CRYPTO COMPARE API OUTPUT FORMAT UPDATE
CRYPTO COMPARE API OUTPUT FORMAT FULL

Timestamp at which the event entered Kaiko's infrastructure. The price level at which the bid or ask is to be placed.Įxchange-provided timestamp of the event. This can be used to re-build an internally maintained order book. The unique sequence ID created by Kaiko used to order all events. The exchange code, for example 'cbse' (Coinbase) The internal Kaiko classification denoting whether an instrument is a spot, future, perpetual future, or option.

CRYPTO COMPARE API OUTPUT FORMAT UPDATE

SMUC_Top_of_Book denotes any update to the best bid/best ask. SMUC_Full_Order_Book denotes an updated tick-level order book event. There are three options: SMUC_Full_Order_Book, SMUC_Top_of_Book, and SMUC_Trade

You can read more about this field on our documentation here. If ‘isSell: true': a taker’s sell order was filled by a maker’s buy order, if ‘isSell: false': a taker’s buy order was filled by a maker’s sell order. This is the indicator of whether the trade was a sell or a buy order, from the perspective of the taker. IsSell / Sell/ Taker_Side_Sell: This variable is the same across our Data Feed, API, and WebSocket, but is given different names due to legacy formatting issues. For example, the amount of a trade of BTC/USD would be. For example, the price of a trade of BTC/USD would be $60,750.Īmount: The amount traded of the base asset. Price: The price of the asset displayed in the quote asset. Our timestamps are not when Kaiko collected the data, but when the trade was executed as recorded by the exchange or as recorded on the blockchain for DEX trades. Through our API, the exchange symbols are from our list of codes (“code”) and can be found here.ĭate: We take the timestamp of the trade from the exchange.

CRYPTO COMPARE API OUTPUT FORMAT FULL

The full list of exchanges and their corresponding codes can be found under the field “Kaiko_legacy_slug”. CSV that you receive, this symbol corresponds to the exchange name from the filename (so for Binance_BTCUSDT_*.csv, this is 'bn'). For decentralized exchanges, the trade ID is composed of the (i) liquidity pool’s address on which the trade happened, (2) the transaction hash corresponding to the trade (3) and the log index that is an even more granular element that helps identify the trade in a given block and transaction.Įxchange: our internal two-letter symbol for the exchange. We generate the IDs by taking all the values of a trade (timestamp, amount, price, side) and hash those into a new unique value. For centralized exchanges that do not include an ID for their trades, we will create our own ID. The format of this ID can vary across exchanges.

ID: this is the unique identifier for each trade, given by the exchange.

Crypto compare api output format