Kaiko Acquires Amberdata in Landmark Digital Asset Data Consolidation.
Kaiko Fair Market Value Methodology.
Fair Market Value Methodology
Kaiko’s Fair Market Value Pricing delivers FASB‑ and IFRS‑compliant valuations for crypto assets traded across 100+ exchanges. Given the fragmented market: 2,000+ assets and 6,000+ pairs, consensus pricing requires outlier‑resistant, transparent methods.
Direct Prices: For actively traded pairs, Kaiko applies a proprietary Robust Pair Price (RPP) method. A two‑step process of time series augmentation and statistical robust estimation reduces the impact of price and volume outliers. Compared to VWAP or volume‑weighted median, RPP shows lower volatility while accurately reflecting market consensus.
Synthetic Prices: For illiquid or non‑listed pairs, Kaiko builds a liquidity‑weighted path across a graph of all covered assets. The system identifies the most liquid route, calculates each leg with RPP, and multiplies them for the final cross‑price. Fiat conversions use OANDA or Open Exchange Rates.
Available via REST API, CSV export, or Kaiko Stream, with granularity from 1 second to 1 day. This methodology is replicable, timely, and ideal for balance sheet reporting under the new FASB fair‑value rules.