_volatility": 1.0918347265102102,
               "delta": 0.999065374274305,
               "gamma": 2.470728795941105E-7,
               "current_spot": 58026.01780838792,
               "interest_rate": 0.0599458347465653
            },
            {
               "strike": 50000,
               "forward_log_moneyness": -0.15131832862997915,
               "implied_volatility": 0.6151097548518855,
               "delta": 0.8995619045026346,
               "gamma": 2.4400231724112595E-5,
               "current_spot": 58026.01780838792,
               "interest_rate": 0.0599458347465653
            },
            {
               "strike": 60000,
               "forward_log_moneyness": 0.031003228163975546,
               "implied_volatility": 0.5087453039141314,
               "delta": 0.40128287640417803,
               "gamma": 6.479219462479912E-5,
               "current_spot": 58026.01780838792,
               "interest_rate": 0.0599458347465653
            },
            {
               "strike": 70000,
               "forward_log_moneyness": 0.18515390799123382,
               "implied_volatility": 0.5834792805075438,
               "delta": 0.06542894780360681,
               "gamma": 1.861991887220773E-5,
               "current_spot": 58026.01780838792,
               "interest_rate": 0.0599458347465653
            },
            {
               "strike": 90000,
               "forward_log_moneyness": 0.4364683362721398,
               "implied_volatility": 0.7752384746098042,
               "delta": 0.0033982150399509137,
               "gamma": 1.125492902360329E-6,
               "current_spot": 58026.01780838792,
               "interest_rate": 0.0599458347465653
            }
         ]
      }
   ]
}
Shared in

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/analytics.v2/exchange_metrics?exchange=cbse&sort=desc&sources=true&start_time=2023-11-29T14:00:00.0000000Z&end_time=2023-11-29T15:00:00.0000000Z&interval=1h&page_size=100'

import http.client
import json

# Enter your Kaiko API Key
api_key = "KAIKO_API_KEY"
api_host = "us.market-api.kaiko.io"
api_base_endpoint = "/v2/data/analytics.v2/exchange_metrics"
# Start of mandatory parameter configuration
mandatory_params = {
    "exchange": "cbse",
    "start_time": "2024-08-27T13:13:53.441Z",
    "end_time" : "2024-08-27T18:27:53.441Z",
    "interval" : "1h",
}
# End of mandatory parameter configuration
# Start of optional parameter configuration
optional_params = {
    "sources": "false",
}
# End of optional parameter configuration
conn = http.client.HTTPSConnection(api_host)
headers = {
    "X-Api-Key": api_key,
    "Accept": "application/json"
}

all_params = {**mandatory_params, **optional_params}

url_params = []
for param, value in all_params.items():
    url_params.append(f"{param}={value}")
url_params = '&'.join(url_params)

endpoint_with_params = f"{api_base_endpoint}?{url_params}"

# Pagination for next pages
all_data = []
next_url = endpoint_with_params
while next_url:
    conn.request("GET", next_url, headers=headers)
    response = conn.getresponse()
    data = json.loads(response.read().decode("utf-8"))
    all_data.extend(data.get("data", []))
    print(f"Fetched {len(data.get('data', []))} datapoints. Total: {len(all_data)}")
    next_url = data.get("next_url", "").replace("https://us.market-api.kaiko.io", "")
    if not next_url:
        break
conn.close()
print(f" datapoints fetched: {(all_data)}")

{
    "data": [
        {
            "timestamp": "2023-11-29T14:00:00.000Z",
            "total_volume_usd": 139803179.89191553,
            "total_trade_count": 121748,
            "nb_listed_assets": 235,
            "nb_listed_pairs": 379,
            "assets_volumes": [
                {
                  "asset_code": "btc",
                  "asset_trade_count": 22772,
                  "asset_total_volume_usd": 61612344.01769975,
                  "asset_price_usd": 37994.62623807689,
                  "asset_contribution": 0.4407077440250888,
                  "pairs_volumes": [
                        {
                          "pair_code": "btc-usd",
                          "pair_trade_count": 19193,
                          "pair_volume_usd": 57484171.99063697,
                          "pair_contribution": 0.9329976469345679
                        },
                        {
                          "pair_code": "btc-eur",
                          "pair_trade_count": 1686,
                          "pair_volume_usd": 1722929.4947314486,
                          "pair_contribution": 0.027964030945430225
                        },
                        {
                          "pair_code": "btc-usdt",
                          "pair_trade_count": 807,
                          "pair_volume_usd": 1590807.5262940996,
                          "pair_contribution": 0.02581962351305931
                        },
                        {
                          "pair_code": "btc-gbp",
                          "pair_trade_count": 1086,
                          "pair_volume_usd": 814435.0060372388,
                          "pair_contribution": 0.013218698606942646
                        }
                    ]
                },
              /* ... */
            ]
        },
        /* ... */
    ]  
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: KAIKO_API_KEY' \
  'https://us.market-api.kaiko.io/v2/data/lending.v1/events?blockchain=ethereum&start_time=2024-09-27T13:13:53.441Z&end_time=2024-09-29T13:13:53.441Z'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
blockchain = "ethereum" 
protocol = "aav2"

# ---- Optional parameters ---- #
user_address = None
live = "false"
tx_hash = None
asset = "weth"
type = "borrow"
block_number = None
start_block = None
end_block = None
start_time = "2025-03-01T13:00:00Z"
end_time = None
sort = "desc"
page_size = 1000

# ---- 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, blockchain: str, protocol: str, user_address: str, live: str, tx_hash: str, asset: str, type: str, block_number: int, start_block: int, end_block: int, start_time: str, end_time: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://eu.market-api.kaiko.io/v2/data/lending.v1/events'
    params = {
        "blockchain": blockchain,
        "protocol": protocol,
        "user_address": user_address,
        "live": live,
        "tx_hash": tx_hash,
        "asset": asset,
        "type": type,
        "block_number": block_number,
        "start_block": start_block,
        "end_block": end_block,
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size
    }

    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, blockchain=blockchain, protocol=protocol, user_address=user_address, live=live, tx_hash=tx_hash, asset=asset, type=type, block_number=block_number, start_block=start_block, end_block=end_block, start_time=start_time, end_time=end_time, sort=sort, page_size=page_size)
print (df)

{
  "query": {
        "blockchain": "*",
        "block_number": "*",
        "asset": "*",
        "user_address": "*",
        "tx_hash": "*",
        "type": "*",
        "start_time": "*",
        "end_time": "*",
        "protocol": "*",
        "sort": "descending",
        "page_size": "1000",
        "start_block": "*",
        "end_block": "*"
    },
    "time": "2022-05-17T14:26:27.274Z",
    "timestamp": 1652797587,
    "data":
    [
        {
            "blockchain": "ethereum",
            "block_number": 16025918,
            "datetime": 1669124591,
            "transaction_hash":"0xa49cfa9c026e728614ca0bdf7272eaaad5b3dd8881fd263ea19ef7d648d9c941",
            "exchange_code": "aave/v2",
            "type": "repayment",
            "user_address": "0x4f381fb46dfde2bc9dcae2d881705749b1ed6e1a",
            "asset_symbol": "crv",
            "asset_address": "0xd533a949740bb3306d119cc777fa900ba034cd52",
            "asset_decimals": 18,
            "receipt_symbol": "acrv",
            "receipt_address": "0x8dae6cb04688c62d939ed9b68d32bc62e49970b1",
            "receipt_decimals": 18,
            "amount": 299894.78,
            "metadata": {
                "borrowRateMode": 2,
                "amountInReceiptAsset": "299894.77",
                "onBehalfOf": "0x4f381fb46dfde2bc9dcae2d881705749b1ed6e1a"
            }
        }
        /* ... */
    ],
    "continuation_token": "xxx",
    "next_url": "https://eu.market-api.kaiko.io/v2/data/lending.v1/events?continuation_token=xxx"
}

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/count_ohlcv_vwap'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
interval = "1d"  
sort = "desc"
page_size = 100
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-12-31T23:59:59Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/aggregations/count_ohlcv_vwap'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }

    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:
            res = requests.get(data['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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,interval=interval, sort=sort, page_size=page_size)
```

Trade Count and OHLCV can be accessed through Google BigQuery. To get started, read our guide.

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/count_ohlcv_vwap'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
interval = "1d"  
sort = "desc"
page_size = 100
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-12-31T23:59:59Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/aggregations/count_ohlcv_vwap'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }

    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:
            res = requests.get(data['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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,interval=interval, sort=sort, page_size=page_size)
```

Trade Count and OHLCV can be accessed through Google BigQuery. To get started, read our guide.

{
    "query": {
        "page_size": 100,
        "exchange": "cbse",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "sort": "desc",
        "aggregation": "count_ohlcv_vwap",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-11-12T16:55:42.588Z"
    },
    "time": "2020-11-12T16:55:42.710Z",
    "timestamp": 1605200142710,
    "data": [
        {
            "timestamp": 1605139200000,
            "open": "15705.79",
            "high": "16185.87",
            "low": "15446.82",
            "close": "16139.93",
            "volume": "14829.124546730012",
            "price": "15880.01873841608",
            "count": 95111
        },
        {
            "timestamp": 1605052800000,
            "open": "15315.46",
            "high": "16000",
            "low": "15293.04",
            "close": "15705.79",
            "volume": "15123.844197729988",
            "price": "15664.643871798791",
            "count": 114205
        },
    /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd1XbkjMwv2SyUfvJwsqFGmCKzg3WToTvqigui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/count_ohlcv_vwap?continuation_token=rbd1XbkjMwv2SyUfvJwsui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "access": {
    "access_range": {
      "start_timestamp": 1546300800000,
      "end_timestamp": 1577836800000
    },
    "data_range": {
      "start_timestamp": 1417391000000,
      "end_timestamp": 1577836800000
    }
  }
}

{
    "query": {
        "page_size": 100,
        "exchange": "cbse",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "sort": "desc",
        "aggregation": "count_ohlcv_vwap",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-11-12T16:55:42.588Z"
    },
    "time": "2020-11-12T16:55:42.710Z",
    "timestamp": 1605200142710,
    "data": [
        {
            "timestamp": 1605139200000,
            "open": "15705.79",
            "high": "16185.87",
            "low": "15446.82",
            "close": "16139.93",
            "volume": "14829.124546730012",
            "price": "15880.01873841608",
            "count": 95111
        },
        {
            "timestamp": 1605052800000,
            "open": "15315.46",
            "high": "16000",
            "low": "15293.04",
            "close": "15705.79",
            "volume": "15123.844197729988",
            "price": "15664.643871798791",
            "count": 114205
        },
    /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd1XbkjMwv2SyUfvJwsqFGmCKzg3WToTvqigui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "next_url": "https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/count_ohlcv_vwap?continuation_token=rbd1XbkjMwv2SyUfvJwsui1bejckYnxd9DM1V3v58iqMCdXa4dJSXap6p6fBuvzz32tiHVrv5LC76MyRyYNbZyvSEoVzd1krSWWeXYEtEtR",
  "access": {
    "access_range": {
      "start_timestamp": 1546300800000,
      "end_timestamp": 1577836800000
    },
    "data_range": {
      "start_timestamp": 1417391000000,
      "end_timestamp": 1577836800000
    }
  }
}

Raw order book snapshot

Level 1 & Level 2 Data [Level 2 Aggregations]
Level 1 & Level 2 Data [Level 2 Tick-Level]

CeFi Spot ticker packs.

