Kaiko Stream SDK v1.0

Scroll down for code samples, example requests and responses. Select a language for code samples from the tabs above or the mobile navigation menu.

At its core, Stream enables our clients to build custom market data feeds through simple and intuitive commands with a light infrastructure cost, by leveraging gRPCS Protocol and its capabilities… This first-of-its-kind data service is designed to connect institutional investors with consolidated cryptocurrency market data feeds that match the infrastructural robustness of traditional financial data products.

Code Examples

Code examples in C++, C#, Go, Java, Node, Python, Rust, Scala as well as the API references for each language can be found here

Base URLs:

https://gateway-v0-http.kaiko.ovh (Swagger playground)
https://gateway-v0-grpc.kaiko.ovh (gRPC Production)

ICE

To connect to our services through ICE instead of internet, you need to disable TLS and use the HTTP port 80.

Base URLS:

http://stream-http.ice.kaiko.com (Swagger Playground)
http://stream.ice.kaiko.com (gRPC Production)

Authentication

API Key (ApiKeyAuth)
- Parameter Name: X-Api-Key, in: header.

Exchange Coverage

CEX coverage

As a data provider, we offer extensive coverage of centralized exchanges in terms of SDK streaming. The centralized exchanges and data fields we cover are shown in the following table:

¹⁾ Currently, we only support spot instruments. Support for derivative instruments is planned for the future.
²⁾ Needs an extra permission to download the data of the exchange.
³⁾ Please use the exchange Crypto facilities for downloading the data of derivatives instruments

Instrument Selection

Kaiko’s instruments can be selected and filtered using globbing patterns, constructed from a set of parameters with optional wildcards. A single string can be used to select an arbitrary set of instruments.

Glob Patterns Examples

Assumption: Available Instruments for the subsequent examples:

[
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "btc-usd"
  },
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "eth-usd"
  },
  {
    "exchange": "cbse", "instrument_class": "spot", "instrument": "eth-btc"
  },
  {
    "exchange": "okex", "instrument_class": "future", "instrument": "btc_usd__this_week"
  }
]

btc-usd spot market for krkn exchange: krkn:spot:btc-usd

[
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "btc-usd"
  }
]

The general format for passing a glob pattern is as follows:

pattern = <exchange>:<instrument_class>:<instrument>

Parameter	Description
`exchange`	List¹ of Exchange `code`. See Exchanges Reference Data Endpoint.
`instrument_class`	List¹ of Instrument `class`. See Instruments Reference Data Endpoint.
`instrument`	List¹ of Instrument `code`. See Instruments Reference Data Endpoint.

¹: Lists are comma separated

Wildcard

All spot markets for krkn exchange: krkn:spot:*

[
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "btc-usd"
  },
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "eth-usd"
  }
]

All instruments for krkn that have btc as part of the instrument code: krkn:*:*btc*

[
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "btc-usd"
  }
]

Kaiko Instrument Globbing allows the use of the wildcard *.

It can replace any parameter of the pattern:

<exchange>:<instrument_class>:*
<exchange>:*:<instrument>
*:<instrument_class>:<instrument>

It can also be used inside a parameter:

instrument: btc-* will match all instruments with btc as base asset.

Cartesian Product of Patterns

All krkn and okex instruments that have usd as part of the instrument code: krkn,okex:*:*usd*

[
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "btc-usd"
  },
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "eth-usd"
  },
  {
    "exchange": "okex", "instrument_class": "future", "instrument": "btc_usd__this_week"
  }
]

If the params lists contain more than one element, the resulting pattern will be constructed as a cartesian product of each element of the lists, i.e:

pattern = exchange1,exchange2:instrument_class:instrument1,instrument2

will be equivalent to the union of 4 patterns:

pattern1 = exchange1:instrument_class:instrument1
pattern2 = exchange1:instrument_class:instrument2
pattern3 = exchange2:instrument_class:instrument1
pattern4 = exchange2:instrument_class:instrument2

Union of Patterns

All krkn and cbse instruments that have btc as part of the instrument code plus the krkn:spot:eth-usd instrument: krkn,cbse:*:*btc*+krkn:spot:eth-usd

[
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "btc-usd"
  },
  {
    "exchange": "krkn", "instrument_class": "spot", "instrument": "eth-usd"
  },
  {
    "exchange": "cbse", "instrument_class": "spot", "instrument ": "eth-btc"
  }
]

Multiple patterns can also be combined with the + operator:

pattern = pattern1+pattern2

where:

pattern1 = <exchange1>:<instrument_class1>:<instrument1>
pattern2 = <exchange2>:<instrument_class2>:<instrument2>

Aggregated Quote (v2)

Retrieve ongoing Top Of Book (Ask or Bid) average price updates accross a selection of vetted exchanges, for a given instrument.

Wildcard (*) is not supported, but you can provide a comma separated list of instruments codes (for example: “btc-usd,eth-usd” as code field).

An empty value can be returned when there are no changes on best ask or best bid across exchanges where the requested instrument is listed. This allows checking that the service is working as expected even though no meaningful update is sent.

The update frequency is 1s.

The default price you get is vetted (meaning using only the exchanges that are part of Kaiko Exchange Ranking). If your asset is not covered by this list, you can opt in includeUnvettedPrice request parameter to true to have a second price computed using all exchange covered by Kaiko, whose result will be under the field unvetted of response.

Note that Kaiko Exchange Ranking list is changing from quarter to quarter, so if there an asset that is only covered by 1 exchange and this 1 exchange gets out of Exchange Ranking at some point, the only way to keep having a price is by setting includeUnvettedPrice accordingly as a backup price.

Code samples

curl --request POST \
  --url https://gateway-v0-http.kaiko.ovh/api/stream/aggregated_quote_v2 \
  --header 'Accept: application/swagger-ui+json' \
  --header 'Content-Type: application/json' \
  --header 'X-Api-Key: API_KEY' \
  --data '{"instrumentClass":"string","code":"string","interval":{"startTime":"2019-08-24T14:15:22Z","endTime":"2019-08-24T14:15:22Z"},"includeUnvettedPrice":true}'

POST /api/stream/aggregated_quote_v2

Body parameter

{
  "instrumentClass": "string",
  "code": "string",
  "interval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  },
  "includeUnvettedPrice": true
}

Parameters

Name	In	Type	Required	Description
body	body	kaikosdkStreamAggregatedQuoteRequestV2	true	none

Example responses

200 Response

{
  "result": {
    "aggregate": "string",
    "instrumentClass": "string",
    "code": "string",
    "eventType": "UNKNOWN",
    "tsEvent": "2019-08-24T14:15:22Z",
    "vetted": {
      "price": "string",
      "volume": "string"
    },
    "unvetted": {
      "price": "string",
      "volume": "string"
    }
  },
  "error": {
    "code": 0,
    "message": "string",
    "details": [
      {
        "@type": "string",
        "property1": null,
        "property2": null
      }
    ]
  }
}

Responses

Status	Meaning	Description	Schema
200	OK	A successful response.(streaming responses)	Inline
403	Forbidden	Returned when the user does not have permission to access the resource.	Inline
404	Not Found	Returned when the resource does not exist.	string
default	Default	An unexpected error response.	rpcStatus

Response Schema

Status Code 200

Stream result of kaikosdkStreamAggregatedQuoteResponseV2

Name	Type	Required	Restrictions	Description
» result	kaikosdkStreamAggregatedQuoteResponseV2	false	none	none

Enumerated Values

Property	Value
eventType	UNKNOWN
eventType	BEST_ASK
eventType	BEST_BID

Aggregated Quote (v1)

Retrieve ongoing Top Of Book (Ask or Bid) average price updates accross a selection of exchanges, for a given instrument.

Wildcard (*) is not supported, but you can provide a comma separated list of instruments codes (for example: “btc-usd,eth-usd” as code field).

The update frequency is 5s.

Code samples

curl --request POST \
  --url https://gateway-v0-http.kaiko.ovh/api/stream/aggregated_price_v1 \
  --header 'Accept: application/swagger-ui+json' \
  --header 'Content-Type: application/json' \
  --header 'X-Api-Key: API_KEY' \
  --data '{"instrumentClass":"string","code":"string","interval":{"startTime":"2019-08-24T14:15:22Z","endTime":"2019-08-24T14:15:22Z"}}'

POST /api/stream/aggregated_price_v1

Body parameter

{
  "instrumentClass": "string",
  "code": "string",
  "interval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  }
}

Parameters

Name	In	Type	Required	Description
body	body	kaikosdkStreamAggregatedPriceRequestV1	true	none

Example responses

200 Response

{
  "result": {
    "aggregate": "string",
    "instrumentClass": "string",
    "code": "string",
    "value": {
      "price": "string",
      "volume": "string"
    },
    "eventType": "UNKNOWN",
    "tsEvent": "2019-08-24T14:15:22Z"
  },
  "error": {
    "code": 0,
    "message": "string",
    "details": [
      {
        "@type": "string",
        "property1": null,
        "property2": null
      }
    ]
  }
}

Responses

Status	Meaning	Description	Schema
200	OK	A successful response.(streaming responses)	Inline
403	Forbidden	Returned when the user does not have permission to access the resource.	Inline
404	Not Found	Returned when the resource does not exist.	string
default	Default	An unexpected error response.	rpcStatus

Response Schema

Status Code 200

Stream result of kaikosdkStreamAggregatedPriceResponseV1

Name	Type	Required	Restrictions	Description
» result	kaikosdkStreamAggregatedPriceResponseV1	false	none	none

Enumerated Values

Property	Value
eventType	UNKNOWN
eventType	BEST_ASK
eventType	BEST_BID

OHLCV (Candles)

Retrieve ongoing Open-High-Low-Close-Volume candle updates. Supported intervals are 1s, 1m and 1h.

