Only this pageAll pages
Powered by GitBook
1 of 89

REST API

General

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Data Feeds

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

ANALYTICS Solutions

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Monitoring Solutions

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Loading...

Misc, Custom, & Legacy endpoints

Loading...

Loading...

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.

API input

Header

When interacting with Kaiko HTTP APIs, you are expected to pass two pieces of information in a header:

  • Accept: application/json: API responses will be in JSON format.

  • Accept-Encoding: gzip: All our endpoints benefit from use of compression.

Timestamp input

All time parameters are in UTC time zone and returned in the following ISO 8601 datetime format:

YYYY-MM-DDThh:mm:ss.sssZ

For example:

2017-12-17T13:35:24.351Z

The "T" separates the date from the time. The trailing "Z" indicates UTC time.

Exchange codes

Find exchange codes here: .

Instrument codes

Find instrument codes here: .

Introduction

Welcome to the Kaiko REST API documentation.

Get started with the menu on the left.

⬅️ ⬅️ ⬅️

curl --compressed -H 'Accept: application/json' 'https://<api_hostname>/<endpoint>'

API output

Getting Started

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.

Timestamp

All Kaiko data is timestamped in the UTC time zone. All timestamps are returned as millisecond Unix timestamps (the number of milliseconds elapsed since 1970-01-01 00:00:00.000 UTC). For metadata fields, times are also returned in millisecond-resolution ISO 8601 datetime strings in the same format as input for convenience.

Data versioning

Kaiko takes transparency and accountability very seriously. Therefore, our provided datasets are versioned. Dataset versioning is orthogonal to API versioning. Any potential breaking changes in results (e.g. semantical changes or corrections of historically incorrect data) will result in a new dataset version - no corrections or adjustments will be done in the dark. Addition of new data will not result in a new dataset version. Data is versioned on a per-base-data level.

The versioning is selected by selecting a base data set and a version. All current Market Data API endpoints take the commodity and data_version parameters.

By setting this to latest, you will get the most recent version. The returned version is always included in the query field and can be referred to if you would ever need to compare results, should we ever need to adjust historical data. Paginating over a request with version set to latest will preserve the current version across subsequent pagination requests.

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

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 an error message will occur. If you'd like to discuss rate-limiting, please contact [email protected].

Introduction

Basic information about Kaiko Data Feeds.

About our Data Feeds

Our Data feeds help with front and mid-office operations, business intelligence, and risk management. We offer Level 1 and Level 2 market data, alongside crypto reference insight.

Level 1 & Level 2 Data

Level 1 Aggregations

Level 1 Tick-Level

Level 2 Aggregations

Level 2 Tick-Level

Reference Data

Basic tier

Advanced tier

Introduction

About our Analytics Solutions

Proprietary data analytics solutions for risk analysis, fair value pricing for marking, and derivatives listings.

Established assets

Emerging assets

Kaiko Derivatives Risk Indicators

Forecast market volatility with implied volatility models and access real-time contract-level derivatives data, including trading volume, open interest, funding rates, and options Greeks.

Kaiko Portfolio & Risk Management

Analyze and report portfolio performance and measure potential investment losses.

Supply and Market Cap

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

Kaiko Blockchain Monitoring

Solana Wallets

What is this endpoint for?

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

Kaiko Fair Market Value

Accurately value your digital assets to meet fair value standards and regulatory requirements.

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>

Ethereum Wallets

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.

Bitcoin Wallets

What are these endpoint for?

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 .

Envelope

All API responses are in JSON format. A result field, with a value of success or error is returned with each request. In the event of an error, a message field will provide an error message.

An access object is also echoed back. It contains two ranges of timestamps:

  • access_range

Error codes

All API responses are in JSON format. A result field, with a value of success or error is returned with each request. In the event of an error, a message field will provide an error message.

HTTP error codes

The Kaiko platform API uses the following error codes:

Error Code
Meaning

Asset codes

What is this endpoint for?

This endpoint retrieves a list of assets and associated codes.

Endpoint

DeFi protocol codes

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

Blockchain codes

What is this endpoint for?

This endpoint retrieves the list of blockchains and associated codes.

Endpoint

Parameters

No parameters supported

Fields

Field
Description

id

The blockchain's id in our reference data.

name

The blockchain's name in our reference data.

is_evm

If the blockchain is EVM-Compatible or not.

Request example

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

Response example

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

{
    "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},
        /* ... */
    ]
}
https://reference-data-api.kaiko.io/v1/blockchains
: The time range for which the Client has access to the API
  • data_range : The time range of data the Client is authorized to access

  • Key
    Data type
    Description

    access

    {}

    Time ranges of accesses.

    data

    [] | {}

    Response result data.

    400

    Bad Request

    401

    Unauthorized -- You are not authenticated properly. See

    403

    Forbidden -- You don't have access to the requested resource.

    404

    Not Found

    405

    Method Not Allowed

    Parameters

    No parameters supported

    Fields

    Field
    Description

    asset_class

    The asset's primary asset class

    asset_classes

    The asset's secondary asset classes

    code

    Kaiko identifier for the asset.

    Request example

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

    Response example

    {
      "result": "success",
      "data": [
        {
          "code": "btc",
          "name": "Bitcoin",
          "asset_class": "cryptocurrency",
          "asset_classes": [
            "cryptocurrency"
          ]
        },
        {
          "code": "bch",
          "name": "Bitcoin Cash",
          "asset_class": "crypto
    https://reference-data-api.kaiko.io/v1/assets

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

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

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

    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 takes 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

    Browsing pages when using Python

    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.

    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.

    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

    Request example

    Response example

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

    message

    string

    Error message, if query was not successful.

    query

    {}

    All handled query parameters echoed back.

    result

    string

    success if query successful, error otherwise.

    time

    string

    The current time at our endpoint.

    timestamp

    long

    The current time at our endpoint.

    name

    The asset name

    406

    Not Acceptable

    429

    Rate limit reached

    500

    Internal Server Error -- We had a problem with our service. Try again later.

    503

    Service Unavailable -- We're temporarily offline for maintenance.

    Authentication
    .

    continuation_token

    No

    page_size

    No

    Maximum number of records to return in one response

    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)}")

    code

    Kaiko identifier for the exchange.

    kaiko_legacy_slug

    Identifier used in delivery of aggregated data.

    name

    The exchange name.

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

    We strive to use only one exchange code to cover all the instrument classes such as spot, futures and etc. However, due the legacy issues, we might use different exchange codes for one exchange. The following exchanges are the exchanges that have more than one exchange codes, covering different instrument classes.

    • Binance

    • Bybit

    • Huobi

    • Kraken

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

    On-Chain 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.

    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

    No parameters supported

    Fields

    Field
    Description

    Request example

    Response example

    "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.

    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, and we'll process your access request in partnership with Broadridge.

    CME

    CME Fixing Prices

    What is this endpoint for?

    CME Group publishes fixing prices, typically calculated based on the volume-weighted average price (VWAP) of contracts traded during a pre-defined window of time. These price references are used to determine the exercise and assignment of options positions at expiration and serve as an informational reference point for market participants. Fixing prices also can play an important role in determination of price limits during rapidly moving markets.

    No

    The desired asset code. See

    The protocol code.

    Ex:usp3,aav3, curv, blc2

    type

    The pool type.

    fee

    The fee tier.

    tokens

    Table of each token in the pool. Some pools have 1 token (lending vaults), some can have up to 8 tokens (Balancer DEX).

    Format:

    [{blockchain, address, symbol, decimals}, ]

    tickSpacing

    For concentrated liquidity pools.

    weights

    For Balancer weighted pools.

    blockchain

    No

    Filter on a specific blockchain.

    protocol

    No

    Exchange code. See Exchange codes

    blockchain

    The blockchain.

    address

    The blockchain address of the pool.

    name

    The name of the pool.

    curl --compressed -H 'Accept: application/json' 'https://reference-data-api.kaiko.io/v1/pools'
    {
        "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"
            },
            /**********/
        ]
    }
    instrument explorer

    tokens

    protocol

    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

    Exchange

    Exchange Notation

    Kaiko taker_side_sell: true equivalent to:

    Comment

    BTCBox

    "type": "buy" or "sell"

    inverse notation: "type": "sell"

    Inverse, but confirmed perspective from exchange.

    Liquid (Quoine)

    Endpoint

    Query parameters

    Parameter
    Required?
    Description
    Example

    start_date

    Start date for the data range in YYYYMMDD format.

    20240101

    end_date

    Fields

    Field

    Description

    date

    Date for the data point in YYYYMMDD format.

    timestamp

    Unix timestamp in milliseconds representing the start of the period.

    contracts

    Integer. Total number of contracts in active transactions on the given date.


    Request examples

    curl -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
      'https://us.market-api.kaiko.io/v2/data/dlr/statistics?start_date=20250601&end_date=20250630&page_size=1000&sort=asc'
    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())

    Response example

    please get in touch
    https://<eu|us>.market-api.kaiko.io/v2/data/dlr/statistics
    {
      "time": "2025-06-26T07:45:28.269608752Z",
      "timestamp": 1750923928,
      "data": [
        {
          "date": "20250601",
          "timestamp": 1704067200000,
          "contracts": 1250,
          "quantity": 100000000,
          "funds": 113000000
        },
        {
          "date": "20250602",
          "timestamp": 1704153600000,
          "contracts": 1270,
          "quantity": 102500000,
          "funds": 115000000
        }
        /* ... */
      ],
      "continuation_token": "mUNJbiuDHsQ3dtNu7FCP1e8ymWhSnGd7fTuKsJWrGzzw5dACxNpMQ6BwicaUqijfj1bB9GtdYKar4c6BUtkQ8CVunEtCtkwPuCNg8HdhvQXtBxEKy",
      "next_url": "https://us.market-api.kaiko.io/v2/data/dlr/statistics?continuation_token=mUNJbiuDHsQ3dtNu7FCP1e8ymWhSnGd7fTuKsJWrGzzw5dACxNpMQ6BwicaUqijfj1bB9GtdYKar4c6BUtkQ8CVunEtCtkwPuCNg8HdhvQXtBxEKy"
    }

    For the fixing prices of cryptocurrencies, Bitcoin fixing price will be based on a notionally adjusted volume-weighted average traded price of Bitcoin futures and Micro Bitcoin futures during the 30 minutes prior to 4:00 p.m. London time. For Ethereum fixing price, it will be based on Ether futures and Micro Ether futures.

    Endpoint

    Parameters

    No parameters supported

    Fields

    Field
    Description

    trade_date

    Reference date of the Fixing Prices

    timestamp

    Event timestamp

    product_code

    Product code

    Request example

    Response example

    {
        "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"
    }

    CF Benchmark Reference Rates

    What is this endpoint for?

    This REST API endpoint provides several CME CF Reference Rates, including Bitcoin, Ethereum and others, which are published once a day. These benchmark index prices aggregate trade data from multiple USD markets operated by major cryptocurrency exchanges that conform to the CME CF Constituent Exchange Criteria.

    Endpoint

    Parameters

    No parameters supported

    Fields

    Field
    Description

    ref_date

    Publication date of the reference rates

    instrument

    Reference rates name

    price

    Value of the reference rates

    Request example

    Response example

    {
        "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"
    }
    https://us.market-api.kaiko.io/v2/data/fixing.v1/xcme
    curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
      'https://us.market-api.kaiko.io/v2/data/fixing.v1/xcme'
    https://us.market-api.kaiko.io/v2/data/cfbenchmark.v1/cfbenchmarks/xcme
    curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
      'https://us.market-api.kaiko.io/v2/data/cfbenchmark.v1/cfbenchmarks/xcme'

    Principal market price

    What is this endpoint for?

    This endpoint returns principal market value prices for crypto assets, helping with financial reporting under US-GAAP (FASB ASC 820), IFRS, and other major accounting frameworks. It determines the principal market using Kaiko's Exchange Ranking — a proprietary ranking of cryptocurrency exchanges based on criteria, including regulatory compliance, security, transparency and data quality — to determine the 20 eligible exchanges. Among these exchanges, the principal market is chosen based on the highest 2-week rolling average USD trading volume for the chosen asset.

    Endpoint

    Query parameters

    Parameter
    Required
    Description

    Fields

    Field
    Description

    Request examples

    Response example

    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.

    State price

    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.

    Aggregated Supply

    What is this endpoint for?

    This endpoint aggregates from the 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 that falls between the start_time and end_time configured.

    taker_side: "buy" or "sell"

    inverse notation: taker_side: "buy"

    Inverse, but confirmed perspective from exchange.

    Bithumb

    "type": "bid" or "ask"

    inverse notation: "type": "bid"

    Inverse, but confirmed perspective from exchange.

    Coinone

    "is_ask": "0"(if seller is taker)/"1"(if seller is maker)

    inverse notation: "is_ask": "1"

    Inverse, confirmed from exchange but slightly different notation format

    Bitstamp

    type: 0 (buy) or 1 (sell)

    type: 1

    Unconfirmed perspective from exchange

    Bit-Z

    "s": "buy" or "sell"

    "s": "sell"

    Unconfirmed perspective from exchange

    EXX

    type": "buy" or "sell"

    type: "sell"

    Unconfirmed perspective from exchange

    CEX.io

    type: "buy" or "sell"

    type: "sell"

    Unconfirmed perspective from exchange

    Yobit

    "type": "bid" or "ask"

    "type": "bid"

    Unconfirmed perspective from exchange

    itBit

    None

    Always returns true

    No buy/sell field

    Korbit

    None

    Always returns null

    No buy/sell field

    Coinflex

    None

    Always returns null

    No buy/sell field

    Independent Reserve

    "Side": "Buy" or "Sell"

    "Side": "Sell"

    Some trades have "Unknown"

    AsiaNext

    None

    Always returns false

    No buy/sell field provided

    End date for the data range in YYYYMMDD format. Defaults to current date if not provided.

    20240131

    sort

    Sort order for results: asc (oldest first) or desc (most recent first). Default: asc

    asc

    page_size

    Maximum number of records per page. Integer between 1 and 1000. Default: 1000.

    100

    continuation_token

    Token for retrieving the next page of results (if paginating). Obtain from the previous response.

    See Pagination

    quantity

    Number. Total quantity in active transactions on the given date.

    funds

    Number. Total funds (cash) in active transactions on the given date.

    instrument

    Instrument code

    description

    Description of the instrument

    fixing_price

    Fixing price published by CME

    Asset codes

    Exchange name in which the trade has been executed, i.e. “principal market”.

    principal_market_code

    Exchange code in which the trade was executed, i.e. “principal market”.

    adtv_2w

    The two week average daily trading volume of the principal market (in base asset)

    total_adtv_2w

    The two week average daily trading volume among the eligible exchanges (in base asset)

    asset

    The desired base asset code

    end_time

    Ending time in ISO 8601 (exclusive) Automatically included in continuation tokens. Note: data is for the current quarter only.

    timestamp

    The time at which the value was calculated.

    price

    The Principal Market Value. Price represented in USD.

    last_trade_timestamp

    Timestamp of the trade corresponding to the Principal Market Value.

    principal_market_name

    https://us.market-api.kaiko.io/v2/data/trades.v1/principal_market_value
    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
            }
        }
    }
    HTTP Request

    Path parameters

    Parameter
    Required
    Description

    quote

    Yes

    The quote fiat currency. Automatically included in continuation tokens.

    base

    Yes

    The base fiat currency. Automatically included in continuation tokens.

    Query parameters

    Parameter
    Required
    Description

    continuation_token

    No

    See

    end_time

    No

    Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

    Fields

    Field
    Description

    timestamp

    Timestamp at which the interval ends.

    fx_rate

    Average fx rate over the interval.

    Request examples

    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)

    Response examples

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

    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

  • Endpoint

    https://us.market-api.kaiko.io/v2/data/state_price.v1/aggregation/{asset}

    Parameters

    Parameter
    Description
    Examples
    Mandatory?

    asset

    Asset requested

    wsteth

    start_time

    Starting time in ISO 8601 (inclusive).

    Fields

    Field
    Description

    datetime

    The timestamp indicates when the data was processed. One data point will be published per second.

    base

    Base asset requested.

    lst_Quote

    LST quote token if relevant, otherwise field will return empty.

    Response Example

    {
                "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"
                    },
                ]
            }
    Read our supply and market cap methodology here.

    Endpoint

    Parameters

    Parameter
    Required
    Description
    Example

    asset

    Yes

    The desired asset code See

    btc

    start_time

    No

    Fields

    Field
    Description
    Example

    timestamp

    Timestamp at which the interval begins

    1760918400

    asset

    Asset

    btc

    Request examples

    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)}")

    Response example

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

    VWAP only

    You can also get OHLCV Candlesticks from the endpoint.

    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.v1/exchanges/{exchange}/{instrument_class}/{instrument}/aggregations/vwap

    Path Parameters

    Parameter
    Required?
    Description

    Query Parameters

    Parameter
    Required
    Description

    Fields

    Field
    Description

    Request examples

    Response example

    Staking rates

    What is this endpoint for?

    Returns time-series staking metrics for a specified blockchain protocol. The endpoint covers protocol-level data including validator counts, and yield metrics.

    Endpoint

    https://us.market-api.kaiko.io/v2/data/staking.v1/protocols/{protocol}

    Parameters

    Parameter
    Required
    Description
    Example

    Fields

    Field
    Description
    Example

    Request examples

    Response example

    Market cap ranking

    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

    Parameters

    Parameter
    Required
    Description
    Example

    Fields

    Field
    Description
    Example

    Request examples

    Response example

    Total Value Locked (TVL)

    What is this endpoint for?

    This endpoint receives information on the Total Value Locked (TVL) of all DeFi protocols covered by Kaiko.

    Endpoint

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

    Parameters

    Parameter
    Required
    Description
    Example

    Fields

    Field
    Description
    Example

    Request examples

    Response example

    Supply Per Blockchain

    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

    Parameters

    Parameter
    Required
    Description
    Example

    Fields

    Field
    Description
    Example

    Request examples

    Response example

    OHLCV only

    What is this endpoint for?

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

    Endpoint

    Price slippage (snapshot)

    What is this endpoint for?

    This endpoint uses our 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.

    Price slippage (aggregation)

    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: .

    Raw order book snapshot

    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.

    Value at risk calculation

    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).

    Expected shortfall calculation

    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).

    Supply

    What is this endpoint for?

    This endpoint receives information on the supply of each asset, including circulating supply and market capitalization.

    Supply data is provided as:

    • An aggregated supply value derived from

    2025-01-07T10:48:59.528Z

    end_time

    Ending time in ISO 8601 (exclusive).

    2025-01-08T10:48:59.528Z

    page_size

    Number of data points to return data for. (default: 1000, max: 10000). See Pagination

    1000

    sort

    Return the data in ascending (asc) or descending (desc) order. Default results will return in descending order.

    asc

    aggregated_Price_Usd

    The state price aggregated over several pools, denominated in USD.

    aggregated_Price_lst

    The state price aggregated over multiple pools, denominated in ETH. This field will return empty for LST tokens.

    last_known_blocks

    List of last read blocks per blockchain.

    last_known_blocks\blockchain

    Name of the blockchain.

    last_known_blocks\block_number

    The last block number processed on the associated blockchain.

    pool_data

    A list of state price data and additional information per pool.

    pool_data\pool_address

    The pool address.

    pool_data\blockchain

    Name of the blockchain.

    pool_data\exchange

    Protocol’s code. See Exchanges.

    pool_data\quote

    Quote asset in of the pool.

    pool_data\state_price

    Last state price extracted from the pool.

    pool_data\rate_usd

    Conversion quote rate in usd.

    pool_data\trading_volume_weight

    The weight calculated based on trading volumes that is used for the associated pool to determine the aggregated state price."

    pool_data\market_depth_weight

    The weight calculated based on market depth that is used for the associated pool to determine the aggregated state price."

    pool_data\market_depth_m1_quote

    -1% market depth (amount of quote token).

    pool_data\market_depth_m1_usd

    -1% USD valued market depth.

    pool_data\market_depth_m1_base

    +1% market depth (amount of base token).

    pool_data\market_depth_m1_usd

    +1% USD valued market depth.

    pool_data\last_block_volume

    Trading volume extracted from the last known block.

    pool_data\last_aggregated_volume

    Aggregated trading volume on the associated pool from the past 7 days. This volume is updated every 30 seconds.

    interval

    No

    The interval parameter is suffixed with m, h or d to specify seconds, minutes, hours or days, respectively. Any arbitrary value between one minute and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are m (minute), h (hour) and d (day). Default 1h. For each interval, the resulting FX rate is an average of all available FX rates over that period. Automatically included in continuation tokens.

    page_size

    No

    See Pagination Minimum: 1 Maximum: 1000

    Default: 100

    Automatically included in continuation tokens.

    start_time

    No

    Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

    sort

    No

    Return the data in ascending (asc) or descending (desc) order. Default is desc. Automatically included in continuation tokens.

    Pagination

    Starting time in ISO 8601 (inclusive)

    2023-01-25T00:00:00.00

    end_time

    No

    Ending time in ISO 8601 (exclusive)

    2023-01-26T00:00:00.000Z

    interval

    No

    The interval parameter is suffixed with m, h or d to specify minutes, hours, or days, respectively Any arbitrary value between five minutes and 30 days can be used. Default: 1h.

    4h

    page_size

    No

    See Pagination Minimum: 1 Maximum: 100

    Default: 100

    100

    blockchain

    No

    Normalized blockchain identifier. Common values: ethereum, solana, polygon, arbitrum, canton.

    ethereum

    circulating_supply

    Circulating supply

    1.99373e+07

    market_cap

    Market capitalisation

    2.2094e+12

    total_supply

    Total supply

    1.99373e+07

    Asset codes

    4h

    count

    No

    Number of assets in the result. Ex: 10 to retrieve the top 10 assets. Default: 100.

    10

    The ranking of the asset in terms of market cap.

    1

    total_supply

    Total supply.

    1.99373e+07

    circulating_supply

    Circulating supply.

    1.99373e+07

    market_cap

    Market capitalisation.

    2.2094e+12

    datetime

    No

    Time in ISO 8601. Default: Current time.

    2023-01-25T00:00:00.00

    interval

    No

    datetime

    Timestamp in seconds.

    1760918400

    asset

    Asset.

    btc

    The interval parameter is suffixed with m, h or d to specify minutes, hours, or days, respectively. Any arbitrary value between five minutes and 30 days can be used. Default: 1d.

    rank

    https://us.market-api.kaiko.io/v2/data/supply.v2/top
    curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
    'https://us.market-api.kaiko.io/v2/data/supply.v2/top?datetime=2026-01-01T00:00:00.000Z&count=10&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/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"
    }

    Yes

    Instrument class. See

    instrument

    Yes

    Instrument code. See

    No

    The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. Any arbitrary value between one second and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are s (second), m (minute), h (hour) and d (day). Default 1d.

    page_size

    No

    (min: 1, default: 100, max: 100000). See Automatically included in continuation tokens.

    start_time

    No

    Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

    sort

    No

    Return the data in ascending (asc) or descending (desc) order. Default: desc Automatically included in continuation tokens.

    region

    Yes

    Choose between eu and us.

    exchange

    Yes

    Exchange code.

    See Exchange codes

    continuation_token

    No

    See Pagination

    end_time

    No

    Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

    timestamp

    Timestamp at which the interval begins.

    price

    VWAP. null when no trades reported.

    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
        }
      }
    }
    Trade Count, OHLCV, & VWAP

    instrument_class

    interval

    epoch_aggregate_v1

    start_time

    No

    Starting time in ISO 8601 (inclusive)

    2023-01-25T00:00:00.00

    end_time

    No

    Ending time in ISO 8601 (exclusive)

    2023-01-25T00:00:00.00

    start_date

    No

    Starting date in YYYYMMDD (inclusive).

    20250101

    end_sate

    No

    Ending date in YYYYMMDD (exclusive).

    20250102

    page_size

    No

    See Minimum: 1 Maximum: 1000

    Default: 1000

    100

    sort

    No

    If asc, sort time-series in ascending. If desc, sort time-series in descending. Default: desc

    asc

    Daily APR

    4.758636

    validators

    Number of validators

    777

    methodology

    The methodology used to compute the APR

    epoch_aggregate_v1

    protocol

    Yes

    The desired protocol code. If not specified, the endpoint will return the list of all protocol codes and methodologies.

    solana

    methodology

    No

    date

    Date at which the interval begins.

    2026-04-21

    protocol

    Protocol code.

    solana

    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"
    }
    

    The desired metodology code.

    apr

    20230125

    end_date

    No

    Ending date in YYYYMMDD (exclusive).

    20230126

    start_time

    No

    Starting time in ISO 8601 (inclusive) Hours will be ignored.

    2023-01-25T00:00:00.00

    end_time

    No

    Ending time in ISO 8601 (exclusive) Hours will be ignored.