What is this endpoint for?

The raw data on which our Level 2 Aggregations such as market depth , bid/ask spread, and price slippage are built. Details a point-in-time view of the bids and asks on an exchange's order book to 10% depth. Used to build your own custom level 2 aggregations.

Endpoint

https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/spot/{instrument}/snapshots/raw

Path Parameters

Parameter

Required?

Description

region

Yes

Parameter

Required

Description

Field

Description

Parameter

Required?

Description

Parameter

Required

Description

Field

Description

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/snapshots/raw?page_size=10&limit_orders=2'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "krkn" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = 100
start_time= "2025-03-03T00:00:00Z"
end_time= "2025-03-05T00:00:00Z"
limit_orders = 10

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int, limit_orders: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{pair}/snapshots/raw'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "limit_orders": limit_orders
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size), limit_orders=limit_orders)

{
    "query": {
        "page_size": 10,
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "slippage": 0,
        "limit_orders": 2,
        "slippage_ref": "mid_price",
        "sort": "desc",
        "metric": "raw",
        "data_version": "v1",
        "commodity": "order_book_snapshots",
        "request_time": "2020-05-26T14:13:08.823Z"
    },
    "time": "2020-05-26T14:13:08.899Z",
    "timestamp": 1590502388899,
    "data": [
        {
            "poll_timestamp": 1590502335760,
            "poll_date": "2020-05-26T14:12:15.760Z",
            "timestamp": null,
            "asks": [
                {
                    "amount": "12",
                    "price": "8830"
                },
                {
                    "amount": "3.67",
                    "price": "8832.9"
                }
            ],
            "bids": [
                {
                    "amount": "13.316",
                    "price": "8829.9"
                },
                {
                    "amount": "0.097",
                    "price": "8829.4"
                }
            ]
        }
      /* ... */         
    ],
    "result": "success",
    "continuation_token": "Z8FjTagUoHd3UCqMvqmRJXlwzbTxSnSXpxxZpHWNCmrsrcnhSpMG2gdcmFKRPd88",
    "next_url": "https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/cbse/spot/btc-usd/snapshots/raw?continuation_token=Z8FjTagUoHd3UCqMvqmRJXlwzbTxSnSXpxxZpHWNCmrsrcnhSpMG2gdcmFKRPd88",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/snapshots/raw?page_size=10&limit_orders=2'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "krkn" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = 100
start_time= "2025-03-03T00:00:00Z"
end_time= "2025-03-05T00:00:00Z"
limit_orders = 10

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int, limit_orders: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{pair}/snapshots/raw'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "limit_orders": limit_orders
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size), limit_orders=limit_orders)

{
    "query": {
        "page_size": 10,
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "slippage": 0,
        "limit_orders": 2,
        "slippage_ref": "mid_price",
        "sort": "desc",
        "metric": "raw",
        "data_version": "v1",
        "commodity": "order_book_snapshots",
        "request_time": "2020-05-26T14:13:08.823Z"
    },
    "time": "2020-05-26T14:13:08.899Z",
    "timestamp": 1590502388899,
    "data": [
        {
            "poll_timestamp": 1590502335760,
            "poll_date": "2020-05-26T14:12:15.760Z",
            "timestamp": null,
            "asks": [
                {
                    "amount": "12",
                    "price": "8830"
                },
                {
                    "amount": "3.67",
                    "price": "8832.9"
                }
            ],
            "bids": [
                {
                    "amount": "13.316",
                    "price": "8829.9"
                },
                {
                    "amount": "0.097",
                    "price": "8829.4"
                }
            ]
        }
      /* ... */         
    ],
    "result": "success",
    "continuation_token": "Z8FjTagUoHd3UCqMvqmRJXlwzbTxSnSXpxxZpHWNCmrsrcnhSpMG2gdcmFKRPd88",
    "next_url": "https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/cbse/spot/btc-usd/snapshots/raw?continuation_token=Z8FjTagUoHd3UCqMvqmRJXlwzbTxSnSXpxxZpHWNCmrsrcnhSpMG2gdcmFKRPd88",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

curl --compressed \
  -H 'Accept: application/json' \
  -H 'X-Api-Key: <client-api-key>' \
  'https://eu.market-api.kaiko.io/v2/data/lending.v1/addresses/0x1d296f5efbbb235c7a90734c2469fe8dc21e132d/positions?start_time=2026-06-01T00:00:00.000Z&end_time=2026-06-02T00:00:00.000Z&interval=1d'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
user_address = "0x1d296f5efbbb235c7a90734c2469fe8dc21e132d"

# ---- Optional parameters ---- #
start_time = "2026-06-01T00:00:00.000Z"
end_time = "2026-06-02T00:00:00.000Z"
interval = "1d"
page_size = 10
sort = "asc"

# ---- 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,
    user_address: str,
    start_time: str,
    end_time: str,
    interval: str,
    sort: str,
    page_size: int,
):
    headers = {"Accept": "application/json", "X-Api-Key": api_key}

    url = f"https://eu.market-api.kaiko.io/v2/data/lending.v1/addresses/{user_address}/positions"
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "interval": interval,
        "sort": sort,
        "page_size": page_size,
    }

    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 data.get("next_url"):
            res = requests.get(data["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,
    user_address=user_address,
    start_time=start_time,
    end_time=end_time,
    interval=interval,
    sort=sort,
    page_size=page_size,
)
print(df)

{
    "query":
    {
        "user_address": "0x1d296f5efbbb235c7a90734c2469fe8dc21e132d",
        "start_time": "2026-06-01T00:00:00.000Z",
        "end_time": "2026-06-02T00:00:00.000Z",
        "interval": "1d"
    },
    "time": "2026-07-02T14:38:15.282665557Z",
    "timestamp": 1783003095,
    "data":
    [
        {
            "user_address": "0x1d296f5efbbb235c7a90734c2469fe8dc21e132d",
            "blockchain": "ethereum",
            "block_number": "25225970",
            "timestamp": "2026-06-02T00:00:00Z",
            "protocol": "aav3",
            "health_factor": "1.839684",
            "total_collateral_usd": "42075.46",
            "total_supplied_usd": "42075.46",
            "total_debt_usd": "18982.95",
            "available_borrows_usd": "14887.79",
            "net_worth_usd": "23092.51",
            "net_apy": "-0.003917",
            "total_supply_accrued_interest_usd": "6.58",
            "total_borrow_accrued_interest_usd": "6.97",
            "total_principal_supplied_usd": "42068.88",
            "total_principal_borrowed_usd": "18975.99",
            "roi": "-0.000017",
            "supplies":
            [
                {
                    "asset": "weth",
                    "asset_address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
                    "atoken_address": "0x4d5f47fa6a74757f35c14fd3a6ef8e3c9bc514e8",
                    "scaled_balance": "19697531323085677000",
                    "supplied_amount": "21.0032861479522399",
                    "supplied_amount_usd": "42075.46",
                    "principal_supplied": "21",
                    "principal_supplied_usd": "42068.88",
                    "accrued_interest": "0.0032861479522399",
                    "accrued_interest_usd": "6.58",
                    "supply_apy": "0.014136",
                    "current_liquidity_rate": "0.014037",
                    "is_collateral": "True",
                    "liquidation_threshold": "0.830000",
                    "ltv": "0.805000",
                    "roi": "0.000156"
                }
            ],
            "borrows":
            [
                {
                    "asset": "usdt",
                    "asset_address": "0xdac17f958d2ee523a2206206994597c13d831ec7",
                    "borrow_type": "variable",
                    "scaled_debt_balance": "15440253275",
                    "borrowed_amount": "19006.977599660540473",
                    "borrowed_amount_usd": "18982.95",
                    "principal_borrowed": "19000",
                    "principal_borrowed_usd": "18975.99",
                    "accrued_interest": "6.977599660540473",
                    "accrued_interest_usd": "6.97",
                    "variable_borrow_rate": "0.035461",
                    "borrow_apy": "0.036097"
                }
            ]
        },
    ],
    "result": "success",
    "access":
    {
        "access_range":
        {
            "start_timestamp": 1073001600000,
            "end_timestamp": 1861830000000
        },
        "data_range":
        {
            "start_timestamp": "None",
            "end_timestamp": 1861830000000
        }
    }
}

Balances

Kaiko Blockchain Monitoring

When Bitcoin is your chosen blockchain.

What is this endpoint for?

This endpoint offers in-depth insights into Bitcoin wallets including transfers and wallet balances over time.

