Crypto Market Data API - Kaiko OHLCV, Trades, Order Books

Export institutional-grade crypto market data from the Kaiko API into an Apify dataset with your own Kaiko API key: OHLCV and VWAP candles, tick-level trades, order book depth and slippage, liquidations, fair market value prices, reference rates and derivatives metrics across 100+ centralised and decentralised exchanges.

This actor wraps the Kaiko REST API. It turns a list of exchange and instrument codes, asset pairs or index tickers into clean, deduplicated rows you can download as JSON, CSV or Excel, schedule on a timer, or feed into trading models, risk dashboards, spreadsheets, data warehouses and AI agents. Bring your own API key.

What it does

• OHLCV candles: open, high, low, close and volume for any spot, future, perpetual future or option instrument on any Kaiko exchange, at any interval from 1 second to 1 day.
• OHLCV with VWAP and trade count: the same candles plus the volume weighted average price and the number of trades.
• Tick-level trades: every trade with price, amount, trade ID and taker side (buy or sell), for CEX and DEX markets.
• Order book market depth: bid and ask volume within 0.1 to 10 percent of the best price, per order book snapshot.
• Order book price slippage: the percentage slippage of a market buy and sell order of a size you choose, per snapshot.
• Order book aggregation: bid ask spread, mid price, depth and slippage averaged over an interval.
• Derivative liquidations: each liquidation on futures and perpetual futures, with price, amounts in base, quote and USD, and the long or short side.
• Liquidation volumes per asset: hourly or daily long and short liquidation totals in USD, with a breakdown per exchange.
• Fair market value prices: Kaiko direct price (robust weighted median of one pair across exchanges) and synthetic price (built through the most liquid conversion paths), with optional confidence intervals and the stress market indicator.
• Reference rates: history of Kaiko benchmark rates such as KK_BRR_BTCUSD, with optional composition and partition detail.
• Derivatives data: mark, index and last price; open interest, funding rate, predicted funding rate, implied volatility and option greeks; and contract details (contract size, listing, expiry, strike).
• Reference codes: every asset, exchange and instrument Kaiko covers, with first and last trade time and trade count per instrument.
• Pay only for results: a request the provider has nothing for becomes a free row that says why, never a charge.

Input

Field	Used by	What it does
mode	all	ohlcv (default), countOhlcvVwap, trades, marketDepth, priceSlippage, orderBookAggregation, liquidations, liquidationVolumes, directPrice, syntheticPrice, referenceRate, derivativesPrice, derivativesRisk, derivativesContracts, assets, exchanges or instruments
instruments	candle, trade, order book, liquidation and derivatives modes	exchange:instrument lines such as cbse:btc-usd, or exchange:class:instrument such as binc:perpetual-future:btc-usdt
instrumentClass	instrument modes, contract details, instruments	spot (default), future, perpetual-future or option
pairs	direct and synthetic price	btc-usd, eth-eur
assets	liquidation volumes	btc, eth
indexCodes	reference rates	KK_BRR_BTCUSD
startTime, endTime	dated modes	YYYY-MM-DD or a UTC time; the end is exclusive
interval	candles, order book aggregation, prices, liquidation volumes, derivatives	1m, 1h, 1d and so on
sortOrder	dated modes	Newest first (default) or oldest first
slippage, slippageRef	slippage and order book aggregation	Order size in the quote asset, measured from the mid price or the best bid and ask
includeExchanges, excludeExchanges, extrapolateMissingValues, priceMetrics, syntheticSources	direct and synthetic price	Price calculation options
rateParameters, rateDetail	reference rates	Add composition and partition detail
exchange, baseAsset, quoteAsset, optionType, minStrike, maxStrike	contract details, instruments	Filters
activeOnly	instruments	Only instruments still trading
region	market data modes	us (default) or eu host
maxResults	all	Row cap for the whole run
requestsPerMinute	all	Pacing
apiKey	all	Your Kaiko API key, stored as a secret

How to get an API key

Kaiko issues API keys with a data subscription; contact Kaiko sales or your account manager. What you can read is what your packages include: Kaiko sells data per type (Level 1 and Level 2 aggregations or tick-level data, reference rates, derivatives, analytics) and per market type. Paste the key into the API key field or set the DATA_API_KEY environment secret. A run without a key ends cleanly with a message asking for one, before any request is sent.