    2023-01-26T00:00:00.00

    page_size

    No

    See Minimum: 1 Maximum: 1000

    Default: 1000

    100

    sort

    No

    If asc, sort time-series in ascending. If desc, sort time-series in descending. Default: desc

    asc

    Protocol code.

    aave

    tvl

    Total value locked (TVL) in USD.

    5.04046e+10

    protocol

    No

    The desired protocol code. If not specified, the endpoint will return the list of all protocol codes.

    aave

    start_date

    No

    timestamp

    Timestamp at which the interval begins.

    1763856000

    protocol_name

    Protocol name.

    Aave

    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"
    }
    

    Starting date in YYYYMMDD (inclusive).

    protocol_code

    usdc

    start_time

    No

    Starting time in ISO 8601 (inclusive).

    2026-04-14T00:00:00.000Z

    end_time

    No

    Ending time in ISO 8601 (exclusive).

    2026-04-16T00:00:00.000Z

    sort

    No

    Sort direction by timestamp (asc / desc). Default: desc.

    desc

    page_size

    No

    See . Minimum: 1 Maximum: 1000 Default: 100.

    100

    Blockchain name

    ethereum

    total_supply

    Total supply on this chain

    28535000000.00

    circulating_supply

    Circulating supply on this chain. null for Canton instruments.

    28535000000.00

    market_cap

    Market capitalization on this chain. null for Canton instruments.

    28535000000.00

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

    blockchain

    Yes

    Normalized blockchain identifier. Common values: ethereum, solana, polygon, arbitrum, canton.

    ethereum

    asset

    Yes

    timestamp

    Timestamp at which the interval begins

    1744848000

    asset

    Asset

    usdc

    curl --request GET \
      --url 'https://us.market-api.kaiko.io/v2/data/supply.v2/blockchain-level/canton/cbtc?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
            }
        }
    }

    The desired asset code. See .

    blockchain

    Path Parameters
    Parameter
    Required?
    Description

    region

    Yes

    Choose between eu and us.

    exchange

    Yes

    Exchange code.

    See

    Query Parameters

    Parameter
    Required
    Description

    end_time

    No

    Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

    continuation_token

    No

    See

    Fields

    Field
    Description

    timestamp

    Timestamp at which the interval begins.

    open

    Opening price of interval. null when no trades reported.

    high

    Highest price during interval. null when no trades reported.

    Request examples

    curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
      'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/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 .

    Response example

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

    You can also get OHLCV Candlesticks from the Trade Count, OHLCV, & VWAP endpoint.

    {
        "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
        }
      }
    }
    
    Endpoint

    Path Parameters

    Parameter
    Required?
    Description

    region

    Yes

    Choose between eu and us.

    exchange

    Yes

    Exchange code.

    See

    Query Parameters

    Parameter
    Required
    Description

    continuation_token

    No

    See

    page_size

    No

    Number of snapshots to return data for. Default: 10 Max: 100 See Automatically included in continuation tokens.

    Fields

    Field
    Description

    poll_timestamp

    The timestamp at which the raw data snapshot was taken.

    poll_date

    The date at which the raw data snapshot was taken.

    timestamp

    The timestamp provided by the exchange. null when not provided.

    Request examples

    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))

    Response example

    "Snapshots" show a point-in-time view generated every 30 seconds, whereas "aggregations" show an aggregation of all 30-second snapshots from the period requested.

    Raw order book snapshot
    https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{instrument}/snapshots/slippage
    {
        "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
            }
        }
    }
    Endpoint

    Path Parameters

    Parameter
    Required?
    Description

    region

    Yes

    Choose between eu and us.

    exchange

    Yes

    Exchange code.

    See

    Query Parameters

    Parameter
    Required
    Description

    continuation_token

    No

    See

    end_time

    No

    Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

    Fields

    Field
    Description

    poll_timestamp

    The timestamp at which the interval begins.

    ask_slippage

    The average percentage of price slippage for a market buy order over a specified interval.

    bid_slippage

    The average percentage of price slippage for a market sell order over a specified interval.

    Request examples

     'https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/krkn/spot/btc-usd/ob_aggregations/slippage?page_size=10&slippage=100000&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= "2025-01-03T00:00:00Z"
    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)
    message = "hello world"
    puts message

    Response example

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

    Path Parameters

    Parameter
    Required?
    Description

    region

    Yes

    Choose between eu and us.

    exchange

    Yes

    Exchange code.

    See

    Query Parameters

    Parameter
    Required
    Description

    continuation_token

    No

    See

    limit_orders

    No

    Number of orders to return on bid and ask side per snapshot. To retreive the best bid/ask, set this parameter to 1 Default: 10

    Fields

    Field
    Description

    poll_timestamp

    The timestamp at which the raw data snapshot was taken.

    poll_date

    The date at which the raw data snapshot was taken.

    timestamp

    The timestamp provided by the exchange. null when not provided.

    Request examples

    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)

    Response example

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

    Parameters

    Parameter
    Required
    Description

    bases

    Yes

    List of portfolio base components. See

    Total must match quantities below. The order of bases and their respective quantities must match in the request.

    quote

    Yes

    The fiat currency.

    Fields

    Parameter
    Description

    var_time

    The time at which the VaR is computed.

    value_at_risk

    Composed of two fields: value and risk_level (the Value at Risk estimator at the specified risk_level.)

    pair

    The constituent pair. (showing only when sources is set to be true)

    Request examples

    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)

    Response example

    https://us.market-api.kaiko.io/v2/data/analytics.v2/value_at_risk
    {
        "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
            }
        }
    }
    Endpoint

    Parameters

    Parameter
    Required
    Description

    bases

    Yes

    List of portfolio base components. See

    Total must match quantities below. The order of bases and their respective quantities must match in the request.

    quote

    Yes

    The fiat currency.

    Fields

    Parameter
    Description

    es_time

    The time at which the ES is computed.

    expected_shortfall

    Composed of two fields: value and risk_level (the expected shortfall estimator at the specified risk_level)

    pair

    The constituent pair. (showing only when sources is set to be true)

    Request examples

    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)

    Response example

    https://us.market-api.kaiko.io/v2/data/analytics.v2/expected_shortfall
    {
        "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
            }
        }
    }
    all blockchains on which the asset is deployed
    .
  • A blockchain-specific supply value for each chain

  • Data is provided at 5-minute intervals.

    Read our supply and market cap methodology here.

    Endpoint

    Parameters

    Parameter
    Required
    Description
    Example

    asset

    Yes

    The desired asset code. See

    agix

    start_time

    Yes

    Fields

    Field
    Description
    Example

    timestamp

    Timestamp at which the interval begins

    2023-01-25T00:00:00.000Z

    asset

    Asset

    btc

    Request examples

    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)}")

    Response example

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

    Trade Count, OHLCV, & VWAP

    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.

    Endpoint

    Path Parameters

    Parameter
    Required?
    Description

    Query Parameters

    Parameter
    Required
    Description

    Fields

    Field
    Description

    Request examples

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

    Response example

    Market depth (snapshot)

    "Snapshots" show a point-in-time view generated every 30 seconds, whereas "aggregations" show an aggregation of all 30-second snapshots from the period requested.

    What is this endpoint for?

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

    Market Depth provides insight into the "depth" of an exchange's order book by aggregating the volume of bids and asks within 0-10% of the best bid or ask, respectively. A higher volume of bids and asks at each level implies more liquidity.

    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

    Path Parameters

    Parameter
    Required?
    Description

    Query Parameters

    Parameter
    Required
    Description

    Fields

    Field
    Description

    Request examples

    Response example

    Market depth (aggregation)

    "Snapshots" show a point-in-time view generated every 30 seconds, whereas "aggregations" show an aggregation of all 30-second snapshots from the period requested.

    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}/{instrument_class}/{instrument}/ob_aggregations/depth

    Path Parameters

    Parameter
    Required?
    Description

    Query Parameters

    Parameter
    Required
    Description

    Fields

    Request examples

    Response example

    Tokens in a liquidity pool

    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

    Parameters

    Parameter
    Required
    Description
    Example

    Fields

    Field
    Description
    Example

    Request examples

    Response example

    Exchange trading pair codes (instruments)

    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.

    What is this endpoint for?

    This endpoint retrieves information on instruments (exchange trading pairs) and their associated codes.

    Endpoint

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

    Parameters

    Field
    Required?
    Description

    Fields

    Field
    Description

    Request example

    Response example

    Derivatives price details

    Derivatives price endpoint

    What is this endpoint for?

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

    Endpoint

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

    Path Parameters

    Parameter
    Required?
    Example

    Query Parameters

    Parameter
    Required
    Description
    Example

    Fields: Perpetual-Future

    Field
    Description
    Example

    Fields: Future

    Field
    Description
    Example

    Fields: Option

    Field
    Description
    Example

    Request examples

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

    Response example

    Transaction

    What is this endpoint for?

    This endpoint offers in-depth insights into Bitcoin wallets at the transaction level over time.

    Endpoint

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

    Parameters

    Parameter
    Required
    Description
    Example

    Fields

    Field
    Description
    Example

    Request example

    Response example

    Derivative liquidation events

    Each and every derivative liquidation event

    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 .

    Bid-ask spread (aggregation)

    What is this endpoint for?

    This endpoint returns the following metrics, averaged for the requested period.

    • Bid volume

    Tokens in a liquidity pool (Uniswap v3)

    What is this endpoint for?

    The Uniswap V3 Liquidity Estimator offers insight into the token reserves on Uniswap V3.

    Endpoint

    Direct price

    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 .

    Synthetic price

    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 .

    Exchanges

    What is this endpoint for?

    This endpoint helps inform exchange analysis with data such as total volume in USD, trades, the number of listed assets, and volume proportions by asset. The data aggregates all instruments available on the requested exchange. Only base assets are taken into consideration.

    Exchange trading pair codes (instruments)
    Exchange trading pair codes (instruments)
    Pagination
    Pagination
    Pagination
    Asset codes
    Pagination

    instrument_class

    Yes

    Instrument class. See Exchange trading pair codes (instruments)

    instrument

    Yes

    Instrument code. See Exchange trading pair codes (instruments)

    sort

    No

    Return the data in ascending (asc) or descending (desc) order. Default: desc Automatically included in continuation tokens.

    start_time

    No

    Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

    end_time

    No

    Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

    slippage

    No

    Order size (in quote asset) for which to calculate the percentage of slippage. Default: 0. When null is returned, not enough volume is present on the order book to execute the order.

    slippage_ref

    No

    Price point for which to calculate slippage from. Either from the mid price (mid_price) or from the best bid/ask (best). Default: mid_price.

    ask_slippage

    The percentage price slippage for a market buy order placed at the time that the order book snapshot was taken.

    bid_slippage

    The percentage price slippage for a market sell order placed at the time that the order book snapshot was taken.

    Exchange codes
    Pagination
    Pagination

    instrument_class

    Yes

    Instrument class. See Exchange trading pair codes (instruments)

    instrument

    Yes

    Instrument code. See Exchange trading pair codes (instruments)

    interval

    No

    The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. Any arbitrary value between one second and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are s (second), m (minute), h (hour) and d (day). Default 1h.

    page_size

    No

    Number of snapshots to return data for. (default: 10, max: 100). See Pagination Automatically included in continuation tokens.

    sort

    No

    Return the data in ascending asc or descending desc order. Default desc Automatically included in continuation tokens.

    start_time

    No

    Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

    slippage

    No

    Order size (in quote asset) for which to calculate the percentage of slippage. Default: 0. When null is returned, not enough volume is present on the order book to execute the order.

    slippage_ref

    No

    Price point for which to calculate slippage from. Either from the mid price (mid_price) or from the best bid/ask (best). Default: mid_price.

    Exchange codes
    Pagination

    instrument_class

    Yes

    Instrument class. See Exchange trading pair codes (instruments)

    instrument

    Yes

    Instrument code. See Exchange trading pair codes (instruments)

    page_size

    No

    Number of snapshots to return data for. Default: 10 Max: 100 See Pagination Automatically included in continuation tokens.

    sort

    No

    Return the data in ascending (asc) or descending (desc) order. Default: desc Automatically included in continuation tokens.

    start_time

    No

    Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

    end_time

    No

    Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

    asks

    The sell orders in the snapshot. If the limit_oders parameter is used, this will be reflected here. amount is the quantity of asset to sell, displayed in the base currency. price is displayed in the quote currency.

    bids

    The buy orders in the snapshot. If the limit_oders parameter is used, this will be reflected here. amount is the quantity of asset to buy, displayed in the base currency. price is displayed in the quote currency.

    Exchange codes
    Pagination

    quantities

    Yes

    Quantities list of base asset in the portfolio. Must match the number of bases. The order of quantities and their respective bases must match in the request.

    risk_level

    Yes

    The Value at Risk confidence level. Min: 0.90 (included) Max: 1 (excluded)

    start_time

    Yes

    First fixing of the calculation in ISO 8601 (inclusive).

    end_time

    Yes

    Last fixing of the calculation in ISO 8601 (inclusive).

    stress_parameter

    No

    Float between 0 and 1 that controls the blend between VaR and Stressed VaR.

    It is 0 for VaR and 1 for Stressed VaR. It equals 0 by default.

    reporting_currency

    No

    This allows you to express the final risk metrics in a specific fiat currency.

    By default, expressed in USD.

    sources

    No

    boolean. If true, returns all pair prices which were used to compute the Value at Risk. Default: false

    ref_price

    The reference price per asset. (showing only when sources is set to be true)

    date

    The date of the reference price. (showing only when sources is set to be true)

    Asset codes
    Asset codes

    quantities

    Yes

    Quantities list of base asset in the portfolio. Must match the number of bases. The order of quantities and their respective bases must match in the request.

    risk_level

    Yes

    The risk level for the expected shortfall. Min: 0.90 (included)

    Max: 1 (excluded)

    start_time

    Yes

    First fixing of the calculation in ISO 8601 (inclusive).

    end_time

    Yes

    Last fixing of the calculation in ISO 8601 (inclusive).

    stress_parameter

    No

    Float between 0 and 1 that controls the blend between ES and Stressed ES.

    It is 0 for ES and 1 for stressed ES.

    It equals 0 by default.

    reporting_currency

    No

    This allows you to express the final risk metrics in a specific fiat currency.

    By default, expressed in USD.

    sources

    No

    boolean. If true, returns all pair prices which were used to compute the expected shortfall. Default: false

    ref_price

    The reference price per asset. (showing only when sources is set to be true)

    date

    The date of the reference price. (showing only when sources is set to be true)

    Asset codes
    Asset codes

    Starting time in ISO 8601 (inclusive).

    2023-01-25T00:00:00.000Z

    end_time

    Yes

    Ending time in ISO 8601 (exclusive).

    2023-01-26T00:00:00.000Z

    sources

    No

    boolean. If true, returns the breakdown by blockchain of the supply. Default: false

    true

    page_size

    No

    See Pagination Minimum: 1 Maximum: 100

    Default: 10

    100

    circulating_supply

    Total circulating supply

    1.99478e+07

    market_cap

    Market capitalisation

    2.09489e+12

    sources

    The per-blockchain breakdown of the supply

    • chain

    The blockchain name

    Bitcoin

    • circulating_supply

    Circulating supply

    19947806.25

    • excluded_supply

    Exlcluded supply for the specific chain

    0

    • total_supply

    The total supply for the specific chain

    19947806.25

    Asset codes
    BigQuery

    Yes

    Instrument class. See

    instrument

    Yes

    Instrument code.

    No

    The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. Any arbitrary value between one second and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are s (second), m (minute), h (hour) and d (day). Default 1d.

    page_size

    No

    See Automatically included in continuation tokens.

    start_time

    No

    Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

    sort

    No

    Return the data in ascending (asc) or descending (desc) order. Default desc Automatically included in continuation tokens.

    Highest price during interval. null when no trades reported.

    low

    Lowest price during interval. null when no trades reported.

    close

    Closing price of interval. null when no trades reported.

    volume

    Volume traded in interval. 0 when no trades reported.

    price

    The volume weighted price during the time interval. null when no trades reported.

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

    region

    Yes

    Choose between eu and us.

    exchange

    Yes

    Exchange code.

    See Exchange codes

    continuation_token

    No

    See Pagination

    end_time

    No

    Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

    timestamp

    Timestamp at which the interval begins.

    count

    Then number of trades. 0 when no trades reported.

    open

    Opening price of interval. null when no trades reported.

    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)
    ```
    {
        "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
        }
      }
    }
    

    instrument_class

    interval

    high

    Yes

    Instrument class. See

    instrument

    Yes

    Instrument code. See

    No

    Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

    page_size

    No

    Number of snapshots to return data for. (default: 10, max: 100). See Automatically included in continuation tokens.

    sort

    No

    Return the data in ascending asc or descending desc order. Default: desc. Automatically included in continuation tokens.

    The volume of bids placed within 0 and x% of the best bid. This is what we call "Market Depth".

    ask_volume_x

    The volume of asks placed within 0 and x% of the best ask. This is what we call "Market Depth"

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

    region

    Yes

    Choose between eu and us.

    exchange

    Yes

    Exchange code.

    See Exchange codes

    continuation_token

    No

    See Pagination

    start_time

    No

    Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

    poll_timestamp

    The timestamp at which the raw data snapshot was taken.

    poll_date

    The date at which the raw data snapshot was taken.

    timestamp

    The timestamp provided by the exchange. null when not provided.

    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
            }
        }
    }        

    instrument_class

    end_time

    bid_volume_x

    Yes

    Instrument class. See

    instrument

    Yes

    Instrument code. See

    No

    The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. Any arbitrary value between one second and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are s (second), m (minute), h (hour) and d (day). Default 1h.

    page_size

    No

    Number of snapshots to return data for. (default: 10, max: 100). See Automatically included in continuation tokens.

    sort

    No

    Return the data in ascending asc or descending desc order. Default desc Automatically included in continuation tokens.

    start_time

    No

    Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

    region

    Yes

    Choose between eu and us.

    exchange

    Yes

    Exchange code.

    See Exchange codes

    end_time

    No

    Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

    continuation_token

    No

    See Pagination

    poll_timestamp

    The timestamp at which the interval begins

    bid_volume_x

    The average volume of bids placed within 0 and x% of the best bid over a specified interval.

    ask_volume_x

    The average volume of asks placed within 0 and x% of the best ask over a specified interval.

    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))
    message = "hello world"
    puts message
    {
        "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
            }
        }
    }

    instrument_class

    interval

    0x0d4a11d5eeaac28ec3f61d100daf4d40471f1852

    live

    No

    Shows the data as soon as the block is validated. (Default: false, in case of block reorganization).

    true

    start_block

    No

    Starting block height (inclusive).

    19645000

    end_block

    No

    Ending block height (inclusive).

    19645010

    start_time

    No

    Starting time in ISO 8601 (inclusive).

    2022-04-01T00:00:00.000Z

    end_time

    No

    Ending time in ISO 8601 (inclusive).

    2022-05-01T00:00:00.000Z

    sort

    No

    Returns the data in ascending (asc) or descending (desc) order. Default: desc.

    asc

    page_size

    No

    Number of snapshots to return data for. (default: 1000, min: 1, max: 1000). See

    100

    Name of the pool as it is written on the blockchain.

    WETH-USDT

    pool_address

    Address of the contract of the pool.

    0x0d4a11d5eeaac28ec3f61d100daf4d40471f1852

    exchange

    Code of the DEX.

    usp2

    amounts

    Snapshot of the liquidity pool's tokens.

    See example

    datetime

    Timestamp at which the interval begins. In seconds.

    1650441900

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

    blockchain

    No

    Should be one of the currently supported blockchains. See Blockchain codes

    ethereum

    pool_address

    Yes

    blockchain

    The blockchain on which the transaction happened.

    ethereum

    block_number

    The height of the block.

    129876

    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"
    }

    Pool address.

    pool_name

    No

    The desired quote asset code. See

    code

    No

    Kaiko identifier for the instrument. Always base_asset-quote_asset for spot instruments.

    kaiko_legacy_symbol

    No

    Kaiko legacy instrument symbol.

    class

    No

    spot, future, perpetual-future, option, etc.

    base_asset_class

    No

    Base asset class.

    quote_asset_class

    No

    Quote asset class.

    trade_start_timestamp

    No

    Starting time in ISO 8601 (inclusive).

    trade_end_timestamp

    No

    Ending time in ISO 8601 (inclusive). Can also use "ongoing" to get ongoing instruments.

    trade_count_min

    No

    Minimum number of trades.

    trade_count_max

    No

    Maximum number of trades.

    with_list_pools

    No

    true or false. For pairs traded on DEXs, provides the list of underlying pools to each instrument.

    continuation_token

    No

    See

    limit

    No

    Maximum number of records to return in one response

    orderBy

    No

    Order results by a specific field. See below for all possible values.

    order

    No

    Return the data in ascending (1) or descending (-1) order

    blockchain

    No

    Filter on a specific blockchain for on-chain instruments.

    Exchange code. See

    exchange_pair_code

    Identifier for the instrument used by the exchange. For perpetual futures pairs, the code may differ from the exchange's and include a _perp suffix (e.g., btcusdt_perp).

    kaiko_legacy_exchange_slug

    Legacy slug for the exchange. See

    kaiko_legacy_symbol

    Identifier used in past deliveries of historical market data and Data Feed.

    quote_asset

    Quote asset

    trade_start_time

    Time of the first available trade in Kaiko's data set.

    trade_start_timestamp

    Timestamp of the first available trade in Kaiko's data set.

    trade_end_time

    Time of the last available trade in Kaiko's data set. null if instrument is still active

    trade_end_timestamp

    Timestamp of the last available trade in Kaiko's data set. null if instrument is still active

    trade_count

    The total number of trades available through Kaiko Rest API and Kaiko Stream. For active pairs, this is an approximation.

    trade_compressed_size

    Approximate size in bytes of all available trades in Kaiko Stream.

    list_pools

    The list of the underlying pools to each instrument. (Only when arg with_list_pools=true is provided).

    exchange_code

    No

    Exchange code. See Exchange codes

    base_asset

    No

    The desired base asset code. See Asset codes

    base_asset

    Base asset.

    class

    spot, future, perpetual-future,...

    code

    Kaiko identifier for the instrument. Always base_asset-quote_asset for spot instruments.

    curl --compressed -H 'Accept: application/json' 'https://reference-data-api.kaiko.io/v1/instruments'
    {
      "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
        },
        /* ... */
      ]
    }

    You can order your request by: exchange_code, class, kaiko_legacy_symbol, trade_start_timestamp, trade_end_timestamp, trade_count, base_asset, quote_asset, code, trade_count_min, trade_count_max

    Repeated parameters All parameters, except for trade_count_min/max, trade_start/end_timestamp can be repeated in the URL to filter. For example to get instruments for coinbase & deribit, the request would be instruments?exchange_code=cbse&exchange_code=drbt

    Some exchanges may refer to "base" and "quote" currencies differently.

    • When we report the "price" of a trade, we're referring to the "base_asset" price as reported by the exchange.

    • When we report the "volume" involved in a trade, we're referring to volume od the "base_asset" as reported by the exchange.

    Note: some exchanges reverse the ordering of base/quote in their pair codes.

    instrument explorer

    quote_asset

    exchange_code

    future

    instrument

    Yes

    Instrument code. See One instrument returned per query.

    btcusdt250117

    interval

    No

    Interval period (can be one of 1m, 1h, 4h, and 1d). Default 1m When you query data using aninterval greater than one minute, we'll return the data from the last minute of that time period. For example, if you query data for 09:00 with the interval set at 1h, we'll return data from 09:59 (since that's the last minute of the 09:00-10:00 hour period).

    1h

    page_size

    No

    Number of snapshots to return data for. (default: 100, min: 1, max: 1000). See

    10

    sort

    No

    Return the data in ascending (asc) or descending (desc) order. Default desc

    asc

    start_time

    No

    Starting time in ISO 8601 (inclusive).

    2025-01-01T00:00:00.000Z

    end_time

    No

    Ending time in ISO 8601 (exclusive).

    2025-01-04T00:00:00.000Z

    The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation.

    39745.9

    price

    Most recent traded price of derivative contract

    39767

    The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation.

    104276.62

    price

    Most recent traded price of derivative contract

    104293.8

    The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation.

    0.0061

    price

    Most recent traded price of derivative contract

    0.0065

    region

    Yes

    Choose between eu and us.

    exchange

    Yes

    Should be one of the exchanges currently supported

    okex

    instrument_class

    Yes

    timestamp

    Timestamp at which the interval begins. In milliseconds.

    1650441900000

    index_price

    The price of the underlying index, often as a weighted average across multiple exchanges' spot prices

    39713.3

    timestamp

    Timestamp at which the interval begins. In milliseconds.

    1735850520000

    index_price

    The price of the underlying index, often as a weighted average across multiple exchanges' spot prices

    97353.8

    timestamp

    Timestamp at which the interval begins. In milliseconds.