Endpoint

https://us.market-api.kaiko.io/v2/data/wallet.v1/audit

Parameters

Parameter

Required

Description

Example

blockchain

Field

Description

Example

Value

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
blockchain = "bitcoin" 

# ---- Optional parameters ---- #
start_time = "2022-05-01T00:00:00.000Z"
end_time = "2022-30-01T00:00:00.000Z"
page_size = 100
sort = "desc"
transaction_hash = None
user_address = "1FfmbHfnpaZjKFvyi1okTjJJusN455paPH"

# ---- 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, blockchain: str, start_time: str, end_time: str, page_size: int, sort: str, transaction_hash: str, user_address: str):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/wallet.v1/audit'
    params = {
        "blockchain": blockchain,
        "start_time": start_time,
        "end_time": end_time,
        "page_size": page_size,
        "sort": sort,
        "transaction_hash": transaction_hash,
        "user_address": user_address
    }

    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, blockchain=blockchain, start_time=start_time, end_time=end_time, page_size=page_size, sort=sort, transaction_hash=transaction_hash, user_address=user_address)
print (df)

{
    "query":
    {
        "live": "False",
        "start_time": "2024-01-01T00:00:00.000Z",
        "end_time": "2024-01-02T00:00:00.000Z",
        "start_block": 0,
        "end_block": 0,
        "page_size": 100,
        "sort": "0",
        "data_version": "v1",
        "commodity": "wallet_data",
        "request_time": "2024-01-01T00:00:00.000Z"
    },
    "time": "2024-01-01T00:00:00.000Z",
    "timestamp": 1732536300000,
    "access":
    {
        "access_range":
        {
            "start_timestamp": 1073001600000,
            "end_timestamp": "None"
        },
        "data_range":
        {
            "start_timestamp": "None",
            "end_timestamp": "None"
        }
    },
    "data":
    [
        {
            "blockchain": "bitcoin",
            "block_number": 871899,
            "timestamp": 1732536300000000000,
            "address": "bc1qt42fgv262u3d2qvpmwecpxdwfmxpjug6mxn532",
            "transaction_hash": "e84b146c3f26545b525772a38425513f36a1738bfbb49a474aefe14a8c6d7903",
            "transaction_id": "334480d40ca84435bf440da99e9454cca25d06163996cd9a6ba4b517b9da1608",
            "transaction_type": "witness_v0_keyhash",
            "transaction_index": 4695,
            "internal_transaction_index": 0,
            "token_symbol": "BTC",
            "direction": "in",
            "amount": 0.00228863,
            "amount_usd": 225.22022599935772,
            "balance_after": 1.06076911,
            "balance_after_usd": 104388.50259209116
        },
        /* ... */
    ],
    "continuation_token": "xxx",
    "next_url": "https://us.market-api.kaiko.io/v2/data/wallet.v1/audit?continuation_token=xxx"
    }
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/snapshots/raw?page_size=10&limit_orders=2'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "krkn" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = 100
start_time= "2025-03-03T00:00:00Z"
end_time= "2025-03-05T00:00:00Z"
limit_orders = 10

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int, limit_orders: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{pair}/snapshots/raw'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "limit_orders": limit_orders
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size), limit_orders=limit_orders)

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/snapshots/raw?page_size=10&limit_orders=2'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "krkn" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = 100
start_time= "2025-03-03T00:00:00Z"
end_time= "2025-03-05T00:00:00Z"
limit_orders = 10

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int, limit_orders: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{pair}/snapshots/raw'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "limit_orders": limit_orders
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size), limit_orders=limit_orders)

{
    "query": {
        "page_size": 10,
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "slippage": 0,
        "limit_orders": 2,
        "slippage_ref": "mid_price",
        "sort": "desc",
        "metric": "raw",
        "data_version": "v1",
        "commodity": "order_book_snapshots",
        "request_time": "2020-05-26T14:13:08.823Z"
    },
    "time": "2020-05-26T14:13:08.899Z",
    "timestamp": 1590502388899,
    "data": [
        {
            "poll_timestamp": 1590502335760,
            "poll_date": "2020-05-26T14:12:15.760Z",
            "timestamp": null,
            "asks": [
                {
                    "amount": "12",
                    "price": "8830"
                },
                {
                    "amount": "3.67",
                    "price": "8832.9"
                }
            ],
            "bids": [
                {
                    "amount": "13.316",
                    "price": "8829.9"
                },
                {
                    "amount": "0.097",
                    "price": "8829.4"
                }
            ]
        }
      /* ... */         
    ],
    "result": "success",
    "continuation_token": "Z8FjTagUoHd3UCqMvqmRJXlwzbTxSnSXpxxZpHWNCmrsrcnhSpMG2gdcmFKRPd88",
    "next_url": "https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/cbse/spot/btc-usd/snapshots/raw?continuation_token=Z8FjTagUoHd3UCqMvqmRJXlwzbTxSnSXpxxZpHWNCmrsrcnhSpMG2gdcmFKRPd88",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

{
    "query": {
        "page_size": 10,
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "slippage": 0,
        "limit_orders": 2,
        "slippage_ref": "mid_price",
        "sort": "desc",
        "metric": "raw",
        "data_version": "v1",
        "commodity": "order_book_snapshots",
        "request_time": "2020-05-26T14:13:08.823Z"
    },
    "time": "2020-05-26T14:13:08.899Z",
    "timestamp": 1590502388899,
    "data": [
        {
            "poll_timestamp": 1590502335760,
            "poll_date": "2020-05-26T14:12:15.760Z",
            "timestamp": null,
            "asks": [
                {
                    "amount": "12",
                    "price": "8830"
                },
                {
                    "amount": "3.67",
                    "price": "8832.9"
                }
            ],
            "bids": [
                {
                    "amount": "13.316",
                    "price": "8829.9"
                },
                {
                    "amount": "0.097",
                    "price": "8829.4"
                }
            ]
        }
      /* ... */         
    ],
    "result": "success",
    "continuation_token": "Z8FjTagUoHd3UCqMvqmRJXlwzbTxSnSXpxxZpHWNCmrsrcnhSpMG2gdcmFKRPd88",
    "next_url": "https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/cbse/spot/btc-usd/snapshots/raw?continuation_token=Z8FjTagUoHd3UCqMvqmRJXlwzbTxSnSXpxxZpHWNCmrsrcnhSpMG2gdcmFKRPd88",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/snapshots/full?slippage=100000&page_size=10&limit_orders=2&slippage_ref=best'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "krkn" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = 100
start_time= "2025-03-03T00:00:00Z"
end_time= "2025-03-05T00:00:00Z"
limit_orders= 10
slippage= 0
slippage_ref= "mid_price"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int, limit_orders: int, slippage: int, slippage_ref: str):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{pair}/snapshots/full'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "limit_orders": limit_orders,
        "slippage": slippage,
        "slippage_ref": slippage_ref
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size), limit_orders=limit_orders, slippage=slippage, slippage_ref=slippage_ref)

{
    "query": {
        "page_size": 10,
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "slippage": 100000,
        "limit_orders": 2,
        "slippage_ref": "best",
        "sort": "desc",
        "metric": "full",
        "data_version": "v1",
        "commodity": "order_book_snapshots",
        "request_time": "2020-05-26T14:10:06.320Z"
    },
    "time": "2020-05-26T14:10:06.418Z",
    "timestamp": 1590502206418,
    "data": [
        {
            "poll_timestamp": 1590502155757,
            "poll_date": "2020-05-26T14:09:15.757Z",
            "timestamp": null,
            "bid_volume0_1": "46.595",
            "bid_volume0_2": "110.570",
            "bid_volume0_3": "167.920",
            "bid_volume0_4": "198.416",
            "bid_volume0_5": "243.554",
            "bid_volume0_6": "346.467",
            "bid_volume0_7": "354.090",
            "bid_volume0_8": "359.058",
            "bid_volume0_9": "381.422",
            "bid_volume1": "384.066",
            "bid_volume1_5": "467.014",
            "bid_volume2": "522.441",
            "bid_volume4": "918.911",
            "bid_volume6": "1187.306",
            "bid_volume8": "1187.306",
            "bid_volume10": "1187.306",
            "ask_volume0_1": "13.158",
            "ask_volume0_2": "40.072",
            "ask_volume0_3": "71.129",
            "ask_volume0_4": "179.463",
            "ask_volume0_5": "259.140",
            "ask_volume0_6": "266.315",
            "ask_volume0_7": "324.288",
            "ask_volume0_8": "353.024",
            "ask_volume0_9": "376.738",
            "ask_volume1": "405.965",
            "ask_volume1_5": "467.665",
            "ask_volume2": "506.326",
            "ask_volume4": "862.843",
            "ask_volume6": "1322.553",
            "ask_volume8": "1428.856",
            "ask_volume10": "1428.856",
            "spread": "0.1",
            "mid_price": "8819.95",
            "ask_slippage": "0.0002782477139043083900226757369614512",
            "bid_slippage": "0.0",
            "asks": [
                {
                    "amount": "5.914",
                    "price": "8820"
                },
                {
                    "amount": "0.08",
                    "price": "8821"
                }
            ],
            "bids": [
                {
                    "amount": "11.814",
                    "price": "8819.9"
                },
                {
                    "amount": "4.197",
                    "price": "8819.8"
                }
            ]
        },
      /* ... */
],
    "result": "success",
    "continuation_token": "Ehad6pjoEpvpZSkvbtsyx8WxTj9vgc4s5VSow1USG8pXP1UGFSxSF7fTacxA54rYoqebnMTdCpE3ZxB3nSTM5CYNModkKRASDWMHymPFHNXnGL73RdkHSVUv6UYa4YwrRinH7JbwRqbB5HwmZdxWaonnaVkeZZc1wZiuK2oR4ePQdotGEnvKY8spPjYwnX8s3D6w1bCqZqL6ENaNH5Pa6b53MdbmyQBjE8F",
    "next_url": "https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/snapshots/full?continuation_token=Ehad6pjoEpvpZSkvbtsyx8WxTjvgc4s5VSow1USG8pXP1UGFSxSF7fTacxA54rYoqebnMTdCpE3ZxB3nSTM5CYNModkKRASDWMHymPFHNXnGL73RdkHSVUv6UYa4YwrRinH7JbwRqbB5HwmZdxWaonnaVkeZZc1wZiuK2oR4ePQdotGEnvKY8spPjYwnX8s3D6w1bCqZqL6ENaNH5Pa6b53MdbmyQBjE8F",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/snapshots/full?slippage=100000&page_size=10&limit_orders=2&slippage_ref=best'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "krkn" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = 100
start_time= "2025-03-03T00:00:00Z"
end_time= "2025-03-05T00:00:00Z"
limit_orders= 10
slippage= 0
slippage_ref= "mid_price"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int, limit_orders: int, slippage: int, slippage_ref: str):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{pair}/snapshots/full'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "limit_orders": limit_orders,
        "slippage": slippage,
        "slippage_ref": slippage_ref
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size), limit_orders=limit_orders, slippage=slippage, slippage_ref=slippage_ref)

