Tick-level 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.
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 it’s supported:
exchange: *
class: spot
instrument: btc-usd
Fields
Field | Description |
---|---|
| Additional properties, specific to the exchange. |
| Quantity of asset bought or sold (can be in base_asset, quote_asset or the number of contracts). |
| Instrument class, empty when not mapped. |
| Instrument code, empty when not mapped. |
| Instrument exchange code. |
| Sequence ID for event. Sortable in lexicographic order. |
| Trade ID, empty string when not present. |
| Price for the trade. |
| The timestamp provided by the exchange for the transaction. |
| The timestamp for when Kaiko received the trade from the exchange. |
| The timestamp the data became available in the Kaiko system. |
| - UNKNOWN: Unknown side (not specified). - BUY: Buy side. - SELL: Sell side. See "taker_side_sell" Explained |
Request examples
Make sure to read our Python quick-start guide before starting.
Response Example
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