    1735850520000

    index_price

    The price of the underlying index, often as a weighted average across multiple exchanges' spot prices

    97508.58

    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
            }
        }
    }

    future, perpetual-future, or option

    mark_price

    mark_price

    mark_price

    asc or desc

    page_size

    Number of results to return data for. (max: 5000).

    See

    100

    start_block

    Starting block height (inclusive).

    600000

    end_block

    Ending block height (inclusive).

    700000

    start_time

    Starting time in ISO 8601 (inclusive).

    2022-05-01T00:00:00.000Z

    end_time

    Ending time in ISO 8601 (inclusive).

    2022-05-01T00:00:00.000Z

    transaction_hash

    The specific transaction hash to query.

    f6932e70e4c5483d7b1fa2ee7c56ad89207221bbf186ad0a15cd0cc4e18906f5

    The timestamp of the block.

    1453853136

    transaction_hash

    Transaction hash.

    94ad60ff0ef4cd0f31cab884adc6c39720273e9468ac0019a339911f0dd26e76

    transaction_id

    Transaction ID.

    f6932e70e4c5483d7b1fa2ee7c56ad89207221bbf186ad0a15cd0cc4e18906f5

    transaction_index

    The index of the transaction.

    0

    sender_addresses

    The addresses that sends the coin.

    [1A8MMLhpGEyNqEsqzkReXtmBx9LBQgt8Mh]

    receiver_addresses

    The addresses that receives the coin.

    [19Ntq9wC9i39284EZVVf4R7DbCz7gThxzs,12eKGe5hLdKBe8mQ7dv8NixEcX96XHBkoZ]

    token_symbol

    Symbol of the coin transfered

    BTC

    amount_out

    Amount of asset transfered.

    10.12592654

    fees

    Fees paid for the transaction.

    0.0004

    amount_out_usd

    Amount of asset transferred in usd.

    3965.771819253574

    fees_usd

    Fees paid for the transaction in usd.

    0.15665813112855445

    blockchain

    Always bitcoin.

    bitcoin

    sort

    chain

    Blockchain name.

    bitcoin

    block_number

    The height of the block.

    395211

    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"
        }
    }

    The sorting order for the results.

    timestamp

    Endpoint

    Path Parameters

    Parameter
    Required?
    Example

    region

    Yes

    Choose between: eu us

    exchange

    Yes

    Exchange code. See

    Query Parameters

    Parameter
    Required
    Description
    Example

    start_time

    No

    Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

    2025-01-23T00:01:00.000Z

    end_time

    No

    Fields

    Field
    Description
    Example

    amount

    The quantity, displayed in base currency.

    0.113

    amount_quote

    The quantity, displayed in the quote asset.

    9362.592400000001

    Request examples

    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
    )

    Response example

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

    Ask volume

  • Bid-ask spread

  • Price Slippage

  • Endpoint

    Path Parameters

    Parameter
    Required?
    Description

    region

    Yes

    Choose between eu and us.

    exchange

    Yes

    Exchange code.

    See

    Query Parameters

    Parameter
    Required
    Description

    end_time

    No

    Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

    continuation_token

    No

    See

    Fields

    Field
    Description

    poll_timestamp

    The timestamp at which the interval begins.

    bid_volume_x

    The average volume of bids placed within 0 and x% of the best bid over a specified interval.

    ask_volume_x

    The average volume of asks placed within 0 and x% of the best ask over a specified interval.

    Request examples

    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))

    Response example

    {
        "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
            }
        }
    }

    "Snapshots" show a point-in-time view generated every 30 seconds, whereas "aggregations" show an aggregation of all 30-second snapshots from the period requested.

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

    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.

    Parameters
    Parameter
    Required
    Description
    Example

    pool_address

    Yes

    Pool address.

    0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640

    blockchain

    No

    Fields

    Field
    Description
    Example

    blockchain

    The blockchain on which the transaction happened.

    ethereum

    block_number

    The height of the block.

    16028979

    Field snapshots

    Field snapshot
    Description
    Example

    amount0

    The amount of token0 in the specified tick range, normalized using the token0 decimals.

    0

    amount1

    The amount of token1 in the specified tick range, normalized using the token1 decimals.

    26.4381078606

    Request examples

    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))

    Response example

    https://eu.market-api.kaiko.io/v2/data/liquidity.v1/snapshots/usp3

    This data shows the liquidity across all the price levels for a specific pair of tokens on Uniswap V3. Each price level has a range, which is shown as lower_tick (the lowest price of the level) and upper_tick (the highest price of the level). The data shows you the amount of tokens and liquidity available at each price level. We display all price-levels up to 10% either side of the current block price. The data is provided in a block-by-block granularity. Access the methodology here.

    {
        "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"
     }
         
    Endpoint

    Path parameters

    Parameter
    Required
    Description

    base_asset

    Yes

    The desired base asset code. See

    quote_asset

    Yes

    The desired quote asset code. See

    Query parameters

    Parameter
    Required
    Description

    interval

    Yes

    The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. Any arbitrary value between one second and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are s (second), m (minute), h (hour) and d (day). Default 24h.

    start_time

    No

    Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

    Fields

    Field
    Description

    timestamp

    Timestamp at which the interval begins.

    price

    . null when no trades reported, except if extrapolate_missing_values is true

    volume

    Total volume in base asset traded in the interval.

    0 when no trades are reported, except if extrapolate_missing_values is true.

    Request examples

    curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
      'https://us.market-api.kaiko.io/v2/data/trades.v1/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)

    Response example

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

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

    Path parameters

    Parameter
    Required
    Description

    base_asset

    Yes

    The desired base asset code. See

    quote_asset

    Yes

    The desired quote asset code. See

    Query parameters

    Parameter
    Required
    Description

    start_time

    No

    Start time in ISO 8601 (exclusive). Automatically included in continuation tokens.

    end_time

    No

    Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

    Fields

    Field
    Description

    timestamp

    Timestamp at which the interval begins.

    price

    Aggregated using liquidity path engine. null when no trades reported, except if extrapolate_missing_values is true. Liquidity path is calculated every 4 hours seeking for the most liquid pairs to convert from base asset to quote asset.

    extrapolate_missing_values

    true if the value has been extrapolated from the last computed value available, false if not.

    Request examples

    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)

    Response example

    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 Oanda FX Rates add-on.

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

    Parameters

    Parameter
    Required
    Description
    Example

    exchange

    Yes

    The desired exchange code. See

    cbse

    start_time

    Yes

    Fields

    Field
    Category
    Description
    Example

    timestamp

    Trading activity

    Timestamp at which the interval begins.

    2023-11-29T14:00:00.000Z

    total_volume_usd

    Trading activity

    Request examples

    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)}")

    Response example

    {
        "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
                            }
                        ]
                    },
                  /* ... */
                ]
            },
            /* ... */
        ]  
    }
    https://us.market-api.kaiko.io/v2/data/analytics.v2/exchange_metrics

    instrument_class

    Yes

    Instrument class. See Exchange trading pair codes (instruments)

    instrument

    Yes

    Instrument code. See Exchange trading pair codes (instruments)

    interval

    No

    The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. Any arbitrary value between one second and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are s (second), m (minute), h (hour) and d (day). Default 1d.

    page_size

    No

    (min: 1, default: 100, max: 100000). See Pagination Automatically included in continuation tokens.

    start_time

    No

    Starting time in ISO 8601 (inclusive).

    sort

    No

    Return the data in ascending (asc) or descending (desc) order. Default desc Automatically included in continuation tokens.

    low

    Lowest price during interval. null when no trades reported.

    close

    Closing price of interval. null when no trades reported.

    volume

    Volume traded in interval. 0 when no trades reported.

    Exchange codes
    Pagination

    All trades

    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. Read our DEX trade data methodology here.

    Endpoint

    Path Parameters

    Parameter
    Required?
    Description

    Query Parameters

    Parameter
    Required
    Description

    The following parameters are unique to on-chain instruments.

    Parameter
    Required?
    Description

    Fields

    Field
    Description

    The following fields are unique to on-chain instruments.

    Field
    Description

    Request examples

    Response example

    Token-level liquidation volumes

    Liquidation insight for derivatives exchanges

    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

    Endpoint

    Path Parameters

    Parameter
    Required?
    Example

    Query Parameters

    Parameter
    Required
    Description
    Example

    Fields

    Field
    Description
    Example

    Request examples

    Response example

    Balances and transactions

    Endpoint

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

    Parameters

    Parameter
    Description
    Example
    Required?

    Fields

    Field
    Description
    Example

    Request example

    Response example

    Possible values for the field transaction_type:

    Value
    Description

    Balances

    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

    Fields

    Field
    Description
    Example

    Request example

    Response example

    Possible values for the field transaction_type:

    Value

    Raw order book snapshot + market depth, bid/ask spread & price slippage

    What is this endpoint for?

    This endpoint returns raw order book used to calculate our aggregations, alongside the aggregations:

    • Market Depth - provides insight into the "depth" of an exchange's order book by aggregating the volume of bids and asks within 0-10% of the best bid or ask, respectively. A higher volume of bids and asks at each level implies more liquidity.

    Mints and burns

    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 .

    Should be one of the currently supported blockchains. Blockchain codes

    ethereum

    live

    No

    Shows the data as soon as the block is validated. (Default: false, in case of block reorganization).

    true

    start_block

    No

    Starting block height (inclusive).

    19645000

    end_block

    No

    Ending block height (inclusive).

    19645010

    start_time

    No

    Starting time in ISO 8601 (inclusive).

    2022-04-01T00:00:00.000Z

    end_time

    No

    Ending time in ISO 8601 (inclusive).

    2022-05-01T00:00:00.000Z

    price_range

    No

    The interval of price around the current price, in % (min: 0, default: 0.1, max: 0.2).

    0.05

    page_size

    No

    Number of snapshots to return data for. (default: 10, min: 1, max: 10). See Pagination

    10

    pool_name

    Name of the pool as it is written on the blockchain.

    USDC-WETH-0.001

    pool_address

    Address of the contract of the pool.

    0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640

    current_tick

    The current tick at this block.

    -58580

    current_price

    The current price at this block, normalized using the pool’s tokens decimals.

    0.0028577887443084

    datetime

    The timestamp of the block. In seconds.

    1669161611

    snapshots

    The snapshot of the liquidity at each tick of the pool.

    See table below.

    amount

    The amount of liquidity in the specified tick range.

    1.7305248294559624e+23

    lower_tick

    The lower tick of the range.

    -59580

    upper_tick

    The upper tick of the range.

    -59520

    Exchange trading pair codes (instruments)
    Exchange trading pair codes (instruments)
    Pagination
    Exchange trading pair codes (instruments)
    Exchange trading pair codes (instruments)
    Pagination
    Pagination
    Asset codes
    Pagination
    Exchange codes
    Pagination

    instrument_class

    Yes

    Instrument class. See Exchange trading pair codes (instruments)

    instrument

    Yes

    Instrument code. See Exchange trading pair codes (instruments)

    interval

    No

    The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. Any arbitrary value between one second and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are s (second), m (minute), h (hour) and d (day). Default 1h.

    page_size

    No

    Number of snapshots to return data for. (default: 10, max: 100). See Pagination Automatically included in continuation tokens.

    sort

    No

    Return the data in ascending asc or descending desc order. Default desc Automatically included in continuation tokens.

    start_time

    No

    Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

    slippage

    No

    Order size (in quote asset) for which to calculate the percentage of slippage. Default: 0. When null is returned, not enough volume is present on the order book to execute the order.

    slippage_ref

    No

    Price point for which to calculate slippage from. Either from the mid price (mid_price) or from the best bid/ask (best). Default: mid_price.

    spread

    The average difference between the best bid and the best ask over a specified interval.

    mid_price

    The average mid price between the best bid and the best ask over a specified interval

    ask_slippage

    The average percentage of price slippage for a market buy order over a specified interval.

    bid_slippage

    The average percentage of price slippage for a market sell order over a specified interval.

    Exchange codes
    Pagination

    sort

    No

    Return the data in ascending (asc) or descending (desc) order. Default is desc.

    end_time

    No

    Ending time in ISO 8601 (exclusive) Automatically included in continuation tokens.

    page_size

    No

    See Pagination Page size limits differ by the interval selected:

    • Less than or equal to 1m Default: 10, Max: 100

    • 1m to 1h Default: 4, Max: 10

    • More than 1h Default: 1, Max: 4

    Automatically included in continuation tokens.

    sort

    No

    Return the data in ascending (asc) or descending (desc) order. Default is desc.

    include_exchanges

    No

    List of exchanges' code to include in the calculation. Exchange codes Default is all exchanges. Automatically included in continuation tokens.

    exclude_exchanges

    No

    List of exchanges' code to exclude in the calculation. Automatically included in continuation tokens.

    extrapolate_missing_values

    No

    When true, if there are any null (missing) prices for the calculation, they will be filled in using the last available price from the window requested. This is useful for assets that don't have a lot of trades or for data that is collected very frequently. However, if the parameter is set to true and no prices were available in that window, a null value will still be returned.

    count

    Total amount of trades reported during the interval. 0 when no trades are reported, except if extrapolate_missing_values is true.

    extrapolate_missing_values

    true if the value has been extrapolated from the last computed value available, false if not.

    Asset codes
    Asset codes
    RWM Robust Weighted Median

    interval

    No

    The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. Any arbitrary value between one second and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are s (second), m (minute), h (hour) and d (day). Default 1d.

    page_size

    No

    See Pagination Page size limits differ by the interval selected:

    • Less than or equal to 1m Default: 10, Max: 100

    • 1m to 1h Default: 4, Max: 10

    • More than 1h Default: 1, Max: 4

    Automatically included in continuation tokens.

    sort

    No

    Return the data in ascending (asc) or descending (desc) order. Default is desc. Automatically included in continuation tokens.

    include_exchanges

    No

    List of exchanges' code to include in the calculation. Exchange codes Default is all exchanges. Automatically included in continuation tokens.

    exclude_exchanges

    No

    List of exchanges' code to exclude in the calculation. Automatically included in continuation tokens.

    extrapolate_missing_values

    No

    When true, if there are any null (missing) prices for the calculation, they will be filled in using the last available price from the window requested. This is useful for assets that don't have a lot of trades or for data that is collected very frequently. However, if the parameter is set to true and no prices were available in that window, a null value will still be returned.

    sources

    No

    When true, the response includes the intermediary pair price details used to calculate the price. Default: false

    Asset codes
    Asset codes
    Robust Weighted Median

    Starting time in ISO 8601 (inclusive). First time at which we want to have metrics.

    2023-11-29T14:00:00.0000000Z

    end_time

    Yes

    Ending time in ISO 8601 (exclusive). Last time at which we want to have exchange metrics.

    2023-11-29T15:00:00.0000000Z

    interval

    Yes

    The interval parameter is suffixed with h or d to specify hours or days, respectively. Any arbitrary value between one second and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are h (hour) and d (day). Default: 1h.

    1h

    sources

    No

    If true, returns trading information detailed by pair. Default: false

    page_size

    No

    See Pagination Minimum: 1 Maximum: 100

    Default: 10

    100

    sort

    No

    If asc, sort time-series in ascending. If desc, sort time-series in descending. Default: desc

    asc

    Total volume in USD traded in the interval. 0 when no trades are reported.

    139803179.89191553

    total_trade_count

    Trading activity

    Total trade count in the interval. 0 when no trades are reported.

    121748

    nb_listed_assets

    Trading activity

    Number of listed assets in the interval. 0 when no trades are reported.

    235

    nb_listed_pairs

    Trading activity

    Number of listed pairs in the interval. 0 when no trades are reported.

    379

    asset_volumes

    Trading activity

    Trading information details by asset.

    [{"asset_code": "btc", "asset_trade_count": 22772, "asset_total_volume_usd": 61612344.01769975, "asset_price_usd": 37994.62623807689, "asset_contribution": 0.4407077440250888, "pairs_volumes": []]}, ...]

    asset_code

    Trading activity

    Asset code.

    btc

    asset_trade_count

    Trading activity

    Trade count in the interval by asset. 0 when no trades are reported.

    159115

    asset_total_volume_usd

    Trading activity

    Volume in USD traded in the interval by asset. 0 when no trades are reported.

    61612344.01769975

    asset_price_usd

    Trading activity

    Asset cross-price in USD used to compute volume in USD.

    37994.62623807689

    asset_contribution

    Trading activity

    Asset volume percentage over total volume.

    0.4407077440250888

    pairs_volumes

    Trading activity

    Trading information details by pair.

    [{"pair_code": "btc-usd", "pair_trade_count": 19193, "pair_volume_usd": 57484171.99063697, "pair_contribution": 0.9329976469345679}, ...]

    pair_code

    Trading activity

    Pair code.

    btc-usd

    pair_trade_count

    Trading activity

    Trade count in the interval by pair. 0 when no trades are reported.

    1686

    pair_volume_usd

    Trading activity

    Volume in USD traded in the interval by pair. 0 when no trades are reported.

    57484171.99063697

    pair_contribution

    Trading activity

    Pair volume percentage over asset volume.

    0.9329976469345679

    Exchange codes

    instrument_class

    Yes

    Choose between : future perpetual-future

    instrument

    Yes

    Instrument code. See Exchange trading pair codes (instruments)

    Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

    2025-02-25T23:59:00.000Z

    sort

    No

    Return the data in ascending (asc) or descending (desc) order. Default: desc

    asc

    page_size

    No

    See Pagination Default: 100

    Maximum: 1000

    500

    amount_usd

    The quantity, displayed in USD.

    9359.689996356

    price

    The price at which the liquidation was executed, displayed in USD.

    82854.8

    rate

    Rate used to convert quote currency to USD. For example: 1 USDT = 0.997 USD

    0.99969

    position_side

    The position liquidated

    long

    timestamp

    The timestamp provided by the exchange or the collection timestamp in Unix Timestamp (in milliseconds)

    1741785829372000000

    trade_id

    Unique trade ID (unique to the exchange). In case the exchange does not provide an ID, we generate it ourselves.

    d472cae0135..dfdh6_g

    Exchange codes
    Cefi derivative markets
    guide
    guide
    Exchange trading pair codes (instruments)
    Exchange trading pair codes (instruments)
    Pagination
    guide
    Pagination
    guide

    Yes

    Instrument class. See

    instrument

    Yes

    Instrument code. See

    No

    See Automatically included in continuation tokens.

    continuation_token

    No

    See

    sort

    No

    Return the data in ascending (asc) or descending (desc) order. Default desc.

    No

    Filter on a specific transaction hash. (Several trades can happen within a single transaction).

    user_address

    No

    Filter on a specific address.

    start_block

    No

    Starting block height (inclusive).

    end_block

    No

    Ending block height (inclusive).

    Quantity of asset bought or sold (can be in base_asset, quote_asset or the number of contracts).

    taker_side_sell

    See

    The address of the pool in which the trade happened.

    user_address

    Address that triggered the transaction.

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

    region

    Yes

    Choose between eu and us.

    exchange

    Yes

    Exchange code.

    See Exchange codes

    start_time

    No

    Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

    end_time

    No

    Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

    blockchain

    No

    Filter on a specific blockchain. (Default: ethereum).

    pool_address

    No

    Filter on a specific pool address.

    timestamp

    The timestamp provided by the exchange or the collection timestamp in Unix Timestamp (in nanoseconds)

    trade_id

    Unique trade ID (unique to the exchange). In case the exchange does not provide an ID, we generate it ourselves.

    price

    Price displayed in quote currency.

    blockchain

    The blockchain on which the trade happened.

    transaction_hash

    Transaction hash.

    log_index

    The log index of the transaction (in base 10).

    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"
    }

    instrument_class

    page_size

    transaction_hash

    amount

    pool_address

    10

    sort

    No

    Return the data in ascending (asc) or descending (desc) order. Default: desc

    asc

    start_time

    No

    Starting time in ISO 8601 (inclusive).

    2025-01-01T00:00:00.000Z

    end_time

    No

    Ending time in ISO 8601 (exclusive).

    2025-01-04T00:00:00.000Z

    The total number of long & short liquidation events.

    703

    total_amount

    The total value of the long & short liquidations, expressed in USD.

    4493384.579834212

    long_trades

    The total number of long liquidations.

    275

    long_amount

    The total value of the long liquidations, expressed in USD

    920343.8155558605

    short_trades

    The total number of short liquidations.

    428

    short_amount

    The total value of the short liquidations, expressed in USD.

    3573040.764278351

    exchanges

    A breakdown per exchange of the requested data

    -

    • exchange

    The specific exchange.

    bbit

    • total_trades

    The total number of long & short liquidation events for the specific exchange.

    400

    • total_amount

    The total value of the long & short liquidations for the specific exchange, expressed in USD.

    2441098.7305411045

    • long_trades

    The total number of long liquidations for the specific exchange.

    131

    • long_amount

    The total value of the long liquidations for the specific exchange, expressed in USD

    303823.495563143

    • short_trades

    The total number of short liquidations for the specific exchange.

    269

    • short_amount

    The total value of the short liquidations for the specific exchange, expressed in USD.

    2137275.2349779615

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

    region

    Yes

    Choose between eu and us.

    asset

    Yes

    Base asset. See Exchange trading pair codes (instruments)

    interval

    No

    The interval parameter is suffixed with h or d to specify hours or days, respectively. Any arbitrary value between one hour and one day can be used, as long as it sums up to a maximum of 1 day. Default: 1h

    1h

    page_size

    No

    interval_time

    Timestamp at which the interval begins in a readable format.

    2025-03-17T00:00:00.000Z

    interval_timestamp

    Timestamp at which the interval begins. In milliseconds.

    1742169600000000000

    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"
    }
    Cefi derivative markets

    Number of snapshots to return data for. See Default: 100

    Maximum: 1000

    total_trades

    start_time

    Starting time in ISO 8601 (inclusive).

    2022-05-01T00:00:00.000Z

    end_time

    Ending time in ISO 8601 (inclusive).

    2022-05-01T00:00:00.000Z

    transaction_hash

    Filter by transaction hash.

    syJFDzPJJ92GLsXqYXUKEY23e8uoLPAdgci7Ko9cUYZxvCvf5SHdKnYuC1Jh7UrTSzRc2EpUB7kzCwGd2qdTnKD

    user_address

    Filter by user address.

    2AXXcN6oN9bBT5owwmTH53C7QHUXvhLeu718Kqt8rvY2

    token_address

    Filter by token address.

    EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v

    token_symbol

    Filter by token symbol.

    SOL

    The timestamp of the block.

    1742793063000000000

    user_address

    The address on which the row is focused.

    CsVdJ8WH8Q9eHSTRpwtwN3TYApm24QnLKYUMNxJ3DaED

    transaction_hash

    Transaction hash.

    syJFDzPJJ92GLsXqYXUKEY23e8uoLPAdgci7Ko9cUYZxvCvf5SHdKnYuC1Jh7UrTSzRc2EpUB7kzCwGd2qdTnKD

    transaction_type

    Event type. See more information .

    transfer

    transaction_index

    The index of the transaction.

    15

    ordinal

    Index of the event.

    5

    sender_address

    The address that sends tokens or coins.

    2AXXcN6oN9bBT5owwmTH53C7QHUXvhLeu718Kqt8rvY2

    receiver_address

    The address that receives tokens or coins.

    CsVdJ8WH8Q9eHSTRpwtwN3TYApm24QnLKYUMNxJ3DaED

    token_symbol

    Symbol of the token or coin transfered

    SOL

    token_address

    The address of the token or coin transfered.

    So11111111111111111111111111111111111111112

    direction

    Inflow or outflow from the user_address.

    out

    amount

    Amount of asset transfered.

    3.697694466

    amount_usd

    Amount of asset transferred in usd.

    513.02619

    balance_after

    Wallet balance for the user_address for this asset.

    2816.119373498

    balance_after_usd

    Wallet balance for the user_address for this asset in usd.

    390714.54077

    blockchain

    Always solana.

    solana

    sort

    The sorting order for the results.

    asc or desc

    page_size

    Number of results to return data for. (max: 5000).

    See Pagination

    100

    chain

    Blockchain name.

    solana

    block_number

    The height of the block.

    328800011

    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"
        }
    }

    transfer

    A coin transfer operation.

    token_transfer

    This operation involves the transfer of (SPL) tokens.

    gas_fees

    The amount of gas purchased by the initiator to execute the transaction.

    timestamp

    asc or desc

    page_size

    Number of results to return data for. (max: 5000).

    See

    100

    start_time

    Starting time in ISO 8601 (inclusive).

    2022-05-01T00:00:00.000Z

    end_time

    Ending time in ISO 8601 (inclusive).

    2022-05-01T00:00:00.000Z

    transaction_hash

    The transaction hash to filter on.