{
    "query": {
        "page_size": 10,
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "slippage": 100000,
        "limit_orders": 2,
        "slippage_ref": "best",
        "sort": "desc",
        "metric": "full",
        "data_version": "v1",
        "commodity": "order_book_snapshots",
        "request_time": "2020-05-26T14:10:06.320Z"
    },
    "time": "2020-05-26T14:10:06.418Z",
    "timestamp": 1590502206418,
    "data": [
        {
            "poll_timestamp": 1590502155757,
            "poll_date": "2020-05-26T14:09:15.757Z",
            "timestamp": null,
            "bid_volume0_1": "46.595",
            "bid_volume0_2": "110.570",
            "bid_volume0_3": "167.920",
            "bid_volume0_4": "198.416",
            "bid_volume0_5": "243.554",
            "bid_volume0_6": "346.467",
            "bid_volume0_7": "354.090",
            "bid_volume0_8": "359.058",
            "bid_volume0_9": "381.422",
            "bid_volume1": "384.066",
            "bid_volume1_5": "467.014",
            "bid_volume2": "522.441",
            "bid_volume4": "918.911",
            "bid_volume6": "1187.306",
            "bid_volume8": "1187.306",
            "bid_volume10": "1187.306",
            "ask_volume0_1": "13.158",
            "ask_volume0_2": "40.072",
            "ask_volume0_3": "71.129",
            "ask_volume0_4": "179.463",
            "ask_volume0_5": "259.140",
            "ask_volume0_6": "266.315",
            "ask_volume0_7": "324.288",
            "ask_volume0_8": "353.024",
            "ask_volume0_9": "376.738",
            "ask_volume1": "405.965",
            "ask_volume1_5": "467.665",
            "ask_volume2": "506.326",
            "ask_volume4": "862.843",
            "ask_volume6": "1322.553",
            "ask_volume8": "1428.856",
            "ask_volume10": "1428.856",
            "spread": "0.1",
            "mid_price": "8819.95",
            "ask_slippage": "0.0002782477139043083900226757369614512",
            "bid_slippage": "0.0",
            "asks": [
                {
                    "amount": "5.914",
                    "price": "8820"
                },
                {
                    "amount": "0.08",
                    "price": "8821"
                }
            ],
            "bids": [
                {
                    "amount": "11.814",
                    "price": "8819.9"
                },
                {
                    "amount": "4.197",
                    "price": "8819.8"
                }
            ]
        },
      /* ... */
],
    "result": "success",
    "continuation_token": "Ehad6pjoEpvpZSkvbtsyx8WxTj9vgc4s5VSow1USG8pXP1UGFSxSF7fTacxA54rYoqebnMTdCpE3ZxB3nSTM5CYNModkKRASDWMHymPFHNXnGL73RdkHSVUv6UYa4YwrRinH7JbwRqbB5HwmZdxWaonnaVkeZZc1wZiuK2oR4ePQdotGEnvKY8spPjYwnX8s3D6w1bCqZqL6ENaNH5Pa6b53MdbmyQBjE8F",
    "next_url": "https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/snapshots/full?continuation_token=Ehad6pjoEpvpZSkvbtsyx8WxTjvgc4s5VSow1USG8pXP1UGFSxSF7fTacxA54rYoqebnMTdCpE3ZxB3nSTM5CYNModkKRASDWMHymPFHNXnGL73RdkHSVUv6UYa4YwrRinH7JbwRqbB5HwmZdxWaonnaVkeZZc1wZiuK2oR4ePQdotGEnvKY8spPjYwnX8s3D6w1bCqZqL6ENaNH5Pa6b53MdbmyQBjE8F",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

Implied volatility metrics

What is this endpoint for?

The IV Metrics endpoint gives you a standardized, at-a-glance read on the shape and sentiment of the crypto options market. Feed the endpoint a currency and a value time, and you'll receive five scalar indices extracted from Kaiko's calibrated implied volatility surface for every existing maturities.

Read our Implied Volatility Methodology here.

Endpoint

https://us.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_metrics

Query Parameters

Parameter

Required

Description

Example

Field

Description

Formula

Example

Use this example to retrieve IV Metrics for BTC.

curl --compressed \
  -H 'Accept: application/json' \
  -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_metrics?base=btc&value_time=2026-03-31T00:00:00Z&quote=usd&exchange=drbt&days_back=1'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #

base = "btc"
quote= "usd"
value_time = "2026-04-21T00:00:00.000Z"

# ---- 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, base: str, value_time: str):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}

    url = 'https://us.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_metrics'

    params = {
        "base": base,
        "quote": quote,
        "value_time": value_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'])
        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, base=base, value_time=value_time)
print(df)

{
    "query": {
        "base": "btc",
        "quote": "usd",
        "value_time": "2026-03-31T00:00:00Z",
        "request_time": "2026-08-01T12:46:33.862Z"
    },
    "time": "2026-09-01T12:46:33.862Z",
    "timestamp": 1788266794104,
    "result": "success",
    "data": [
        {
            "base": "btc",
            "quote": "usd",
            "exchange": "drbt",
            "expirationTimestamp": 1774944000000,
            "daysToExpiration": 0.3333333333333333,
            "underlyingPrice": 66688.90096575381,
            "underlyingPriceChange": 746.6977124771074,
            "atm": 43.77971232461352,
            "atmChange": -11.566902354396234,
            "riskReversal25": -4.208081567534244,
            "riskReversal25Change": 6.215623005597152,
            "riskReversal15": -8.331911034901516,
            "riskReversal15Change": 8.263036908955243,
            "riskReversal10": -12.834455464482645,
            "riskReversal10Change": 8.247198874245612,
            "butterfly25": 3.091864209994597,
            "butterfly25Change": -1.01927815227981,
            "butterfly15": 8.110431741073839,
            "butterfly15Change": -1.6652124768285717,
            "butterfly10": 13.674823998927678,
            "butterfly10Change": -1.3307918996063393
        },
        {
            "base": "btc",
            "quote": "usd",
            "exchange": "drbt",
            "expirationTimestamp": 1775030400000,
            "daysToExpiration": 1.3333333333333333,
            "underlyingPrice": 66739.28359973205,
            "underlyingPriceChange": 795.4291626103368,
            "atm": 52.909484596848536,
            "atmChange": -2.9579913163117197,
            "riskReversal25": -8.35704647717909,
            "riskReversal25Change": 2.9681177602857147,
            "riskReversal15": -14.455655627303933,
            "riskReversal15Change": 2.7651645384988726,
            "riskReversal10": -19.81852207580191,
            "riskReversal10Change": 1.1631462312904688,
            "butterfly25": 3.3895404845302863,
            "butterfly25Change": -0.09461952899337689,
            "butterfly15": 8.522481994884245,
            "butterfly15Change": 0.1961983049254883,
            "butterfly10": 13.739319112230788,
            "butterfly10Change": 0.8461942439366652
        },
        {
            "base": "btc",
            "quote": "usd",
            "exchange": "drbt",
            "expirationTimestamp": 1775116800000,
            "daysToExpiration": 2.3333333333333335,
            "underlyingPrice": 66763.83584704799,
            "underlyingPriceChange": 845.5919667066482,
            "atm": 53.32208342451581,
            "atmChange": -2.2720687755555247,
            "riskReversal25": -10.245209898044408,
            "riskReversal25Change": -0.7612864605666516,
            "riskReversal15": -17.291723844887017,
            "riskReversal15Change": -2.099269557406295,
            "riskReversal10": -23.015969931943182,
            "riskReversal10Change": -3.601574417312868,
            "butterfly25": 4.7992563795218075,
            "butterfly25Change": 0.9871256251819602,
            "butterfly15": 11.663980062950188,
            "butterfly15Change": 2.5751969958024716,
            "butterfly10": 18.170075383246484,
            "butterfly10Change": 4.187479048483993
        },
        {
            "base": "btc",
            "quote": "usd",
            "exchange": "drbt",
            "expirationTimestamp": 1775203200000,
            "daysToExpiration": 3.3333333333333335,
            "underlyingPrice": 66773.31321323414,
            "underlyingPriceChange": 801.5324026079034,
            "atm": 54.323771330035676,
            "atmChange": 0.09296430856697668,
            "riskReversal25": -9.88292348567667,
            "riskReversal25Change": 0.3313015087994913,
            "riskReversal15": -17.22339108067692,
            "riskReversal15Change": -0.845673587563013,
            "riskReversal10": -23.470751666873994,
            "riskReversal10Change": -2.584312384927074,
            "butterfly25": 5.544603300881889,
            "butterfly25Change": 0.6189575146923119,
            "butterfly15": 13.635872821994312,
            "butterfly15Change": 1.8789098854322361,
            "butterfly10": 21.412028418785653,
            "butterfly10Change": 3.3225935151333346
        },
        {
            "base": "btc",
            "quote": "usd",
            "exchange": "drbt",
            "expirationTimestamp": 1775808000000,
            "daysToExpiration": 10.333333333333334,
            "underlyingPrice": 66751.51506573302,
            "underlyingPriceChange": 790.7421954158781,
            "atm": 53.355606314582595,
            "atmChange": -0.17726155844774638,
            "riskReversal25": -11.214382591116426,
            "riskReversal25Change": -0.4129591272885662,
            "riskReversal15": -17.6581197021927,
            "riskReversal15Change": -1.0782800898028384,
            "riskReversal10": -22.212551057972377,
            "riskReversal10Change": -1.8218749009159794,
            "butterfly25": 4.15687993309605,
            "butterfly25Change": 0.6016776683697458,
            "butterfly15": 9.857366007760064,
            "butterfly15Change": 1.396449388260649,
            "butterfly10": 15.10474158485708,
            "butterfly10Change": 2.06879621590447
        },
        {
            "base": "btc",
            "quote": "usd",
            "exchange": "drbt",
            "expirationTimestamp": 1776412800000,
            "daysToExpiration": 17.333333333333332,
            "underlyingPrice": 66734.92109430616,
            "underlyingPriceChange": 767.8198165054346,
            "atm": 52.786529477022846,
            "atmChange": 0.21946842500388897,
            "riskReversal25": -10.183420916042486,
            "riskReversal25Change": -0.524088790515961,
            "riskReversal15": -16.023645060319673,
            "riskReversal15Change": -0.7187633571963303,
            "riskReversal10": -20.16130288231532,
            "riskReversal10Change": -0.7708334669210899,
            "butterfly25": 3.6613265613735706,
            "butterfly25Change": 0.439709168035435,
            "butterfly15": 8.686834201811209,
            "butterfly15Change": 1.0403877108813049,
            "butterfly10": 13.31970592550023,
            "butterfly10Change": 1.5943835760817961
        },
        {
            "base": "btc",
            "quote": "usd",
            "exchange": "drbt",
            "expirationTimestamp": 1777017600000,
            "daysToExpiration": 24.333333333333332,
            "underlyingPrice": 66769.40935573772,
            "underlyingPriceChange": 761.1547767822631,
            "atm": 51.81466626029203,
            "atmChange": 0.4671398153379869,
            "riskReversal25": -9.81886052181921,
            "riskReversal25Change": -0.22773739545914395,
            "riskReversal15": -15.448616345777921,
            "riskReversal15Change": -0.4514290955923883,
            "riskReversal10": -19.422279632083175,
            "riskReversal10Change": -0.6622663488734233,
            "butterfly25": 3.8695790562186403,
            "butterfly25Change": 0.2660326345940405,
            "butterfly15": 9.196845964079628,
            "butterfly15Change": 0.6359128980590896,
            "butterfly10": 14.121460338927946,
            "butterfly10Change": 0.9748421150958251
        },
        {
            "base": "btc",
            "quote": "usd",
            "exchange": "drbt",
            "expirationTimestamp": 1780041600000,
            "daysToExpiration": 59.333333333333336,
            "underlyingPrice": 66925.7663937458,
            "underlyingPriceChange": 791.475743835792,
            "atm": 50.57667695868516,
            "atmChange": 0.018851817867428622,
            "riskReversal25": -9.128186516132189,
            "riskReversal25Change": 0.20870918528706994,
            "riskReversal15": -14.429401624489536,
            "riskReversal15Change": 0.17929378833321152,
            "riskReversal10": -18.231661888110636,
            "riskReversal10Change": 0.06427584368398698,
            "butterfly25": 3.3983176684789385,
            "butterfly25Change": 0.11585302990799562,
            "butterfly15": 8.074554311991463,
            "butterfly15Change": 0.28510090104344954,
            "butterfly10": 12.393826639660759,
            "butterfly10Change": 0.44296547857393875
        },
        {
            "base": "btc",
            "quote": "usd",
            "exchange": "drbt",
            "expirationTimestamp": 1782460800000,
            "daysToExpiration": 87.33333333333333,
            "underlyingPrice": 67101.21907748375,
            "underlyingPriceChange": 815.8611620113079,
            "atm": 49.81557568872005,
            "atmChange": -0.018557064957683167,
            "riskReversal25": -6.876053241793876,
            "riskReversal25Change": 0.30867410397447514,
            "riskReversal15": -11.916563632778455,
            "riskReversal15Change": 0.40966590943714465,
            "riskReversal10": -16.25941744845631,
            "riskReversal10Change": 0.4214370049198237,
            "butterfly25": 3.855925321005614,
            "butterfly25Change": 0.06649553656491491,
            "butterfly15": 9.486681211536492,
            "butterfly15Change": 0.194360726633235,
            "butterfly10": 14.96680778717824,
            "butterfly10Change": 0.3477459211045044
        },
        {
            "base": "btc",
            "quote": "usd",
            "exchange": "drbt",
            "expirationTimestamp": 1790323200000,
            "daysToExpiration": 178.33333333333334,
            "underlyingPrice": 67614.21103627124,
            "underlyingPriceChange": 839.7755951862346,
            "atm": 50.7413566881773,
            "atmChange": -0.3115526607052814,
            "riskReversal25": -8.249123643654464,
            "riskReversal25Change": 0.4492382082180839,
            "riskReversal15": -12.940423298587575,
            "riskReversal15Change": 0.5146875674412072,
            "riskReversal10": -16.22479853930985,
            "riskReversal10Change": 0.43615175111419546,
            "butterfly25": 3.6718031027368028,
            "butterfly25Change": 0.16680044436878916,
            "butterfly15": 8.754088753189777,
            "butterfly15Change": 0.3993083163852731,
            "butterfly10": 13.480269548831203,
            "butterfly10Change": 0.6045426450135523
        },
        {
            "base": "btc",
            "quote": "usd",
            "exchange": "drbt",
            "expirationTimestamp": 1798185600000,
            "daysToExpiration": 269.3333333333333,
            "underlyingPrice": 68296.68511462072,
            "underlyingPriceChange": 816.1051804025628,
            "atm": 51.00858930578338,
            "atmChange": -0.14473501871818684,
            "riskReversal25": -7.361576692874266,
            "riskReversal25Change": 0.015469104004260714,
            "riskReversal15": -11.535080725047642,
            "riskReversal15Change": -0.007016876691409379,
            "riskReversal10": -14.458811148937698,
            "riskReversal10Change": -0.04475872738705533,
            "butterfly25": 3.327124198422169,
            "butterfly25Change": -0.011251136678012585,
            "butterfly15": 7.935770510848769,
            "butterfly15Change": -0.028033301790102882,
            "butterfly10": 12.22740048881613,
            "butterfly10Change": -0.04620298594664973
        },
        {
            "base": "btc",
            "quote": "usd",
            "exchange": "drbt",
            "expirationTimestamp": 1806048000000,
            "daysToExpiration": 360.3333333333333,
            "underlyingPrice": 68927.36411237593,
            "underlyingPriceChange": 787.5765680319018,
            "atm": 51.58353335060506,
            "atmChange": 0.1200907170086225,
            "riskReversal25": -6.054408876643393,
            "riskReversal25Change": -0.2648394238791809,
            "riskReversal15": -9.975199954276931,
            "riskReversal15Change": -0.3459920923207278,
            "riskReversal10": -13.077091571702319,
            "riskReversal10Change": -0.349671557542095,
            "butterfly25": 2.8383168392103357,
            "butterfly25Change": 0.09041363740536212,
            "butterfly15": 6.835599132518169,
            "butterfly15Change": 0.19338494162127517,
            "butterfly10": 10.612376834541877,
            "butterfly10Change": 0.26676848701706035
        }
    ],
    "access": {
        "access_range": {
            "start_timestamp": 1763683200000,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/https://nicole-preprod.k8s.kaiko.ovh/v3/data/derivatives/reference?exchange=drbt&instrument_class=perpetual-future&base_assets=btc&quote_assets=usd&page_size=50'```python