Event Sending Rate

Please note that an event is not sent for every trades on the feed for a given exchange/instrument. Feed consumers should treat each event update as an absolute representation, indicating the precise values of data aggregation at the time it is sent. Each update represents an accurate aggregation at a specific point in time. This implies that there must be at least one tick between two consecutive events for a given exchange/symbol, though there may be more.

Duplicate Events

For OHLCV/VWAP, duplicate events may be sent due to the way data is aggregated in our centralized datastore. This means that for two consecutive events for a given exchange/code, the first event might contain an aggregated result that includes ticks inserted before we sent an update message. This can result in duplicates for the subsequent update since it has already been accounted for in the aggregation of the first event. It is important to note that this does not indicate inaccurate data, as we consistently provide accurate real-time information. Instead, it represents high trading volume being ingested rapidly, which is actually a positive aspect, as it keeps you up-to-date with the latest developments on the exchanges. In some instances, our updates may even be faster.

Code samples

curl --request POST \
  --url https://gateway-v0-http.kaiko.ovh/api/stream/aggregates_ohlcv_v1 \
  --header 'Accept: application/swagger-ui+json' \
  --header 'Content-Type: application/json' \
  --header 'X-Api-Key: API_KEY' \
  --data '{"instrumentCriteria":{"exchange":"string","instrumentClass":"string","code":"string"},"aggregate":"string"}'

POST /api/stream/aggregates_ohlcv_v1

Body parameter

{
  "instrumentCriteria": {
    "exchange": "string",
    "instrumentClass": "string",
    "code": "string"
  },
  "aggregate": "string"
}

Parameters

Name	In	Type	Required	Description
body	body	kaikosdkStreamAggregatesOHLCVRequestV1	true	none

Example responses

200 Response

{
  "result": {
    "aggregate": "string",
    "class": "string",
    "close": "string",
    "exchange": "string",
    "high": "string",
    "low": "string",
    "open": "string",
    "sequenceId": "string",
    "code": "string",
    "timestamp": "2019-08-24T14:15:22Z",
    "uid": "string",
    "volume": "string"
  },
  "error": {
    "code": 0,
    "message": "string",
    "details": [
      {
        "@type": "string",
        "property1": null,
        "property2": null
      }
    ]
  }
}

Responses

Status	Meaning	Description	Schema
200	OK	A successful response.(streaming responses)	Inline
403	Forbidden	Returned when the user does not have permission to access the resource.	Inline
404	Not Found	Returned when the resource does not exist.	string
default	Default	An unexpected error response.	rpcStatus

Response Schema

Status Code 200

Stream result of kaikosdkStreamAggregatesOHLCVResponseV1

Name	Type	Required	Restrictions	Description
» result	kaikosdkStreamAggregatesOHLCVResponseV1	false	none	none

Trades

Retrieve an ongoing stream of tick-by-tick trades for any selection of instruments or exchanges.

Code samples

curl --request POST \
  --url https://gateway-v0-http.kaiko.ovh/api/stream/trades_v1 \
  --header 'Accept: application/swagger-ui+json' \
  --header 'Content-Type: application/json' \
  --header 'X-Api-Key: API_KEY' \
  --data '{"instrumentCriteria":{"exchange":"string","instrumentClass":"string","code":"string"}}'

POST /api/stream/trades_v1

Body parameter

{
  "instrumentCriteria": {
    "exchange": "string",
    "instrumentClass": "string",
    "code": "string"
  }
}

Parameters

Name	In	Type	Required	Description
body	body	kaikosdkStreamTradesRequestV1	true	none

Example responses

200 Response

{
  "result": {
    "additionalProperties": {
      "property1": "string",
      "property2": "string"
    },
    "amount": 0,
    "class": "string",
    "code": "string",
    "exchange": "string",
    "sequenceId": "string",
    "id": "string",
    "price": 0,
    "side": "UNKNOWN",
    "tsExchange": {
      "value": "2019-08-24T14:15:22Z"
    },
    "tsCollection": {
      "value": "2019-08-24T14:15:22Z"
    },
    "tsEvent": "2019-08-24T14:15:22Z"
  },
  "error": {
    "code": 0,
    "message": "string",
    "details": [
      {
        "@type": "string",
        "property1": null,
        "property2": null
      }
    ]
  }
}

Responses

Status	Meaning	Description	Schema
200	OK	A successful response.(streaming responses)	Inline
403	Forbidden	Returned when the user does not have permission to access the resource.	Inline
404	Not Found	Returned when the resource does not exist.	string
default	Default	An unexpected error response.	rpcStatus

Response Schema

Status Code 200

Stream result of kaikosdkStreamTradesResponseV1

Name	Type	Required	Restrictions	Description
» result	kaikosdkStreamTradesResponseV1	false	none	none

Enumerated Values

Property	Value
side	UNKNOWN
side	BUY
side	SELL

VWAP

Retrieve ongoing Volume Weighted Average Price updates. Supported intervals are 1s, 1m and 1h.

Code samples

curl --request POST \
  --url https://gateway-v0-http.kaiko.ovh/api/stream/aggregates_vwap_v1 \
  --header 'Accept: application/swagger-ui+json' \
  --header 'Content-Type: application/json' \
  --header 'X-Api-Key: API_KEY' \
  --data '{"instrumentCriteria":{"exchange":"string","instrumentClass":"string","code":"string"},"aggregate":"string"}'

POST /api/stream/aggregates_vwap_v1

Body parameter

{
  "instrumentCriteria": {
    "exchange": "string",
    "instrumentClass": "string",
    "code": "string"
  },
  "aggregate": "string"
}

Parameters

Name	In	Type	Required	Description
body	body	kaikosdkStreamAggregatesVWAPRequestV1	true	none

Example responses

200 Response

{
  "result": {
    "aggregate": "string",
    "class": "string",
    "code": "string",
    "exchange": "string",
    "sequenceId": "string",
    "price": 0,
    "tsEvent": "2019-08-24T14:15:22Z",
    "uid": "string"
  },
  "error": {
    "code": 0,
    "message": "string",
    "details": [
      {
        "@type": "string",
        "property1": null,
        "property2": null
      }
    ]
  }
}

Responses

Status	Meaning	Description	Schema
200	OK	A successful response.(streaming responses)	Inline
403	Forbidden	Returned when the user does not have permission to access the resource.	Inline
404	Not Found	Returned when the resource does not exist.	string
default	Default	An unexpected error response.	rpcStatus

Response Schema

Status Code 200

Stream result of kaikosdkStreamAggregatesVWAPResponseV1

Name	Type	Required	Restrictions	Description
» result	kaikosdkStreamAggregatesVWAPResponseV1	false	none	none

Digital Assets Rates

Kaiko Digital Rates are aggregated prices calculated over executed trades on Kaiko’s vetted centralized exchanges.

Kaiko Digital Rates cover a large spectrum of pairs. It is designed on a simplified vetting scheme combined with a robust aggregation methodology and pre-defined optimization parameters.

Exchanges composition are rebalanced on a quarterly basis.

Rates publications are available in real-time and at fixings.

More information can be found here.

Fields description

A Kaiko Digital Rate consists in a unique indexCode.

indexCode is the ticker identifying the rate.
commodity is the type of publication: real-time or fixings.
interval is the time period in which transaction data are considered for the calculation of the rate. If a rate has an interval of 15 seconds, startTime and endTime will be separated by 15s.
quote is the quote asset used for the rate denomination.
bases is the list of base asset included in the rate and their weight.
exchanges are the exchanges involved in the computation. This list can be adjusted every quarter during the rebalancing period and depending on the new results given by the liquidity and coverage optimization.
percentages are the different distribution levels included in the price computation.
price is the value of the rate in the quote denomination.
pairs is the list of pairs combined with additional details included in the computation.
tsEvent is the exact time of price publication.

Multiple subscriptions support

You can specify multiple rates at a time by filling indexCode request field with either:

wildcard (*) : means you get all rates associated with your API key
a comma separated list of rates (for example: indexCode1,indexCode2,indexCode3).

Please refer to the list of rates available on our website to access the indexCode associated with your subscription.

Code samples

curl --request POST \
  --url https://gateway-v0-http.kaiko.ovh/api/stream/index_v1 \
  --header 'Accept: application/swagger-ui+json' \
  --header 'Content-Type: application/json' \
  --header 'X-Api-Key: API_KEY' \
  --data '{"indexCode":"string","commodities":["SIC_UNKNOWN"],"interval":{"startTime":"2019-08-24T14:15:22Z","endTime":"2019-08-24T14:15:22Z"}}'

POST /api/stream/index_v1

Body parameter

{
  "indexCode": "string",
  "commodities": [
    "SIC_UNKNOWN"
  ],
  "interval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  }
}

Parameters

Name	In	Type	Required	Description
body	body	kaikosdkStreamIndexServiceRequestV1	true	none

Example responses

200 Response

{
  "result": {
    "indexCode": "string",
    "commodity": "SIC_UNKNOWN",
    "interval": {
      "startTime": "2019-08-24T14:15:22Z",
      "endTime": "2019-08-24T14:15:22Z"
    },
    "quote": "string",
    "bases": [
      {
        "asset": "string",
        "weight": 0
      }
    ],
    "exchanges": [
      "string"
    ],
    "percentages": [
      {
        "percentage": 0,
        "price": 0,
        "pairs": [
          {
            "pair": "string",
            "weight": 0,
            "instruments": [
              {
                "partition": "string",
                "price": 0,
                "volume": 0,
                "count": "string",
                "underlyingTrade": {
                  "volume": 0,
                  "exchange": "string",
                  "id": "string",
                  "datetime": "2019-08-24T14:15:22Z"
                }
              }
            ]
          }
        ]
      }
    ],
    "tsEvent": "2019-08-24T14:15:22Z",
    "sequenceId": "string",
    "lastIngestTime": "2019-08-24T14:15:22Z"
  },
  "error": {
    "code": 0,
    "message": "string",
    "details": [
      {
        "@type": "string",
        "property1": null,
        "property2": null
      }
    ]
  }
}

Responses

Status	Meaning	Description	Schema
200	OK	A successful response.(streaming responses)	Inline
403	Forbidden	Returned when the user does not have permission to access the resource.	Inline
404	Not Found	Returned when the resource does not exist.	string
default	Default	An unexpected error response.	rpcStatus

Response Schema

Status Code 200

Stream result of kaikosdkStreamIndexServiceResponseV1

Name	Type	Required	Restrictions	Description
» result	kaikosdkStreamIndexServiceResponseV1	false	none	none

Enumerated Values

Property	Value
commodity	SIC_UNKNOWN
commodity	SIC_REAL_TIME
commodity	SIC_DAILY_FIXING

Blue-chip Indices

Kaiko Blue-chip Indices are replicable benchmarks calculated over baskets of digital assets based on sets of transparent business rules (available here).