    5ae688ab08139338e3024e150339ffa94c9d2ba23f38d0838025a41dc2fac3e6

    user_address

    The address to filter on.

    bc1qm8ktha9m745u2gh54kprk72eu9t6n5xa2adckn

    The timestamp of the block.

    1732536300000000000

    address

    The address on which the row is focused.

    bc1qhyar38j6catjs8y30naptzrs8jhgudhzcv8s98

    transaction_hash

    Transaction hash.

    e84b146c3f26545b525772a38425513f36a1738bfbb49a474aefe14a8c6d7903

    transaction_id

    Transaction ID.

    334480d40ca84435bf440da99e9454cca25d06163996cd9a6ba4b517b9da1608

    transaction_type

    Transaction type. See information .

    witness_v0_keyhash

    transaction_index

    The index of the transaction.

    4695

    internal_transaction_index

    1

    token_symbol

    Symbol of the token or coin transfered

    BTC

    direction

    Inflow or outflow from the user_address.

    out

    amount

    Amount of asset transfered.

    0.0022931

    amount_usd

    Amount of asset transferred in usd.

    225.6601111753002

    balance_after

    Wallet balance for the user_address for this asset.

    0

    balance_after_usd

    Wallet balance for the user_address for this asset in usd.

    0

    witness_v0_scripthash

    witness_v1_taproot

    nulldata

    nonstandard

    blockchain

    Always bitcoin.

    bitcoin

    sort

    blockchain

    Blockchain name.

    bitcoin

    block_number

    The height of the block.

    871899

    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=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_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"
        }
    }

    minerReward

    multisig

    pubkey

    pubkeyhash

    scripthash

    witness_unknown

    The sorting order for the results.

    timestamp

    witness_v0_keyhash

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

  • Bid-ask Spread - The bid-ask spread is the difference between the highest price that a buyer is willing to pay for an asset (the bid) and the lowest price that a seller is willing to accept (the ask). A smaller spread implies more liquidity.

  • Endpoint

    Path Parameters

    Parameter
    Required?
    Description

    region

    Yes

    Choose between eu and us.

    exchange

    Yes

    Exchange code.

    See

    Query Parameters

    Parameter
    Required
    Description

    continuation_token

    No

    See

    end_time

    No

    Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

    Fields

    Field
    Description

    poll_timestamp

    The timestamp at which the raw data snapshot was taken.

    poll_date

    The date at which the raw data snapshot was taken.

    timestamp

    The timestamp provided by the exchange. null when not provided.

    Request example

    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)

    Response example

    {
        "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
            }
        }
    }
    https://us.market-api.kaiko.io/v2/data/order_book_snapshots.v1/exchanges/{exchange}/{instrument_class}/{instrument}/snapshots/full
    Endpoint

    Parameters

    Parameter
    Required
    Description
    Example

    blockchain

    No

    Should be one of the currently supported blockchains. See

    ethereum

    protocol

    No

    Fields

    Field
    Description
    Example

    blockchain

    The blockchain on which the transaction happened.

    ethereum

    block_number

    The height of the block in which the transaction happened.

    129876

    Request example

    curl --compressed -H "Accept: application/json" -H "X-Api-Key: <client-api-key>" \
      "https://eu.market-api.kaiko.io/v2/data/liquidity.v1/events"
    ##### 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)

    Response example

    here
    https://eu.market-api.kaiko.io/v2/data/liquidity.v1/events
    {
      "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"
    }

    Interest rates, borrowed and deposited amounts

    What is this endpoint for?

    This endpoint provides information about lending pools. It shows data such as how many tokens has been deposited and borrowed, as well as the interest rates for lending and borrowing at each block.

    Endpoint

    Parameters

    Parameter
    Mandatory?
    Description
    Example

    Fields

    Field
    Description
    Example

    Metadata information

    AAVE v1

    Field
    Description
    Example

    AAVE v2

    Field
    Description
    Example

    Compound

    Field
    Description
    Example

    Cream

    Field
    Description
    Example

    Maker

    Field
    Description
    Example

    Request example

    Response example

    Exchange-provided metrics

    Derivatives Risk endpoint

    What is this endpoint for?

    This endpoint returns exchange-provided metrics such as open interest, funding rates, and option greeks.

    Endpoint

    https://{eu/us}.market-api.kaiko.io/v2/data/derivatives.v2/risk

    Path Parameters

    Parameter
    Required?
    Example

    Query Parameters

    Parameter
    Required
    Description
    Example

    Fields: Perpetual-Future

    Field
    Description
    Example

    Fields: Future

    Field
    Description
    Example

    Fields: Option

    Field
    Description
    Example

    Request examples

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

    Response example

    Assets

    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

    Parameters

    Parameter
    Required
    Description
    Example

    Fields

    Field
    Category
    Description
    Example

    Request examples

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

    Response example

    Balances and transactions

    Endpoint

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

    Parameters

    Parameter
    Description
    Example
    Required?

    Fields

    Field
    Description
    Example

    Request example

    Response example

    Possible values for the field transaction_type:

    Value
    Description

    Exchange trading pair codes (instruments)
    Exchange trading pair codes (instruments)
    Pagination
    Pagination
    "taker_side_sell" Explained
    Pagination
    below
    Pagination
    below

    instrument_class

    Yes

    Instrument class. See Exchange trading pair codes (instruments)

    instrument

    Yes

    Instrument code. See Exchange trading pair codes (instruments)

    limit_orders

    No

    Number of orders to return on bid and ask side per snapshot. To retrieve the best bid/ask, set this parameter to 1 Default: 10

    page_size

    No

    Number of snapshots to return (default: 10, max: 100). See Pagination Automatically included in continuation tokens.

    sort

    No

    Return the data in ascending asc or descending desc order. Default: desc. Automatically included in continuation tokens.

    start_time

    No

    Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

    slippage

    No

    Order size (in quote asset) for which to calculate the percentage of slippage. Default: 0. When null is returned, not enough volume is present on the order book to execute the order.

    slippage_ref

    No

    Price point for which to calculate slippage from. Either from the mid-price (mid_price) or from the best bid/ask (best). Default: mid_price.

    bid_volume_x

    The volume of bids placed within 0 and x% of the best bid. This is what we call "Market Depth"

    ask_volume_x

    The volume of asks placed within 0 and x% of the best ask. This is what we call "Market Depth"

    spread

    The difference between the best bid and the best ask at the time the snapshot was taken. This is what we call "Bid Ask Spread"

    mid_price

    The mid price between the best bid and the best ask.

    ask_slippage

    The percentage price slippage for a market buy order placed at the time that the order book snapshot was taken.

    bid_slippage

    The percentage price slippage for a market sell order placed at the time that the order book snapshot was taken.

    asks

    The sell orders in the snapshot. If the limit_oders parameter is used, this will be reflected here. amount is the quantity of asset to sell, displayed in the base currency. price is displayed in the quote currency.

    bids

    The buy orders in the snapshot. If the limit_oders parameter is used, this will be reflected here. amount is the quantity of asset to buy, displayed in the base currency. price is displayed in the quote currency.

    Exchange codes
    Pagination

    Filter on a currently supported DEX.

    usp2

    pool_address

    No

    Pool address related to the liquidity event. Default: all liquidity pools.

    0x14de8287adc90f0f95bf567c0707670de52e3813

    pool_contains

    No

    Mints and burns including the requested token. Default: all available tokens.

    weth or weth,usdt,usdc

    block_number

    No

    Block height.

    129876

    user_addresses

    No

    Filter on specific user addresses (comma separated).

    0x479bc**

    live

    No

    Shows the data as soon as the block is validated. (Default: false, in case of block reorganization).

    true

    tx_hash

    No

    Filter on a specific transaction hash.

    0xe68b84740**

    start_block

    No

    Starting block height (inclusive).

    129870

    end_block

    No

    Ending block height (inclusive).

    130000

    start_time

    No

    Starting time in ISO 8601 (inclusive).

    2022-04-01T00:00:00.000Z

    end_time

    No

    Ending time in ISO 8601 (inclusive).

    2022-05-01T00:00:00.000Z

    sort

    No

    Returns the data in ascending asc or descending desc order. Default: desc.

    asc

    type

    No

    Event type. By default both burn and mint are shown.

    burn or mint

    page_size

    No

    Number of snapshots to return data for. (default: 1000, min: 1, max: 1000). See Pagination

    500

    type

    Event type: mint or burn.

    burn or mint

    pool_name

    Name of the pool as it is written on the blockchain.

    USDC-WETH-0.001

    pool_address

    Address of the contract of the pool.

    0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640

    exchange

    Code of the DEX.

    usp3

    transaction_hash

    Transaction hash

    0x3d28ec9f35692ee6e9264735cd4f92c48bccda82487144d26ebc12376a418cdc

    log_index

    The log index of the transaction (in base 10)

    152

    user_address

    Address that triggered the transaction.

    0x479bc00624e58398f4cf59d78884d12fb515790a

    price

    Price of the token at the moment of the event.

    0.000358096

    amounts

    Amounts of the tokens

    See example

    datetime

    Timestamp at which the interval begins. In seconds.

    1650441900

    metadata

    Only for Uniswap v3. Upper and lower ticker of the interval on which the liquidity is provided

    {"lower_ticker": 190650, "upper_ticker": 195610}

    Blockchain codes

    aav1

    asset

    L&B events including the requested token. Default: all available tokens.

    tusd

    live

    Shows the data as soon as the block is validated. (Default: false, in case of block reorganization).

    true

    block_number

    Block height.

    10795593

    start_block

    Starting block height (inclusive).

    129870

    end_block

    Ending block height (inclusive).

    130000

    start_time

    Starting time in ISO 8601 (inclusive).

    2022-04-01T00:00:00.000Z

    end_time

    Ending time in ISO 8601 (inclusive).

    2022-05-01T00:00:00.000Z

    interval

    Interval between each snapshot. The suffixes are s (second), m (minute), h (hour), d (day), b (block), change (whenever a change happens). Default: 1b.

    152s

    sort

    Returns the data in ascending or descending order. Default: desc.

    ascending

    page_size

    Number of snapshots to return data for. (default: 100, min: 1, max: 1000). See

    1000

    The timestamp of the block in which the transaction happened.

    1669124591

    protocol

    Code of the L&B protocol.

    aave/v2

    asset_symbol

    Symbol of the underlying asset.

    crv

    asset_address

    Address of the underlying asset.

    0xd533a949740bb3306d119cc777fa900ba034cd52

    asset_decimals

    Decimals of the underlying asset.

    18

    receipt_symbol

    Symbol of the receipt asset.

    acrv

    receipt_address

    Address of the receipt asset.

    0x8dae6cb04688c62d939ed9b68d32bc62e49970b1

    receipt_decimals

    Decimals of the receipt asset.

    18

    total_liquidity

    The total amount of liquidity for this pool.

    1486160

    available_liquidity

    The total amount of available liquidity for this pool.

    1279630

    total_borrowed

    The total amount of tokens borrowed for this pool.

    206535

    supply_rate

    The supply rate.

    0.00289186

    stable_borrow_rate

    The stable borrow rate.

    0.0442648

    variable_borrow_rate

    The variable borrow rate.

    0.0208089

    metadata

    Metadata specific to each protocol.

    More information below

    Total liquidity - All of the debt tokens supply.

    51387128.92415

    Minimum amount of DAI that can be minted for this type of Vault.

    2000

    https://eu.market-api.kaiko.io/v2/data/lending.v1/snapshots

    blockchain

    One or several of the currently supported blockchain. Default: ethereum. See Blockchain codes

    ethereum

    protocol

    blockchain

    The blockchain on which the transaction happened.

    ethereum

    block_number

    The height of the block in which the transaction happened.

    16025918

    total_borrowed_stable

    The total amount of assets borrowed with a stable rate for this pool.

    0

    total_borrowed_variable

    The total amount of assets borrowed with a variable rate for this pool.

    41872.928778

    total_borrowed_stable

    The total amount of assets borrowed with a stable rate for this pool.

    4162389.524515

    total_borrowed_variable

    The total amount of assets borrowed with a variable rate for this pool.

    345075360.304631

    total_reserves

    Total liquidity - All of the debt tokens supply.

    3486037.365878

    total_reserves

    Total liquidity - All of the debt tokens supply.

    033661.402437

    collateral_ratio

    Minimum ratio of collateral before liquidation.

    1.5

    debt_ceiling

    Maximum amount of DAI that can be emitted on this type of vault.

    2500000

    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"
                }
            },

    One or several of the currently supported L&B protocols.

    datetime

    total_reserves

    debt_floor

    future

    instrument

    Yes

    Instrument code. See One instrument returned per query.

    btcusdt250117

    interval

    No

    Interval period (can be one of 1m, 1h, 4h, and 1d). Default 1m When you query data using aninterval greater than one minute, we'll return the data from the last minute of that time period. For example, if you query data for 09:00 with the interval set at 1h, we'll return data from 09:59 (since that's the last minute of the 09:00-10:00 hour period).

    1h

    page_size

    No

    Number of snapshots to return data for. (default: 100, min: 1, max: 1000). See

    10

    sort

    No

    Return the data in ascending (asc) or descending (desc) order. Default desc

    asc

    start_time

    No

    Starting time in ISO 8601 (inclusive).

    2025-01-01T00:00:00.000Z

    end_time

    No

    Ending time in ISO 8601 (exclusive).

    2025-01-04T00:00:00.000Z

    The total outstanding number of contracts (units in which open interest metrics are quoted vary by exchange)

    1127623

    funding_rate

    The current funding rate.

    -0.0000756735759807

    predicted_funding_rate

    The predicted funding rate for the next period.

    -0.0000845044644161

    The total outstanding number of contracts (units in which open interest metrics are quoted vary by exchange)

    1127623

    time_to_expiry

    The number of minutes remaining before expiry.

    41504

    nearby

    The soonest expiring contract with the same base & quote asset on the specified exchange

    boolean value

    quarterly_nearby

    The soonest expiring quarterly contract with the same base & quote asset on the specified exchange

    boolean value

    settlement_price

    Settlement price calculated at the end of the trading day for the contract.

    106610

    settlement_timestamp

    Time of calculated settlement price.

    0.0065

    The total outstanding number of contracts (units in which open interest metrics are quoted vary by exchange)

    1127623

    time_to_expiry

    The number of minutes remaining before expiry.

    41504

    nearby

    The soonest expiring contract with the same base & quote asset on the specified exchange

    boolean value

    quarterly_nearby

    The soonest expiring quarterly contract with the same base & quote asset on the specified exchange

    boolean value

    ask_iv

    Implied volatility for the best ask.

    57.5

    bid_iv

    Implied volatility for the best bid.

    65.4

    mark_iv

    The implied volatility for the mark price.

    69.42

    delta

    The delta value for the option.

    0.8841

    gamma

    The gamma value for the option.

    0.00003

    rho

    The rho value for the option.

    21.26122

    theta

    The theta value for the option.

    -26.18193

    vega

    The vega value for the option.

    2.36321

    settlement_price

    Settlement price calculated at the end of the trading day for the contract.

    106610

    settlement_timestamp

    Time of calculated settlement price.

    0.0065

    region

    Yes

    Choose between eu and us.

    exchange

    Yes

    Should be one of the exchanges currently supported

    okex

    instrument_class

    Yes

    timestamp

    Timestamp at which the interval begins. In milliseconds.

    1650441900000

    24h_volume

    The volume of the trades executed in the last 24 hours (can be in base_asset, quote_asset or the number of contracts)

    5270648

    timestamp

    Timestamp at which the interval begins. In milliseconds.

    1650441900000

    24h_volume

    The volume of the trades executed in the last 24 hours (can be in base_asset, quote_asset or the number of contracts)

    5270648

    timestamp

    Timestamp at which the interval begins. In milliseconds.

    1650441900000

    24h_volume

    The volume of the trades executed in the last 24 hours (can be in base_asset, quote_asset or the number of contracts)

    5270648

    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)
    {
        "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
            }
        }
    }

    future, perpetual-future, or option

    open_interest

    open_interest

    open_interest

    guide

    2023-01-25T00:00:00.000Z

    end_time

    Yes

    Ending time in ISO 8601 (exclusive).

    2023-01-26T00:00:00.000Z

    interval

    Yes

    The interval parameter is suffixed with h or d to specify hours or days, respectively. Any arbitrary value between one second and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are h (hour) and d (day). Default: 1h.

    1h

    sources

    No

    boolean. If true, returns trading information and market depths detailed by exchanges as well as main holders. Default: false

    page_size

    No

    See Minimum: 1 Maximum: 100

    Default: 10

    100

    0.1699233217119519

    total_volume_usd

    Trading activity

    Total volume in usd traded in the interval. 0 when no trades are reported.

    30508181.43789653

    total_volume_asset

    Trading activity

    Total volume in number of assets traded in the interval. 0 when no trades are reported.

    179540872.49784896

    total_trade_count

    Trading activity

    The total amount of trades reported during the interval. 0 when no trades are reported.

    159684

    total_off_chain_volume_usd

    Trading activity

    Total off-chain volume in usd traded in the interval. 0 when no trades are reported.

    30038710.382665947

    total_off_chain_volume_asset

    Trading activity

    Total off-chain volume in number of assets traded in the interval. 0 when no trades are reported.

    176778031.87949985

    total_off_chain_trade_count

    Trading activity

    The total amount of trades reported off-chain during the interval. 0 when no trades are reported.

    159115

    trades_data

    Trading activity

    List of volume in usd, volume in number of assets and total amount of trades by centralized exchange.

    [{"exchange": "binc", "volume_usd": 27539301.29722444, "volume_asset": 162068991, "trade_count": 125188}, ...]

    total_on_chain_volume_usd

    Trading activity

    Total on-chain volume in usd traded in the interval. 0 when no trades are reported.

    1036710779.1918713

    total_on_chain_volume_asset

    Trading activity

    Total on-chain volume in number of assets traded in the interval. 0 when no trades are reported.

    1036710779.1918713

    total_on_chain_trade_count

    Trading activity

    The total amount of trades reported on-chain during the interval. 0 when no trades are reported.

    20513

    trades_data

    Trading activity

    List of volume in usd, volume in number of assets and total amount of trades by decentralized exchange.

    [{'exchange': 'blc2', 'volume_usd': 673716.6525764248, 'volume_asset': 674153.2032810001, 'trade_count': 129}, ...]

    market_depth

    Liquidity information

    Dictionary from 0.1% to 10% market depth. Base asset aggregation only.

    blockchain

    Token information

    Blockchain name.

    ethereum

    token_address

    Token information

    Token address.

    0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48

    number_of_holders

    Token information

    Total amount of holders.

    1622286

    main_holders

    Token information

    List of addesses holding at least 1% of the total supply and the amounts of tokens.

    [{'address': '0x0a59649758aa4d66e25f08dd01271e891fe52199', 'amount': 3262712000, 'percentage': 7.91745}, ...]

    total_supply

    Token information

    Blockchain total supply.

    0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48

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

    asset

    Yes

    The desired asset code. See Asset codes

    agix

    start_time

    Yes

    timestamp

    Trading activity

    Timestamp at which the interval begins.

    2023-01-25T00:00:00.000Z

    price

    Trading activity

    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
                        }
                    ]
                }
            }
        ]
    }
    

    For any field in the "token information" category, we only cover ERC-20 tokens. Only 50 tokens have been backfilled, but we can add more on demand.

    Starting time in ISO 8601 (inclusive).

    Average price in usd. null when no trades are reported.

    guide

    start_time

    Starting time in ISO 8601 (inclusive).

    2022-05-01T00:00:00.000Z

    end_time

    Ending time in ISO 8601 (inclusive).

    2022-05-01T00:00:00.000Z

    transaction_hash

    Filter by transaction hash.

    0xf7825247b9a9355c0fb45ec0d008fe638ce5bae9cb877c6a28a91d9ea5f17341

    user_address

    Filter by user address.

    0x000000fee13a103a10d593b9ae06b3e05f2e7e1c

    token_address

    Filter by token address. For ETH, include the token_address field with an empty value.

    0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2

    token_symbol

    Filter by token symbol.

    LINK

    The timestamp of the block.

    1546560004

    user_address

    The address on which the row is focused.

    0xc8c939539efb7f5ba903fc99b61656979c46c045

    transaction_hash

    Transaction hash.

    0x5a9e11432e5c7e2fccf598606858619cbd72f1de40db625fc4749ec1b032e144

    transaction_type

    Event type. See more information .

    token_transfer

    transaction_index

    The index of the transaction.

    0

    ordinal

    Generated number that gives the order of each balance impact, for one file. Based on call index and log indexes.

    2

    sender_address

    The address that sends tokens or coins.

    0xc8c939539efb7f5ba903fc99b61656979c46c045

    receiver_address

    The address that receives tokens or coins.

    0x5a0b54d5dc17e0aadc383d2db43b0a0d3e029c4c

    initiator_address

    The address that signed the transaction.

    0xc8c939539efb7f5ba903fc99b61656979c46c045

    token_symbol

    Symbol of the token or coin transfered

    ETH

    token_address

    The address of the token or coin transfered.

    0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee

    direction

    Inflow or outflow from the user_address.

    out

    amount

    Amount of asset transfered.

    0.16

    amount_usd

    Amount of asset transferred in usd.

    23.863262042004745

    balance_after

    Wallet balance for the user_address for this asset.

    0.4814735188

    balance_after_usd

    Wallet balance for the user_address for this asset in usd.

    71.80955465881561

    Rewards granted to the miner who mined a block before the Merge.

    uncle_rewards

    Rewards granted to the miner who mined an uncle block before the Merge.

    uncle_inclusion_rewards

    Rewards granted to the miner who included an uncle block into a mined block before the Merge.

    genesis_balance

    Refers to the balance attributed to addresses during the genesis block.

    dao_adjust_balance

    Refers to any adjustment made to an account’s balance in relation to DAO-related hard-fork or operations.

    reward_transaction_fee

    Reward earned by the miner for including the transaction in the block.

    burnt_transaction_fee

    Burnt amount of ETH transaction fees, post EIP-1559.

    token_burn

    Burn of a ERC20 token.

    token_mint

    Mint of a ERC20 token.

    staking_deposit

    Deposit of stake for validators.

    staking_withdrawal

    Withdrawal of rewards or stake for validators.

    wrap_coin

    Wrapping ETH into WETH.

    unwrap_coin

    Unwrapping WETH back to ETH.

    blockchain

    Always ethereum.

    ethereum

    sort

    The sorting order for the results.

    asc or desc

    page_size

    Number of results to return data for. (max: 5000).

    See Pagination

    100

    chain

    Blockchain name.

    ethereum

    block_number

    The height of the block.

    7005997

    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=ethereum"
    ##### 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"
        }
    }

    coin_transfer

    Native ETH transfer.

    tx_value

    Native ETH transfer happening in a transaction.

    token_transfer

    This operation involves the transfer of (ERC20) tokens.

    timestamp

    block_rewards

    Derivatives contract details

    What is this endpoint for?

    This endpoint provides details of the contracts, including base asset, quote asset, contract size, contract size unit, listing_timestamp, expiry, strike price, and underlying index.

    Endpoint

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

    Path Parameters

    Parameter
    Required?
    Example

    Query Parameters

    Parameter
    Required
    Description
    Example

    Fields: Perpetual-Future

    Field
    Description
    Example

    Fields: Future

    Field
    Description
    Example

    Fields: Option

    Field
    Description
    Example

    Request examples

    Response example

    Searching for contracts (Deribit exchange only)

    You can get a list of all the futures or options that can be traded between two specific times by using the start_time and end_time settings. For instance, if you're interested in all the futures or options that can be traded between October 1, 2022, and October 2, 2022, you would set start_time as 2022-10-01T00:00:00.000Z and end_time as 2022-10-03T00:00:00.000Z. If you want to find futures or options that were traded at a specific time, simply use the same time for both start_time and end_time. If you only provide one of the start_time or end_time, the other one will be automatically determined as shown in the table below.

    start_time (ISO 8601)
    end_time (ISO 8601)
    Description
    Pagination
    Exchange trading pair codes (instruments)
    Pagination
    Pagination
    below

    future

    instrument

    No

    Instrument code. See

    ethusd220624, btc*220624, *usdt, btc*may22*

    base_assets

    No

    For finding the instruments with the certain base asset

    btc, eth

    quote_assets

    No

    For finding the instruments with the certain quote asset

    usd, usdt

    option_type

    No

    option only. For finding either only the call options or put options

    C, P

    min_strike

    No

    option only. Used to retrieve options whose strike price is above this minimum value (exclusive/inclusive)

    10000

    max_strike

    No

    option only. Used to retrieve options whose strike price is below this maximum value (exclusive/inclusive)

    90000

    start_time Deribit exchange only

    No

    future & option only. Used to retrieve futures and options that expire after this date and time (inclusive)

    2022-06-23T00:01:00.000Z

    end_time Deribit exchange only

    No

    future & option only. Used to retrieve futures and options that are listed before this date and time (exclusive)

    2022-06-25T23:59:00.000Z

    page_size

    No

    Number of snapshots to return data for. (default: 1000, min: 1, max: 1000). See

    500

    The specified instrument

    btc-usdc

    base

    The base asset of the instrument

    btc

    quote

    The unit in which the instrument is quoted

    usdc

    contract_size

    Size of the contract

    1

    contract_size_unit

    Unit in which contract is denominated

    btc

    listing_timestamp

    Date listed by exchange

    2024-01-03 12:30:00 UTC

    funding_rate_frequency

    Interval at which the funding rate is paid

    8h

    The specified instrument

    btcusdt250117

    base

    The base asset of the instrument

    btc

    quote

    The unit in which the instrument is quoted

    usdt

    contract_size

    Size of the contract

    0.01

    contract_size_unit

    Unit in which contract is denominated

    btc

    listing_timestamp

    The timestamp when a certain option instrument is listed on the exchange

    2025-01-03 08:10:00 UTC

    expiry

    Expiration date of the contract

    2025-01-17 08:00:00 UTC

    The specified instrument

    btc10dec21100000c

    base

    The base asset of the instrument

    btc

    quote

    The unit in which the instrument is quoted

    usd

    contract_size

    Size of the contract

    1

    contract_size_unit

    Unit in which contract is denominated

    btc

    listing_timestamp

    The timestamp when a certain option instrument is listed on the exchange

    2021-11-18 08:16:00 UTC

    expiry

    Expiration date of the contract

    2021-12-10 08:00:00 UTC

    strike_price

    The strike price of the contract in USD.