{
    "result": "success",
    "time": "2026-05-22T14:23:32Z",
    "timestamp": 1779459812625,
    "query": {
        "base_assets": "btc",
        "contract_type": "",
        "end_time": "0001-01-01T00:00:00Z",
        "exchange": "drbt",
        "instrument_class": "perpetual-future",
        "max_strike": "0",
        "min_strike": "0",
        "offset": "0",
        "option_type": "",
        "page_size": "1",
        "request_time": "2026-05-22T14:23:32.25632683Z",
        "start_time": "0001-01-01T00:00:00Z"
    },
    "data": [
        {
            "exchange": "drbt",
            "instrument_class": "perpetual-future",
            "instrument": "btc-usd",
            "metadata": null,
            "contract_details": {
                "base": "btc",
                "quote": "usd",
                "settle_method": "cash",
                "settle_timestamp": null,
                "settle_currency": "btc",
                "contract_type": "inverse",
                "contract_periodicity": "perpetual",
                "contract_size": "10",
                "contract_size_unit": "usd",
                "contract_multiplier": "1",
                "funding_rate_frequency": "8h",
                "listing_timestamp": "2018-08-14T10:24:47Z",
                "underlying_type": "index",
                "underlying_index": "btc_usd"
            },
            "status_details": {
                "status": "tradable",
                "last_updated": "2026-03-19T14:02:01Z",
                "created_at": "2026-03-19T14:02:01Z"
            }
        }
    ],
    "continuation_token": "2jtw7jtDEqGviMXUbzCyPMYCregKKZdhgxaB9DNJkoUPV3oYiFzkVi6V1YfyQx4vHaNtqWxE5rQq6yyj5SNp32T1etHnAn5ErCAkp6oyyqZ8PCZ2TsyFrQoCspu8R65fG",
    "next_url": "https://nicole-preprod.k8s.kaiko.ovh/v3/data/derivatives/reference?continuation_token=2jtw7jtDEqGviMXUbzCyPMYCregKKZdhgxaB9DNJkoUPV3oYiFzkVi6V1YfyQx4vHaNtqWxE5rQq6yyj5SNp32T1etHnAn5ErCAkp6oyyqZ8PCZ2TsyFrQoCspu8R65fG",
    "links": {
        "next": "/v3/data/derivatives/reference?base_assets=btc&exchange=drbt&instrument_class=perpetual-future&offset=1&page_size=1&sort=desc"
    },
    "access": {
        "access_range": {
            "start_timestamp": 1688428800000,
            "end_timestamp": 2177539199000
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

{
    "result": "success",
    "time": "2026-05-22T14:25:05Z",
    "timestamp": 1779459905388,
    "query": {
        "base_assets": "btc",
        "contract_type": "",
        "end_time": "0001-01-01T00:00:00Z",
        "exchange": "drbt",
        "instrument_class": "future",
        "max_strike": "0",
        "min_strike": "0",
        "offset": "0",
        "option_type": "",
        "page_size": "1",
        "request_time": "2026-05-22T14:25:05.042089802Z",
        "start_time": "0001-01-01T00:00:00Z"
    },
    "data": [
        {
            "exchange": "drbt",
            "instrument_class": "future",
            "instrument": "btc3may26",
            "metadata": null,
            "contract_details": {
                "base": "btc",
                "quote": "usd",
                "settle_method": "cash",
                "settle_timestamp": "2026-05-03T08:00:00Z",
                "settle_currency": "btc",
                "contract_type": "inverse",
                "contract_periodicity": "daily",
                "contract_size": "10",
                "contract_size_unit": "usd",
                "contract_multiplier": "1",
                "listing_timestamp": "2026-04-29T08:00:12Z",
                "expiry": "2026-05-03T08:00:00Z",
                "underlying_type": "index",
                "underlying_index": "btc_usd"
            },
            "status_details": {
                "status": "expired",
                "last_updated": "2026-05-03T08:02:03Z",
                "created_at": "2026-04-29T09:00:37Z"
            }
        }
    ],
    "continuation_token": "81stiE1UXsBDQ7Rxs7pEGawJddeWa2hjK97BoKxHwGAHVPMq16hbtBwkpFg6XemnGNsbqDPWErKWYPikQS1PMXLQRrawD3SC9xnJEGKCmrvqzmBWGnn",
    "next_url": "https://nicole-preprod.k8s.kaiko.ovh/v3/data/derivatives/reference?continuation_token=81stiE1UXsBDQ7Rxs7pEGawJddeWa2hjK97BoKxHwGAHVPMq16hbtBwkpFg6XemnGNsbqDPWErKWYPikQS1PMXLQRrawD3SC9xnJEGKCmrvqzmBWGnn",
    "links": {
        "next": "/v3/data/derivatives/reference?base_assets=btc&exchange=drbt&instrument_class=future&offset=1&page_size=1&sort=desc"
    },
    "access": {
        "access_range": {
            "start_timestamp": 1688428800000,
            "end_timestamp": 2177539199000
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