It is designed on top of our Kaiko Digital Asset Rates and rebalanced on a quarterly basis.

Kaiko Blue-chip Indices publications are available in real-time and at fixings.

More information can be found here.

Fields description

A Kaiko Blue-chip Index consists in a unique indexCode.

indexCode is the ticker identifying the index.
commodity is the type of publication: real-time or fixings.
interval is the time period in which transaction data are considered for the calculation of the index. If an index has an interval of 15 seconds, startTime and endTime will be separated by 15s.
mainQuote is the quote asset used for the index denomination.
compositions is the list of underlying instrument used to compute the index price with tick details such as underlyingInstrument, exchanges, instrumentInterval and tsEvent.
price provides indexValue in the quote denomination as well as index divisor from last quarterly review.
pairs is the list of underlying instrument with quarterly reviewed information such as weightingFactor, cappingFactor and currencyConversionFactor.
tsEvent is the theoretical time of price publication.
tsCompute is the exact time of price computation.

Computation buffering

Computation buffering is defined as the buffer time applied at the index level computation. Buffer time aims to ensure that index level is computed with latest underlying rates prices available for a given tick period.

Because underlying rates are subject to centralized exchanges latencies, an underlying rate can likely be published after the theoretical time of publication (i.e. tsEvent). In that case, our index computation engine is waiting for a determinated time to trigger the calculation.

5 seconds for real-time
15 minutes for fixings

Multiple subscriptions support

You can specify multiple rates at a time by filling indexCode request field with either:

wildcard (*) : means you get all rates associated with your API key
a comma separated list of rates (for example: indexCode1,indexCode2,indexCode3).

Please refer to the list of indices available on our website to access the indexCode associated with your subscription.

Code samples

curl --request POST \
  --url https://gateway-v0-http.kaiko.ovh/api/stream/index_multi_assets_v1 \
  --header 'Accept: application/swagger-ui+json' \
  --header 'Content-Type: application/json' \
  --header 'X-Api-Key: API_KEY' \
  --data '{"indexCode":"string","commodities":["SIC_UNKNOWN"],"interval":{"startTime":"2019-08-24T14:15:22Z","endTime":"2019-08-24T14:15:22Z"}}'

POST /api/stream/index_multi_assets_v1

Body parameter

{
  "indexCode": "string",
  "commodities": [
    "SIC_UNKNOWN"
  ],
  "interval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  }
}

Parameters

Name	In	Type	Required	Description
body	body	kaikosdkStreamIndexMultiAssetsServiceRequestV1	true	none

Example responses

200 Response

{
  "result": {
    "commodity": "SIC_UNKNOWN",
    "indexCode": "string",
    "interval": {
      "startTime": "2019-08-24T14:15:22Z",
      "endTime": "2019-08-24T14:15:22Z"
    },
    "mainQuote": "string",
    "compositions": [
      {
        "underlyingInstrument": "string",
        "base": "string",
        "quote": "string",
        "exchanges": [
          "string"
        ],
        "instrumentInterval": {
          "startTime": "2019-08-24T14:15:22Z",
          "endTime": "2019-08-24T14:15:22Z"
        },
        "currencyConversion": "string",
        "tsEvent": "2019-08-24T14:15:22Z"
      }
    ],
    "price": {
      "indexValue": 0,
      "divisor": 0,
      "pairs": [
        {
          "underlyingInstrument": "string",
          "underlyingPrice": 0,
          "weightingFactor": 0,
          "cappingFactor": 0,
          "currencyConversionFactor": 0
        }
      ]
    },
    "tsEvent": "2019-08-24T14:15:22Z",
    "tsCompute": "2019-08-24T14:15:22Z"
  },
  "error": {
    "code": 0,
    "message": "string",
    "details": [
      {
        "@type": "string",
        "property1": null,
        "property2": null
      }
    ]
  }
}

Responses

Status	Meaning	Description	Schema
200	OK	A successful response.(streaming responses)	Inline
403	Forbidden	Returned when the user does not have permission to access the resource.	Inline
404	Not Found	Returned when the resource does not exist.	string
default	Default	An unexpected error response.	rpcStatus

Response Schema

Status Code 200

Stream result of kaikosdkStreamIndexMultiAssetsServiceResponseV1

Name	Type	Required	Restrictions	Description
» result	kaikosdkStreamIndexMultiAssetsServiceResponseV1	false	none	none

Enumerated Values

Property	Value
commodity	SIC_UNKNOWN
commodity	SIC_REAL_TIME
commodity	SIC_DAILY_FIXING

Market Update (Trades, Order Books, Best Bids and Asks)

Retrieve an ongoing stream of tick-by-tick trades, tick-level order book updates and top of book data. Data can also be replayed by filling an interval (start time and end time being both mandatory), up to 72 hours of history.

By default, if you don’t specifiy a commodity, you get all kinds of commodites (SMUC_FULL_ORDER_BOOK, SMUC_TRADE, SMUC_TOP_OF_BOOK). If you specifiy one or more commodites, you will get only the ones filled.

High traffic endpoint warning and slow consumer policy

Market update is a stream feed with a lot of data in terms of bandwidth. Due to the high traffic nature of this endpoint, late subscriptions can’t be kept alive indefinitely.

You should always be able to consume the data Kaiko is sending to your subscription in time, otherwise the subscription will be terminated automatically past a certain threshold.

Few common things to check for this assumption to be true:

Your machine should have sufficient bandwidth
No process should block the gRPC reading loop
If using Python SDK particularily, you should make use gRPC Async IO or switch to another SDK language binding. This is due to some limitations in Python SDK.
Check out gRPC performance official best practices guidelines

Ordering of data

Live data

L2 updates (SMUC_FULL_ORDER_BOOK) data is ordered for a given exchange/instrument pair. This means that for 2 concurrent subscriptions, you won’t have the same order of received data globally, but, for example, for a pair cbse:spot:btc-usd you will have the same order across all subscriptions.
Trades and Top Of Book (SMUC_TRADE and SMUC_TOP_OF_BOOK) is not ordered.

Replay data

All data is ordered by timestamp for up to 72 hours of history.

Order Book data processing

When subscribing to SMUC_FULL_ORDER_BOOK, you will first receive a full snapshot (after few seconds) and then all subsequent L2 updates. If you ever receive again a full snapshot, it means you should replace your local snapshot with the one received. This should happen infrequently and occurs when we detect a consistency issue (connection to exchange lost, exchange down for some time, etc.)
When amount is 0 for an update, the price level should be removed from the orderbook. It is normal that sometimes you receive a message to remove a price level which does not exist in the local orderbook. This is due to various exchange limitations (limited snapshot depth in the exchange API for example) and can be safely ignored. For example, as of Python’s protobuf 4.22.0, you can include “including_default_value_fields = True” in your serialization code to see message fields whose value are default values (for example “0” for integers). Please refer to the respective programming language’s webpage to learn how to activative this.
Orderbook should not be considered valid until all updates for the same tsExchange have been applied to your local orderbook (ie. potential messages of the same batch of update from the exchange have all been applied)

SequenceID field

Market update data is coming with a sequenceId field. This allows ordering events by lexicographical order and can be seen as an alphabetical version of tsCollection and tsEvent.

This field is unique for all stream data, and can be used to deduplicate data in the event you need to use replay to recover missed data and check for events already present in your system.

Code samples

curl --request POST \
  --url https://gateway-v0-http.kaiko.ovh/api/stream/market_update_v1 \
  --header 'Accept: application/swagger-ui+json' \
  --header 'Content-Type: application/json' \
  --header 'X-Api-Key: API_KEY' \
  --data '{"instrumentCriteria":{"exchange":"string","instrumentClass":"string","code":"string"},"commodities":["SMUC_UNKNOWN"],"interval":{"startTime":"2019-08-24T14:15:22Z","endTime":"2019-08-24T14:15:22Z"},"snapshotType":"UNKNOWN"}'

POST /api/stream/market_update_v1

Body parameter

{
  "instrumentCriteria": {
    "exchange": "string",
    "instrumentClass": "string",
    "code": "string"
  },
  "commodities": [
    "SMUC_UNKNOWN"
  ],
  "interval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  },
  "snapshotType": "UNKNOWN"
}

Parameters

Name	In	Type	Required	Description
body	body	kaikosdkStreamMarketUpdateRequestV1	true	none

Example responses

200 Response

{
  "result": {
    "commodity": "SMUC_UNKNOWN",
    "amount": 0,
    "class": "string",
    "code": "string",
    "exchange": "string",
    "sequenceId": "string",
    "id": "string",
    "price": 0,
    "tsExchange": {
      "value": "2019-08-24T14:15:22Z"
    },
    "tsCollection": {
      "value": "2019-08-24T14:15:22Z"
    },
    "tsEvent": "2019-08-24T14:15:22Z",
    "updateType": "UNKNOWN",
    "snapshot": {
      "asks": [
        {
          "amount": 0,
          "price": 0
        }
      ],
      "bids": [
        {
          "amount": 0,
          "price": 0
        }
      ]
    },
    "additionalProperties": {
      "property1": "string",
      "property2": "string"
    }
  },
  "error": {
    "code": 0,
    "message": "string",
    "details": [
      {
        "@type": "string",
        "property1": null,
        "property2": null
      }
    ]
  }
}

