Cryptocurrency Order Books

The most granular liquidity data in the industry optimized for quantitative analysis

Data Dictionary - API Documentation - Stream Documentation - Instrument Explorer

Historical and Live Order Books

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Order Book Snapshots

All bids and asks are placed within 10% of the best bid and best ask, respectively. Snapshots are taken twice per minute. 

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Tick-Level Order Books

Tick-level updates of all added, changed, and removed bids and asks on an order book. 

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Top of Book

Tick-level updates of the best bid and best ask on an order book (quotes). 

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Bid-Ask Spread

The difference between the best ask and the best bid, derived from order book snapshots.

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Price Slippage

Simulated slippage for custom order sizes, calculated using raw snapshots.

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Aggregated Market Depth

The cumulative quantity of bids and asks at different % ranges from the mid price.

Aggregated Quotes

Regulatory compliant crypto asset quotes, in real time

Aggregated Quotes address the fragmentation of crypto markets by providing a fair quote through a rigorous approach to crypto-instruments price valuation.


Real-time streaming: time-stamped reference Best Bid and Best Ask based on real time top of book prices from the Top 10 exchanges featured in Kaiko's Exchange Ranking.
Proprietary methodology: Aggregated quotes is a US GAAP and EU AIFMD compliant Securities Pricing Service.


Update Frequency: 5s
Aggregation Window: 10s


Based on the calculation of the Best Bid VWAP and the Best Ask VWAP that are built on the basis of top of book data of selected top 10 exchanges from the Kaiko Exchange ranking, reviewed quarterly.

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Optimized For Deep Liquidity Analysis

✓ Reconstruct the state of thousands of markets with historical order book data with history since 2015.

✓ Identify market-making opportunities with live streaming order book feeds.

✓ Simulate price slippage with our automatic price slippage calculator for custom order sizes.

✓ Alpha-generating data streams for quant funds, data scientists, researchers, hedge funds, and market makers.

✓ Replay historical market states through Kaiko Stream's 5-week rolling history.
✓ Study historical trends with our average depth, slippage, spread data at granularities ranging from 1 minute to 1 day.

Comprehensive Exchange Coverage 

100+ Cryptocurrency Exchanges

200,000+ Traded Instruments

Data Delivery


Available data:  
- Snapshots
- Spread
- Slippage
- Depth

Real-time and historical market data available through 15+ enterprise-grade endpoints

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CSV File Export

Available data:
- Tick-level order books*
- Order book snapshots

Delivered daily

Downloadable CSV files available through Amazon Web Services or Google Cloud Platform

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Kaiko Stream

Available data:  
- Tick-level order books*
- Top of book

The most advanced live streaming data distribution service in the cryptocurrency industry

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Get started with Kaiko today

Let us know about your data requirements so we can set up a free trial of our data services or provide a custom price quote.