{
    "result": "success",
    "time": "2026-05-22T14:26:16Z",
    "timestamp": 1779459976597,
    "query": {
        "base_assets": "btc",
        "contract_type": "",
        "end_time": "0001-01-01T00:00:00Z",
        "exchange": "drbt",
        "instrument_class": "option",
        "max_strike": "0",
        "min_strike": "0",
        "offset": "0",
        "option_type": "",
        "page_size": "1",
        "request_time": "2026-05-22T14:26:16.141321369Z",
        "start_time": "0001-01-01T00:00:00Z"
    },
    "data": [
        {
            "exchange": "drbt",
            "instrument_class": "option",
            "instrument": "btcusdc21jan2686000c",
            "metadata": null,
            "contract_details": {
                "base": "btc",
                "quote": "usdc",
                "settle_method": "cash",
                "settle_timestamp": "2026-01-21T08:00:00Z",
                "settle_currency": "usdc",
                "contract_type": "linear",
                "contract_periodicity": "daily",
                "contract_size": "1",
                "contract_size_unit": "btc",
                "contract_multiplier": "1",
                "listing_timestamp": "2026-01-20T15:09:00Z",
                "expiry": "2026-01-21T08:00:00Z",
                "underlying_type": "index",
                "underlying_index": "btc_usdc",
                "strike_price": "86000",
                "kind": "call",
                "option_type": "european"
            },
            "status_details": {
                "status": "expired",
                "last_updated": "2026-03-19T14:02:01Z",
                "created_at": "2026-03-19T14:02:01Z"
            }
        }
    ],
    "continuation_token": "81stiE1UXsBDQ7Rxs7pEGawJddeWa2hjK97BoKxHwGAHVPMq16hbtBwkpFg6XemnGgL6hNMUcpL8BGgvppEn6Xe6AygJabvj94KQ5Lsr39eX8wUX1Vk",
    "next_url": "https://nicole-preprod.k8s.kaiko.ovh/v3/data/derivatives/reference?continuation_token=81stiE1UXsBDQ7Rxs7pEGawJddeWa2hjK97BoKxHwGAHVPMq16hbtBwkpFg6XemnGgL6hNMUcpL8BGgvppEn6Xe6AygJabvj94KQ5Lsr39eX8wUX1Vk",
    "links": {
        "next": "/v3/data/derivatives/reference?base_assets=btc&exchange=drbt&instrument_class=option&offset=1&page_size=1&sort=desc"
    },
    "access": {
        "access_range": {
            "start_timestamp": 1688428800000,
            "end_timestamp": 2177539199000
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

{
    "result": "success",
    "time": "2026-05-22T14:33:33Z",
    "timestamp": 1779460413054,
    "query": {
        "base_assets": "btc",
        "contract_type": "",
        "end_time": "0001-01-01T00:00:00Z",
        "exchange": "drbt",
        "instrument_class": "future_combo",
        "max_strike": "0",
        "min_strike": "0",
        "offset": "0",
        "option_type": "",
        "page_size": "2",
        "request_time": "2026-05-22T14:33:32.674149702Z",
        "start_time": "0001-01-01T00:00:00Z"
    },
    "data": [
        {
            "exchange": "drbt",
            "instrument_class": "future_combo",
            "instrument": "btcfs13apr2610apr26",
            "metadata": null,
            "contract_details": {
                "base": "btc",
                "quote": "usd",
                "settle_method": "cash",
                "settle_timestamp": "2026-04-10T08:00:00Z",
                "settle_currency": "btc",
                "contract_type": "inverse",
                "contract_periodicity": "weekly",
                "contract_size": "10",
                "contract_size_unit": "usd",
                "contract_multiplier": "1",
                "listing_timestamp": "2026-04-09T08:00:12Z",
                "expiry": "2026-04-10T08:00:00Z",
                "underlying_type": "index",
                "underlying_index": "btc_usd",
                "combo_details": {
                    "combo_type": "spread",
                    "combo_structure": [
                        {
                            "leg_symbol": "BTC-13APR26",
                            "leg_side": "buy",
                            "leg_multiplier": "1"
                        },
                        {
                            "leg_symbol": "BTC-10APR26",
                            "leg_side": "sell",
                            "leg_multiplier": "1"
                        }
                    ]
                }
            },
            "status_details": {
                "status": "expired",
                "last_updated": "2026-04-10T08:01:42Z",
                "created_at": "2026-04-09T09:00:22Z"
            }
        }
    ],
    "continuation_token": "GRHx3R5pjLAU2SNRDiECw4PpBQh3RCLxb8uHK5kiWiXF9xVCssFzhqmWwEFGtv9XPNMJ8TKWvW6dtdWNjB2XXCevZKbauXn2ic1387zTNhaP2Y3KxKssjerr6ne",
    "next_url": "https://nicole-preprod.k8s.kaiko.ovh/v3/data/derivatives/reference?continuation_token=GRHx3R5pjLAU2SNRDiECw4PpBQh3RCLxb8uHK5kiWiXF9xVCssFzhqmWwEFGtv9XPNMJ8TKWvW6dtdWNjB2XXCevZKbauXn2ic1387zTNhaP2Y3KxKssjerr6ne",
    "links": {
        "next": "/v3/data/derivatives/reference?base_assets=btc&exchange=drbt&instrument_class=future_combo&offset=1&page_size=2&sort=desc"
    },
    "access": {
        "access_range": {
            "start_timestamp": 1688428800000,
            "end_timestamp": 2177539199000
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

Raw trades

Level 1 & Level 2 Data [Level 1 Tick-Level Tier]
Level 1 & Level 2 Data [Level 2 Aggregations Tier]
Level 1 & Level 2 Data [Level 2 Tick-Level Tier]

What is this endpoint for?

Endpoint

https://{region}.market-api.kaiko.io/v3/data/trades.v1/exchanges/{exchange}/{instrument_class}/{instrument}/trades

Path Parameters

Parameter

Required?

Description

region

Yes

Parameter

Required

Description

Field

Description

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "cbse" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = "100"
start_time= "2023-01-01T00:00:00Z"
end_time= "2023-01-01T00:03:00Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v3/data/trades.v1/exchanges/{exchange}/{instrument_class}/{pair}/trades'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size))

{
    "query": {
        "page_size": 100,
        "exchange": "bfnx",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "sort": "desc",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-11-12T16:33:20.575Z"
    },
    "time": "2020-11-12T16:33:20.869Z",
    "timestamp": 1605198800869,
    "data": [
        {
            "timestamp": 1605198775855,
            "trade_id": "522419198",
            "price": "16026",
            "amount": "0.025",
            "taker_side_sell": true
        },
        {
            "timestamp": 1605198775031,
            "trade_id": "522419197",
            "price": "16026",
            "amount": "0.01",
            "taker_side_sell": true
        },
  /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd28vrmb1cwaxfykuJBKAABhNi1Bfv1EY55P3QPSnYnm8VuX1LqLhA2d3yVfYgMKtfBYxJg7sHrkTfkQGysW23Lm9Lp9rsVpVk2Esmgz9VQZvNE4xWN8hh3LgLrCa7ty4B3YGCwtH",
  "next_url": "https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/bfnx/spot/btc-usd/trades?continuation_token=rbd28vrmb1cwaxfykuJBKAABhNi1Bfv1EY55P3QPSnYnm8VuX1LqLhA2d3yVfYgMKtfBYxJg7sHrkTfkQGysW23Lm9Lp9rsVpVk2Esmgz9VQZvNE4xWN8hh3LgLrCa7ty4B3YGCwtH",
  "access": {
    "access_range": {
      "start_timestamp": null,
      "end_timestamp": null
    },
    "data_range": {
      "start_timestamp": null,
      "end_timestamp": null
    }
  }
}

{
    "query": {
        "page_size": 100,
        "exchange": "bfnx",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "sort": "desc",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-11-12T16:33:20.575Z"
    },
    "time": "2020-11-12T16:33:20.869Z",
    "timestamp": 1605198800869,
    "data": [
        {
            "timestamp": 1605198775855,
            "trade_id": "522419198",
            "price": "16026",
            "amount": "0.025",
            "taker_side_sell": true
        },
        {
            "timestamp": 1605198775031,
            "trade_id": "522419197",
            "price": "16026",
            "amount": "0.01",
            "taker_side_sell": true
        },
  /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd28vrmb1cwaxfykuJBKAABhNi1Bfv1EY55P3QPSnYnm8VuX1LqLhA2d3yVfYgMKtfBYxJg7sHrkTfkQGysW23Lm9Lp9rsVpVk2Esmgz9VQZvNE4xWN8hh3LgLrCa7ty4B3YGCwtH",
  "next_url": "https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/bfnx/spot/btc-usd/trades?continuation_token=rbd28vrmb1cwaxfykuJBKAABhNi1Bfv1EY55P3QPSnYnm8VuX1LqLhA2d3yVfYgMKtfBYxJg7sHrkTfkQGysW23Lm9Lp9rsVpVk2Esmgz9VQZvNE4xWN8hh3LgLrCa7ty4B3YGCwtH",
  "access": {
    "access_range": {
      "start_timestamp": null,
      "end_timestamp": null
    },
    "data_range": {
      "start_timestamp": null,
      "end_timestamp": null
    }
  }
}

Value at risk calculation

Kaiko Portfolio Risk & Performance

What is this endpoint for?

This endpoints helps you calculate Value at Risk (VaR) and stressed VaR. Computed by a proprietary and thoroughly backtested methodology that accounts for the idiosyncrasies of crypto market structure. By convention, it's a forecasting VaR, i.e., the prediction of the potential loss for the next day. It includes a mixture parameter that can provide either the VaR, the stressed VaR, or a combination of the two (see the stress_parameter below).