Responses

Status	Meaning	Description	Schema
200	OK	A successful response.(streaming responses)	Inline
403	Forbidden	Returned when the user does not have permission to access the resource.	Inline
404	Not Found	Returned when the resource does not exist.	string
default	Default	An unexpected error response.	rpcStatus

Response Schema

Status Code 200

Stream result of kaikosdkStreamMarketUpdateResponseV1

Name	Type	Required	Restrictions	Description
» result	kaikosdkStreamMarketUpdateResponseV1	false	none	none

Enumerated Values

Property	Value
commodity	SMUC_UNKNOWN
commodity	SMUC_TRADE
commodity	SMUC_TOP_OF_BOOK
commodity	SMUC_FULL_ORDER_BOOK
updateType	UNKNOWN
updateType	TRADE_BUY
updateType	TRADE_SELL
updateType	TRADE_UNKNOWN
updateType	BEST_ASK
updateType	BEST_BID
updateType	UPDATED_ASK
updateType	UPDATED_BID
updateType	SNAPSHOT
updateType	FORCE_SNAPSHOT

Cross Price V2

Code samples

curl --request POST \
  --url https://gateway-v0-http.kaiko.ovh/api/stream/aggregates_spot_exchange_rate_v2 \
  --header 'Accept: application/swagger-ui+json' \
  --header 'Content-Type: application/json' \
  --header 'X-Api-Key: API_KEY' \
  --data '{"assets":{"base":"string","quote":"string"},"window":"string","includeExchanges":["string"],"excludeExchanges":["string"]}'

POST /api/stream/aggregates_spot_exchange_rate_v2

Body parameter

{
  "assets": {
    "base": "string",
    "quote": "string"
  },
  "window": "string",
  "includeExchanges": [
    "string"
  ],
  "excludeExchanges": [
    "string"
  ]
}

Parameters

Name	In	Type	Required	Description
body	body	kaikosdkStreamAggregatesSpotExchangeRateV2RequestV1	true	none

Example responses

200 Response

{
  "result": {
    "assets": {
      "base": "string",
      "quote": "string"
    },
    "price": 0,
    "timestamp": "2019-08-24T14:15:22Z",
    "window": {
      "startTime": "2019-08-24T14:15:22Z",
      "endTime": "2019-08-24T14:15:22Z",
      "duration": "string"
    },
    "noTrade": true
  },
  "error": {
    "code": 0,
    "message": "string",
    "details": [
      {
        "@type": "string",
        "property1": null,
        "property2": null
      }
    ]
  }
}

Responses

Status	Meaning	Description	Schema
200	OK	A successful response.(streaming responses)	Inline
403	Forbidden	Returned when the user does not have permission to access the resource.	Inline
404	Not Found	Returned when the resource does not exist.	string
default	Default	An unexpected error response.	rpcStatus

Response Schema

Status Code 200

Stream result of kaikosdkStreamAggregatesSpotExchangeRateV2ResponseV1

Name	Type	Required	Restrictions	Description
» result	kaikosdkStreamAggregatesSpotExchangeRateV2ResponseV1	false	none	none

Robust Pair Price

Code samples

curl --request POST \
  --url https://gateway-v0-http.kaiko.ovh/api/stream/aggregates_spot_direct_exchange_rate_v2 \
  --header 'Accept: application/swagger-ui+json' \
  --header 'Content-Type: application/json' \
  --header 'X-Api-Key: API_KEY' \
  --data '{"assets":{"base":"string","quote":"string"},"window":"string","includeExchanges":["string"],"excludeExchanges":["string"]}'

POST /api/stream/aggregates_spot_direct_exchange_rate_v2

Body parameter

{
  "assets": {
    "base": "string",
    "quote": "string"
  },
  "window": "string",
  "includeExchanges": [
    "string"
  ],
  "excludeExchanges": [
    "string"
  ]
}

Parameters

Name	In	Type	Required	Description
body	body	kaikosdkStreamAggregatesDirectExchangeRateV2RequestV1	true	none

Example responses

200 Response

{
  "result": {
    "assets": {
      "base": "string",
      "quote": "string"
    },
    "price": 0,
    "timestamp": "2019-08-24T14:15:22Z",
    "window": {
      "startTime": "2019-08-24T14:15:22Z",
      "endTime": "2019-08-24T14:15:22Z",
      "duration": "string"
    },
    "noTrade": true
  },
  "error": {
    "code": 0,
    "message": "string",
    "details": [
      {
        "@type": "string",
        "property1": null,
        "property2": null
      }
    ]
  }
}

Responses

Status	Meaning	Description	Schema
200	OK	A successful response.(streaming responses)	Inline
403	Forbidden	Returned when the user does not have permission to access the resource.	Inline
404	Not Found	Returned when the resource does not exist.	string
default	Default	An unexpected error response.	rpcStatus

Response Schema

Status Code 200

Stream result of kaikosdkStreamAggregatesDirectExchangeRateV2ResponseV1

Name	Type	Required	Restrictions	Description
» result	kaikosdkStreamAggregatesDirectExchangeRateV2ResponseV1	false	none	none

FOREX Converted Rates

Kaiko FOREX Converted Rates are designed on top of our Kaiko Benchmark Rates with a conversion to a given foreign exchange currency (Source: TP-ICAP).

The exhaustive list of currencies includes :

Rates publications are available in real-time and at fixings.

Fields description

A Kaiko FOREX Converted Rate consists in a unique indexCode.

indexCode is the ticker identifying the rate.
commodity is the type of publication: real-time or fixings.
interval is the time period in which transaction data are considered for the calculation of the index. If an index has an interval of 15 seconds, startTime and endTime will be separated by 15s.
composition involves providing the components of the calculation, including the underlying rate and the fxrate.
price is the product of the underlying rate and the fxrate.
tsEvent is the exact time of price publication.

Multiple subscriptions support

You can specify multiple rates at a time by filling indexCode request field with either:

wildcard (*) : means you get all rates associated with your API key
a comma separated list of rates (for example: indexCode1,indexCode2,indexCode3).

Code samples

curl --request POST \
  --url https://gateway-v0-http.kaiko.ovh/api/stream/index_forex_rate_v1 \
  --header 'Accept: application/swagger-ui+json' \
  --header 'Content-Type: application/json' \
  --header 'X-Api-Key: API_KEY' \
  --data '{"indexCode":"string","interval":{"startTime":"2019-08-24T14:15:22Z","endTime":"2019-08-24T14:15:22Z"}}'

POST /api/stream/index_forex_rate_v1

Body parameter

{
  "indexCode": "string",
  "interval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  }
}

Parameters

Name	In	Type	Required	Description
body	body	kaikosdkStreamIndexForexRateServiceRequestV1	true	none

Example responses

200 Response

{
  "result": {
    "indexCode": "string",
    "commodity": "SIC_UNKNOWN",
    "interval": {
      "startTime": "2019-08-24T14:15:22Z",
      "endTime": "2019-08-24T14:15:22Z"
    },
    "composition": {
      "underlying": {
        "name": "string",
        "tsEvent": "2019-08-24T14:15:22Z"
      },
      "fxrate": {
        "name": "string",
        "tsEvent": "2019-08-24T14:15:22Z"
      }
    },
    "price": 0,
    "tsEvent": "2019-08-24T14:15:22Z",
    "detail": {
      "underlying": {
        "name": "string",
        "price": 0,
        "tsEvent": "2019-08-24T14:15:22Z"
      },
      "fxrate": {
        "name": "string",
        "price": 0,
        "tsEvent": "2019-08-24T14:15:22Z"
      }
    }
  },
  "error": {
    "code": 0,
    "message": "string",
    "details": [
      {
        "@type": "string",
        "property1": null,
        "property2": null
      }
    ]
  }
}

Responses

Status	Meaning	Description	Schema
200	OK	A successful response.(streaming responses)	Inline
403	Forbidden	Returned when the user does not have permission to access the resource.	Inline
404	Not Found	Returned when the resource does not exist.	string
default	Default	An unexpected error response.	rpcStatus

Response Schema

Status Code 200

Stream result of kaikosdkStreamIndexForexRateServiceResponseV1

Name	Type	Required	Restrictions	Description
» result	kaikosdkStreamIndexForexRateServiceResponseV1	false	none	none

Enumerated Values

Property	Value
commodity	SIC_UNKNOWN
commodity	SIC_REAL_TIME
commodity	SIC_DAILY_FIXING

Schemas

SnapshotOrder

{
  "amount": 0,
  "price": 0
}

Order is a amount at a price level.

Properties

Name	Type	Required	Restrictions	Description
amount	number(double)	false	none	Amount / quantity of asset bought or sold, displayed in base currency.
price	number(double)	false	none	Price for quote currency.

StreamMarketUpdateRequestV1OrderbookSnapshotType

"UNKNOWN"

OrderbookSnapshotType

Properties

Name	Type	Required	Restrictions	Description
OrderbookSnapshotType	string	false	none	- UNKNOWN: UNKNOWN means no snapshot is sent. - TEN_PERCENT: TEN_PERCENT is ob10%. - FULL: FULL is full orderbook.

Enumerated Values

Property	Value
OrderbookSnapshotType	UNKNOWN
OrderbookSnapshotType	TEN_PERCENT
OrderbookSnapshotType	FULL

StreamMarketUpdateResponseV1Snapshot

{
  "asks": [
    {
      "amount": 0,
      "price": 0
    }
  ],
  "bids": [
    {
      "amount": 0,
      "price": 0
    }
  ]
}

Snapshot is an orderbook snapshot.

Properties

Name	Type	Required	Restrictions	Description
asks	[SnapshotOrder]	false	none	Asks is the list of asks of the orderbook.
bids	[SnapshotOrder]	false	none	Bids is the list of bids of the orderbook.

