Cross Prices
What is this endpoint for?
Cross Prices calculates a synthetic price when there is no liquidity (historic trades) between two assets (fiat or digital). The methodology is developed with global tax and accounting standards in mind. Additionally, our robust price aggregation method reduces the impact of outliers in terms of volume and price, meaning you can trust the price returned.
The calculation works as follows:
Retrieve last available optimal liquidity path
Listen to trades for all intermediary pairs from all covered exchanges where the instrument is actively traded
Compute RWM price for each intermediary pair
Compute the product of intermediary pairs based on liquidity path
The calculation considers all instruments traded across all exchanges covered by Kaiko.
Endpoints
Parameters
Parameter | Description | Examples |
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| The window on which you would like your Cross Price to be calculated.
Available windows: |
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| How regularly you would like to receive your pricing updates.
Available frequencies: |
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| A nested object to configure following properties for your stream:
Explore codes in the Instrument Explorer or by using the Reference API endpoint. |
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| This parameter is set to |
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Exchanges that send their trades late may not be captured in the given sliding window.
Fields
Field | Description |
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| The |
| The calculated Cross Price. |
| The time the Cross Price was calculated. |
| A nested object containing the following fields:
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| If |
Request examples
Make sure to read our Python quick-start guide before starting.
Response Example
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