Endpoint

https://us.market-api.kaiko.io/v2/data/analytics.v2/value_at_risk

Parameters

Parameter

Required

Description

Parameter

Description

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/analytics.v2/value_at_risk?bases=eth,btc,ltc&quantities=3,2,5&quote=usd&risk_level=0.95&start_time=2025-12-01T00:00:00.000Z&end_time=2025-12-05T00:00:00.000Z&stress_parameter=0.5'

##### 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"
quantities = "1,10"
risk_level = "0.95"
start_time = "2021-12-01T00:00:00.000Z"
end_time = "2022-01-31T00:00:00.000Z"

# ---- Optional parameters ---- #
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, quantities: str, risk_level: str, start_time: str, end_time: str, sources: bool = None):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/analytics.v2/value_at_risk'
    params = {
        "bases": bases,
        "quote": quote,
        "quantities": quantities,
        "risk_level": risk_level,
        "start_time": start_time,
        "end_time": end_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, quantities=quantities, risk_level=risk_level, start_time=start_time, end_time=end_time, sources=sources)
print (df)

{
    "query": {
        "bases": "eth,btc,ltc",
        "quote": "usd",
        "quantities": [
            3,
            2,
            5
        ],
        "exchanges": "",
        "risk_level": 0.95,
        "sources": false,
        "data_version": "v2",
        "commodity": "analytics",
        "request_time": "2026-04-01T14:02:10.954Z",
        "reporting_currency": ""
    },
    "time": "2026-04-01T14:02:11.316Z",
    "timestamp": 1775052131316,
    "data": [
        {
            "var_time": 1764547200000,
            "value_at_risk": {
                "value": 14051.3051028357,
                "risk_level": 0.95
            }
        },
        {
            "var_time": 1764633600000,
            "value_at_risk": {
                "value": 13896.656231419009,
                "risk_level": 0.95
            }
        },
        {
            "var_time": 1764720000000,
            "value_at_risk": {
                "value": 14243.618215415132,
                "risk_level": 0.95
            }
        },
        {
            "var_time": 1764806400000,
            "value_at_risk": {
                "value": 14366.155261745589,
                "risk_level": 0.95
            }
        },
        {
            "var_time": 1764892800000,
            "value_at_risk": {
                "value": 14317.703400730708,
                "risk_level": 0.95
            }
        }
    ],
    "start_date": "2021-12-01T00:00:00.000Z",
    "access": {
        "access_range": {
            "start_timestamp": 1763683200,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

https://us.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_surface?base=btc&quote=usd&exchanges=drbt%2Cokex&value_time=2024-09-12T10%3A00%3A00.000Z&expiry_list=2024-09-20T08%3A00%3A00.000Z%2C2024-09-27T08%3A00%3A00.000Z%2C2024-10-04T08%3A00%3A00.000Z%2C2024-10-25T08%3A00%3A00.000Z%2C2024-11-08T08%3A00%3A00.000Z&delta_min=0.1&delta_max=0.9&delta_step=0.1

https://us.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_surface?base=btc&quote=usd&exchanges=drbt&value_time=2024-09-12T10%3A00%3A00.000Z&tte_min=0.01&tte_max=1.&tte_step=0.02&f_log_m_min=-0.5&f_log_m_max=0.5&f_log_m_step=0.5

https://us.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_surface?base=btc&quote=usd&exchanges=drbt&value_time=2024-09-12T10%3A00%3A00.000Z&tte_min=0.01&tte_max=1.&tte_step=0.02&strike_list=55000%2C56000%2C57000%2C58000%2C59000%2C60000

{
    "query":{
       "base":"btc",
       "quote":"usd",
       "exchanges":[
          "drbt",
          "okex"
       ],
       "value_time":"2024-09-12T10:00:00.000Z",
       "data_version":"v2",
       "commodity":"analytics",
       "request_time":"2024-09-12T17:12:07.699Z"
    },
    "time":"2024-09-12T17:12:07.699Z",
    "timestamp":1726161128874,
    "complete_output":true,
    "data":[
       {
          "value_time":"2024-09-12T10:00:00.000Z",
          "expiry":"2024-09-20T08:00:00.000Z",
          "time_to_expiry":0.021689497716894976,
          "implied_volatilities":[
             {
                "implied_volatility":0.55567045411767,
                "delta":0.1,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5304086533216835,
                "delta":0.2,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5204807466788227,
                "delta":0.30000000000000004,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5176080670107802,
                "delta":0.4,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5198235126846833,
                "delta":0.5,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5271474253673343,
                "delta":0.6,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5412722397557681,
                "delta":0.7,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5672860200574902,
                "delta":0.7999999999999999,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.6234279466167519,
                "delta":0.8999999999999999,
                "interest_rate":0.05222290146213202,
                "current_spot":58033.01112255454
             }
          ]
       },
       {
          "value_time":"2024-09-12T10:00:00.000Z",
          "expiry":"2024-09-27T08:00:00.000Z",
          "time_to_expiry":0.0408675799086758,
          "implied_volatilities":[
             {
                "implied_volatility":0.5621097108504748,
                "delta":0.1,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5272061410113572,
                "delta":0.2,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5131506051610666,
                "delta":0.30000000000000004,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5082456534252546,
                "delta":0.4,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5095651826004636,
                "delta":0.5,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.51677777797711,
                "delta":0.6,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5314642342464321,
                "delta":0.7,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5587288797341338,
                "delta":0.7999999999999999,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.6167183766301421,
                "delta":0.8999999999999999,
                "interest_rate":0.052497499225334636,
                "current_spot":58033.01112255454
             }
          ]
       },
       {
          "value_time":"2024-09-12T10:00:00.000Z",
          "expiry":"2024-10-04T08:00:00.000Z",
          "time_to_expiry":0.06004566210045662,
          "implied_volatilities":[
             {
                "implied_volatility":0.5666208561497174,
                "delta":0.1,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5323692982650756,
                "delta":0.2,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5186955773995799,
                "delta":0.30000000000000004,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5138985541028067,
                "delta":0.4,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5150201900956664,
                "delta":0.5,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5216164561118771,
                "delta":0.6,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5349940736116142,
                "delta":0.7,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.5595467577751186,
                "delta":0.7999999999999999,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             },
             {
                "implied_volatility":0.6109550611499716,
                "delta":0.8999999999999999,
                "interest_rate":0.06524195117082478,
                "current_spot":58033.01112255454
             }
          ]
       },
       {
          "value_time":"2024-09-12T10:00:00.000Z",
          "expiry":"2024-10-25T08:00:00.000Z",
          "time_to_expiry":0.11757990867579908,
          "implied_volatilities":[
             {
                "implied_volatility":0.5922138420961504,
                "delta":0.1,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             },
             {
                "implied_volatility":0.5520922097809197,
                "delta":0.2,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             },
             {
                "implied_volatility":0.5329630080551225,
                "delta":0.30000000000000004,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             },
             {
                "implied_volatility":0.5231218680220053,
                "delta":0.4,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             },
             {
                "implied_volatility":0.5194493140150083,
                "delta":0.5,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             },
             {
                "implied_volatility":0.5213876755567547,
                "delta":0.6,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             },
             {
                "implied_volatility":0.5302377211015243,
                "delta":0.7,
                "interest_rate":0.06444166091264596,
                "current_spot":58033.0026110549
             },
             {
                "implied_volatility":0.550749699660159,
                "delta":0.7999999999999999,
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               "implied_volatility":0.6545992332787502,
               "delta":0.24713526484222675,
               "gamma":1.031334487396154e-05,
               "interest_rate":0.08010973270130059,
               "current_spot":58026.017808387805
            }
         ]
      },
      {
         "value_time":"2024-09-12T10:00:00.000Z",
         "expiry":"2025-05-14T23:12:00.000Z",
         "time_to_expiry":0.6700000000000003,
         "implied_volatilities":[
            {
               "strike":37127.88774369526,
               "forward_log_moneyness":-0.5,
               "implied_volatility":0.6415140160163469,
               "delta":0.8877687277943976,
               "gamma":6.260631535694374e-06,
               "interest_rate":0.07981624712440716,
               "current_spot":58026.017808387805
            },
            {
               "strike":61213.53825919696,
               "forward_log_moneyness":0,
               "implied_volatility":0.612071671149257,
               "delta":0.5989000835645941,
               "gamma":1.3299050215267482e-05,
               "interest_rate":0.07981624712440716,
               "current_spot":58026.017808387805
            },
            {
               "strike":100924.06258275412,
               "forward_log_moneyness":0.5,
               "implied_volatility":0.65499923191197,
               "delta":0.25317804599616633,
               "gamma":1.0282962689178526e-05,
               "interest_rate":0.07981624712440716,
               "current_spot":58026.017808387805
            }
         ]
      },
      {
         "value_time":"2024-09-12T10:00:00.000Z",
         "expiry":"2025-05-22T06:24:00.000Z",
         "time_to_expiry":0.6900000000000003,
         "implied_volatilities":[
            {
               "strike":37179.67341383548,
               "forward_log_moneyness":-0.5,
               "implied_volatility":0.6405036965118509,
               "delta":0.8860519237238551,
               "gamma":6.246264239749656e-06,
               "interest_rate":0.07952276154751373,
               "current_spot":58026.017808387805
            },
            {
               "strike":61298.918395074594,
               "forward_log_moneyness":0,
               "implied_volatility":0.6130125011315778,
               "delta":0.6004852115270767,
               "gamma":1.3071231456072592e-05,
               "interest_rate":0.07952276154751373,
               "current_spot":58026.017808387805
            },
            {
               "strike":101064.83062887086,
               "forward_log_moneyness":0.5,
               "implied_volatility":0.6553758189043412,
               "delta":0.2590584146129957,
               "gamma":1.0249013592927193e-05,
               "interest_rate":0.07952276154751373,
               "current_spot":58026.017808387805
            }
         ]
      },
      {
         "value_time":"2024-09-12T10:00:00.000Z",
         "expiry":"2025-05-29T13:36:00.000Z",
         "time_to_expiry":0.7100000000000003,
         "implied_volatilities":[
            {
               "strike":37231.0942400669,
               "forward_log_moneyness":-0.5,
               "implied_volatility":0.6395488327214849,
               "delta":0.8844001035011674,
               "gamma":6.230324045352499e-06,
               "interest_rate":0.0792292759706203,
               "current_spot":58026.017808387805
            },
            {
               "strike":61383.69700503932,
               "forward_log_moneyness":0,
               "implied_volatility":0.6138990043014603,
               "delta":0.6020435868367855,
               "gamma":1.2853883311090034e-05,
               "interest_rate":0.0792292759706203,
               "current_spot":58026.017808387805
            },
            {
               "strike":101204.60692642008,
               "forward_log_moneyness":0.5,
               "implied_volatility":0.6557309913873326,
               "delta":0.26478390290780807,
               "gamma":1.0211992300442549e-05,
               "interest_rate":0.0792292759706203,
               "current_spot":58026.017808387805
            }
         ]
      },
      {
         "value_time":"2024-09-12T10:00:00.000Z",
         "expiry":"2025-06-05T20:48:00.000Z",
         "time_to_expiry":0.7300000000000003,
         "implied_volatilities":[
            {
               "strike":37282.14850966782,
               "forward_log_moneyness":-0.5,
               "implied_volatility":0.6386449777790982,
               "delta":0.8828103219385111,
               "gamma":6.212991687141015e-06,
               "interest_rate":0.07893579039372686,
               "current_spot":58026.017808387805
            },
            {
               "strike":61467.87126529042,
               "forward_log_moneyness":0,
               "implied_volatility":0.6147357566966473,
               "delta":0.6035764200733317,
               "gamma":1.2646216898623222e-05,
               "interest_rate":0.07893579039372686,
               "current_spot":58026.017808387805
            },
            {
               "strike":101343.38681974151,
               "forward_log_moneyness":0.5,
               "implied_volatility":0.6560665256009832,
               "delta":0.27036160810226006,
               "gamma":1.0172330142380753e-05,
               "interest_rate":0.07893579039372686,
               "current_spot":58026.017808387805
            }
         ]
      },
      {
         "value_time":"2024-09-12T10:00:00.000Z",
         "expiry":"2025-06-13T04:00:00.000Z",
         "time_to_expiry":0.7500000000000003,
         "implied_volatilities":[
            {
               "strike":37332.83452047616,
               "forward_log_moneyness":-0.5,
               "implied_volatility":0.6377881481692333,
               "delta":0.8812797952940707,
               "gamma":6.1944284641286705e-06,
               "interest_rate":0.07864230481683343,
               "current_spot":58026.017808387805
            },
            {
               "strike":61551.43836943706,
               "forward_log_moneyness":0,
               "implied_volatility":0.6155268341913215,
               "delta":0.6050848319514089,
               "gamma":1.244752432371126e-05,
               "interest_rate":0.07864230481683343,
               "current_spot":58026.017808387805
            },
            {
               "strike":101481.16568187889,
               "forward_log_moneyness":0.5,
               "implied_volatility":0.656384006613938,
               "delta":0.27579821630855184,
               "gamma":1.0130403849647117e-05,
               "interest_rate":0.07864230481683343,
               "current_spot":58026.017808387805
            }
         ]
      },
      {
         "value_time":"2024-09-12T10:00:00.000Z",
         "expiry":"2025-06-20T11:12:00.000Z",
         "time_to_expiry":0.7700000000000004,
         "implied_volatilities":[
            {
               "strike":37383.15058098387,
               "forward_log_moneyness":-0.5,
               "implied_volatility":0.6369747648763131,
               "delta":0.8798058920082439,
               "gamma":6.174778511045466e-06,
               "interest_rate":0.07834881923994,
               "current_spot":58026.017808387805
            },
            {
               "strike":61634.39552865396,
               "forward_log_moneyness":0,
               "implied_volatility":0.6162758790483663,
               "delta":0.6065698624154641,
               "gamma":1.2257168284623043e-05,
               "interest_rate":0.07834881923994,
               "current_spot":58026.017808387805
            },
            {
               "strike":101617.93891483666,
               "forward_log_moneyness":0.5,
               "implied_volatility":0.6566848533704227,
               "delta":0.2811000263712149,
               "gamma":1.0086543002522495e-05,
               "interest_rate":0.07834881923994,
               "current_spot":58026.017808387805
            }
         ]
      }
   ],
   "result":"success",
   "access":{
      "access_range":{
         "start_timestamp":1262304000000,
         "end_timestamp":1924991999000
      },
      "data_range":{
         "start_timestamp":1262304000000,
         "end_timestamp":1924991999000
      }
   }
}