StreamMarketUpdateResponseV1StreamMarketUpdateType

"UNKNOWN"

StreamMarketUpdateType is event category for a market update.

UNKNOWN: Unknown type.
TRADE_BUY: TRADE_BUY type.
TRADE_SELL: TRADE_SELL type.
TRADE_UNKNOWN: TRADE_UNKNOWN type.
BEST_ASK: BEST_ASK type.
BEST_BID: BEST_BID type.
UPDATED_ASK: UPDATED_ASK type.
UPDATED_BID: UPDATED_BID type.
SNAPSHOT: SNAPSHOT type.
FORCE_SNAPSHOT: FORCE_SNAPSHOT type. Internal use only.

Properties

Name	Type	Required	Restrictions	Description
anonymous	string	false	none	StreamMarketUpdateType is event category for a market update. - UNKNOWN: Unknown type. - TRADE_BUY: TRADE_BUY type. - TRADE_SELL: TRADE_SELL type. - TRADE_UNKNOWN: TRADE_UNKNOWN type. - BEST_ASK: BEST_ASK type. - BEST_BID: BEST_BID type. - UPDATED_ASK: UPDATED_ASK type. - UPDATED_BID: UPDATED_BID type. - SNAPSHOT: SNAPSHOT type. - FORCE_SNAPSHOT: FORCE_SNAPSHOT type. Internal use only.

Enumerated Values

Property	Value
anonymous	UNKNOWN
anonymous	TRADE_BUY
anonymous	TRADE_SELL
anonymous	TRADE_UNKNOWN
anonymous	BEST_ASK
anonymous	BEST_BID
anonymous	UPDATED_ASK
anonymous	UPDATED_BID
anonymous	SNAPSHOT
anonymous	FORCE_SNAPSHOT

StreamTradesResponseV1TradeSide

"UNKNOWN"

Side

Properties

Name	Type	Required	Restrictions	Description
Side	string	false	none	- UNKNOWN: Unknown side (not specified). - BUY: Buy side. - SELL: Sell side.

Enumerated Values

Property	Value
Side	UNKNOWN
Side	BUY
Side	SELL

kaikosdkAssets

{
  "base": "string",
  "quote": "string"
}

Assets

Properties

Name	Type	Required	Restrictions	Description
base	string	false	none	Base asset.
quote	string	false	none	Quote asset.

kaikosdkDataInterval

{
  "startTime": "2019-08-24T14:15:22Z",
  "endTime": "2019-08-24T14:15:22Z"
}

DataInterval

Properties

Name	Type	Required	Restrictions	Description
startTime	string(date-time)	false	none	Starting time (inclusive, ISO 8601 for REST).
endTime	string(date-time)	false	none	Ending time (exclusive, ISO 8601 for REST).

kaikosdkInstrumentCriteria

{
  "exchange": "string",
  "instrumentClass": "string",
  "code": "string"
}

InstrumentCriteria

Properties

Name	Type	Required	Restrictions	Description
exchange	string	false	none	Instrument exchange code, for example “cbse” (Coinbase).
instrumentClass	string	false	none	Instrument class. See https://docs.kaiko.com/?python#instruments.
code	string	false	none	Instrument code. See https://docs.kaiko.com/?python#instruments.

kaikosdkStreamAggregatedPriceRequestV1

{
  "instrumentClass": "string",
  "code": "string",
  "interval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  }
}

StreamAggregatedPriceRequestV1

Properties

Name	Type	Required	Restrictions	Description
instrumentClass	string	false	none	Instrument class. See https://docs.kaiko.com/?python#instruments.
code	string	false	none	Instrument code. See https://docs.kaiko.com/?python#instruments.
interval	kaikosdkDataInterval	false	none	none

kaikosdkStreamAggregatedPriceResponseV1

{
  "aggregate": "string",
  "instrumentClass": "string",
  "code": "string",
  "value": {
    "price": "string",
    "volume": "string"
  },
  "eventType": "UNKNOWN",
  "tsEvent": "2019-08-24T14:15:22Z"
}

StreamAggregatedPriceResponseV1

Properties

Name	Type	Required	Restrictions	Description
aggregate	string	false	none	Aggregate (interval).
instrumentClass	string	false	none	Instrument class. See https://docs.kaiko.com/?python#instruments.
code	string	false	none	Instrument code. See https://docs.kaiko.com/?python#instruments.
value	kaikosdkStreamAggregatedPriceValue	false	none	StreamAggregatedPriceValue is wrapper for update values.
eventType	kaikosdkStreamAggregatedPriceResponseV1EventType	false	none	EventType is event category for a value. - UNKNOWN: Unknown type. - BEST_ASK: BEST_ASK type. - BEST_BID: BEST_BID type.
tsEvent	string(date-time)	false	none	Timestamp of event.

kaikosdkStreamAggregatedPriceResponseV1EventType

"UNKNOWN"

EventType is event category for a value.

UNKNOWN: Unknown type.
BEST_ASK: BEST_ASK type.
BEST_BID: BEST_BID type.

Properties

Name	Type	Required	Restrictions	Description
anonymous	string	false	none	EventType is event category for a value. - UNKNOWN: Unknown type. - BEST_ASK: BEST_ASK type. - BEST_BID: BEST_BID type.

Enumerated Values

Property	Value
anonymous	UNKNOWN
anonymous	BEST_ASK
anonymous	BEST_BID

kaikosdkStreamAggregatedPriceValue

{
  "price": "string",
  "volume": "string"
}

StreamAggregatedPriceValue is wrapper for update values.

Properties

Name	Type	Required	Restrictions	Description
price	string	false	none	Price of top of book entry.
volume	string	false	none	Volume of top of book entry.

kaikosdkStreamAggregatedQuoteRequestV2

{
  "instrumentClass": "string",
  "code": "string",
  "interval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  },
  "includeUnvettedPrice": true
}

StreamAggregatedQuoteRequestV2

Properties

Name	Type	Required	Restrictions	Description
instrumentClass	string	false	none	Instrument class. See https://docs.kaiko.com/?python#instruments.
code	string	false	none	Instrument code. See https://docs.kaiko.com/?python#instruments.
interval	kaikosdkDataInterval	false	none	none
includeUnvettedPrice	boolean	false	none	Whether to add an additionnal data point including all exchanges covered by Kaiko Top Of Book Stream for computation. This should be used whenever an asset is not part of the vetted list. Beware that exchange vetted list changes every quarter, so if there is only 1 exchange covering this asset, you should use `unvetted` as backup to `vetted` to always have a price.

kaikosdkStreamAggregatedQuoteResponseV2

{
  "aggregate": "string",
  "instrumentClass": "string",
  "code": "string",
  "eventType": "UNKNOWN",
  "tsEvent": "2019-08-24T14:15:22Z",
  "vetted": {
    "price": "string",
    "volume": "string"
  },
  "unvetted": {
    "price": "string",
    "volume": "string"
  }
}

StreamAggregatedQuoteResponseV2

Properties

Name	Type	Required	Restrictions	Description
aggregate	string	false	none	Aggregate (interval).
instrumentClass	string	false	none	Instrument class. See https://docs.kaiko.com/?python#instruments.
code	string	false	none	Instrument code. See https://docs.kaiko.com/?python#instruments.
eventType	kaikosdkStreamAggregatedQuoteResponseV2EventType	false	none	EventType is event category for a value. - UNKNOWN: Unknown type. - BEST_ASK: BEST_ASK type. - BEST_BID: BEST_BID type.
tsEvent	string(date-time)	false	none	Timestamp of event.
vetted	kaikosdkStreamAggregatedQuoteValue	false	none	StreamAggregatedQuoteValue is wrapper for update values.
unvetted	kaikosdkStreamAggregatedQuoteValue	false	none	StreamAggregatedQuoteValue is wrapper for update values.

kaikosdkStreamAggregatedQuoteResponseV2EventType

"UNKNOWN"

EventType is event category for a value.

UNKNOWN: Unknown type.
BEST_ASK: BEST_ASK type.
BEST_BID: BEST_BID type.

Properties

Name	Type	Required	Restrictions	Description
anonymous	string	false	none	EventType is event category for a value. - UNKNOWN: Unknown type. - BEST_ASK: BEST_ASK type. - BEST_BID: BEST_BID type.

Enumerated Values

Property	Value
anonymous	UNKNOWN
anonymous	BEST_ASK
anonymous	BEST_BID

kaikosdkStreamAggregatedQuoteValue

{
  "price": "string",
  "volume": "string"
}

StreamAggregatedQuoteValue is wrapper for update values.

