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 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.

Endpoints

gRPC

gateway-v0-grpc.kaiko.ovh

http

gateway-v0-http.kaiko.ovh

API (testing)

https://gateway-v0-http.kaiko.ovh/api/stream/market_update_v1

Request parameters

Parameter	Description	Examples
instrumentCriteria	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. Explore instruments, codes and exchanges in the Instrument Explorer or Reference Data.	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

Response 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	- UNKNOWN: Unknown side (not specified). - BUY: Buy side. - SELL: Sell side. See "taker_side_sell" Explained

Request examples

Python

# This is a code example. Configure your parameters below #

from __future__ import print_function
from datetime import datetime, timedelta
import logging
import os
from google.protobuf.timestamp_pb2 import Timestamp
import grpc
from google.protobuf.json_format import MessageToJson
from kaikosdk import sdk_pb2_grpc
from kaikosdk.core import instrument_criteria_pb2
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

def market_update_request(channel: grpc.Channel):
    try:
        with channel:
            stub = sdk_pb2_grpc.StreamMarketUpdateServiceV1Stub(channel)
            # Globbing patterns are also supported on all fields. See http://sdk.kaiko.com/#instrument-selection for all supported patterns
            responses = stub.Subscribe(pb_market_update.StreamMarketUpdateRequestV1(
                instrument_criteria = instrument_criteria_pb2.InstrumentCriteria(
                    exchange = "cbse",
                    instrument_class = "spot",
                    code = "*"
                ),
                commodities=[pb_commodity.SMUC_TRADE]
            ))
            for response in responses:
                # for debug purpose only, don't use MessageToJson in the reading loop in production
                print("Received message %s" % (MessageToJson(response, including_default_value_fields = True)))
    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()

Python (Replay)

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 below #

from __future__ import print_function
from datetime import datetime, timedelta
import logging
import os
from google.protobuf.timestamp_pb2 import Timestamp
import grpc
from google.protobuf.json_format import MessageToJson
from kaikosdk import sdk_pb2_grpc
from kaikosdk.core import instrument_criteria_pb2
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

def market_update_request(channel: grpc.Channel):
    try:
        # start of date configuration #
        start = Timestamp()
        start.FromDatetime(datetime.utcnow() - timedelta(days=2))
        end = Timestamp()
        end.FromDatetime(datetime.utcnow() - timedelta(days=1))
        # end of date configuration #
        
        stub = sdk_pb2_grpc.StreamMarketUpdateServiceV1Stub(channel)
        # Globbing patterns are also supported on all fields. See http://sdk.kaiko.com/#instrument-selection for all supported patterns
        responses = stub.Subscribe(pb_market_update.StreamMarketUpdateRequestV1(
            instrument_criteria = instrument_criteria_pb2.InstrumentCriteria(
                exchange = "cbse",
                instrument_class = "spot",
                code = "*"
            ),
                commodities=[pb_commodity.SMUC_TRADE],
                interval={
                    'start_time': start,
                    'end_time': end
                }
            ))
        for response in responses:
            # for debug purpose only, don't use MessageToJson in the reading loop in production
            print("Received message %s" % (MessageToJson(response, including_default_value_fields = True)))
    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()

cURL

cURL requests are intended for testing purposes only.

curl -X POST "https://gateway-v0-http.kaiko.ovh/api/stream/market_update_v1" -H "accept: application/json" -H "X-Api-Key: $KAIKO_API_KEY" -H "Content-Type: application/json" -d "{ \"instrumentCriteria\": {  \"exchange\": \"cbse\",  \"instrumentClass\": \"spot\",  \"code\": \"*\" }, \"commodities\": [\"SMUC_TRADE\"]}"

Other examples

For more advanced users, you can access our full SDK here, where you'll find more coding languages, examples and guidance.

Response Example

{
    "result": {
        "additionalProperties": {
            "sequence": "85453949096"
        },
        "amount": 0.31157787,
        "class": "spot",
        "code": "btc-usd",
        "exchange": "cbse",
        "sequenceId": "cqpo618mna6i5t62gp4g",
        "id": "677226346",
        "price": 56510,
        "side": "SELL",
        "tsExchange": {
            "value": "2024-08-07T14:21:57.046442Z"
        },
        "tsCollection": {
            "value": "2024-08-07T14:21:57.131157967Z"
        },
        "tsEvent": "2024-08-07T14:21:57.329633824Z"
    }
}