tte_step

delta_max

delta_step

deltas

delta_min

delta_max

delta_step

deltas

delta_min

delta_max

delta_step

deltas

delta_min

delta_max

delta_step

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/ob_aggregations/full?page_size=10&slippage=100000&interval=1h&start_time=2019-12-04T00:00:00Z&end_time=2019-12-06T00:00:00Z'

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "krkn" 
instrument_class = "spot"
pair = "btc-usd" #called "instrument" in the documentation

# ---- Optional parameters ---- #
sort = "desc"
page_size = 100
start_time= "2025-03-03T00:00:00Z"
end_time= "2025-03-05T00:00:00Z"

# ---- 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, pair: str, instrument_class: str, start_time: str, end_time: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{pair}/snapshots/slippage'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size
    }

    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, pair=pair, instrument_class=instrument_class, start_time=start_time, end_time=end_time ,sort=sort, page_size=int(page_size))

{
    "query": {
        "page_size": 10,
        "exchange": "krkn",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1h",
        "slippage": 100000,
        "slippage_ref": "mid_price",
        "sort": "desc",
        "aggregation": "full",
        "data_version": "v1",
        "commodity": "order_book_snapshots",
        "request_time": "2020-05-26T14:46:00.561Z"
    },
    "time": "2020-05-26T14:46:03.776Z",
    "timestamp": 1590504363776,
    "data": [
        {
            "poll_timestamp": 1590501600000,
            "ask_slippage": "0.00032766083806437735",
            "bid_slippage": "0.0002206511273162024",
            "bid_volume0_1": "31.751239130434783",
            "bid_volume0_2": "87.33763043478261",
            "bid_volume0_3": "139.32403260869566",
            "bid_volume0_4": "177.62314130434783",
            "bid_volume0_5": "206.71984782608695",
            "bid_volume0_6": "251.4888043478261",
            "bid_volume0_7": "287.1503043478261",
            "bid_volume0_8": "317.3515869565217",
            "bid_volume0_9": "335.79671739130436",
            "bid_volume1": "352.03117391304346",
            "bid_volume1_5": "419.0988260869565",
            "bid_volume2": "470.6285",
            "bid_volume4": "859.7884347826086",
            "bid_volume6": "1134.0595760869564",
            "bid_volume8": "1134.4657173913045",
            "bid_volume10": "1134.4657173913045",
            "ask_volume0_1": "21.558043478260867",
            "ask_volume0_2": "37.20532608695652",
            "ask_volume0_3": "78.02648913043478",
            "ask_volume0_4": "143.83753260869565",
            "ask_volume0_5": "192.98572826086954",
            "ask_volume0_6": "235.31961956521738",
            "ask_volume0_7": "280.5659565217391",
            "ask_volume0_8": "309.4857717391304",
            "ask_volume0_9": "327.8923152173913",
            "ask_volume1": "341.79707608695657",
            "ask_volume1_5": "411.3568043478261",
            "ask_volume2": "475.6048586956521",
            "ask_volume4": "885.1007826086956",
            "ask_volume6": "1263.1216413043478",
            "ask_volume8": "1364.2838369565218",
            "ask_volume10": "1364.2838369565218",
            "mid_price": "8830.427717391303",
            "spread": "1.175"
        }
      /* ... */
    ],
    "result": "success",
    "access": {
        "access_range": {
            "start_timestamp": null,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}

Ethereum

Kaiko Blockchain Monitoring

When Ethereum is your chosen blockchain.

What is this endpoint for?

This endpoint offers in-depth insights into Ethereum wallets including transfers and wallet balances over time.

Blockchain Monitoring can also be accessed through Google BigQuery. See for more information.

Endpoint

https://us.market-api.kaiko.io/v2/data/wallet.v1/audit

Parameters

Parameter

Description

Example

Required?

blockchain

Field

Description

Example

Value

Description

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

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
blockchain = "ethereum" 

# ---- Optional parameters ---- #
start_time = "2025-03-05T00:00:00Z"
end_time = "2025-03-05T00:02:00Z"
page_size = 100
sort = "desc"
transaction_hash = None
user_address = None
token_address = 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, blockchain: str, start_time: str, end_time: str, page_size: int, sort: str, transaction_hash: str, user_address: str, token_address: str):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/wallet.v1/audit'
    params = {
        "blockchain": blockchain,
        "start_time": start_time,
        "end_time": end_time,
        "page_size": page_size,
        "sort": sort,
        "transaction_hash": transaction_hash,
        "user_address": user_address,
        "token_address": token_address
    }

    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, blockchain=blockchain, start_time=start_time, end_time=end_time, page_size=page_size, sort=sort, transaction_hash=transaction_hash, user_address=user_address, token_address=token_address)
print (df)

{
  "query":
    {
        "live": "False",
        "start_time": "2024-01-01T00:00:00.000Z",
        "end_time": "2024-01-02T00:00:00.000Z",
        "start_block": 0,
        "end_block": 0,
        "page_size": 100,
        "sort": "0",
        "data_version": "v1",
        "commodity": "wallet_data",
        "request_time": "2024-01-01T00:00:00.000Z"
    },
    "time": "2024-01-01T00:00:00.000Z",
    "timestamp": 1732530743000,
    "access":
    {
        "access_range":
        {
            "start_timestamp": 1073001600000,
            "end_timestamp": "None"
        },
        "data_range":
        {
            "start_timestamp": "None",
            "end_timestamp": "None"
        }
    },
    "data":
    [
    	{
            "chain": "ethereum",
            "block_number": 21264197,
            "timestamp": 1732530743000000000,
            "user_address": "0xd2674da94285660c9b2353131bef2d8211369a4b",
            "transaction_hash": "0x4ae1bc32d34a7b66fd23c6527a46cf9bb3158452044eea43762e351aa2fdabca",
            "transaction_type": "coin_transfer",
            "transaction_index": 188,
            "ordinal": 0,
            "sender_address": "0xd2674da94285660c9b2353131bef2d8211369a4b",
            "receiver_address": "0x90cdc2572f170178ac5027af0dcf141870a962e3",
            "initiator_address": "0xd2674da94285660c9b2353131bef2d8211369a4b",
            "token_symbol": "ETH",
            "token_address": "0",
            "direction": "out",
            "amount": 0.00237201,
            "amount_usd": 8.217764039189689,
            "balance_after": 6966.056486974737,
            "balance_after_usd": 24133712.966482032
        },
        /* ... */
    ],
    "continuation_token": "xxx",
    "next_url": "https://us.market-api.kaiko.io/v2/data/wallet.v1/audit?continuation_token=xxx"
    }
}

REST API

General

Market open and close

Rate limiting

Reference Data

Data Feeds

CEFI SPOT MARKET DATA

Price slippage (aggregation)

What is this endpoint for?

Endpoint

Path Parameters

CEFI DERIVATIVE MARKET DATA

Derivative liquidation events

What is this endpoint for?

Endpoint

Path Parameters

DEFI SPOT MARKET DATA

DEFI LENDING & BORROWING MARKET DATA

ANALYTICS

State price

What is this endpoint for?

Expected shortfall calculation

What is this endpoint for?

Endpoint

Parameters

Monitoring

Kaiko Market Explorer

Supply and Market Cap

Bitcoin

Misc, Custom, & Legacy endpoints

State price

What is this endpoint for?

Endpoint

Parameters

Fields

Response Example

This data is included in the following Kaiko packages:

Supply and Market Cap

Price slippage (aggregation)

What is this endpoint for?

Endpoint

Path Parameters

Query Parameters

Fields

Request examples

Response example

This data is included in the following Kaiko packages:

Derivative liquidation events

What is this endpoint for?

Endpoint

Path Parameters

Query Parameters

Fields

Request examples

Response example

This data is available as an add-on for the following Kaiko packages:

Kaiko Market Explorer

Bitcoin

What are these endpoint for?

Rate limiting

Market open and close

Expected shortfall calculation

What is this endpoint for?

Endpoint

Parameters

Fields

Request examples

Response example

This data is included in the following Kaiko packages:

Authentication

DeFi protocol codes

What is this endpoint for?

Endpoint

Parameters

Fields

Request example

Response example

Envelope

This data is included in the following Kaiko packages:

Exchange codes