Tick-level data is the most granular level of trading data, and contains every single trade that occurs or centralized and decentralized exchanges. The data is normalized and timestamped and contains information such as the price and volume of each trade. For DEX’s specifically, we also provide additional information on the user address, the blockchain, the pool address and transaction hash related to the trade.
A nested object to configure following properties for your stream:
exchange (String) - The code(s) for the exchange(s)
instrument_class (String) - The class(es) of the instrument(s) .
code (String) - The Kaiko code for the instrument.
cbse
spot
btc-usd
commodities
Must always be [pb_commodity.SMUC_TRADE]
[pb_commodity.SMUC_TRADE]
interval
For accessing 72h replay data only. See the replay code example.
start_time
end_time
Configuring a wildcard
A wildcard allows you to request all information we have on a specific instrument, class, or exchange in the same stream.
Use a * in place of the relevant exchange, instrument, or class parameter.
For example, the configuration below would deliver trades for BTC/USD across all exchanges where it’s supported:
exchange: *
class: spot
instrument: btc-usd
Fields
Field
Description
additionalProperties
Additional properties, specific to the exchange.
amount
Quantity of asset bought or sold (can be in base_asset, quote_asset or the number of contracts).
class
Instrument class, empty when not mapped.
code
Instrument code, empty when not mapped.
exchange
Instrument exchange code.
sequenceId
Sequence ID for event. Sortable in lexicographic order.
id
Trade ID, empty string when not present.
price
Price for the trade.
tsExchange
The timestamp provided by the exchange for the transaction.
tsCollection
The timestamp for when Kaiko received the trade from the exchange.
tsEvent
The timestamp the data became available in the Kaiko system.
side
Request examples
# This is a code example. Configure your parameters in the parameter configuration section #
from __future__ import print_function
import logging
import os
import grpc
from google.protobuf.json_format import MessageToJson
from google.protobuf import duration_pb2
from kaikosdk import sdk_pb2_grpc
from kaikosdk.core import instrument_criteria_pb2, assets_pb2
from kaikosdk.stream.aggregates_ohlcv_v1 import request_pb2 as pb_ohlcv
from kaikosdk.stream.aggregates_vwap_v1 import request_pb2 as pb_vwap
from kaikosdk.stream.market_update_v1 import request_pb2 as pb_market_update
from kaikosdk.stream.market_update_v1 import commodity_pb2 as pb_commodity
from kaikosdk.stream.trades_v1 import request_pb2 as pb_trades
from kaikosdk.stream.index_v1 import request_pb2 as pb_index
from kaikosdk.stream.index_multi_assets_v1 import request_pb2 as pb_index_multi_assets
from kaikosdk.stream.index_forex_rate_v1 import request_pb2 as pb_index_forex_rate
from kaikosdk.stream.aggregated_quote_v2 import request_pb2 as pb_aggregated_quote
from kaikosdk.stream.aggregates_spot_exchange_rate_v2 import request_pb2 as pb_spot_exchange_rate
from kaikosdk.stream.aggregates_direct_exchange_rate_v2 import request_pb2 as pb_direct_exchange_rate
def market_update_request(channel: grpc.Channel):
try:
with channel:
stub = sdk_pb2_grpc.StreamMarketUpdateServiceV1Stub(channel)
responses = stub.Subscribe(pb_market_update.StreamMarketUpdateRequestV1(
# start of parameter configuration #
instrument_criteria = instrument_criteria_pb2.InstrumentCriteria(
exchange = "cbse",
instrument_class = "spot",
code = "*"
),
# end of parameter configuration #
commodities=[pb_commodity.SMUC_TRADE]
))
for response in responses:
print("Received message %s" % (MessageToJson(response, including_default_value_fields = True)))
# print("Received message %s" % list(map(lambda o: o.string_value, response.data.values)))
except grpc.RpcError as e:
print(e.details(), e.code())
def run():
credentials = grpc.ssl_channel_credentials(root_certificates=None)
call_credentials = grpc.access_token_call_credentials(os.environ['KAIKO_API_KEY'])
composite_credentials = grpc.composite_channel_credentials(credentials, call_credentials)
channel = grpc.secure_channel('gateway-v0-grpc.kaiko.ovh', composite_credentials)
market_update_request(channel)
if __name__ == '__main__':
logging.basicConfig()
run()
This example demonstrates how to request historical data using replay. The maximum amount of data you can request for one replay cannot exceed a total of 24 hours in hours, seconds, and minutes.
Replay data is available on a 72-hour rolling basis and should only be used to retrieve missed data. If full history is required, please use Rest API or CSV deployment methods.
# This is a code example. Configure your parameters and dates in each section #
from __future__ import print_function
import logging
import grpc
import os
from google.protobuf.json_format import MessageToJson
from google.protobuf.timestamp_pb2 import Timestamp
import grpc
from google.protobuf.json_format import MessageToJson
from google.protobuf.timestamp_pb2 import Timestamp
from kaikosdk import sdk_pb2_grpc
from kaikosdk.core import instrument_criteria_pb2, assets_pb2
from kaikosdk.stream.aggregates_ohlcv_v1 import request_pb2 as pb_ohlcv
from kaikosdk.stream.aggregates_vwap_v1 import request_pb2 as pb_vwap
from kaikosdk.stream.market_update_v1 import request_pb2 as pb_market_update
from kaikosdk.stream.market_update_v1 import commodity_pb2 as pb_commodity
from kaikosdk.stream.trades_v1 import request_pb2 as pb_trades
from kaikosdk.stream.index_v1 import request_pb2 as pb_index
from kaikosdk.stream.index_multi_assets_v1 import request_pb2 as pb_index_multi_assets
from kaikosdk.stream.index_forex_rate_v1 import request_pb2 as pb_index_forex_rate
from kaikosdk.stream.aggregated_quote_v2 import request_pb2 as pb_aggregated_quote
from kaikosdk.stream.aggregates_spot_exchange_rate_v2 import request_pb2 as pb_spot_exchange_rate
from kaikosdk.stream.aggregates_direct_exchange_rate_v2 import request_pb2 as pb_direct_exchange_rate
def market_update_request(channel: grpc.Channel):
try:
# start of date configuration #
start = Timestamp()
start.FromJsonString('2024-09-25T05:00:00Z')
end = Timestamp()
end.FromJsonString('2024-09-26T06:00:00Z')
# end of date configuration #
stub = sdk_pb2_grpc.StreamMarketUpdateServiceV1Stub(channel)
responses = stub.Subscribe(pb_market_update.StreamMarketUpdateRequestV1(
instrument_criteria = instrument_criteria_pb2.InstrumentCriteria(
# start of parameter configuration #
exchange = "cbse",
instrument_class = "spot",
code = "*"),
# end of parameter configuration #
commodities=[pb_commodity.SMUC_TRADE],
interval={
'start_time': start,
'end_time' : end
}
))
for response in responses:
print("Received message %s" % (MessageToJson(response, including_default_value_fields = True)))
# print("Received message %s" % list(map(lambda o: o.string_value, response.data.values)))
except grpc.RpcError as e:
print(e.details(), e.code())
def run():
credentials = grpc.ssl_channel_credentials(root_certificates=None)
call_credentials = grpc.access_token_call_credentials(os.environ['KAIKO_API_KEY'])
composite_credentials = grpc.composite_channel_credentials(credentials, call_credentials)
channel = grpc.secure_channel('gateway-v0-grpc.kaiko.ovh', composite_credentials)
res = market_update_request(channel)
print("Response: %s" % res)
channel.close()
if __name__ == '__main__':
logging.basicConfig()
run()
cURL requests are intended for testing purposes only.