Properties

Name	Type	Required	Restrictions	Description
price	string	false	none	Price of top of book entry.
volume	string	false	none	Volume of top of book entry.

kaikosdkStreamAggregatesDirectExchangeRateV2RequestV1

{
  "assets": {
    "base": "string",
    "quote": "string"
  },
  "window": "string",
  "includeExchanges": [
    "string"
  ],
  "excludeExchanges": [
    "string"
  ]
}

StreamAggregatesDirectExchangeRateV1RequestV1

Properties

Name	Type	Required	Restrictions	Description
assets	kaikosdkAssets	false	none	none
window	string	false	none	Sliding Window duration (duration string, ex: 1m).
includeExchanges	[string]	false	none	list of exchange code to include.
excludeExchanges	[string]	false	none	list of exchange code to exclude.

kaikosdkStreamAggregatesDirectExchangeRateV2ResponseV1

{
  "assets": {
    "base": "string",
    "quote": "string"
  },
  "price": 0,
  "timestamp": "2019-08-24T14:15:22Z",
  "window": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z",
    "duration": "string"
  },
  "noTrade": true
}

StreamAggregatesDirectExchangeRateV2ResponseV1

Properties

Name	Type	Required	Restrictions	Description
assets	kaikosdkAssets	false	none	none
price	number(double)	false	none	Price for the trade.
timestamp	string(date-time)	false	none	Timestamp of event.
window	kaikosdkWindow	false	none	Window information.
noTrade	boolean	false	none	NoTrade: no trade happened during the window.

kaikosdkStreamAggregatesOHLCVRequestV1

{
  "instrumentCriteria": {
    "exchange": "string",
    "instrumentClass": "string",
    "code": "string"
  },
  "aggregate": "string"
}

StreamAggregatesOHLCVRequestV1

Properties

Name	Type	Required	Restrictions	Description
instrumentCriteria	kaikosdkInstrumentCriteria	false	none	none
aggregate	string	false	none	Aggregate value (1s, 1m, 1h).

kaikosdkStreamAggregatesOHLCVResponseV1

{
  "aggregate": "string",
  "class": "string",
  "close": "string",
  "exchange": "string",
  "high": "string",
  "low": "string",
  "open": "string",
  "sequenceId": "string",
  "code": "string",
  "timestamp": "2019-08-24T14:15:22Z",
  "uid": "string",
  "volume": "string"
}

StreamAggregatesOHLCVResponseV1

Properties

Name	Type	Required	Restrictions	Description
aggregate	string	false	none	Aggregate (interval).
class	string	false	none	Instrument class.
close	string	false	none	Close value of OHLCV.
exchange	string	false	none	Instrument exchange.
high	string	false	none	High value of OHLCV.
low	string	false	none	Low value of OHLCV.
open	string	false	none	Open value of OHLCV.
sequenceId	string	false	none	Sequence ID for event. Sortable in lexicographic order.
code	string	false	none	Instrument code.
timestamp	string(date-time)	false	none	Timestamp of event.
uid	string	false	none	UID is timestamp truncated to interval of OHLCV.
volume	string	false	none	Volume of OHLCV.

kaikosdkStreamAggregatesSpotExchangeRateV2RequestV1

{
  "assets": {
    "base": "string",
    "quote": "string"
  },
  "window": "string",
  "includeExchanges": [
    "string"
  ],
  "excludeExchanges": [
    "string"
  ]
}

StreamAggregatesSpotExchangeRateV2RequestV1

Properties

Name	Type	Required	Restrictions	Description
assets	kaikosdkAssets	false	none	none
window	string	false	none	Sliding Window duration (duration string, ex: 1m).
includeExchanges	[string]	false	none	list of exchange code to include.
excludeExchanges	[string]	false	none	list of exchange code to exclude.

kaikosdkStreamAggregatesSpotExchangeRateV2ResponseV1

{
  "assets": {
    "base": "string",
    "quote": "string"
  },
  "price": 0,
  "timestamp": "2019-08-24T14:15:22Z",
  "window": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z",
    "duration": "string"
  },
  "noTrade": true
}

StreamAggregatesSpotExchangeRateV2ResponseV1

Properties

Name	Type	Required	Restrictions	Description
assets	kaikosdkAssets	false	none	none
price	number(double)	false	none	Price for the trade.
timestamp	string(date-time)	false	none	Timestamp of event.
window	kaikosdkWindow	false	none	Window information.
noTrade	boolean	false	none	NoTrade: no trade happened during the window.

kaikosdkStreamAggregatesVWAPRequestV1

{
  "instrumentCriteria": {
    "exchange": "string",
    "instrumentClass": "string",
    "code": "string"
  },
  "aggregate": "string"
}

StreamAggregatesVWAPRequestV1

Properties

Name	Type	Required	Restrictions	Description
instrumentCriteria	kaikosdkInstrumentCriteria	false	none	none
aggregate	string	false	none	Aggregate value (1s, 1m, 1h).

kaikosdkStreamAggregatesVWAPResponseV1

{
  "aggregate": "string",
  "class": "string",
  "code": "string",
  "exchange": "string",
  "sequenceId": "string",
  "price": 0,
  "tsEvent": "2019-08-24T14:15:22Z",
  "uid": "string"
}

StreamAggregatesVWAPResponseV1

Properties

Name	Type	Required	Restrictions	Description
aggregate	string	false	none	Aggregate (interval).
class	string	false	none	Instrument class, empty when instrument not mapped.
code	string	false	none	Instrument code, empty when instrument not mapped.
exchange	string	false	none	Instrument exchange.
sequenceId	string	false	none	Sequence ID for event. Sortable in lexicographic order.
price	number(double)	false	none	Price for the trade.
tsEvent	string(date-time)	false	none	Event generation timestamp (event created by Kaiko), after normalization.
uid	string	false	none	UID is timestamp truncated to interval of OHLCV.

kaikosdkStreamForexIndexDetail

{
  "name": "string",
  "price": 0,
  "tsEvent": "2019-08-24T14:15:22Z"
}

StreamForexIndexDetail is detail property involved in computation.

Properties

Name	Type	Required	Restrictions	Description
name	string	false	none	Name.
price	number(double)	false	none	none
tsEvent	string(date-time)	false	none	TSEvent.

kaikosdkStreamForexIndexPublic

{
  "name": "string",
  "tsEvent": "2019-08-24T14:15:22Z"
}

StreamForexIndexPublic is public property involved in computation.

Properties

Name	Type	Required	Restrictions	Description
name	string	false	none	Name.
tsEvent	string(date-time)	false	none	TSEvent.

kaikosdkStreamForexIndexServiceResponseDetail

{
  "underlying": {
    "name": "string",
    "price": 0,
    "tsEvent": "2019-08-24T14:15:22Z"
  },
  "fxrate": {
    "name": "string",
    "price": 0,
    "tsEvent": "2019-08-24T14:15:22Z"
  }
}

StreamForexIndexServiceResponseDetail is detail property involved in computation.

Properties

Name	Type	Required	Restrictions	Description
underlying	kaikosdkStreamForexIndexDetail	false	none	StreamForexIndexDetail is detail property involved in computation.
fxrate	kaikosdkStreamForexIndexDetail	false	none	StreamForexIndexDetail is detail property involved in computation.

kaikosdkStreamForexIndexServiceResponsePublic

{
  "underlying": {
    "name": "string",
    "tsEvent": "2019-08-24T14:15:22Z"
  },
  "fxrate": {
    "name": "string",
    "tsEvent": "2019-08-24T14:15:22Z"
  }
}

StreamForexIndexServiceResponsePublic is public property involved in computation.

Properties

Name	Type	Required	Restrictions	Description
underlying	kaikosdkStreamForexIndexPublic	false	none	StreamForexIndexPublic is public property involved in computation.
fxrate	kaikosdkStreamForexIndexPublic	false	none	StreamForexIndexPublic is public property involved in computation.

kaikosdkStreamIndexCommodity

"SIC_UNKNOWN"

StreamIndexCommodity allows selecting kind of index update wanted.

SIC_UNKNOWN: Unknown commodity.
SIC_REAL_TIME: REAL_TIME commodity.
SIC_DAILY_FIXING: DAILY_FIXING commodity.

Properties

Name	Type	Required	Restrictions	Description
anonymous	string	false	none	StreamIndexCommodity allows selecting kind of index update wanted. - SIC_UNKNOWN: Unknown commodity. - SIC_REAL_TIME: REAL_TIME commodity. - SIC_DAILY_FIXING: DAILY_FIXING commodity.

Enumerated Values

Property	Value
anonymous	SIC_UNKNOWN
anonymous	SIC_REAL_TIME
anonymous	SIC_DAILY_FIXING

kaikosdkStreamIndexForexRateServiceRequestV1

{
  "indexCode": "string",
  "interval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  }
}

StreamIndexForexRateServiceRequestV1

Properties

Name	Type	Required	Restrictions	Description
indexCode	string	false	none	Index code.
interval	kaikosdkDataInterval	false	none	none

kaikosdkStreamIndexForexRateServiceResponseV1

{
  "indexCode": "string",
  "commodity": "SIC_UNKNOWN",
  "interval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  },
  "composition": {
    "underlying": {
      "name": "string",
      "tsEvent": "2019-08-24T14:15:22Z"
    },
    "fxrate": {
      "name": "string",
      "tsEvent": "2019-08-24T14:15:22Z"
    }
  },
  "price": 0,
  "tsEvent": "2019-08-24T14:15:22Z",
  "detail": {
    "underlying": {
      "name": "string",
      "price": 0,
      "tsEvent": "2019-08-24T14:15:22Z"
    },
    "fxrate": {
      "name": "string",
      "price": 0,
      "tsEvent": "2019-08-24T14:15:22Z"
    }
  }
}

StreamIndexForexRateServiceResponseV1

Properties

Name	Type	Required	Restrictions	Description
indexCode	string	false	none	Index code.
commodity	kaikosdkStreamIndexCommodity	false	none	StreamIndexCommodity allows selecting kind of index update wanted. - SIC_UNKNOWN: Unknown commodity. - SIC_REAL_TIME: REAL_TIME commodity. - SIC_DAILY_FIXING: DAILY_FIXING commodity.
interval	kaikosdkDataInterval	false	none	none
composition	kaikosdkStreamForexIndexServiceResponsePublic	false	none	StreamForexIndexServiceResponsePublic is public property involved in computation.
price	number(double)	false	none	Price.
tsEvent	string(date-time)	false	none	none
detail	kaikosdkStreamForexIndexServiceResponseDetail	false	none	StreamForexIndexServiceResponseDetail is detail property involved in computation.

kaikosdkStreamIndexMultiAssetsServiceRequestV1

{
  "indexCode": "string",
  "commodities": [
    "SIC_UNKNOWN"
  ],
  "interval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  }
}

StreamIndexServiceRequestV1

Properties

Name	Type	Required	Restrictions	Description
indexCode	string	false	none	Index code.
commodities	[kaikosdkStreamIndexCommodity]	false	none	Enum indicating type of feed.
interval	kaikosdkDataInterval	false	none	none

kaikosdkStreamIndexMultiAssetsServiceResponseComposition

{
  "underlyingInstrument": "string",
  "base": "string",
  "quote": "string",
  "exchanges": [
    "string"
  ],
  "instrumentInterval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  },
  "currencyConversion": "string",
  "tsEvent": "2019-08-24T14:15:22Z"
}

StreamIndexMultiAssetsServiceResponseComposition is the composition used to compute the index.

