Tick-level Updates
What is this endpoint for?
A Tick-level Update offers an efficient approach for accessing order book information of an exchange. When you connect, you first receive a snapshot of the current order book, followed by continuous real-time updates for every change ("delta") that takes place.
If you ever receive a new full snapshot after connecting, you should replace your local snapshot with the new one. This will only occur if we detect a consistency issue (connection to exchange lost, exchange down for some time, etc.)
Parameters
Parameter | Description | Examples |
---|---|---|
| A nested object to configure following properties for your stream:
Explore instruments, codes and exchanges in the Instrument Explorer or by using the Reference API endpoint. |
|
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 itâs supported:
exchange: *
class: spot
instrument: btc-usd
Fields
Field | Description |
---|---|
| Instrument class, empty when not mapped. |
| Instrument code, empty when not mapped. |
| Instrument exchange code. |
| Sequence ID for event. Sortable in lexicographic order. |
| The timestamp provided by the exchange for the data. |
| The timestamp for when Kaiko received the data from the exchange. |
| The timestamp the data became available in the Kaiko system. |
|
|
| Represents sell orders
|
| Represents buy orders.
|
Request examples
Make sure to read our Python quick-start guide before starting.
Response Example
Last updated