    30000

    underlying_index

    Name of the underlying asset

    BTC-10DEC21

    Given

    start_time (ISO 8601) = end_time (ISO 8601) - 1 day

    Not given

    Not given

    all the instruments will be shown regardless of dates

    region

    Yes

    Choose between eu and us.

    exchange

    Yes

    Should be one of the exchanges currently supported

    okex

    instrument_class

    Yes

    exchange

    The exchange where the specified instrument is being traded

    binc

    instrument_class

    Shows wether the specified instrument is future, perpetual-future or option

    perpetual-future

    exchange

    The exchange where the specified instrument is being traded

    okex

    instrument_class

    Shows wether the specified instrument is future, perpetual-future or option

    future

    exchange

    The exchange where the specified instrument is being traded

    drbt

    instrument_class

    Shows wether the specified instrument is future, perpetual-future or option

    option

    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
            }
        }
    }

    Given

    Given

    start_time (ISO 8601) and end_time (ISO 8601) are the specified datetime respectively

    Given

    Not given

    end_time (ISO 8601) = start_time (ISO 8601) + 1 day

    future, perpetual-future, or option

    instrument

    instrument

    instrument

    Not given

    Borrows, repayments, liquidations, and withdrawals

    What is this endpoint for?

    This endpoint returns transactions (borrows, repayments, withdrawals, deposits and liquidations) registered on-chain, for the main L&B protocols.

    Learn about our methodologies for DEX data and Uniswap V3.

    Endpoint

    Parameters

    Parameter
    Required
    Description
    Example

    Fields

    Field
    Description
    Example

    Metadata information

    Borrow event:

    Field
    Description
    Example

    Deposit event:

    Field
    Description
    Example

    Withdraw event:

    Field
    Description
    Example

    Repayment event

    Field
    Description
    Example

    Liquidation event

    Field
    Description
    Example

    Request examples

    Response example

    Exchange trading pair codes (instruments)
    Pagination

    aav1,aav2

    user_address

    No

    Filter on a specific wallet addresses (comma separated).

    0xd8dA6BF26964aF9D7eEd9e03E53415D37aA96045

    live

    No

    Shows the data as soon as the block is validated. (Default: false, in case of block reorganization).

    true

    tx_hash

    No

    Filter on a specific transaction hash.

    0xe68b84740**

    asset

    No

    L&B events including the requested token. Default: all available tokens.

    weth or weth,usdt,usdc

    type

    No

    Event type: borrow, deposit, withdraw, repayment or liquidation.

    borrow,withdraw

    block_number

    No

    Block height.

    10795593

    start_block

    No

    Starting block height (inclusive).

    129870

    end_block

    No

    Ending block height (inclusive).

    130000

    start_time

    No

    Starting time in ISO 8601 (inclusive).

    2022-04-01T00:00:00.000Z

    end_time

    No

    Ending time in ISO 8601 (inclusive).

    2022-05-01T00:00:00.000Z

    sort

    No

    Returns the data in ascending or descending order. Default: desc.

    ascending

    page_size

    No

    Number of snapshots to return data for. (default: 100, min: 1, max: 1000). See

    1000

    The timestamp of the block in which the transaction happened.

    1669124591

    transaction_hash

    Transaction hash

    ---

    log_index

    Log index of the transaction

    152

    protocol

    Code of the L&B protocol.

    aave/v2

    type

    Event type: Borrow, deposit, withdraw, repayment or liquidation.

    borrow, deposit, etc

    user_address

    Address of the user.

    0xd8dA6BF26964aF9D7eEd9e03E53415D37aA96045

    asset_symbol

    Symbol of the underlying asset.

    crv

    asset_address

    Address of the underlying asset.

    0xd533a949740bb3306d119cc777fa900ba034cd52

    asset_decimals

    Decimals of the underlying asset.

    18

    receipt_symbol

    Symbol of the receipt asset.

    acrv

    receipt_address

    Address of the receipt asset.

    0x8dae6cb04688c62d939ed9b68d32bc62e49970b1

    receipt_decimals

    Decimals of the receipt asset.

    18

    amount

    Amounts of the borrowed token.

    299894.78

    metadata

    Metadata linked to the event type and protocol.

    More information below.

    Stable (1) or Variable (2)

    1 or 2

    on_behalf_of

    The address of user who will incur the debt.

    0xeffc18fc3b7eb8e676dac549e0c693ad50d1ce31

    The address that will receive the receipt tokens.

    0xeffc18fc3b7eb8e676dac549e0c693ad50d1ce31

    Stable (1) or Variable (2)

    1 or 2

    Decimals of the debt asset.

    18

    liquidation_debt_amount_in_asset

    Amount of the debt asset.

    1899

    liquidation_caller_address

    The address that triggered the liquidation transaction.

    0xdfd3bd446f1b7fd96dc995126ee845af0b1254cd

    receive_receipt_token

    The liquidator chooses to receive the collateral's asset (False) or recept token (True).

    True or False

    liquidation_type

    Debt (1) or Collateral (2)

    1

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

    blockchain

    No

    Should be one or several of the currently supported blockchains. See Blockchain codes

    ethereum

    protocol

    No

    blockchain

    The blockchain on which the transaction happened.

    ethereum

    block_number

    The height of the block in which the transaction happened.

    16025918

    amount_receipt

    Amounts of the receipt token.

    299899

    rate

    Borrow rate (at the event level or at the contract level depending on the protocol).

    0.02820253961814756

    amount_receipt

    Amounts of the receipt token.

    299899

    rate

    Supply rate of the overall lending pool.

    0.000203088325657998768898798

    amount_receipt

    Amounts of the receipt token.

    299899

    on_behalf_of

    The address that will receive the underlying token.

    0xeffc18fc3b7eb8e676dac549e0c693ad50d1ce31

    amount_receipt

    Amounts of the receipt token.

    299899

    on_behalf_of

    The address of user who will incur the debt.

    0xeffc18fc3b7eb8e676dac549e0c693ad50d1ce31

    liquidation_debt_asset_symbol

    Symbol of the debt asset.

    renfil

    liquidation_debt_asset_address

    Address of the debt asset.

    0xd5147bc8e386d91cc5dbe72099dac6c9b99276f5

    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"
    }

    Should be one or several of the currently supported L&B protocols.

    datetime

    rate_type

    on_behalf_of

    borrow_rate_mode

    liquidation_debt_asset_decimals

    Implied volatility calculation - smile

    What is this endpoint for?

    The IV Smile endpoint lets you calculate volatility on a minute-by-minute basis from options market prices. The endpoint returns a volatility curve for a specific expiry date.

    You can get volatility estimates by providing the following information:

    Pagination
    Strikes
  • Forward-log-moneyness

  • Deltas

  • The calculation methodology leverages space interpolation.

    Currently supported assets and exchanges:

    • BTC, ETH, SOL, and, XRP on Deribit.

    • BTC, ETH on OKX.

    • BTC, ETH on Deribit & OKX (aggregated).

    If you need data from other exchanges, we can add them on request.

    Read our Implied Volatility Methodology here.

    Endpoint

    Path Parameters

    Parameter
    Required?
    Example

    region

    Yes

    Choose between eu and us.

    Query Parameters

    Parameter
    Required
    Description
    Example

    base

    Yes

    The desired base as the underlying of the options. See supported assets above.

    btc, eth

    quote

    Yes

    Fields

    Field
    Description
    Example

    value_time

    The time in parameter

    2022-09-20T16:15:00.000Z

    expiry

    The expiry in parameter

    2022-12-30T00:00:00.000Z

    Request examples

    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

    Response examples

    {
        "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
    

    If you need implied volatilities for expiry dates that are not listed, you can use the "implied volatility surface" endpoint to calculate this.

    https://{eu/us}.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_smile

    Short listed-maturities (e.g. 7 days time-to-maturity) are only available for individual exchanges.

    The desired quote as the underlying of the options. usd or usdc

    usd

    value_time

    Yes

    The time at which to compute implied volatilities The time t should be smaller than the expiry T

    2022-09-20T16:15:00.000Z

    expiry

    Yes

    The expiry for which the implied volatilities are to be computed Must be an existing expiry on the selected exchange and tradable at the time of the computation.

    2022-12-30T08:00:00.000Z

    strikes

    Yes, if neither forward_log_moneynesses nor deltas parameters are used.

    The strike prices for which the implied volatilities are to be computed. Strike prices can be existing or non-existing ones (space interpolation included) Either strikes or forward_log_moneynesses or deltas should be filled.

    singular: 10000 plural: 10000,15000,20000

    forward_log_moneynesses

    Yes, if neither strikes nor deltas parameters are used.

    The forward log moneyness for which the implied volatilities are to be computed. Either strikes, forward_log_moneynesses or deltas should be filled.

    singular: 1 plural: -1,-0.5,0,0.5,1

    deltas

    Yes, if neither forward_log_moneynesses nor strikes parameters are used.

    The delta levels (of a Call option) for which the implied volatilities are to be computed. Either strikes, forward_log_moneynesses or deltas should be filled.

    exchanges

    No

    The desired exchange as source of options data. See supported exchanges above.

    drbt

    time_to_expiry

    The associated time to expiry in year

    0.27580868156450355

    implied_volatilities

    The list of requested implied volatilities

    [{"strike": 40000, "forward_log_moneyness": 0.7348555803648208, "implied_volatility": 0.7341747093260883, "delta": 0.04334612697660922, "gamma": 0.000012437991693543254}, {"strike": 20000, "forward_log_moneyness": 0.041708399804875465, "implied_volatility": 0.6670092468551713, "delta": 0.5223606946028295, "gamma": 0.00005929353471794603}, ... ]

    delta

    The first derivative of the price with regards to the underlying price.

    2.8863019124747424e-7

    gamma

    The second derivative of the price with regards to the underlying price.

    2.416523346501216e-10

    current_spot

    The underlying spot price at the value timestamp.

    71717

    interest_rate

    The implied interest rate.

    0.14954983972466698

    ##### 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)

    Implied volatility calculation - surface

    What is this endpoint for?

    The IV surface endpoint lets you calculate volatility from options market prices. Feed the endpoint a set of maturity dates or timeframes for when options can be exercised, and you'll receive a volatility surface, which shows how volatility changes over different dates and prices.

    You can get volatility estimates based on:

    • A specific set of strike prices

    • A forward-log-moneyness grid

    • A specific set of delta values

    • A delta grid

    The calculation methodology leverages space and time interpolation.

    Currently supported assets and exchanges:

    • BTC, ETH, SOL, and, XRP on Deribit.

    • BTC, ETH on OKX.

    • BTC, ETH on Deribit & OKX (aggregated).

    If you need data from other exchanges, we can add them on request.

    Read our Implied Volatility Methodology .

    Endpoint

    Path Parameters

    Parameter
    Required?
    Example

    Query Parameters

    Parameter
    Required
    Description
    Example

    Fields

    Field
    Description
    Example

    Request examples

    Use this example to calculate IV Surface using Deltas.

    Use this example to calculate IV Surface using forward log moneyness.

    Use this example to calculate IV Surface using strikes.

    Response examples

    usd

    exchanges

    Yes

    The desired exchange as source of options data. See exchange support above.

    drbt

    value_time

    Yes

    The time at which to compute implied volatilities The time t should be smaller than the lowest requested expiry.

    2022-06-25T16:00:00.000Z

    expiry_list

    Yes, if the set of parameters (tte_min, tte_max, tte_step) is not used.

    The expiries for which the implied volatilities are to be computed. Expiries can be listed or non-listed ones.

    • Expiries should be between minimum and maximum listed maturities on exchange. If not, a partial output will be returned.

    • Either expiry_list or (tte_min, tte_max, tte_step) should be filled.

    expiry_list=2022-08-28T08:00:00.000Z, 2022-08-30T08:00:00.000Z or tte_min=0.034288&tte_max=1&tte_step=0.02

    tte_min

    Yes, if expiry_list is not used. To be used along with tte_max, tte_step.

    Minimum time-to-expiry on the time grid.

    • Strictly positive value allowed.

    • If the `tte_min` is below the time to expiry associated with the minimum listed maturity, partial output will be returned.

    • Either expiry_list or (tte_min

    0.034288

    tte_max

    Yes, if expiry_list is not used. To be used along with tte_min, tte_step.

    Maximum time-to-expiry on the time grid.

    • Strictly positive value above the `tte_min`.

    • If the `tte_max` is above the time to expiry associated with the maximum listed maturity, partial output will be returned.

    • Either expiry_list or (tte_min, tte_max,tte_step)

    1

    tte_step

    Yes, if expiry_list is not used. To be used along with tte_min, tte_max.

    Step between two time-to-expiries in time grid.

    • Strictly positive value allowed.

    • Either expiry_list or (tte_min, tte_max, tte_step) should be filled.

    0.02

    strike_list

    Yes, if the set of parameters (f_log_min, f_log_max, f_log_step) or deltas or the set of parameters (delta_min, delta_max, delta_step) are not used.

    The strike prices for which the implied volatilities are to be computed. Strike prices can be listed or non-listed ones.

    • Strictly positives values allowed.

    • Either strike_list , (f_log_m_min, f_log_m_max, f_log_m_step

    strike_list=25000, 29150, 29155, 29160 or f_log_m_min=-1.5&f_log_m_max=1.5&f_log_m_step=0.05

    f_log_m_min

    Yes, if strike_list or deltas or the set of parameters (delta_min, delta_max, delta_step) are not used. To be used along with f_log_m_max, f_log_m_step.

    Minimum forward log-moneyness on the space grid.

    • Either strike_list , (f_log_m_min, f_log_m_max, f_log_m_step), deltas or (delta_min, delta_max, delta_step

    -1.5

    f_log_m_max

    Yes, if strike_list or deltas or the set of parameters (delta_min, delta_max, delta_step) are not used. To be used along with f_log_m_min, f_log_m_step.

    Maximum forward log-moneyness on the space grid.

    • Either strike_list , (f_log_m_min, f_log_m_max, f_log_m_step), deltas or (delta_min, delta_max, delta_step

    1

    f_log_m_step

    Yes, if strike_list or deltas or the set of parameters (delta_min, delta_max, delta_step) are not used. To be used along with f_log_m_min, f_log_m_max.

    Step between two forward log moneyness in space grid.

    • Either strike_list , (f_log_m_min, f_log_m_max, f_log_m_step), deltas or (delta_min, delta_max, delta_step

    0.02

    deltas

    Yes, if strike_list or the sets of parameters (delta_min, delta_max, delta_step) or (f_log_m_min, f_log_m_max, f_log_m_step) are not used.

    The delta levels (of a Call option) for which the implied volatilities are to be computed.

    • Only delta values between 0.01 and 0.99 are allowed.

    • Either strike_list , (f_log_m_min, f_log_m_max

    deltas=0.25,0.5,0.75

    delta_min

    Yes, if strike_list or deltas or the set of parameters (f_log_m_min, f_log_m_max, f_log_m_step) are not used. To be used along with delta_max, delta_step.

    Minimum delta (of a Call option) on the space grid.

    • Only delta values between 0.01 and 0.99 are allowed.

    • Either strike_list , (f_log_m_min, f_log_m_max

    0.01

    delta_max

    Yes, if strike_list or deltas or the set of parameters (f_log_m_min, f_log_m_max, f_log_m_step) are not used. To be used along with delta_min, delta_step.

    Maximum delta (of a Call option) on the space grid.

    • Only delta values between 0.01 and 0.99 are allowed.

    • Either strike_list , (f_log_m_min, f_log_m_max

    0.99

    delta_step

    Yes, if strike_list or deltas or the set of parameters (f_log_m_min, f_log_m_max, f_log_m_step) are not used. To be used along with delta_min, delta_max.

    Step between two deltas (of a Call option) on the space grid.

    • Either strike_list , (f_log_m_min, f_log_m_max, f_log_m_step), deltas or (delta_min, delta_max, delta_step

    The expiry at which the IV has been interpolated.

    2022-08-28T08:00:00Z

    time_to_expiry

    The associated time-to-expiry (in year).

    0.17442922374429223

    strike

    The strike at which the IV has been computed. Not provided when the input is a delta list.

    265.88827409960714

    forward_log_moneyness

    The associated forward log-moneyness. Not provided when the input is a delta list.

    -1.5

    implied_volatility

    The calibrated and interpolated implied volatilities.

    1.8088997727784055

    delta

    The first derivative of the price (of a Call option) with regards to the underlying price

    -0.009058250602524742

    gamma

    The second derivative of the price with regards to the underlying price

    0.000027152549142705487

    interest_rate

    The implied interest rate.

    0.14954983972466698

    current_spot

    The underlying spot price at the value timestamp.

    71717

    https://{eu/us}.market-api.kaiko.io/v2/data/analytics.v2/implied_volatility_surface

    region

    Yes

    Choose between eu and us.

    base

    Yes

    The desired base as the underlying of the options. See asset support above.

    btc, eth

    quote

    Yes

    complete_output

    This indicates whether the output covers the entire requested range within the listed expiries, or only the valid subset.