Properties

Name	Type	Required	Restrictions	Description
underlyingInstrument	string	false	none	Underlying rate of the indices.
base	string	false	none	Base.
quote	string	false	none	Quote.
exchanges	[string]	false	none	Exchanges.
instrumentInterval	kaikosdkDataInterval	false	none	none
currencyConversion	string	false	none	Currency conversion.
tsEvent	string(date-time)	false	none	Timestamp (tick) of underlying rate ts.

kaikosdkStreamIndexMultiAssetsServiceResponsePair

{
  "underlyingInstrument": "string",
  "underlyingPrice": 0,
  "weightingFactor": 0,
  "cappingFactor": 0,
  "currencyConversionFactor": 0
}

StreamIndexMultiAssetsServiceResponsePair is the pair information for the rates used

Properties

Name	Type	Required	Restrictions	Description
underlyingInstrument	string	false	none	Underlying instrument of the indices.
underlyingPrice	number(double)	false	none	Underlying price of the instrument.
weightingFactor	number(double)	false	none	Weighting factor of the instrument.
cappingFactor	number(double)	false	none	Capping factor of the instrument.
currencyConversionFactor	number(double)	false	none	Currency conversion factor of the instrument.

kaikosdkStreamIndexMultiAssetsServiceResponsePrices

{
  "indexValue": 0,
  "divisor": 0,
  "pairs": [
    {
      "underlyingInstrument": "string",
      "underlyingPrice": 0,
      "weightingFactor": 0,
      "cappingFactor": 0,
      "currencyConversionFactor": 0
    }
  ]
}

StreamIndexMultiAssetsServiceResponsePrices is the prices informations on the pair used

Properties

Name	Type	Required	Restrictions	Description
indexValue	number(double)	false	none	Index value.
divisor	number(double)	false	none	Divisor.
pairs	[kaikosdkStreamIndexMultiAssetsServiceResponsePair]	false	none	StreamIndexMultiAssetsServiceResponsePair is the pair information for the rates used.

kaikosdkStreamIndexMultiAssetsServiceResponseV1

{
  "commodity": "SIC_UNKNOWN",
  "indexCode": "string",
  "interval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  },
  "mainQuote": "string",
  "compositions": [
    {
      "underlyingInstrument": "string",
      "base": "string",
      "quote": "string",
      "exchanges": [
        "string"
      ],
      "instrumentInterval": {
        "startTime": "2019-08-24T14:15:22Z",
        "endTime": "2019-08-24T14:15:22Z"
      },
      "currencyConversion": "string",
      "tsEvent": "2019-08-24T14:15:22Z"
    }
  ],
  "price": {
    "indexValue": 0,
    "divisor": 0,
    "pairs": [
      {
        "underlyingInstrument": "string",
        "underlyingPrice": 0,
        "weightingFactor": 0,
        "cappingFactor": 0,
        "currencyConversionFactor": 0
      }
    ]
  },
  "tsEvent": "2019-08-24T14:15:22Z",
  "tsCompute": "2019-08-24T14:15:22Z"
}

StreamIndexServiceResponseV1

Properties

Name	Type	Required	Restrictions	Description
commodity	kaikosdkStreamIndexCommodity	false	none	StreamIndexCommodity allows selecting kind of index update wanted. - SIC_UNKNOWN: Unknown commodity. - SIC_REAL_TIME: REAL_TIME commodity. - SIC_DAILY_FIXING: DAILY_FIXING commodity.
indexCode	string	false	none	Index code.
interval	kaikosdkDataInterval	false	none	none
mainQuote	string	false	none	Quote.
compositions	[kaikosdkStreamIndexMultiAssetsServiceResponseComposition]	false	none	List of rates used in indices.
price	kaikosdkStreamIndexMultiAssetsServiceResponsePrices	false	none	none
tsEvent	string(date-time)	false	none	Event generation timestamp (event created by Kaiko), after normalization.
tsCompute	string(date-time)	false	none	Timestamp of computation (differs from ts_event only if a buffer is applied, especially for real time data).

kaikosdkStreamIndexServiceRequestV1

{
  "indexCode": "string",
  "commodities": [
    "SIC_UNKNOWN"
  ],
  "interval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  }
}

StreamIndexServiceRequestV1

Properties

Name	Type	Required	Restrictions	Description
indexCode	string	false	none	Index code.
commodities	[kaikosdkStreamIndexCommodity]	false	none	Enum indicating type of feed.
interval	kaikosdkDataInterval	false	none	none

kaikosdkStreamIndexServiceResponseBaseAsset

{
  "asset": "string",
  "weight": 0
}

StreamIndexServiceResponseBaseAsset is base asset involved in computation.

Properties

Name	Type	Required	Restrictions	Description
asset	string	false	none	Asset.
weight	number(double)	false	none	Weight.

kaikosdkStreamIndexServiceResponseInstruments

{
  "partition": "string",
  "price": 0,
  "volume": 0,
  "count": "string",
  "underlyingTrade": {
    "volume": 0,
    "exchange": "string",
    "id": "string",
    "datetime": "2019-08-24T14:15:22Z"
  }
}

StreamIndexServiceResponseInstruments is computation result by instruments.

Properties

Name	Type	Required	Restrictions	Description
partition	string	false	none	Partition.
price	number(double)	false	none	Price.
volume	number(double)	false	none	Volume.
count	string(uint64)	false	none	Count.
underlyingTrade	kaikosdkStreamIndexServiceUnderlyingTrade	false	none	StreamIndexServiceUnderlyingTrade is underlying trade information for a partition.

kaikosdkStreamIndexServiceResponsePairs

{
  "pair": "string",
  "weight": 0,
  "instruments": [
    {
      "partition": "string",
      "price": 0,
      "volume": 0,
      "count": "string",
      "underlyingTrade": {
        "volume": 0,
        "exchange": "string",
        "id": "string",
        "datetime": "2019-08-24T14:15:22Z"
      }
    }
  ]
}

StreamIndexServiceResponsePairs is computation result by pairs.

Properties

Name	Type	Required	Restrictions	Description
pair	string	false	none	Pair.
weight	number(double)	false	none	Weight (for multiple assets indices).
instruments	[kaikosdkStreamIndexServiceResponseInstruments]	false	none	Detailed computation by instruments.

kaikosdkStreamIndexServiceResponsePercentage

{
  "percentage": 0,
  "price": 0,
  "pairs": [
    {
      "pair": "string",
      "weight": 0,
      "instruments": [
        {
          "partition": "string",
          "price": 0,
          "volume": 0,
          "count": "string",
          "underlyingTrade": {
            "volume": 0,
            "exchange": "string",
            "id": "string",
            "datetime": "2019-08-24T14:15:22Z"
          }
        }
      ]
    }
  ]
}

StreamIndexServiceResponsePercentage is computation result by percentage.

Properties

Name	Type	Required	Restrictions	Description
percentage	number(double)	false	none	Percentage.
price	number(double)	false	none	Price computed for the whole percentage.
pairs	[kaikosdkStreamIndexServiceResponsePairs]	false	none	Detailed computation by pairs.

kaikosdkStreamIndexServiceResponseV1

{
  "indexCode": "string",
  "commodity": "SIC_UNKNOWN",
  "interval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  },
  "quote": "string",
  "bases": [
    {
      "asset": "string",
      "weight": 0
    }
  ],
  "exchanges": [
    "string"
  ],
  "percentages": [
    {
      "percentage": 0,
      "price": 0,
      "pairs": [
        {
          "pair": "string",
          "weight": 0,
          "instruments": [
            {
              "partition": "string",
              "price": 0,
              "volume": 0,
              "count": "string",
              "underlyingTrade": {
                "volume": 0,
                "exchange": "string",
                "id": "string",
                "datetime": "2019-08-24T14:15:22Z"
              }
            }
          ]
        }
      ]
    }
  ],
  "tsEvent": "2019-08-24T14:15:22Z",
  "sequenceId": "string",
  "lastIngestTime": "2019-08-24T14:15:22Z"
}

StreamIndexServiceResponseV1

Properties

Name	Type	Required	Restrictions	Description
indexCode	string	false	none	Index code.
commodity	kaikosdkStreamIndexCommodity	false	none	StreamIndexCommodity allows selecting kind of index update wanted. - SIC_UNKNOWN: Unknown commodity. - SIC_REAL_TIME: REAL_TIME commodity. - SIC_DAILY_FIXING: DAILY_FIXING commodity.
interval	kaikosdkDataInterval	false	none	none
quote	string	false	none	Quote.
bases	[kaikosdkStreamIndexServiceResponseBaseAsset]	false	none	Bases.
exchanges	[string]	false	none	Exchanges.
percentages	[kaikosdkStreamIndexServiceResponsePercentage]	false	none	Detailed computation by percentage.
tsEvent	string(date-time)	false	none	Event generation timestamp (event created by Kaiko), after normalization.
sequenceId	string	false	none	Sequence ID for event. Sortable in lexicographic order.
lastIngestTime	string(date-time)	false	none	Last internal ingest date used for computation. Useful for replication purposes.

kaikosdkStreamIndexServiceUnderlyingTrade

{
  "volume": 0,
  "exchange": "string",
  "id": "string",
  "datetime": "2019-08-24T14:15:22Z"
}

StreamIndexServiceUnderlyingTrade is underlying trade information for a partition.

