Bids and Asks

You can also access Bid-Ask Spread from the Full Snapshot

What is this endpoint for?

Bids and asks is commonly referred to as a "Raw Order Book". This endpoint returns all bids and asks from an exchange's order book at a specific point in time. The snapshot is produced every 30 seconds.

Endpoint

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

Parameters

Parameter	Required	Description
exchange	Yes	Exchange code. See Exchanges
instrument_class	Yes	Instrument class. See Instruments
instrument	Yes	Instrument code. See Instruments
continuation_token	No	See Pagination
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
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.

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.
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.

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/raw?page_size=10&limit_orders=2'

Response example

JSON

{
    "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
        }
    }
}