    True

    value_time

    The time in parameter

    2022-06-25T16:00:00Z

    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,
                    "interest_rate":0.06444166091264596,
                    "current_spot":58033.0026110549
                 },
                 {
                    "implied_volatility":0.6010333506232379,
                    "delta":0.8999999999999999,
                    "interest_rate":0.06444166091264596,
                    "current_spot":58033.0026110549
                 }
              ]
           },
           {
              "value_time":"2024-09-12T10:00:00.000Z",
              "expiry":"2024-11-08T08:00:00.000Z",
              "time_to_expiry":0.15593607305936072,
              "implied_volatilities":[
                 {
                    "implied_volatility":0.6624300907047234,
                    "delta":0.1,
                    "interest_rate":0.06396819887540026,
                    "current_spot":58033.01112255454
                 },
                 {
                    "implied_volatility":0.6181620638701805,
                    "delta":0.2,
                    "interest_rate":0.06396819887540026,
                    "current_spot":58033.01112255454
                 },
                 {
                    "implied_volatility":0.5977210831388879,
                    "delta":0.30000000000000004,
                    "interest_rate":0.06396819887540026,
                    "current_spot":58033.01112255454
                 },
                 {
                    "implied_volatility":0.5873014915704046,
                    "delta":0.4,
                    "interest_rate":0.06396819887540026,
                    "current_spot":58033.01112255454
                 },
                 {
                    "implied_volatility":0.5831399288267296,
                    "delta":0.5,
                    "interest_rate":0.06396819887540026,
                    "current_spot":58033.01112255454
                 },
                 {
                    "implied_volatility":0.5842407024308494,
                    "delta":0.6,
                    "interest_rate":0.06396819887540026,
                    "current_spot":58033.01112255454
                 },
                 {
                    "implied_volatility":0.5912675169813805,
                    "delta":0.7,
                    "interest_rate":0.06396819887540026,
                    "current_spot":58033.01112255454
                 },
                 {
                    "implied_volatility":0.6074281344387386,
                    "delta":0.7999999999999999,
                    "interest_rate":0.06396819887540026,
                    "current_spot":58033.01112255454
                 },
                 {
                    "implied_volatility":0.6449624313701908,
                    "delta":0.8999999999999999,
                    "interest_rate":0.06396819887540026,
                    "current_spot":58033.01112255454
                 }
              ]
           }
        ],
        "result":"success",
        "access":{
           "access_range":{
              "start_timestamp":1262304000000,
              "end_timestamp":1924991999000
           },
           "data_range":{
              "start_timestamp":1262304000000,
              "end_timestamp":1924991999000
           }
        }
     }
    {
       "query":{
          "base":"btc",
          "quote":"usd",
          "exchanges":[
             "drbt"
          ],
          "value_time":"2024-09-12T10:00:00.000Z",
          "data_version":"v2",
          "commodity":"analytics",
          "request_time":"2024-09-13T10:22:26.108Z"
       },
       "time":"2024-09-13T10:22:26.108Z",
       "timestamp":1726222946604,
       "complete_output":false,
       "data":[
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-09-16T01:36:00.000Z",
             "time_to_expiry":0.01,
             "implied_volatilities":[
                {
                   "strike":35205.07731688165,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":1.219961822819801,
                   "delta":0.9999840518413259,
                   "gamma":9.862878922173833e-09,
                   "interest_rate":0.029882129261974883,
                   "current_spot":58026.01780838781
                },
                {
                   "strike":58043.35980898536,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.47173352808037106,
                   "delta":0.5094088500573186,
                   "gamma":0.00014570314379410554,
                   "interest_rate":0.029882129261974883,
                   "current_spot":58026.01780838781
                },
                {
                   "strike":95697.3219399751,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.9995009904225983,
                   "delta":3.662902785528388e-07,
                   "gamma":3.2466205143302194e-10,
                   "interest_rate":0.029882129261974883,
                   "current_spot":58026.01780838781
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-09-23T08:48:00.000Z",
             "time_to_expiry":0.03,
             "implied_volatilities":[
                {
                   "strike":35258.65197953432,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":1.0227076131194504,
                   "delta":0.998199924676951,
                   "gamma":5.605337511004371e-07,
                   "interest_rate":0.06064841675926235,
                   "current_spot":58026.01780838785
                },
                {
                   "strike":58131.68949487142,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5150355416768742,
                   "delta":0.517788278262302,
                   "gamma":7.69939568408782e-05,
                   "interest_rate":0.06064841675926235,
                   "current_spot":58026.01780838785
                },
                {
                   "strike":95842.95297192968,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.8521845389437603,
                   "delta":0.00046039932852065535,
                   "gamma":1.922319739897016e-07,
                   "interest_rate":0.06064841675926235,
                   "current_spot":58026.01780838785
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-09-30T16:00:00.000Z",
             "time_to_expiry":0.05,
             "implied_volatilities":[
                {
                   "strike":35306.34125006645,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.9000176772559828,
                   "delta":0.9951324086246934,
                   "gamma":1.2089704742589137e-06,
                   "interest_rate":0.06342187503569374,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":58210.3158095819,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.51382233838562,
                   "delta":0.522905471292496,
                   "gamma":5.9740914598632886e-05,
                   "interest_rate":0.06342187503569374,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":95972.58584942963,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.7922110861857629,
                   "delta":0.0031285593939101575,
                   "gamma":9.243683297678397e-07,
                   "interest_rate":0.06342187503569374,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-10-07T23:12:00.000Z",
             "time_to_expiry":0.07,
             "implied_volatilities":[
                {
                   "strike":35360.71890845669,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.828127141031331,
                   "delta":0.9916123215219155,
                   "gamma":1.7972889965676697e-06,
                   "interest_rate":0.06728679739793171,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":58299.96941162078,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5164706953874756,
                   "delta":0.5272356033058659,
                   "gamma":5.0197042263844037e-05,
                   "interest_rate":0.06728679739793171,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":96120.39965010602,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.7464559932842119,
                   "delta":0.0074875726771543305,
                   "gamma":1.8044884826225764e-06,
                   "interest_rate":0.06728679739793171,
                   "current_spot":58026.01780838783
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-10-15T06:24:00.000Z",
             "time_to_expiry":0.09000000000000001,
             "implied_volatilities":[
                {
                   "strike":35408.60142607324,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.7910724424510162,
                   "delta":0.986976336148381,
                   "gamma":2.4347028120210604e-06,
                   "interest_rate":0.06736973218397824,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":58378.914336909846,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.517020500780755,
                   "delta":0.5309082147347206,
                   "gamma":4.4192790606748824e-05,
                   "interest_rate":0.06736973218397824,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":96250.55782764393,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.7137227872343034,
                   "delta":0.012936414946896013,
                   "gamma":2.6829260079941945e-06,
                   "interest_rate":0.06736973218397824,
                   "current_spot":58026.01780838783
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-10-22T13:36:00.000Z",
             "time_to_expiry":0.11000000000000001,
             "implied_volatilities":[
                {
                   "strike":35456.666405622804,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.7665601461136989,
                   "delta":0.9818598165540046,
                   "gamma":3.020625727200306e-06,
                   "interest_rate":0.06745266697002476,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":58458.16009106899,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5173700727313382,
                   "delta":0.5341857547297713,
                   "gamma":3.9919988877804825e-05,
                   "interest_rate":0.06745266697002476,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":96381.21198813876,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6920869662211807,
                   "delta":0.019532251867923345,
                   "gamma":3.5628982792173914e-06,
                   "interest_rate":0.06745266697002476,
                   "current_spot":58026.01780838783
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-10-29T20:48:00.000Z",
             "time_to_expiry":0.13,
             "implied_volatilities":[
                {
                   "strike":35508.422803157875,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.746694177498397,
                   "delta":0.9768034365375131,
                   "gamma":3.5131108017826186e-06,
                   "interest_rate":0.06829567333489632,
                   "current_spot":58026.01780838791
                },
                {
                   "strike":58543.491964579865,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5441431140622193,
                   "delta":0.5390722837426289,
                   "gamma":3.4874826454214145e-05,
                   "interest_rate":0.06829567333489632,
                   "current_spot":58026.01780838791
                },
                {
                   "strike":96521.90046306486,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6973828419830258,
                   "delta":0.031246311790620984,
                   "gamma":4.823365346327674e-06,
                   "interest_rate":0.06829567333489632,
                   "current_spot":58026.01780838791
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-11-06T04:00:00.000Z",
             "time_to_expiry":0.15,
             "implied_volatilities":[
                {
                   "strike":35563.92832597037,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.7304703931953009,
                   "delta":0.9718561610549586,
                   "gamma":3.930583791623972e-06,
                   "interest_rate":0.06960254691331551,
                   "current_spot":58026.01780838791
                },
                {
                   "strike":58635.005100682145,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5760490651462036,
                   "delta":0.544410454345521,
                   "gamma":3.0625222152157556e-05,
                   "interest_rate":0.06960254691331551,
                   "current_spot":58026.01780838791
                },
                {
                   "strike":96672.78011710517,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.7118768487498811,
                   "delta":0.04690301547513481,
                   "gamma":6.125288885966162e-06,
                   "interest_rate":0.06960254691331551,
                   "current_spot":58026.01780838791
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-11-13T11:12:00.000Z",
             "time_to_expiry":0.16999999999999998,
             "implied_volatilities":[
                {
                   "strike":35623.626386079304,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.721718174050619,
                   "delta":0.9663040517680004,
                   "gamma":4.33754130982732e-06,
                   "interest_rate":0.07127992585463479,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":58733.43056220328,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5835725414364753,
                   "delta":0.5478798467004804,
                   "gamma":2.8367707863728314e-05,
                   "interest_rate":0.07127992585463479,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":96835.05626909353,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.7074557803269064,
                   "delta":0.05840625886740114,
                   "gamma":6.890948711664006e-06,
                   "interest_rate":0.07127992585463479,
                   "current_spot":58026.01780838777
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-11-20T18:24:00.000Z",
             "time_to_expiry":0.18999999999999997,
             "implied_volatilities":[
                {
                   "strike":35686.87925583984,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.7162150934457168,
                   "delta":0.9605989719092229,
                   "gamma":4.698978158615397e-06,
                   "interest_rate":0.07311368692964569,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":58837.7169140103,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5834532939997044,
                   "delta":0.5505933941119975,
                   "gamma":2.6815897656471405e-05,
                   "interest_rate":0.07311368692964569,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":97006.99539556148,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6980481728670079,
                   "delta":0.06796372312397003,
                   "gamma":7.4336889324488815e-06,
                   "interest_rate":0.07311368692964569,
                   "current_spot":58026.01780838777
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-11-28T01:36:00.000Z",
             "time_to_expiry":0.20999999999999996,
             "implied_volatilities":[
                {
                   "strike":35752.86682905489,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.7117290547935944,
                   "delta":0.9550655806596073,
                   "gamma":5.0025339575499e-06,
                   "interest_rate":0.07494744800465658,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":58946.51202957184,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5833567425067311,
                   "delta":0.553165792670529,
                   "gamma":2.548960158194958e-05,
                   "interest_rate":0.07494744800465658,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":97186.36821673607,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6903385981988979,
                   "delta":0.07746421798228281,
                   "gamma":7.903447063197836e-06,
                   "interest_rate":0.07494744800465658,
                   "current_spot":58026.01780838777
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-12-05T08:48:00.000Z",
             "time_to_expiry":0.22999999999999995,
             "implied_volatilities":[
                {
                   "strike":35812.19117271369,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.7003313174745773,
                   "delta":0.9512015953587601,
                   "gamma":5.190199441737905e-06,
                   "interest_rate":0.0756386005296464,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":59044.32133683242,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5832516696271334,
                   "delta":0.5556142376297987,
                   "gamma":2.4339914970530187e-05,
                   "interest_rate":0.0756386005296464,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":97347.62850208905,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6847615396060961,
                   "delta":0.0871790227762283,
                   "gamma":8.32207559076525e-06,
                   "interest_rate":0.0756386005296464,
                   "current_spot":58026.017808387885
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-12-12T16:00:00.000Z",
             "time_to_expiry":0.24999999999999994,
             "implied_volatilities":[
                {
                   "strike":35870.454419064496,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6890995916966378,
                   "delta":0.9477527318136644,
                   "gamma":5.3422925542408805e-06,
                   "interest_rate":0.076089868386676,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":59140.38119039104,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5831585060645141,
                   "delta":0.5579562673771701,
                   "gamma":2.332998570562908e-05,
                   "interest_rate":0.076089868386676,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":97506.00442591147,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6802080704226982,
                   "delta":0.09678568327529857,
                   "gamma":8.68254579910703e-06,
                   "interest_rate":0.076089868386676,
                   "current_spot":58026.017808387885
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-12-19T23:12:00.000Z",
             "time_to_expiry":0.26999999999999996,
             "implied_volatilities":[
                {
                   "strike":35929.46100111083,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6793853817266143,
                   "delta":0.9444046325229148,
                   "gamma":5.476954016936011e-06,
                   "interest_rate":0.07654113624370561,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":59237.666597322146,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5830791327701744,
                   "delta":0.5602047706056178,
                   "gamma":2.2433334744525613e-05,
                   "interest_rate":0.07654113624370561,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":97666.4009456475,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6763050082388905,
                   "delta":0.10618110384420681,
                   "gamma":8.98967405231349e-06,
                   "interest_rate":0.07654113624370561,
                   "current_spot":58026.017808387885
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-12-27T06:24:00.000Z",
             "time_to_expiry":0.29,
             "implied_volatilities":[
                {
                   "strike":35989.21427362662,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.670898179511778,
                   "delta":0.9411587869242752,
                   "gamma":5.595987585552628e-06,
                   "interest_rate":0.07699240410073521,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":59336.18308871287,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5830106988432193,
                   "delta":0.562369866190329,
                   "gamma":2.163016442831909e-05,
                   "interest_rate":0.07699240410073521,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":97828.82718051813,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.672922129747721,
                   "delta":0.11534592709962938,
                   "gamma":9.250622938852245e-06,
                   "interest_rate":0.07699240410073521,
                   "current_spot":58026.017808387885
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-01-03T13:36:00.000Z",
             "time_to_expiry":0.31,
             "implied_volatilities":[
                {
                   "strike":36048.92648425896,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6679678626792047,
                   "delta":0.9370374303516131,
                   "gamma":5.7317087485274615e-06,
                   "interest_rate":0.07737287709195237,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59434.63188050294,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5859817537938207,
                   "delta":0.5647921240926812,
                   "gamma":2.0794233277177758e-05,
                   "interest_rate":0.07737287709195237,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":97991.14179761717,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6700214502235391,
                   "delta":0.12429742545143802,
                   "gamma":9.472272436634292e-06,
                   "interest_rate":0.07737287709195237,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-01-10T20:48:00.000Z",
             "time_to_expiry":0.33,
             "implied_volatilities":[
                {
                   "strike":36109.279532657514,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.665421495511619,
                   "delta":0.933083062177843,
                   "gamma":5.846592519268601e-06,
                   "interest_rate":0.07775269759592703,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59534.137235149225,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5886063557855834,
                   "delta":0.5671269691023384,
                   "gamma":2.004462300938605e-05,
                   "interest_rate":0.07775269759592703,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":98155.19839237105,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6674624799068604,
                   "delta":0.13300206105083862,
                   "gamma":9.659172856765809e-06,
                   "interest_rate":0.07775269759592703,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-01-18T04:00:00.000Z",
             "time_to_expiry":0.35000000000000003,
             "implied_volatilities":[
                {
                   "strike":36170.28314845455,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.663157976626766,
                   "delta":0.9293008214530067,
                   "gamma":5.943148361810485e-06,
                   "interest_rate":0.07813251809990168,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59634.715194103424,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5909212683245534,
                   "delta":0.5693803754632355,
                   "gamma":1.936814930861872e-05,
                   "interest_rate":0.07813251809990168,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":98321.02341266243,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6651877423695867,
                   "delta":0.1414595798208534,
                   "gamma":9.815998071595665e-06,
                   "interest_rate":0.07813251809990168,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-01-25T11:12:00.000Z",
             "time_to_expiry":0.37000000000000005,
             "implied_volatilities":[
                {
                   "strike":36231.940285943245,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6611326243186885,
                   "delta":0.9256851893716047,
                   "gamma":6.023814573471915e-06,
                   "interest_rate":0.07851233860387634,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59736.37062817149,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5929782956406244,
                   "delta":0.5715600409220507,
                   "gamma":1.8753574858502585e-05,
                   "interest_rate":0.07851233860387634,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":98488.62488909272,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6631523393765039,
                   "delta":0.14967305594856423,
                   "gamma":9.946767024463076e-06,
                   "interest_rate":0.07851233860387634,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-02-01T18:24:00.000Z",
             "time_to_expiry":0.39000000000000007,
             "implied_volatilities":[
                {
                   "strike":36294.253934242304,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6593097032020858,
                   "delta":0.9222298621699195,
                   "gamma":6.0906856436348864e-06,
                   "interest_rate":0.078892159107851,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59839.1084655771,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5948182891227818,
                   "delta":0.5736725146086658,
                   "gamma":1.8191942175051474e-05,
                   "interest_rate":0.078892159107851,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":98658.01094692905,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.66132036197531,
                   "delta":0.15764765226901595,
                   "gamma":1.0054928929661422e-05,
                   "interest_rate":0.078892159107851,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-02-09T01:36:00.000Z",
             "time_to_expiry":0.4100000000000001,
             "implied_volatilities":[
                {
                   "strike":36357.22711753722,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6576602906296823,
                   "delta":0.9189281108901203,
                   "gamma":6.1455615675798424e-06,
                   "interest_rate":0.07927197961182565,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59942.93369235912,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5964738987014115,
                   "delta":0.575723423789942,
                   "gamma":1.7676011260266423e-05,
                   "interest_rate":0.07927197961182565,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":98829.18980675985,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6596627467523394,
                   "delta":0.16538991558862898,
                   "gamma":1.0143445719822414e-05,
                   "interest_rate":0.07927197961182565,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-02-16T08:48:00.000Z",
             "time_to_expiry":0.4300000000000001,
             "implied_volatilities":[
                {
                   "strike":36420.862895324484,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6561607262105765,
                   "delta":0.9157730321464483,
                   "gamma":6.189991001937826e-06,
                   "interest_rate":0.07965180011580031,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60047.851352774516,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5979715339788125,
                   "delta":0.5777176461052483,
                   "gamma":1.7199858018997315e-05,
                   "interest_rate":0.07965180011580031,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":99002.16978515883,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6581557179455457,
                   "delta":0.1729072679589228,
                   "gamma":1.0214863966935872e-05,
                   "interest_rate":0.07965180011580031,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-02-23T16:00:00.000Z",
             "time_to_expiry":0.4500000000000001,
             "implied_volatilities":[
                {
                   "strike":36485.16436265892,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6547914665280272,
                   "delta":0.9127577211883326,
                   "gamma":6.2253084481009406e-06,
                   "interest_rate":0.08003162061977497,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60153.86654970605,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.5993327879770832,
                   "delta":0.5796594424988346,
                   "gamma":1.675858179880843e-05,
                   "interest_rate":0.08003162061977497,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":99176.95929535729,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6567796366780594,
                   "delta":0.18020764009820367,
                   "gamma":1.0271376702403038e-05,
                   "interest_rate":0.08003162061977497,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-03-02T23:12:00.000Z",
             "time_to_expiry":0.47000000000000014,
             "implied_volatilities":[
                {
                   "strike":36550.13465040425,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6535362266196858,
                   "delta":0.9098753894923948,
                   "gamma":6.252665991544482e-06,
                   "interest_rate":0.08041144112374962,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60260.984445075286,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.6005754878888658,
                   "delta":0.5815525612864333,
                   "gamma":1.6348088653525164e-05,
                   "interest_rate":0.08041144112374962,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":99353.56684792519,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6555181383175726,
                   "delta":0.18729920827677043,
                   "gamma":1.031487608695086e-05,
                   "interest_rate":0.08041144112374962,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-03-10T06:24:00.000Z",
             "time_to_expiry":0.49000000000000016,
             "implied_volatilities":[
                {
                   "strike":36615.776925486694,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6523813277758325,
                   "delta":0.9071194427368175,
                   "gamma":6.273060245473111e-06,
                   "interest_rate":0.08079126162772428,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60369.210260260865,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.6017144821238312,
                   "delta":0.583400320667559,
                   "gamma":1.5964928197398504e-05,
                   "interest_rate":0.08079126162772428,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":99532.00105146051,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6543574771371616,
                   "delta":0.1941902067286228,
                   "gamma":1.0346998054360535e-05,
                   "interest_rate":0.08079126162772428,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-03-17T13:36:00.000Z",
             "time_to_expiry":0.5100000000000001,
             "implied_volatilities":[
                {
                   "strike":36682.09439115184,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6513151960169534,
                   "delta":0.9044835305051513,
                   "gamma":6.287355155072169e-06,
                   "interest_rate":0.08117108213169894,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60478.54927652192,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.6027622377978934,
                   "delta":0.5852056749019943,
                   "gamma":1.5606169060981268e-05,
                   "interest_rate":0.08117108213169894,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":99712.27061328752,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6532860223753855,
                   "delta":0.2008887953224186,
                   "gamma":1.0369160048689091e-05,
                   "interest_rate":0.08117108213169894,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-03-24T20:48:00.000Z",
             "time_to_expiry":0.5300000000000001,
             "implied_volatilities":[
                {
                   "strike":36749.09028722471,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6503279721292464,
                   "delta":0.9019615758689511,
                   "gamma":6.296301273094999e-06,
                   "interest_rate":0.08155090263567359,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60589.006835426866,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.6037292998953473,
                   "delta":0.586971267938301,
                   "gamma":1.5269302598076197e-05,
                   "interest_rate":0.08155090263567359,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":99894.38434016371,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6522938663885004,
                   "delta":0.20740296772284422,
                   "gamma":1.038259288783101e-05,
                   "interest_rate":0.08155090263567359,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-04-01T04:00:00.000Z",
             "time_to_expiry":0.5500000000000002,
             "implied_volatilities":[
                {
                   "strike":36809.60921966647,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6490684971001264,
                   "delta":0.8996219124555145,
                   "gamma":6.30048417032778e-06,
                   "interest_rate":0.08157716058576774,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60688.78568662366,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.6049428293550925,
                   "delta":0.5887453775459217,
                   "gamma":1.4943907780518931e-05,
                   "interest_rate":0.08157716058576774,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":100058.89185449791,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6521575799088905,
                   "delta":0.21418835264707525,
                   "gamma":1.0388513057777013e-05,
                   "interest_rate":0.08157716058576774,
                   "current_spot":58026.017808387805
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-04-08T11:12:00.000Z",
             "time_to_expiry":0.5700000000000002,
             "implied_volatilities":[
                {
                   "strike":36863.54740678996,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.64759546683631,
                   "delta":0.8974431026219174,
                   "gamma":6.300823350990473e-06,
                   "interest_rate":0.0812836750088743,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60777.714723037156,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.606346016857856,
                   "delta":0.5905230273552948,
                   "gamma":1.4630257665894388e-05,
                   "interest_rate":0.0812836750088743,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":100205.5110484157,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6527152522301968,
                   "delta":0.22117289968756865,
                   "gamma":1.0386452374519812e-05,
                   "interest_rate":0.0812836750088743,
                   "current_spot":58026.017808387805
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-04-15T18:24:00.000Z",
             "time_to_expiry":0.5900000000000002,
             "implied_volatilities":[
                {
                   "strike":36917.1312427359,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6462192790718065,
                   "delta":0.8953508761040165,
                   "gamma":6.297918867785276e-06,
                   "interest_rate":0.08099018943198087,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60866.059533126936,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.6076511548413593,
                   "delta":0.5922640547697162,
                   "gamma":1.4334405083399179e-05,
                   "interest_rate":0.08099018943198087,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":100351.16701596668,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6532346874905771,
                   "delta":0.22795012326304553,
                   "gamma":1.0376959894678083e-05,
                   "interest_rate":0.08099018943198087,
                   "current_spot":58026.017808387805
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-04-23T01:36:00.000Z",
             "time_to_expiry":0.6100000000000002,
             "implied_volatilities":[
                {
                   "strike":36970.35895343557,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6449306790806686,
                   "delta":0.8933411185184987,
                   "gamma":6.2921394594514046e-06,
                   "interest_rate":0.08069670385508745,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60953.81719194817,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.6088681815475112,
                   "delta":0.5939704987428261,
                   "gamma":1.4054709872270769e-05,
                   "interest_rate":0.08069670385508745,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":100495.85493473208,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6537196883970442,
                   "delta":0.23453002315141752,
                   "gamma":1.0361048449078726e-05,
                   "interest_rate":0.08069670385508745,
                   "current_spot":58026.017808387805
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-04-30T08:48:00.000Z",
             "time_to_expiry":0.6300000000000002,
             "implied_volatilities":[
                {
                   "strike":37023.22877480308,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6437215559192604,
                   "delta":0.891409932987744,
                   "gamma":6.283811248537111e-06,
                   "interest_rate":0.08040321827819402,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":61040.98479101488,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.6100057349755975,
                   "delta":0.5956442136783187,
                   "gamma":1.378973638032665e-05,
                   "interest_rate":0.08040321827819402,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":100639.57000942926,
                   "forward_log_moneyness":0.5,
