LogoLogo
  • Kaiko Knowledge Hub
  • General
    • 👋Introduction
    • ℹ️General information
      • Response codes
      • API Key
      • Parameter patterns
      • Rate limiting
    • 🏎️Quick-Start Guides
      • Quick-Start: Python
      • Quick-Start: cURL
  • Data Feeds
    • Introduction
    • Level 1 & Level 2 Data
      • Level 1 Aggregations
        • OHLCV
        • VWAP
      • Level 1 Tick-Level
        • All trades
        • Best bids and asks (top of book)
      • Level 2 Tick-Level
        • Bids and asks
    • Reference Data
      • Derivatives pricing
  • Analytics Solutions
    • Kaiko Best Execution
    • Kaiko Fair Market Value
      • Kaiko Fair Market Value (high liquidity pairs)
      • Kaiko Fair Market Value (low liquidity pairs)
    • Kaiko Derivatives Risk Indicators
      • Exchange-provided metrics
  • Legacy endpoints
    • Aggregated Quotes (v1)
    • OHLCV Candles (v1)
    • Trades (v1)
    • VWAP (v1)
    • Bids and asks: Market Update
  • BETA ENDPOINTS
    • Implied Volatility SVI (Closed Beta)
Powered by GitBook
On this page
  • Subscribe
  • Parameters
  • Responses
  • Response Schema

Was this helpful?

Export as PDF
  1. Legacy endpoints

Aggregated Quotes (v1)

This endpoint is deprecated and will be removed in future release. Please use Aggregated Quotes instead. Kaiko Best Execution Please contact support@kaiko.com if you have any questions about migrating.

Subscribe

Retrieve ongoing Top Of Book (Ask or Bid) average price updates accross a selection of exchanges, for a given instrument.

Wildcard (*) is not supported, but you can provide a comma separated list of instruments codes (for example: “btc-usd,eth-usd” as code field).

An empty value can be returned when there are no changes on best ask or best bid across exchanges where the requested instrument is listed. This allows checking that the service is working as expected even though no meaningful update is sent.

The update frequency is 5s.

Parameters

Name
In
Type
Required
Description

body

body

kaikosdkStreamAggregatedPriceRequestV1

true

none

Responses

Status
Meaning
Description
Schema

200

A successful response.(streaming responses)

Inline

403

Returned when the user does not have permission to access the resource.

Inline

404

Returned when the resource does not exist.

string

default

Default

An unexpected error response.

Response Schema

Status Code 200

Stream result of kaikosdkStreamAggregatedPriceResponseV1

Name
Type
Required
Restrictions
Description

» result

false

none

none

Enumerated Values

Property
Value

eventType

UNKNOWN

eventType

BEST_ASK

eventType

BEST_BID

PreviousExchange-provided metricsNextOHLCV Candles (v1)

Last updated 9 months ago

Was this helpful?

OK
Forbidden
Not Found
rpcStatus
kaikosdkStreamAggregatedPriceResponseV1