Example output

{
  "mode": "countOhlcvVwap",
  "modeLabel": "OHLCV, VWAP and trade count",
  "recordType": "ohlcvVwapBar",
  "identifier": "cbse:spot:btc-usd",
  "found": true,
  "id": "cbse:spot:btc-usd|1605139200000|",
  "exchange": "cbse",
  "instrumentClass": "spot",
  "instrument": "btc-usd",
  "pair": null,
  "code": null,
  "name": null,
  "date": "2020-11-12T00:00:00.000Z",
  "price": 15880.01873841608,
  "volume": 14829.124546730012,
  "value": 15880.01873841608,
  "retrievedAt": "2026-10-09T09:12:40.511Z",
  "note": null,
  "timestamp": 1605139200000,
  "open": "15705.79",
  "high": "16185.87",
  "low": "15446.82",
  "close": "16139.93",
  "count": 95111
}

Values are taken from the provider's documentation example. Every provider field is passed through as the provider names it; the common columns are filled from it, with numbers that the provider sends as text converted in the common columns only. Times in milliseconds or nanoseconds are converted to an ISO date.

FAQ

What is the Kaiko API?

Kaiko is a Paris-based crypto market data provider for institutions. Its REST API serves trade and order book data, aggregations, fair market value prices, Kaiko reference rates and indices, and derivatives and DeFi data collected from more than 100 centralised and decentralised exchanges. It is documented publicly at docs.kaiko.com. This actor wraps the most used read endpoints of that API; the docs and the live hosts were checked on 2026-10-09.

Do I need my own Kaiko API key?

Yes. This actor is bring your own API key and never ships one. The key is stored as an Apify secret, sent only in the documented X-Api-Key header, and kept out of every log line. Without a key the run stops immediately with a clear message and no charge.

How do I download historical OHLCV candles for Bitcoin?

Pick OHLCV candles, list cbse:btc-usd (Coinbase) or any other exchange and pair in the instruments field, set the interval (such as 1h or 1d) and the start and end times, and run. Each row is one candle with open, high, low, close and volume.

Where do I find exchange and instrument codes?

Run the exchanges mode for every exchange code (cbse Coinbase, krkn Kraken, binc Binance, bfnx Bitfinex, drbt Deribit, okex OKX) and the instruments mode with an exchange and base asset to list its instrument codes, the first and last trade time and the trade count. Spot instrument codes are always base-quote, such as eth-usdt.

Can I get order book depth and slippage?

Yes. Market depth snapshots give the bid and ask volume within 0.1 to 10 percent of the best price. Price slippage snapshots give the slippage of a market order of the size you set. Order book aggregation averages spread, mid price, depth and slippage over an interval. Order book modes cover spot markets.

What is the difference between direct and synthetic price?

Direct price is Kaiko's robust weighted median of one pair's trades across exchanges, for pairs that trade directly. Synthetic price converts through the most liquid intermediary pairs, so it also prices assets with no direct market in the quote asset you want. Both are fair market value prices used for valuation and accounting.

Does it cover futures, perpetuals and options?

Yes. Candles and trades work for any instrument class. Liquidations cover futures and perpetual futures. Derivatives price details give mark, index and last price; derivatives risk gives open interest, funding rates, implied volatility and greeks; contract details list the contracts of an exchange.

What do I pay?

Pay per result: 0.005 USD per candle, derivatives price, trade, liquidation or reference code; 0.01 USD per order book snapshot or aggregate, fair market value price, reference rate publication, liquidation volume interval or derivatives risk snapshot. Requests that find nothing are free. Your Kaiko subscription applies separately.

What happens if my key is wrong or my package does not cover a request?

Kaiko checks the key before anything else and answers 403. The run then ends cleanly with a status message saying the key or its entitlement was refused, before anything is charged. An instrument or pair the provider has no data for becomes a free row with the provider's own explanation, and the run goes on.

Keyword map

crypto market data API, Kaiko API, crypto OHLCV API, Bitcoin historical price API, crypto candles API, crypto tick data, crypto trades API, VWAP crypto, order book depth API, crypto slippage, bid ask spread crypto, crypto liquidations API, funding rate API, open interest API, crypto options greeks, fair market value crypto price, crypto reference rate, BRR Bitcoin reference rate, crypto exchange list, crypto instrument codes, DEX trades API.

Terms and data use

Your Kaiko license decides what you may do with the data, and this actor does not change it. Kaiko's standard terms license the data for the subscriber's internal business purposes, allow display to the subscriber's customers only without download, copy or storage, and allow only de minimis distribution; redistribution that could substitute for a Kaiko license is prohibited, and commercialising derived works needs Kaiko's consent. Keep the run's dataset private unless your Kaiko agreement allows sharing it.

Which routes were checked live: the reference data routes (assets, exchanges, instruments) answer without a key and were confirmed against an invented-route control. The market data host checks the key before it routes any path, so the market data routes come from Kaiko's own documentation and could not be confirmed by probing.