                   "implied_volatility":0.6541735695387509,
                   "delta":0.24092208068616,
                   "gamma":1.033959165727875e-05,
                   "interest_rate":0.08040321827819402,
                   "current_spot":58026.017808387805
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-05-07T16:00:00.000Z",
             "time_to_expiry":0.6500000000000002,
             "implied_volatilities":[
                {
                   "strike":37075.7389528326,
                   "forward_log_moneyness":-0.5,
                   "implied_volatility":0.6425847708932765,
                   "delta":0.8895536319029893,
                   "gamma":6.273223151306557e-06,
                   "interest_rate":0.08010973270130059,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":61127.559438460405,
                   "forward_log_moneyness":0,
                   "implied_volatility":0.611071358945577,
                   "delta":0.5972868920481528,
                   "gamma":1.353822178517538e-05,
                   "interest_rate":0.08010973270130059,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":100782.30747217605,
                   "forward_log_moneyness":0.5,
                   "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
          }
       }
    }
    {
       "query":{
          "base":"btc",
          "quote":"usd",
          "exchanges":[
             "drbt"
          ],
          "value_time":"2024-09-12T10:00:00.000Z",
          "data_version":"v2",
          "commodity":"analytics",
          "request_time":"2024-09-13T10:31:21.687Z"
       },
       "time":"2024-09-13T10:31:21.687Z",
       "timestamp":1726223482124,
       "complete_output":false,
       "data":[
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-09-16T01:36:00.000Z",
             "time_to_expiry":0.01,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.05366487346004658,
                   "implied_volatility":0.5263415099966944,
                   "delta":0.852196362088788,
                   "gamma":7.559273789942694e-05,
                   "interest_rate":0.029882129261974883,
                   "current_spot":58026.01780838781
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.03564636795736816,
                   "implied_volatility":0.5006151313412007,
                   "delta":0.7694637897433387,
                   "gamma":0.00010466670910680262,
                   "interest_rate":0.029882129261974883,
                   "current_spot":58026.01780838781
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.01794679085796725,
                   "implied_volatility":0.4819489912300139,
                   "delta":0.654123383312744,
                   "gamma":0.00013187156663654225,
                   "interest_rate":0.029882129261974883,
                   "current_spot":58026.01780838781
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.0005550481460980808,
                   "implied_volatility":0.4719070408301803,
                   "delta":0.5141025288925045,
                   "gamma":0.00014559905414962757,
                   "interest_rate":0.029882129261974883,
                   "current_spot":58026.01780838781
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":0.01653938521320191,
                   "implied_volatility":0.47066959697525906,
                   "delta":0.37150584797577946,
                   "gamma":0.0001384291652993436,
                   "interest_rate":0.029882129261974883,
                   "current_spot":58026.01780838781
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.033346503529583134,
                   "implied_volatility":0.47695940890030264,
                   "delta":0.249742703450699,
                   "gamma":0.00011475707745698765,
                   "interest_rate":0.029882129261974883,
                   "current_spot":58026.01780838781
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-09-23T08:48:00.000Z",
             "time_to_expiry":0.03,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.05517695846064048,
                   "implied_volatility":0.5425687833167366,
                   "delta":0.7370015910184295,
                   "gamma":5.983454033549572e-05,
                   "interest_rate":0.06064841675926235,
                   "current_spot":58026.01780838785
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.037158452957962065,
                   "implied_volatility":0.5304232233598728,
                   "delta":0.6737871622567879,
                   "gamma":6.761666958231436e-05,
                   "interest_rate":0.06064841675926235,
                   "current_spot":58026.01780838785
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.019458875858561157,
                   "implied_volatility":0.5213745830056621,
                   "delta":0.6028120421290016,
                   "gamma":7.359110576410973e-05,
                   "interest_rate":0.06064841675926235,
                   "current_spot":58026.01780838785
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.0020671331466919868,
                   "implied_volatility":0.5155242241693819,
                   "delta":0.5270260340167057,
                   "gamma":7.682077624044303e-05,
                   "interest_rate":0.06064841675926235,
                   "current_spot":58026.01780838785
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":0.015027300212608004,
                   "implied_volatility":0.5128041050078616,
                   "delta":0.4503498172108612,
                   "gamma":7.680570683441592e-05,
                   "interest_rate":0.06064841675926235,
                   "current_spot":58026.01780838785
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.03183441852898923,
                   "implied_volatility":0.5129925583420212,
                   "delta":0.37681530416269027,
                   "gamma":7.365879317833233e-05,
                   "interest_rate":0.06064841675926235,
                   "current_spot":58026.01780838785
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-09-30T16:00:00.000Z",
             "time_to_expiry":0.05,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.056579283286628604,
                   "implied_volatility":0.5340022326602855,
                   "delta":0.7031703266161395,
                   "gamma":4.9939481815754467e-05,
                   "interest_rate":0.06342187503569374,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.03856077778395019,
                   "implied_volatility":0.5254984961736725,
                   "delta":0.6505905376496605,
                   "gamma":5.429030788080317e-05,
                   "interest_rate":0.06342187503569374,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.02086120068454928,
                   "implied_volatility":0.5189769610963068,
                   "delta":0.5939775609060134,
                   "gamma":5.759371862878644e-05,
                   "interest_rate":0.06342187503569374,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.003469457972680111,
                   "implied_volatility":0.5144833326389389,
                   "delta":0.5349341654676525,
                   "gamma":5.953341716556945e-05,
                   "interest_rate":0.06342187503569374,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":0.01362497538661988,
                   "implied_volatility":0.5119953547963492,
                   "delta":0.4753739842063306,
                   "gamma":5.993865370431952e-05,
                   "interest_rate":0.06342187503569374,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.030432093703001106,
                   "implied_volatility":0.5114253142471717,
                   "delta":0.4172502696502459,
                   "gamma":5.882204531701455e-05,
                   "interest_rate":0.06342187503569374,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-10-07T23:12:00.000Z",
             "time_to_expiry":0.07,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.05768244676318576,
                   "implied_volatility":0.5309372563339247,
                   "delta":0.6846945330436163,
                   "gamma":4.359960958614088e-05,
                   "interest_rate":0.06728679739793171,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.039663941260507346,
                   "implied_volatility":0.5249066194544859,
                   "delta":0.6387212942975614,
                   "gamma":4.6481785179854536e-05,
                   "interest_rate":0.06728679739793171,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.021964364161106437,
                   "implied_volatility":0.5202874156066821,
                   "delta":0.590327842115745,
                   "gamma":4.865947942719942e-05,
                   "interest_rate":0.06728679739793171,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.004572621449237266,
                   "implied_volatility":0.5170857608095715,
                   "delta":0.5405532605930189,
                   "gamma":4.9994623558095854e-05,
                   "interest_rate":0.06728679739793171,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":0.012521811910062724,
                   "implied_volatility":0.5152762938455151,
                   "delta":0.4905518929204863,
                   "gamma":5.041682286720016e-05,
                   "interest_rate":0.06728679739793171,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.02932893022644395,
                   "implied_volatility":0.5148032484453554,
                   "delta":0.4414757866588223,
                   "gamma":4.993318089505192e-05,
                   "interest_rate":0.06728679739793171,
                   "current_spot":58026.01780838783
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-10-15T06:24:00.000Z",
             "time_to_expiry":0.09000000000000001,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.05918538696239057,
                   "implied_volatility":0.52718935303962,
                   "delta":0.6748329381535279,
                   "gamma":3.9226481890339244e-05,
                   "interest_rate":0.06736973218397824,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.04116688145971215,
                   "implied_volatility":0.5227966285716276,
                   "delta":0.6334098581933278,
                   "gamma":4.136160928482908e-05,
                   "interest_rate":0.06736973218397824,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.023467304360311244,
                   "implied_volatility":0.5195729850772242,
                   "delta":0.5903677314245973,
                   "gamma":4.2971627380014475e-05,
                   "interest_rate":0.06736973218397824,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.006075561648442073,
                   "implied_volatility":0.5174912656854102,
                   "delta":0.5464742460324498,
                   "gamma":4.3984729845759184e-05,
                   "interest_rate":0.06736973218397824,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":0.011018871710857917,
                   "implied_volatility":0.5165053881728001,
                   "delta":0.5025388976779434,
                   "gamma":4.436919678463633e-05,
                   "interest_rate":0.06736973218397824,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.027825990027239143,
                   "implied_volatility":0.5165525349027059,
                   "delta":0.45934686513941636,
                   "gamma":4.413549551182699e-05,
                   "interest_rate":0.06736973218397824,
                   "current_spot":58026.01780838783
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-10-22T13:36:00.000Z",
             "time_to_expiry":0.11000000000000001,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.06083284191101327,
                   "implied_volatility":0.5247766880052537,
                   "delta":0.6687776904585447,
                   "gamma":3.5911567746332656e-05,
                   "interest_rate":0.06745266697002476,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.042814336408334853,
                   "implied_volatility":0.5214174629811115,
                   "delta":0.6308262925895118,
                   "gamma":3.7598827427913154e-05,
                   "interest_rate":0.06745266697002476,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.025114759308933948,
                   "implied_volatility":0.5190710176607353,
                   "delta":0.5917160793221665,
                   "gamma":3.8875813088944186e-05,
                   "interest_rate":0.06745266697002476,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.007723016597064776,
                   "implied_volatility":0.5176908119714432,
                   "delta":0.5520448608838652,
                   "gamma":3.970113380750093e-05,
                   "interest_rate":0.06745266697002476,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":0.009371416762235215,
                   "implied_volatility":0.5172190522850123,
                   "delta":0.5124213241519475,
                   "gamma":4.0059455258751274e-05,
                   "interest_rate":0.06745266697002476,
                   "current_spot":58026.01780838783
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.026178535078616443,
                   "implied_volatility":0.5175893779099702,
                   "delta":0.473424065997466,
                   "gamma":3.996130983240432e-05,
                   "interest_rate":0.06745266697002476,
                   "current_spot":58026.01780838783
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-10-29T20:48:00.000Z",
             "time_to_expiry":0.13,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.06234327041529049,
                   "implied_volatility":0.5496492983402653,
                   "delta":0.6604421900565612,
                   "gamma":3.1847123758389674e-05,
                   "interest_rate":0.06829567333489632,
                   "current_spot":58026.01780838791
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.04432476491261207,
                   "implied_volatility":0.5471339432368718,
                   "delta":0.6267752908337741,
                   "gamma":3.307659727176708e-05,
                   "interest_rate":0.06829567333489632,
                   "current_spot":58026.01780838791
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.026625187813211163,
                   "implied_volatility":0.5453944733292364,
                   "delta":0.5923987308020375,
                   "gamma":3.402063463199852e-05,
                   "interest_rate":0.06829567333489632,
                   "current_spot":58026.01780838791
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.009233445101341994,
                   "implied_volatility":0.5443924495960055,
                   "delta":0.5577168530839036,
                   "gamma":3.4659767408258537e-05,
                   "interest_rate":0.06829567333489632,
                   "current_spot":58026.01780838791
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":0.007860988257957998,
                   "implied_volatility":0.5440835026456786,
                   "delta":0.5231313213997073,
                   "gamma":3.498794209878273e-05,
                   "interest_rate":0.06829567333489632,
                   "current_spot":58026.01780838791
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.024668106574339224,
                   "implied_volatility":0.5444190474965616,
                   "delta":0.48902120486876066,
                   "gamma":3.5012005665306274e-05,
                   "interest_rate":0.06829567333489632,
                   "current_spot":58026.01780838791
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-11-06T04:00:00.000Z",
             "time_to_expiry":0.15,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.06397540420994535,
                   "implied_volatility":0.5803317168000793,
                   "delta":0.6543227549895029,
                   "gamma":2.8270737910910722e-05,
                   "interest_rate":0.06960254691331551,
                   "current_spot":58026.01780838791
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.045956898707266935,
                   "implied_volatility":0.5784346812654221,
                   "delta":0.6244364674535882,
                   "gamma":2.918397605714123e-05,
                   "interest_rate":0.06960254691331551,
                   "current_spot":58026.01780838791
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.028257321607866023,
                   "implied_volatility":0.5770955220236584,
                   "delta":0.5941294244373949,
                   "gamma":2.9900220657064792e-05,
                   "interest_rate":0.06960254691331551,
                   "current_spot":58026.01780838791
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.010865578895996854,
                   "implied_volatility":0.5762921250932859,
                   "delta":0.5636697663263396,
                   "gamma":3.041023045835817e-05,
                   "interest_rate":0.06960254691331551,
                   "current_spot":58026.01780838791
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":0.006228854463303138,
                   "implied_volatility":0.5759994115503155,
                   "delta":0.5333207941466548,
                   "gamma":3.071145815783461e-05,
                   "interest_rate":0.06960254691331551,
                   "current_spot":58026.01780838791
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.023035972779684364,
                   "implied_volatility":0.5761899531146634,
                   "delta":0.5033316254210285,
                   "gamma":3.0807752553045106e-05,
                   "interest_rate":0.06960254691331551,
                   "current_spot":58026.01780838791
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-11-13T11:12:00.000Z",
             "time_to_expiry":0.16999999999999998,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.06552395541880032,
                   "implied_volatility":0.5870309524955298,
                   "delta":0.6523733488474932,
                   "gamma":2.6307418281763847e-05,
                   "interest_rate":0.07127992585463479,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.0475054499161219,
                   "implied_volatility":0.5854635028296251,
                   "delta":0.6245654899722721,
                   "gamma":2.70815336468474e-05,
                   "interest_rate":0.07127992585463479,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.02980587281672099,
                   "implied_volatility":0.5843769340696906,
                   "delta":0.5964529579861966,
                   "gamma":2.7696325365451917e-05,
                   "interest_rate":0.07127992585463479,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.01241413010485182,
                   "implied_volatility":0.5837508931369548,
                   "delta":0.5682503007081859,
                   "gamma":2.8145971741737596e-05,
                   "interest_rate":0.07127992585463479,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":0.004680303254448171,
                   "implied_volatility":0.5835632881724113,
                   "delta":0.5401663337479067,
                   "gamma":2.8429248752905534e-05,
                   "interest_rate":0.07127992585463479,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.021487421570829397,
                   "implied_volatility":0.5837906590934814,
                   "delta":0.5123979714597098,
                   "gamma":2.8549275061573535e-05,
                   "interest_rate":0.07127992585463479,
                   "current_spot":58026.01780838777
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-11-20T18:24:00.000Z",
             "time_to_expiry":0.18999999999999997,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.06735897669590868,
                   "implied_volatility":0.5863057739367858,
                   "delta":0.65223127813658,
                   "gamma":2.4918856018005622e-05,
                   "interest_rate":0.07311368692964569,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.04934047119323026,
                   "implied_volatility":0.5849433153369128,
                   "delta":0.6258946463421947,
                   "gamma":2.5610666415666276e-05,
                   "interest_rate":0.07311368692964569,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.03164089409382935,
                   "implied_volatility":0.5840313726325521,
                   "delta":0.5993158134820614,
                   "gamma":2.616556274276484e-05,
                   "interest_rate":0.07311368692964569,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.014249151381960184,
                   "implied_volatility":0.583547195495472,
                   "delta":0.5726795602528979,
                   "gamma":2.657943326340458e-05,
                   "interest_rate":0.07311368692964569,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":0.002845281977339808,
                   "implied_volatility":0.5834669976554467,
                   "delta":0.5461643000770593,
                   "gamma":2.685175286051114e-05,
                   "interest_rate":0.07311368692964569,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.019652400293721034,
                   "implied_volatility":0.5837663113297767,
                   "delta":0.5199374012837408,
                   "gamma":2.698533738166518e-05,
                   "interest_rate":0.07311368692964569,
                   "current_spot":58026.01780838777
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-11-28T01:36:00.000Z",
             "time_to_expiry":0.20999999999999996,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.06928400255888097,
                   "implied_volatility":0.5857159126911701,
                   "delta":0.652593936926188,
                   "gamma":2.3717306187184175e-05,
                   "interest_rate":0.07494744800465658,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.05126549705620255,
                   "implied_volatility":0.5845134160828153,
                   "delta":0.6275304165424644,
                   "gamma":2.4344509355822192e-05,
                   "interest_rate":0.07494744800465658,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.03356591995680164,
                   "implied_volatility":0.5837374891162651,
                   "delta":0.602271161408961,
                   "gamma":2.485231716577437e-05,
                   "interest_rate":0.07494744800465658,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.016174177244932468,
                   "implied_volatility":0.5833634504582188,
                   "delta":0.5769777762340984,
                   "gamma":2.5237765878545034e-05,
                   "interest_rate":0.07494744800465658,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":0.0009202561143675236,
                   "implied_volatility":0.5833661343470592,
                   "delta":0.5518052386758521,
                   "gamma":2.550076377894649e-05,
                   "interest_rate":0.07494744800465658,
                   "current_spot":58026.01780838777
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.01772737443074875,
                   "implied_volatility":0.5837202325878651,
                   "delta":0.5268982641725962,
                   "gamma":2.5643861982810008e-05,
                   "interest_rate":0.07494744800465658,
                   "current_spot":58026.01780838777
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-12-05T08:48:00.000Z",
             "time_to_expiry":0.22999999999999995,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.07089316740162552,
                   "implied_volatility":0.5850460358831413,
                   "delta":0.6528244589546865,
                   "gamma":2.268306000159144e-05,
                   "interest_rate":0.0756386005296464,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.0528746618989471,
                   "implied_volatility":0.5840343001377082,
                   "delta":0.6288548364470643,
                   "gamma":2.3254414560304435e-05,
                   "interest_rate":0.0756386005296464,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.035175084799546195,
                   "implied_volatility":0.5834117380834468,
                   "delta":0.6047320636707766,
                   "gamma":2.3720693765507275e-05,
                   "interest_rate":0.0756386005296464,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.017783342087677026,
                   "implied_volatility":0.5831551877665005,
                   "delta":0.5805974988289544,
                   "gamma":2.407979164152057e-05,
                   "interest_rate":0.0756386005296464,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.0006889087283770343,
                   "implied_volatility":0.5832412580065514,
                   "delta":0.556586081433512,
                   "gamma":2.433190147193144e-05,
                   "interest_rate":0.0756386005296464,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.016118209588004192,
                   "implied_volatility":0.5836466114787339,
                   "delta":0.5328235146265632,
                   "gamma":2.4479317410391537e-05,
                   "interest_rate":0.0756386005296464,
                   "current_spot":58026.017808387885
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-12-12T16:00:00.000Z",
             "time_to_expiry":0.24999999999999994,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.07253628736941978,
                   "implied_volatility":0.5844370439469456,
                   "delta":0.6533332996206793,
                   "gamma":2.1767684869129277e-05,
                   "interest_rate":0.076089868386676,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.05451778186674136,
                   "implied_volatility":0.5835961142060504,
                   "delta":0.6303320710790771,
                   "gamma":2.2292739367322032e-05,
                   "interest_rate":0.076089868386676,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.03681820476734045,
                   "implied_volatility":0.5831093901173519,
                   "delta":0.607211931511735,
                   "gamma":2.272448041480362e-05,
                   "interest_rate":0.076089868386676,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.019426462055471282,
                   "implied_volatility":0.5829556276138746,
                   "delta":0.5840974654152754,
                   "gamma":2.3061408730028344e-05,
                   "interest_rate":0.076089868386676,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.0023320286961712906,
                   "implied_volatility":0.583113518798884,
                   "delta":0.5611071840153274,
                   "gamma":2.330388902019031e-05,
                   "interest_rate":0.076089868386676,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.014475089620209936,
                   "implied_volatility":0.5835619177190728,
                   "delta":0.5383513157469393,
                   "gamma":2.345398063868374e-05,
                   "interest_rate":0.076089868386676,
                   "current_spot":58026.017808387885
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-12-19T23:12:00.000Z",
             "time_to_expiry":0.26999999999999996,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.07420115233819691,
                   "implied_volatility":0.5839004804994143,
                   "delta":0.6540449822755717,
                   "gamma":2.0949232698342626e-05,
                   "interest_rate":0.07654113624370561,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.056182646835518484,
                   "implied_volatility":0.5832053978862581,
                   "delta":0.6319100887691182,
                   "gamma":2.143552256376795e-05,
                   "interest_rate":0.07654113624370561,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.03848306973611758,
                   "implied_volatility":0.5828346362049288,
                   "delta":0.6096836901828337,
                   "gamma":2.1838230635891743e-05,
                   "interest_rate":0.07654113624370561,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.021091327024248405,
                   "implied_volatility":0.5827686066982242,
                   "delta":0.5874765537192173,
                   "gamma":2.2156295021947572e-05,
                   "interest_rate":0.07654113624370561,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.003996893664948414,
                   "implied_volatility":0.5829877896938351,
                   "delta":0.5653937326800452,
                   "gamma":2.239018705060363e-05,
                   "interest_rate":0.07654113624370561,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.012810224651432812,
                   "implied_volatility":0.583472913008351,
                   "delta":0.5435328116039359,
                   "gamma":2.2541766049994783e-05,
                   "interest_rate":0.07654113624370561,
                   "current_spot":58026.017808387885
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2024-12-27T06:24:00.000Z",
             "time_to_expiry":0.29,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.07588776230795688,
                   "implied_volatility":0.5834210619846506,
                   "delta":0.654917739886295,
                   "gamma":2.0211525063748506e-05,
                   "interest_rate":0.07699240410073521,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.05786925680527847,
                   "implied_volatility":0.5828520034905954,
                   "delta":0.6335640828996827,
                   "gamma":2.0664907683785543e-05,
                   "interest_rate":0.07699240410073521,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.040169679705877565,
                   "implied_volatility":0.5825814329621061,
                   "delta":0.6121411490295285,
                   "gamma":2.1042868042457242e-05,
                   "interest_rate":0.07699240410073521,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.02277793699400839,
                   "implied_volatility":0.5825912008690817,
                   "delta":0.5907481682741974,
                   "gamma":2.1344665191826132e-05,
                   "interest_rate":0.07699240410073521,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.0056835036347084,
                   "implied_volatility":0.5828633359816396,
                   "delta":0.569479009538266,
                   "gamma":2.1570835135264652e-05,
                   "interest_rate":0.07699240410073521,
                   "current_spot":58026.017808387885
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.011123614681672826,
                   "implied_volatility":0.5833801840698435,
                   "delta":0.5484207724130146,
                   "gamma":2.1723065626451507e-05,
                   "interest_rate":0.07699240410073521,
                   "current_spot":58026.017808387885
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-01-03T13:36:00.000Z",
             "time_to_expiry":0.31,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.07735902115250148,
                   "implied_volatility":0.5865147449358172,
                   "delta":0.6554847966839834,
                   "gamma":1.943360545411439e-05,
                   "interest_rate":0.07737287709195237,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.05934051564982307,
                   "implied_volatility":0.5859441421122469,
                   "delta":0.6349574078483926,
                   "gamma":1.9856450972405152e-05,
                   "interest_rate":0.07737287709195237,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.041640938550422155,
                   "implied_volatility":0.5856497256720994,
                   "delta":0.6143753573062026,
                   "gamma":2.0212132336004204e-05,
                   "interest_rate":0.07737287709195237,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.024249195838552985,
                   "implied_volatility":0.5856150378534065,
                   "delta":0.5938265374141283,
                   "gamma":2.050006859243845e-05,
                   "interest_rate":0.07737287709195237,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.0071547624792529935,
                   "implied_volatility":0.5858238022165216,
                   "delta":0.5733940847076532,
                   "gamma":2.0720726856119867e-05,
                   "interest_rate":0.07737287709195237,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.009652355837128233,
                   "implied_volatility":0.5862600402694625,
                   "delta":0.553155246345636,
                   "gamma":2.0875521050823157e-05,
                   "interest_rate":0.07737287709195237,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-01-10T20:48:00.000Z",
             "time_to_expiry":0.33,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.07903709658477406,
                   "implied_volatility":0.5892628535282048,
                   "delta":0.656430642263953,
                   "gamma":1.8728330949905594e-05,
                   "interest_rate":0.07775269759592703,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.06101859108209565,
                   "implied_volatility":0.5886873919486633,
                   "delta":0.6366514402312091,
                   "gamma":1.9125674966525187e-05,
                   "interest_rate":0.07775269759592703,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.043319013982694735,
                   "implied_volatility":0.5883687373424442,
                   "delta":0.616828511487168,
                   "gamma":1.946277206158193e-05,
                   "interest_rate":0.07775269759592703,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.02592727127082557,
                   "implied_volatility":0.5882919082600271,
                   "delta":0.5970403247494949,
                   "gamma":1.9739150092249815e-05,
                   "interest_rate":0.07775269759592703,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.008832837911525577,
                   "implied_volatility":0.5884421027699014,
                   "delta":0.5773611181710084,
                   "gamma":1.995520874298391e-05,
                   "interest_rate":0.07775269759592703,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.00797428040485565,
                   "implied_volatility":0.5888047970039489,
                   "delta":0.5578599731989942,
                   "gamma":2.0112136832818713e-05,
                   "interest_rate":0.07775269759592703,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-01-18T04:00:00.000Z",
             "time_to_expiry":0.35000000000000003,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.08073246513740137,
                   "implied_volatility":0.5916919060086901,
                   "delta":0.6575024200285706,
                   "gamma":1.8089381474361105e-05,
                   "interest_rate":0.07813251809990168,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.06271395963472295,
                   "implied_volatility":0.5911123740630142,
                   "delta":0.638400391842463,
                   "gamma":1.846467703618473e-05,
                   "interest_rate":0.07813251809990168,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.04501438253532204,
                   "implied_volatility":0.5907725881268474,
                   "delta":0.6192635876330114,
                   "gamma":1.8785552041532127e-05,
                   "interest_rate":0.07813251809990168,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.02762263982345287,
                   "implied_volatility":0.5906588566938544,
                   "delta":0.6001625601629821,
                   "gamma":1.9051617389724943e-05,
                   "interest_rate":0.07813251809990168,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.010528206464152878,
                   "implied_volatility":0.5907576647470786,
                   "delta":0.5811640748843903,
                   "gamma":1.92632177102504e-05,
                   "interest_rate":0.07813251809990168,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.0062789118522283485,
                   "implied_volatility":0.5910557571389317,
                   "delta":0.5623303446149028,
                   "gamma":1.9421363003765108e-05,
                   "interest_rate":0.07813251809990168,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-01-25T11:12:00.000Z",
             "time_to_expiry":0.37000000000000005,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.08244512681038338,
                   "implied_volatility":0.593855363950742,
                   "delta":0.6586750136667728,
                   "gamma":1.750680982136774e-05,
                   "interest_rate":0.07851233860387634,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.06442662130770496,
                   "implied_volatility":0.5932724273552809,
                   "delta":0.6401898891500555,
                   "gamma":1.7862840900701067e-05,
                   "interest_rate":0.07851233860387634,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.04672704420830405,
                   "implied_volatility":0.5929140932515073,
                   "delta":0.621677389779866,
                   "gamma":1.8169413251068007e-05,
                   "interest_rate":0.07851233860387634,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.02933530149643488,
                   "implied_volatility":0.5927678064114495,
                   "delta":0.603201344367778,
                   "gamma":1.8426202176754724e-05,
                   "interest_rate":0.07851233860387634,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.012240868137134889,
                   "implied_volatility":0.59282118446842,
                   "delta":0.5848221722012061,
                   "gamma":1.863350679452335e-05,
                   "interest_rate":0.07851233860387634,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.004566250179246337,
                   "implied_volatility":0.5930620884062215,