Properties

Name	Type	Required	Restrictions	Description
volume	number(double)	false	none	Amount / quantity of asset bought or sold, displayed in base currency.
exchange	string	false	none	Instrument exchange code, for example “cbse” (Coinbase).
id	string	false	none	Trade ID, empty string when not present.
datetime	string(date-time)	false	none	Date of trade.

kaikosdkStreamMarketUpdateCommodity

"SMUC_UNKNOWN"

StreamMarketUpdateCommodity allows selecting kind of market update wanted.

SMUC_UNKNOWN: Unknown commodity.
SMUC_TRADE: TRADE commodity.
SMUC_TOP_OF_BOOK: TOP_OF_BOOK commodity.
SMUC_FULL_ORDER_BOOK: FULL_ORDER_BOOK commodity.

Properties

Name	Type	Required	Restrictions	Description
anonymous	string	false	none	StreamMarketUpdateCommodity allows selecting kind of market update wanted. - SMUC_UNKNOWN: Unknown commodity. - SMUC_TRADE: TRADE commodity. - SMUC_TOP_OF_BOOK: TOP_OF_BOOK commodity. - SMUC_FULL_ORDER_BOOK: FULL_ORDER_BOOK commodity.

Enumerated Values

Property	Value
anonymous	SMUC_UNKNOWN
anonymous	SMUC_TRADE
anonymous	SMUC_TOP_OF_BOOK
anonymous	SMUC_FULL_ORDER_BOOK

kaikosdkStreamMarketUpdateRequestV1

{
  "instrumentCriteria": {
    "exchange": "string",
    "instrumentClass": "string",
    "code": "string"
  },
  "commodities": [
    "SMUC_UNKNOWN"
  ],
  "interval": {
    "startTime": "2019-08-24T14:15:22Z",
    "endTime": "2019-08-24T14:15:22Z"
  },
  "snapshotType": "UNKNOWN"
}

StreamMarketUpdateRequestV1

Properties

Name	Type	Required	Restrictions	Description
instrumentCriteria	kaikosdkInstrumentCriteria	false	none	none
commodities	[kaikosdkStreamMarketUpdateCommodity]	false	none	Enum indicating type of feed. If no commodity is specified, you get all commodities by default, otherwise you get only specified commodities.
interval	kaikosdkDataInterval	false	none	none
snapshotType	StreamMarketUpdateRequestV1OrderbookSnapshotType	false	none	- UNKNOWN: UNKNOWN means no snapshot is sent. - TEN_PERCENT: TEN_PERCENT is ob10%. - FULL: FULL is full orderbook.

kaikosdkStreamMarketUpdateResponseV1

{
  "commodity": "SMUC_UNKNOWN",
  "amount": 0,
  "class": "string",
  "code": "string",
  "exchange": "string",
  "sequenceId": "string",
  "id": "string",
  "price": 0,
  "tsExchange": {
    "value": "2019-08-24T14:15:22Z"
  },
  "tsCollection": {
    "value": "2019-08-24T14:15:22Z"
  },
  "tsEvent": "2019-08-24T14:15:22Z",
  "updateType": "UNKNOWN",
  "snapshot": {
    "asks": [
      {
        "amount": 0,
        "price": 0
      }
    ],
    "bids": [
      {
        "amount": 0,
        "price": 0
      }
    ]
  },
  "additionalProperties": {
    "property1": "string",
    "property2": "string"
  }
}

StreamMarketUpdateResponseV1

Properties

Name	Type	Required	Restrictions	Description
commodity	kaikosdkStreamMarketUpdateCommodity	false	none	StreamMarketUpdateCommodity allows selecting kind of market update wanted. - SMUC_UNKNOWN: Unknown commodity. - SMUC_TRADE: TRADE commodity. - SMUC_TOP_OF_BOOK: TOP_OF_BOOK commodity. - SMUC_FULL_ORDER_BOOK: FULL_ORDER_BOOK commodity.
amount	number(double)	false	none	Amount / quantity of asset bought or sold, displayed in base currency.
class	string	false	none	Instrument class, internal Kaiko classification denoting whether an instrument is a spot, future, perpetual future, or option.
code	string	false	none	Instrument code (currency pair), for example btc-usd.
exchange	string	false	none	Instrument exchange code, for example “cbse” (Coinbase).
sequenceId	string	false	none	Sequence ID for event. Sortable in lexicographic order.
id	string	false	none	ID from exchange (trades only), empty string when not present.
price	number(double)	false	none	Price for quote currency.
tsExchange	kaikosdkTimestampValue	false	none	TimestampValue wraps optional timestamp.
tsCollection	kaikosdkTimestampValue	false	none	TimestampValue wraps optional timestamp.
tsEvent	string(date-time)	false	none	Event generation timestamp (event created by Kaiko), after normalization.
updateType	StreamMarketUpdateResponseV1StreamMarketUpdateType	false	none	StreamMarketUpdateType is event category for a market update. - UNKNOWN: Unknown type. - TRADE_BUY: TRADE_BUY type. - TRADE_SELL: TRADE_SELL type. - TRADE_UNKNOWN: TRADE_UNKNOWN type. - BEST_ASK: BEST_ASK type. - BEST_BID: BEST_BID type. - UPDATED_ASK: UPDATED_ASK type. - UPDATED_BID: UPDATED_BID type. - SNAPSHOT: SNAPSHOT type. - FORCE_SNAPSHOT: FORCE_SNAPSHOT type. Internal use only.
snapshot	StreamMarketUpdateResponseV1Snapshot	false	none	Snapshot is an orderbook snapshot.
additionalProperties	object	false	none	Additionnal properties, specific to the exchange.
» additionalProperties	string	false	none	none

kaikosdkStreamTradesRequestV1

{
  "instrumentCriteria": {
    "exchange": "string",
    "instrumentClass": "string",
    "code": "string"
  }
}

StreamTradesRequestV1

Properties

Name	Type	Required	Restrictions	Description
instrumentCriteria	kaikosdkInstrumentCriteria	false	none	none

kaikosdkStreamTradesResponseV1

{
  "additionalProperties": {
    "property1": "string",
    "property2": "string"
  },
  "amount": 0,
  "class": "string",
  "code": "string",
  "exchange": "string",
  "sequenceId": "string",
  "id": "string",
  "price": 0,
  "side": "UNKNOWN",
  "tsExchange": {
    "value": "2019-08-24T14:15:22Z"
  },
  "tsCollection": {
    "value": "2019-08-24T14:15:22Z"
  },
  "tsEvent": "2019-08-24T14:15:22Z"
}

StreamTradesResponseV1

Properties

Name	Type	Required	Restrictions	Description
additionalProperties	object	false	none	Additionnal properties, specific to the exchange.
» additionalProperties	string	false	none	none
amount	number(double)	false	none	Amount / quantity of asset bought or sold, displayed in base currency.
class	string	false	none	Instrument class, empty when instrument not mapped.
code	string	false	none	Instrument code, empty when instrument not mapped.
exchange	string	false	none	Instrument exchange code, for example “cbse” (Coinbase).
sequenceId	string	false	none	Sequence ID for event. Sortable in lexicographic order.
id	string	false	none	Trade ID, empty string when not present.
price	number(double)	false	none	Price for the trade.
side	StreamTradesResponseV1TradeSide	false	none	- UNKNOWN: Unknown side (not specified). - BUY: Buy side. - SELL: Sell side.
tsExchange	kaikosdkTimestampValue	false	none	TimestampValue wraps optional timestamp.
tsCollection	kaikosdkTimestampValue	false	none	TimestampValue wraps optional timestamp.
tsEvent	string(date-time)	false	none	Event generation timestamp (event created by Kaiko), after normalization.

kaikosdkTimestampValue

{
  "value": "2019-08-24T14:15:22Z"
}

TimestampValue wraps optional timestamp.

Properties

Name	Type	Required	Restrictions	Description
value	string(date-time)	false	none	The timestamp value.

kaikosdkWindow

{
  "startTime": "2019-08-24T14:15:22Z",
  "endTime": "2019-08-24T14:15:22Z",
  "duration": "string"
}

Window information.

Properties

Name	Type	Required	Restrictions	Description
startTime	string(date-time)	false	none	Start time of the aggregation window.
endTime	string(date-time)	false	none	End time of the aggregation window.
duration	string	false	none	none

protobufAny

{
  "@type": "string",
  "property1": null,
  "property2": null
}

Properties

Name	Type	Required	Restrictions	Description
additionalProperties	any	false	none	none
@type	string	false	none	none

rpcStatus

{
  "code": 0,
  "message": "string",
  "details": [
    {
      "@type": "string",
      "property1": null,
      "property2": null
    }
  ]
}

Properties

Name	Type	Required	Restrictions	Description
code	integer(int32)	false	none	none
message	string	false	none	none
details	[protobufAny]	false	none	none

Kaiko Stream SDK v1.0

Code Examples

ICE

Authentication

Exchange Coverage

CEX coverage

Instrument Selection

Wildcard

Cartesian Product of Patterns

Union of Patterns

Aggregated Quote (v2)

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Parameters

Responses

Response Schema

Enumerated Values

Aggregated Quote (v1)

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Parameters

Responses

Response Schema

Enumerated Values

OHLCV (Candles)

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Event Sending Rate

Duplicate Events

Parameters

Responses

Response Schema

Trades

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Parameters

Responses

Response Schema

Enumerated Values

VWAP

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Parameters

Responses

Response Schema

Digital Assets Rates

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Fields description

Multiple subscriptions support

Parameters

Responses

Response Schema

Enumerated Values

Blue-chip Indices

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Fields description

Computation buffering

Multiple subscriptions support

Parameters

Responses

Response Schema

Enumerated Values

Market Update (Trades, Order Books, Best Bids and Asks)

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High traffic endpoint warning and slow consumer policy

Ordering of data

Live data

Replay data

Order Book data processing

SequenceID field

Parameters

Responses

Response Schema

Enumerated Values

Cross Price V2

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Parameters

Responses

Response Schema

Robust Pair Price

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Parameters

Responses

Response Schema

FOREX Converted Rates