FOREX Converted Reference Rates

What is this endpoint for?

This endpoint retrieves any Kaiko Benchmark Reference Rates and converts USD into a local currency of your choosing using TP-ICAP as the source for the conversion. Currencies avaialble are:

• AUD

• CHF

• EUR

• GBP

• JPY

Endpoints

gRPC

gateway-v0-grpc.kaiko.ovh

http

gateway-v0-http.kaiko.ovh

API (testing)

https://gateway-v0-http.kaiko.ovh/api/stream/index_forex_rate_v1

Parameters

Parameter	Description	Examples
index_code	The Kaiko Benchmark Reference Rate ticker. You can find a full list of our tickers here.	KK_RR_BTCUS

Requesting multiple tickers at the same time To configure multiple tickers in the same stream, provide the indexCode as a comma separated list eg KK_PR_BTCUSD,KK_AAVE_USD Alternatively, use a wildcard by entering a * and you'll receive all tickers you have as part of you Kaiko subscription.

Fields

Field	Description
indexCode	The ticker identifying the rate.
commodity	The type of publication. Either real-time or fixings
interval_startTime	The start time for the interval.
interval_endTime	The end time for the interval.
composition_underlying_name	The Kaiko Reference Rate Ticker.
composition_underlying_tsEvent	The exact time of original reference rate publication.
price	The price of the Reference Rate in the converted currency.
tsEvent	The exact time of converted reference rate publication.
detail_underlying_name	The ticker of the underlying reference rate.
detail_underlying_price	The original published price of the Reference Rate in USD.
detail_underlying_tsEvent	The exact timestamp of original reference rate publication.
fxrate_name	The name of the FOREX conversion rate we've sourced to convert USD into your chosen currency.
fxrate_price	The price of the FOREX conversion rate we've used to convert USD into your chosen currency.
fxrate_tsEvent	The timestamp for when we collected the FOREX conversion rate we've used to convert USD into your chosen currency.

Request examples

Python

Make sure to read our Python quick-start guide before starting.

 # This is a code example. Configure your parameters in the parameter configuration section #

from __future__ import print_function
import logging
import os

import grpc
from google.protobuf.json_format import MessageToJson
from google.protobuf import duration_pb2

from kaikosdk import sdk_pb2_grpc
from kaikosdk.core import instrument_criteria_pb2, assets_pb2
from kaikosdk.stream.aggregates_ohlcv_v1 import request_pb2 as pb_ohlcv
from kaikosdk.stream.aggregates_vwap_v1 import request_pb2 as pb_vwap
from kaikosdk.stream.market_update_v1 import request_pb2 as pb_market_update
from kaikosdk.stream.market_update_v1 import commodity_pb2 as pb_commodity
from kaikosdk.stream.trades_v1 import request_pb2 as pb_trades
from kaikosdk.stream.index_v1 import request_pb2 as pb_index
from kaikosdk.stream.index_multi_assets_v1 import request_pb2 as pb_index_multi_assets
from kaikosdk.stream.index_forex_rate_v1 import request_pb2 as pb_index_forex_rate
from kaikosdk.stream.aggregated_quote_v2 import request_pb2 as pb_aggregated_quote
from kaikosdk.stream.aggregates_spot_exchange_rate_v2 import request_pb2 as pb_spot_exchange_rate
from kaikosdk.stream.aggregates_direct_exchange_rate_v2 import request_pb2 as pb_direct_exchange_rate


def index_forex_rate(channel: grpc.Channel):
    try:
        with channel:
            stub = sdk_pb2_grpc.StreamIndexForexRateServiceV1Stub(channel)
            responses = stub.Subscribe(pb_index_forex_rate.StreamIndexForexRateServiceRequestV1(
                  # start of parameter configuration # 
                index_code = "KK_BRR_BTCUSD_EUR"
                  # end of parameter configuration # 
            ))
            for response in responses:
                # for debug purpose only, don't use MessageToJson in the reading loop in production
                print("Received message %s" % (MessageToJson(response, including_default_value_fields = True)))
    except grpc.RpcError as e:
        print(e.details(), e.code())
        
def run():
    credentials = grpc.ssl_channel_credentials(root_certificates=None)
    call_credentials = grpc.access_token_call_credentials(os.environ['KAIKO_API_KEY'])
    composite_credentials = grpc.composite_channel_credentials(credentials, call_credentials)
    channel = grpc.secure_channel('gateway-v0-grpc.kaiko.ovh', composite_credentials)

    index_forex_rate(channel)

if __name__ == '__main__':
    logging.basicConfig()
    run()

cURL

cURL requests are intended for testing purposes only.

curl -X POST "https://gateway-v0-http.kaiko.ovh/api/stream/index_forex_rate_v1" -H "accept: application/json" -H "X-Api-Key: $KAIKO_API_KEY" -H "Content-Type: application/json" -d "{\"indexCode\": \"KK_BRR_BTCUSD\"}"

Other examples

For more advanced users, you can access our full SDK here, where you'll find more coding languages, examples and guidance.

Response Example

{
  "indexCode": "KK_BRR_BTCUSD_EUR",
  "commodity": "SIC_REAL_TIME",
  "interval": {
    "startTime": "2024-09-12T21:42:35Z",
    "endTime": "2024-09-12T21:42:50Z"
  },
  "composition": {
    "underlying": {
      "name": "KK_BRR_BTCUSD",
      "tsEvent": "2024-09-12T21:42:50.658126160Z"
    },
    "fxrate": {
      "name": "USD/EUR",
      "tsEvent": "2024-09-12T21:42:01.048683287Z"
    }
  },
  "price": 52215.539302000085,
  "tsEvent": "2024-09-12T21:42:50.857862111Z",
  "detail": {
    "underlying": {
      "name": "KK_BRR_BTCUSD",
      "price": 57826.099,
      "tsEvent": "2024-09-12T21:42:50.658126160Z"
    },
    "fxrate": {
      "name": "USD/EUR",
      "price": 0.9029753036254458,
      "tsEvent": "2024-09-12T21:42:01.048683287Z"
    }
  }
}