API Update: Order Book Snapshots and Quotes Now Available

March 21, 2019

API Update: Order Book Snapshots and Quotes Now Available

We are happy to announce the launch of several new API features which further improve upon our existing API services. In the next few months, we will roll out new features and endpoints on a continuous basis.

Order Book Snapshots

We listened to our client requests and developed an endpoint to receive order book snapshots from all exchanges and currency pairs covered by Kaiko.

  • Coverage: 32+ exchanges with new exchanges added weekly.
  • Data Format: arrays of asks and bids, whose sizes depend on the maximum order book size supported by each exchange
  • Data: Price, volume, and timestamp.
  • Parameters: exchange, instrument_class, instrument, commodity, data_version

Quotes

This endpoint retrieves the most recent ‘best ask’ and ‘best bid’ for a currency pair listed on a specific exchange.

  • Coverage: 32+ exchanges with new exchanges added weekly.
  • Data: Best ask, best bid, timestamp
  • Parameters: exchange, instrument_class, instrument, commodity, data_version

These endpoints are currently in alpha and we are looking for active testers! Please reach out here if you would like to test.

View documentation here.

Websocket in Stable Release

We recently released our websocket from beta and into stable release. We have updated our documentation to include an extensive explanation on how to connect to our trade data feeds.

Kaiko’s websocket provides a continuous stream of real-time trade data from all exchanges and currency pairs covered. We offer two ways of subscribing to our trade data feeds: through HTTP requests and through RPC messages.

To subscribe, we use a process called ‘globbing’ in which you pass a single string to receive a variety of different trade data feeds. The string contains a series of parameters [exchange, instrument_class, and instrument] which can be used to specify the types of trade data feeds one wants to subscribe to. To find out more about Kaiko’s globbing process, click here.

Coming Soon…

We are actively working on a number of new price display endpoints, including a spot endpoint to receive customisable price updates and more recent aggregate endpoints. We will also further improve upon our order book endpoints to include the option to query historical order book snapshots and quotes.

In the coming weeks, we will also be adding dozens of new exchanges to our data collection infrastructure.

Kaiko is committed to building products that fit our customer use-cases. Are you looking for a specific endpoint, data type, or delivery channel that we do not yet provide? Please reach out to us at hello@kaiko.com!

Interested in our API Services?

If you are interested in testing or subscribing to Kaiko’s professional API services, view our informational page here, reach out to us at hello@kaiko.com, or fill out our contact form. We guarantee a response within 24 hours.


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