                   "delta":0.5665962443733391,
                   "gamma":1.8792192924293632e-05,
                   "interest_rate":0.07851233860387634,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-02-01T18:24:00.000Z",
             "time_to_expiry":0.39000000000000007,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.08417508160372009,
                   "implied_volatility":0.5957953726808443,
                   "delta":0.6599288984018723,
                   "gamma":1.69726415234124e-05,
                   "interest_rate":0.078892159107851,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.06615657610104167,
                   "implied_volatility":0.5952096009972234,
                   "delta":0.6420090024752564,
                   "gamma":1.7311685002639268e-05,
                   "interest_rate":0.078892159107851,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.048456999001640765,
                   "implied_volatility":0.5948348923099175,
                   "delta":0.6240679052720292,
                   "gamma":1.7605536405944058e-05,
                   "interest_rate":0.078892159107851,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.031065256289771595,
                   "implied_volatility":0.5946596994303446,
                   "delta":0.6061636680003031,
                   "gamma":1.7853921706796786e-05,
                   "interest_rate":0.078892159107851,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.013970822930471603,
                   "implied_volatility":0.5946726442063355,
                   "delta":0.588351267172056,
                   "gamma":1.805710199138283e-05,
                   "interest_rate":0.078892159107851,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.002836295385909623,
                   "implied_volatility":0.5948625769257114,
                   "delta":0.5706820570612242,
                   "gamma":1.8215825305769134e-05,
                   "interest_rate":0.078892159107851,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-02-09T01:36:00.000Z",
             "time_to_expiry":0.4100000000000001,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.08592232951741152,
                   "implied_volatility":0.5975456065600105,
                   "delta":0.6612486952920765,
                   "gamma":1.648039869741702e-05,
                   "interest_rate":0.07927197961182565,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.0679038240147331,
                   "implied_volatility":0.5969574929286067,
                   "delta":0.6438493227054407,
                   "gamma":1.680434031579316e-05,
                   "interest_rate":0.07927197961182565,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.05020424691533219,
                   "implied_volatility":0.596568258283163,
                   "delta":0.6264339374601571,
                   "gamma":1.7086790323140616e-05,
                   "interest_rate":0.07927197961182565,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.032812504203463023,
                   "implied_volatility":0.5963672553034276,
                   "delta":0.6090556104277264,
                   "gamma":1.7327515069962093e-05,
                   "interest_rate":0.07927197961182565,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.015718070844163035,
                   "implied_volatility":0.5963440019435505,
                   "delta":0.5917646092677293,
                   "gamma":1.7526743565484844e-05,
                   "interest_rate":0.07927197961182565,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":0.0010890474722181909,
                   "implied_volatility":0.5964882312040217,
                   "delta":0.5746079426225191,
                   "gamma":1.7685126546026714e-05,
                   "interest_rate":0.07927197961182565,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-02-16T08:48:00.000Z",
             "time_to_expiry":0.4300000000000001,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.08768687055145766,
                   "implied_volatility":0.5991332962796908,
                   "delta":0.6626221503342903,
                   "gamma":1.602475720603069e-05,
                   "interest_rate":0.07965180011580031,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.06966836504877924,
                   "implied_volatility":0.5985432723503092,
                   "delta":0.6457043154367361,
                   "gamma":1.6335176270031695e-05,
                   "interest_rate":0.07965180011580031,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.05196878794937833,
                   "implied_volatility":0.5981410992551035,
                   "delta":0.6287748573067753,
                   "gamma":1.66073377782489e-05,
                   "interest_rate":0.07965180011580031,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.03457704523750916,
                   "implied_volatility":0.5979169374231913,
                   "delta":0.6118824954967079,
                   "gamma":1.684104063258247e-05,
                   "interest_rate":0.07965180011580031,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.01748261187820917,
                   "implied_volatility":0.5978611090250164,
                   "delta":0.5950733919830575,
                   "gamma":1.703648656458808e-05,
                   "interest_rate":0.07965180011580031,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.0006754935618279445,
                   "implied_volatility":0.5979641392993806,
                   "delta":0.578390762146786,
                   "gamma":1.719424509140647e-05,
                   "interest_rate":0.07965180011580031,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-02-23T16:00:00.000Z",
             "time_to_expiry":0.4500000000000001,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.0894687047058585,
                   "implied_volatility":0.6005807001593987,
                   "delta":0.6640393995175122,
                   "gamma":1.560129516326121e-05,
                   "interest_rate":0.08003162061977497,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.07145019920318009,
                   "implied_volatility":0.5999891475564512,
                   "delta":0.6475688604321334,
                   "gamma":1.589952756895927e-05,
                   "interest_rate":0.08003162061977497,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.05375062210377918,
                   "implied_volatility":0.5995754113072382,
                   "delta":0.6310904325782578,
                   "gamma":1.6162348328586778e-05,
                   "interest_rate":0.08003162061977497,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.03635887939191001,
                   "implied_volatility":0.599330380465012,
                   "delta":0.6146490149702933,
                   "gamma":1.6389582866996322e-05,
                   "interest_rate":0.08003162061977497,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.01926444603261002,
                   "implied_volatility":0.5992451026243109,
                   "delta":0.5982871647535803,
                   "gamma":1.658140955184527e-05,
                   "interest_rate":0.08003162061977497,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.0024573277162287938,
                   "implied_volatility":0.5993108177832943,
                   "delta":0.5820447632894308,
                   "gamma":1.673832949786088e-05,
                   "interest_rate":0.08003162061977497,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-03-02T23:12:00.000Z",
             "time_to_expiry":0.47000000000000014,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.09126783198061406,
                   "implied_volatility":0.6019061896741811,
                   "delta":0.6654924305937795,
                   "gamma":1.5206305353120411e-05,
                   "interest_rate":0.08041144112374962,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.07324932647793564,
                   "implied_volatility":0.6013134489180074,
                   "delta":0.6494389175938624,
                   "gamma":1.5493491238647052e-05,
                   "interest_rate":0.08041144112374962,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.05554974937853474,
                   "implied_volatility":0.6008893505740637,
                   "delta":0.6333807087161338,
                   "gamma":1.5747785400548932e-05,
                   "interest_rate":0.08041144112374962,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.038158006666665564,
                   "implied_volatility":0.6006254438255276,
                   "delta":0.6173593274072899,
                   "gamma":1.5969035087915286e-05,
                   "interest_rate":0.08041144112374962,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.021063573307365576,
                   "implied_volatility":0.6005134335925274,
                   "delta":0.6014141457496237,
                   "gamma":1.615739852940158e-05,
                   "interest_rate":0.08041144112374962,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.00425645499098435,
                   "implied_volatility":0.6005452077482033,
                   "delta":0.5855820964162011,
                   "gamma":1.631331876590657e-05,
                   "interest_rate":0.08041144112374962,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-03-10T06:24:00.000Z",
             "time_to_expiry":0.49000000000000016,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.09308425237572432,
                   "implied_volatility":0.6031250623399091,
                   "delta":0.6669746828299354,
                   "gamma":1.4836653214234356e-05,
                   "interest_rate":0.08079126162772428,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.0750657468730459,
                   "implied_volatility":0.6025314398717343,
                   "delta":0.6513112809981132,
                   "gamma":1.5113773518421076e-05,
                   "interest_rate":0.08079126162772428,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.057366169773645004,
                   "implied_volatility":0.6020980361099939,
                   "delta":0.6356459247590897,
                   "gamma":1.5360245958853648e-05,
                   "interest_rate":0.08079126162772428,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.03997442706177583,
                   "implied_volatility":0.6018170006557687,
                   "delta":0.620017138153929,
                   "gamma":1.557593590766825e-05,
                   "interest_rate":0.08079126162772428,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.02287999370247584,
                   "implied_volatility":0.6016806364732566,
                   "delta":0.6044614629774034,
                   "gamma":1.5760984136720794e-05,
                   "interest_rate":0.08079126162772428,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.006072875386094613,
                   "implied_volatility":0.6016814211496871,
                   "delta":0.5890132092236232,
                   "gamma":1.591578402449494e-05,
                   "interest_rate":0.08079126162772428,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-03-17T13:36:00.000Z",
             "time_to_expiry":0.5100000000000001,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.09491796589118931,
                   "implied_volatility":0.6042501586756007,
                   "delta":0.6684807452390528,
                   "gamma":1.4489667862804099e-05,
                   "interest_rate":0.08117108213169894,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.07689946038851089,
                   "implied_volatility":0.6036559324489383,
                   "delta":0.6531833953004134,
                   "gamma":1.4757572743308682e-05,
                   "interest_rate":0.08117108213169894,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.05919988328910998,
                   "implied_volatility":0.6032141592953926,
                   "delta":0.6378864534183504,
                   "gamma":1.4996838066826294e-05,
                   "interest_rate":0.08117108213169894,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.041808140577240804,
                   "implied_volatility":0.6029175368404938,
                   "delta":0.6226257646464239,
                   "gamma":1.5207344385061953e-05,
                   "interest_rate":0.08117108213169894,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.024713707217940816,
                   "implied_volatility":0.6027589141455627,
                   "delta":0.607435342632349,
                   "gamma":1.5389217262851015e-05,
                   "interest_rate":0.08117108213169894,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.00790658890155959,
                   "implied_volatility":0.6027313075987321,
                   "delta":0.5923471525989952,
                   "gamma":1.5542807332031056e-05,
                   "interest_rate":0.08117108213169894,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-03-24T20:48:00.000Z",
             "time_to_expiry":0.5300000000000001,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.09676897252700899,
                   "implied_volatility":0.6052923362319923,
                   "delta":0.6700061262096932,
                   "gamma":1.416305743890709e-05,
                   "interest_rate":0.08155090263567359,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.07875046702433057,
                   "implied_volatility":0.6046977602065192,
                   "delta":0.6550532170110428,
                   "gamma":1.4422488627147983e-05,
                   "interest_rate":0.08155090263567359,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.06105088992492966,
                   "implied_volatility":0.6042484520921164,
                   "delta":0.6401027580316636,
                   "gamma":1.4655086188360688e-05,
                   "interest_rate":0.08155090263567359,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.04365914721306049,
                   "implied_volatility":0.6039376112929509,
                   "delta":0.6251881901711369,
                   "gamma":1.4860743492452214e-05,
                   "interest_rate":0.08155090263567359,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.0265647138537605,
                   "implied_volatility":0.6037585871715093,
                   "delta":0.6103412580412351,
                   "gamma":1.5039572798879317e-05,
                   "interest_rate":0.08155090263567359,
                   "current_spot":58026.01780838792
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.009757595537379274,
                   "implied_volatility":0.603704890074666,
                   "delta":0.5955918206338475,
                   "gamma":1.5191887728562388e-05,
                   "interest_rate":0.08155090263567359,
                   "current_spot":58026.01780838792
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-04-01T04:00:00.000Z",
             "time_to_expiry":0.5500000000000002,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.09823322437819879,
                   "implied_volatility":0.6063849919635552,
                   "delta":0.6712226510746713,
                   "gamma":1.385752273241733e-05,
                   "interest_rate":0.08157716058576774,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.08021471887552037,
                   "implied_volatility":0.6058253740693738,
                   "delta":0.6565927708414324,
                   "gamma":1.4107795956346336e-05,
                   "interest_rate":0.08157716058576774,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.06251514177611947,
                   "implied_volatility":0.6054042232469958,
                   "delta":0.6419694724330184,
                   "gamma":1.4332815392978886e-05,
                   "interest_rate":0.08157716058576774,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.045123399064250294,
                   "implied_volatility":0.6051150762546469,
                   "delta":0.6273840232586034,
                   "gamma":1.4532504475780632e-05,
                   "interest_rate":0.08157716058576774,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.028028965704950306,
                   "implied_volatility":0.6049516236647029,
                   "delta":0.612866079908221,
                   "gamma":1.4706982876532905e-05,
                   "interest_rate":0.08157716058576774,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.01122184738856908,
                   "implied_volatility":0.6049077177685007,
                   "delta":0.5984435251984077,
                   "gamma":1.48565505806553e-05,
                   "interest_rate":0.08157716058576774,
                   "current_spot":58026.017808387805
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-04-08T11:12:00.000Z",
             "time_to_expiry":0.5700000000000002,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.09970728546825608,
                   "implied_volatility":0.6075154066079183,
                   "delta":0.6724607794098699,
                   "gamma":1.3566206950955555e-05,
                   "interest_rate":0.0812836750088743,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.08168877996557766,
                   "implied_volatility":0.6070162128665992,
                   "delta":0.6581398044021844,
                   "gamma":1.3807316434875478e-05,
                   "interest_rate":0.0812836750088743,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.06398920286617675,
                   "implied_volatility":0.6066490967106357,
                   "delta":0.6438304275103621,
                   "gamma":1.402458243783162e-05,
                   "interest_rate":0.0812836750088743,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.04659746015430758,
                   "implied_volatility":0.6064078050353865,
                   "delta":0.6295619413367248,
                   "gamma":1.4217965399343333e-05,
                   "interest_rate":0.0812836750088743,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.029503026795007593,
                   "implied_volatility":0.6062862456770397,
                   "delta":0.6153620833926032,
                   "gamma":1.4387602306621456e-05,
                   "interest_rate":0.0812836750088743,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.012695908478626367,
                   "implied_volatility":0.6062784936160435,
                   "delta":0.6012568974190726,
                   "gamma":1.453379188155514e-05,
                   "interest_rate":0.0812836750088743,
                   "current_spot":58026.017808387805
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-04-15T18:24:00.000Z",
             "time_to_expiry":0.5900000000000002,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.10117079131829043,
                   "implied_volatility":0.6085598541664725,
                   "delta":0.6737010286784331,
                   "gamma":1.3290898886242207e-05,
                   "interest_rate":0.08099018943198087,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.08315228581561201,
                   "implied_volatility":0.6081169402209536,
                   "delta":0.6596721679033672,
                   "gamma":1.352356139766466e-05,
                   "interest_rate":0.08099018943198087,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.0654527087162111,
                   "implied_volatility":0.6078001690905547,
                   "delta":0.6456593596399971,
                   "gamma":1.3733663272525235e-05,
                   "interest_rate":0.08099018943198087,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.048060966004341926,
                   "implied_volatility":0.607603484603363,
                   "delta":0.63169010435165,
                   "gamma":1.3921195882109697e-05,
                   "interest_rate":0.08099018943198087,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.030966532645041938,
                   "implied_volatility":0.6075209977169335,
                   "delta":0.6177904016458666,
                   "gamma":1.4086309976634677e-05,
                   "interest_rate":0.08099018943198087,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.014159414328660712,
                   "implied_volatility":0.6075469911813373,
                   "delta":0.6039846323696619,
                   "gamma":1.4229301893314648e-05,
                   "interest_rate":0.08099018943198087,
                   "current_spot":58026.017808387805
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-04-23T01:36:00.000Z",
             "time_to_expiry":0.6100000000000002,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.10262374192830184,
                   "implied_volatility":0.6095270688578581,
                   "delta":0.674941165612461,
                   "gamma":1.3030171173356484e-05,
                   "interest_rate":0.08069670385508745,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.08460523642562343,
                   "implied_volatility":0.6091367182206041,
                   "delta":0.6611891149585936,
                   "gamma":1.3255020584371013e-05,
                   "interest_rate":0.08069670385508745,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.06690565932622251,
                   "implied_volatility":0.6088669840596472,
                   "delta":0.6474570848694631,
                   "gamma":1.3458480290497322e-05,
                   "interest_rate":0.08069670385508745,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.04951391661435334,
                   "implied_volatility":0.6087119950035813,
                   "delta":0.6337709438017305,
                   "gamma":1.3640567595801775e-05,
                   "interest_rate":0.08069670385508745,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.03241948325505335,
                   "implied_volatility":0.60866605220626,
                   "delta":0.6201551118332029,
                   "gamma":1.3801444140931183e-05,
                   "interest_rate":0.08069670385508745,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.015612364938672123,
                   "implied_volatility":0.6087236326110843,
                   "delta":0.6066324606157301,
                   "gamma":1.394140304804037e-05,
                   "interest_rate":0.08069670385508745,
                   "current_spot":58026.017808387805
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-04-30T08:48:00.000Z",
             "time_to_expiry":0.6300000000000002,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.10406613729829031,
                   "implied_volatility":0.6104246470005334,
                   "delta":0.6761793304590342,
                   "gamma":1.278276927102335e-05,
                   "interest_rate":0.08040321827819402,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.0860476317956119,
                   "implied_volatility":0.6100835137805913,
                   "delta":0.6626900938774947,
                   "gamma":1.3000368856909381e-05,
                   "interest_rate":0.08040321827819402,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.06834805469621098,
                   "implied_volatility":0.6098578389217577,
                   "delta":0.6492244229425308,
                   "gamma":1.3197650951412376e-05,
                   "interest_rate":0.08040321827819402,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.05095631198434181,
                   "implied_volatility":0.6097419246909361,
                   "delta":0.6358066951368552,
                   "gamma":1.337465465362179e-05,
                   "interest_rate":0.08040321827819402,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.03386187862504182,
                   "implied_volatility":0.6097302506026987,
                   "delta":0.6224598901273479,
                   "gamma":1.3531550160629383e-05,
                   "interest_rate":0.08040321827819402,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.017054760308660592,
                   "implied_volatility":0.6098174754098713,
                   "delta":0.6092055051306134,
                   "gamma":1.3668626771724865e-05,
                   "interest_rate":0.08040321827819402,
                   "current_spot":58026.017808387805
                }
             ]
          },
          {
             "value_time":"2024-09-12T10:00:00.000Z",
             "expiry":"2025-05-07T16:00:00.000Z",
             "time_to_expiry":0.6500000000000002,
             "implied_volatilities":[
                {
                   "strike":55000,
                   "forward_log_moneyness":-0.10549797742825584,
                   "implied_volatility":0.6112592266585491,
                   "delta":0.6774139719528227,
                   "gamma":1.2547585422122807e-05,
                   "interest_rate":0.08010973270130059,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.08747947192557742,
                   "implied_volatility":0.6109642875751776,
                   "delta":0.6641747094008907,
                   "gamma":1.2758437970726652e-05,
                   "interest_rate":0.08010973270130059,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.06977989482617651,
                   "implied_volatility":0.6107799818645159,
                   "delta":0.6509621880833488,
                   "gamma":1.2949957784487542e-05,
                   "interest_rate":0.08010973270130059,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.05238815211430734,
                   "implied_volatility":0.6107007751473428,
                   "delta":0.6377994192602598,
                   "gamma":1.3122202314521287e-05,
                   "interest_rate":0.08010973270130059,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.03529371875500735,
                   "implied_volatility":0.6107213144400007,
                   "delta":0.6247080649466805,
                   "gamma":1.3275348410036664e-05,
                   "interest_rate":0.08010973270130059,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.018486600438626127,
                   "implied_volatility":0.6108364289821319,
                   "delta":0.6117083666301748,
                   "gamma":1.3409681110738615e-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":55000,
                   "forward_log_moneyness":-0.10691926231819843,
                   "implied_volatility":0.6120366342752007,
                   "delta":0.6786437949207251,
                   "gamma":1.232363725636699e-05,
                   "interest_rate":0.07981624712440716,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.08890075681552001,
                   "implied_volatility":0.611785148206144,
                   "delta":0.6656426923288706,
                   "gamma":1.2528193437737864e-05,
                   "interest_rate":0.07981624712440716,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.07120117971611911,
                   "implied_volatility":0.611639772874796,
                   "delta":0.6526711824472586,
                   "gamma":1.2714323846768155e-05,
                   "interest_rate":0.07981624712440716,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.053809437004249935,
                   "implied_volatility":0.6115951277661521,
                   "delta":0.6397510211105286,
                   "gamma":1.2882101407824996e-05,
                   "interest_rate":0.07981624712440716,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.03671500364494995,
                   "implied_volatility":0.6116460174164314,
                   "delta":0.6269026614629518,
                   "gamma":1.3031708062854318e-05,
                   "interest_rate":0.07981624712440716,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.01990788532856872,
                   "implied_volatility":0.6117874311765757,
                   "delta":0.6141451942821818,
                   "gamma":1.3163424287165862e-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":55000,
                   "forward_log_moneyness":-0.1083299919681181,
                   "implied_volatility":0.6127620051654049,
                   "delta":0.6798677177839658,
                   "gamma":1.2110050087614773e-05,
                   "interest_rate":0.07952276154751373,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.09031148646543968,
                   "implied_volatility":0.6125514788520701,
                   "delta":0.6670938752680284,
                   "gamma":1.2308715429696086e-05,
                   "interest_rate":0.07952276154751373,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.07261190936603877,
                   "implied_volatility":0.612442815898657,
                   "delta":0.6543521915408346,
                   "gamma":1.2489792501144443e-05,
                   "interest_rate":0.07952276154751373,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.0552201666541696,
                   "implied_volatility":0.6124307808850334,
                   "delta":0.6416632657890228,
                   "gamma":1.2653367281858963e-05,
                   "interest_rate":0.07952276154751373,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.03812573329486961,
                   "implied_volatility":0.6125103266745408,
                   "delta":0.6290464390610809,
                   "gamma":1.279962552570815e-05,
                   "interest_rate":0.07952276154751373,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.021318614978488387,
                   "implied_volatility":0.6126765932012775,
                   "delta":0.6165197447114037,
                   "gamma":1.2928842940702886e-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":55000,
                   "forward_log_moneyness":-0.10973016637801483,
                   "implied_volatility":0.613439883149692,
                   "delta":0.6810848378756239,
                   "gamma":1.1906042174674564e-05,
                   "interest_rate":0.0792292759706203,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.09171166087533641,
                   "implied_volatility":0.6132680419669608,
                   "delta":0.6685281731587187,
                   "gamma":1.2099182913529726e-05,
                   "interest_rate":0.0792292759706203,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.0740120837759355,
                   "implied_volatility":0.6131940680709097,
                   "delta":0.6560059811003772,
                   "gamma":1.227551064308742e-05,
                   "interest_rate":0.0792292759706203,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.056620341064066326,
                   "implied_volatility":0.6132128630205235,
                   "delta":0.6435377926140438,
                   "gamma":1.2435122359988028e-05,
                   "interest_rate":0.0792292759706203,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.03952590770476634,
                   "implied_volatility":0.6133195195249508,
                   "delta":0.6311419230644452,
                   "gamma":1.257820657537809e-05,
                   "interest_rate":0.0792292759706203,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.022718789388385112,
                   "implied_volatility":0.6135093193333883,
                   "delta":0.6188354315615275,
                   "gamma":1.270503410586085e-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":55000,
                   "forward_log_moneyness":-0.11111978554788861,
                   "implied_volatility":0.6140743034262237,
                   "delta":0.6822944029743997,
                   "gamma":1.1710912376478912e-05,
                   "interest_rate":0.07893579039372686,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.09310128004521019,
                   "implied_volatility":0.6139390663443947,
                   "delta":0.6699455675624535,
                   "gamma":1.1898860391297508e-05,
                   "interest_rate":0.07893579039372686,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.07540170294580928,
                   "implied_volatility":0.6138979305280258,
                   "delta":0.6576332950522212,
                   "gamma":1.2070714701677199e-05,
                   "interest_rate":0.07893579039372686,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.05800996023394011,
                   "implied_volatility":0.6139459269932925,
                   "delta":0.6453761274158021,
                   "gamma":1.2226581595314319e-05,
                   "interest_rate":0.07893579039372686,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.04091552687464012,
                   "implied_volatility":0.6140782804565034,
                   "delta":0.6331914317601564,
                   "gamma":1.2366651470527807e-05,
                   "interest_rate":0.07893579039372686,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.024108408558258895,
                   "implied_volatility":0.6142904063973817,
                   "delta":0.6210953673802289,
                   "gamma":1.249119018930199e-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":55000,
                   "forward_log_moneyness":-0.11249884947773944,
                   "implied_volatility":0.614668861882507,
                   "delta":0.683495787816168,
                   "gamma":1.1524029755017686e-05,
                   "interest_rate":0.07864230481683343,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.09448034397506103,
                   "implied_volatility":0.6145683199194618,
                   "delta":0.6713460939263843,
                   "gamma":1.1707086753871273e-05,
                   "interest_rate":0.07864230481683343,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.07678076687566013,
                   "implied_volatility":0.6145583243299177,
                   "delta":0.6592348542754413,
                   "gamma":1.1874718888264801e-05,
                   "interest_rate":0.07864230481683343,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.05938902416379095,
                   "implied_volatility":0.6146340286056104,
                   "delta":0.6471796933321385,
                   "gamma":1.202704027127928e-05,
                   "interest_rate":0.07864230481683343,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.04229459080449097,
                   "implied_volatility":0.6147907822130672,
                   "delta":0.6351970995458986,
                   "gamma":1.2164242469555207e-05,
                   "interest_rate":0.07864230481683343,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.025487472488109737,
                   "implied_volatility":0.6150241268940602,
                   "delta":0.6233023992190476,
                   "gamma":1.2286586374221238e-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":55000,
                   "forward_log_moneyness":-0.11386735816756735,
                   "implied_volatility":0.6152267733678307,
                   "delta":0.6846884746168493,
                   "gamma":1.1344824772867716e-05,
                   "interest_rate":0.07834881923994,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":56000,
                   "forward_log_moneyness":-0.09584885266488893,
                   "implied_volatility":0.6151591709630096,
                   "delta":0.6727298312190746,
                   "gamma":1.1523265861220935e-05,
                   "interest_rate":0.07834881923994,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":57000,
                   "forward_log_moneyness":-0.07814927556548804,
                   "implied_volatility":0.6151787542649501,
                   "delta":0.6608113559585814,
                   "gamma":1.168690527822012e-05,
                   "interest_rate":0.07834881923994,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":58000,
                   "forward_log_moneyness":-0.06075753285361886,
                   "implied_volatility":0.615280792751638,
                   "delta":0.6489498203211614,
                   "gamma":1.1835863713596393e-05,
                   "interest_rate":0.07834881923994,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":59000,
                   "forward_log_moneyness":-0.043663099494318874,
                   "implied_volatility":0.6154607539104479,
                   "delta":0.6371608968558607,
                   "gamma":1.1970333307951008e-05,
                   "interest_rate":0.07834881923994,
                   "current_spot":58026.017808387805
                },
                {
                   "strike":60000,
                   "forward_log_moneyness":-0.026855981177937645,
                   "implied_volatility":0.615714298833374,
                   "delta":0.6254591390532908,
                   "gamma":1.2090570001420336e-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
          }
       }
    }
    • Short listed-maturities (e.g. 7 days time-to-maturity) are only available for individual exchange.

    • Time extrapolation is not permitted. I.e. the shortest requested expiry should be after the exchange’s shortest expiry, and the furthest requested expiry must be before the exchange’s latest expiry. If these conditions are not met, only a partial surface will be returned within the available expiry range. The completeness of the output is indicated in the complete_output field.

    • Strikes and forward-log-moneynesses are only available when retrieving implied volatilities by strikes or forward-log-moneynesses (not by delta).

    here

    The desired quote as the underlying of the options. See asset support above.

    expiry

    ,
    tte_max
    ,
    tte_step
    ) should be filled.
    should be filled.
    ),
    deltas
    or (
    delta_min
    ,
    delta_max
    ,
    delta_step
    ) should be filled.
    ) should be filled.
    ) should be filled.
    ) should be filled.
    ,
    f_log_m_step
    ),
    deltas
    or (
    delta_min
    ,
    delta_max
    ,
    delta_step
    ) should be filled.
    ,
    f_log_m_step
    ),
    deltas
    or (
    delta_min
    ,
    delta_max
    ,
    delta_step
    ) should be filled.
    ,
    f_log_m_step
    ),
    deltas
    or (
    delta_min
    ,
    delta_max
    ,
    delta_step
    ) should be filled.
    ) should be filled.