Kiyotaka: API Documentation

Index

Restrictions

Examples

api/api.proto

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API

API service for querying and streaming financial data points

Method NameRequest TypeResponse TypeDescription
GetPoints PointRequest PointResponse

Retrieves a set of data points based on the provided criteria

StreamPoints PointRequest PointSeries stream

Streams data points in real-time based on the provided criteria

GetTypes PointMetaRequest PointMetaResponse

Retrieves available data types

GetExchanges PointMetaRequest PointMetaResponse

Retrieves available exchanges

GetCategories PointMetaRequest PointMetaResponse

Retrieves available categories

GetCoins PointMetaRequest PointMetaResponse

Retrieves available coins

GetRawSymbols PointMetaRequest PointMetaResponse

Retrieves available raw symbols

GetNormalizedSymbols PointMetaRequest PointMetaResponse

Retrieves available normalized symbols

Methods with HTTP bindings

Method Name Method Pattern Body
GetPoints GET /v1/points
GetTypes GET /v1/types
GetExchanges GET /v1/exchanges
GetCategories GET /v1/categories
GetCoins GET /v1/coins
GetRawSymbols GET /v1/symbols
GetNormalizedSymbols GET /v1/normalized-symbols

Point

Represents a single data point

FieldTypeLabelDescription
id PointSeriesIdentifier optional

Identifier for the point series

trade Trade

Raw trade data

fundingRateAggregation FundingRateAggregation

Aggregated funding rate data

liquidationAggregation LiquidationAggregation

Aggregated liquidation data

openInterestAggregation OpenInterestAggregation

Aggregated open interest data

tradeAggregation TradeAggregation

Aggregated trade data

cmeOpenInterestAggregation CmeOpenInterestAggregation

Aggregated cme open interest data

optionOpenInterestAggregation OptionOpenInterestAggregation

Aggregated option open interest data

tradeSideAgnosticAggregation TradeSideAgnosticAggregation

Aggregated trade data, but without grouping by side

hyperliquidLiquidationAggregation HyperliquidLiquidationAggregation

Aggregated hyperliquid liquidation data

PointMetaRequest

FieldTypeLabelDescription
type PointType repeated

List of data types to filter by

exchange PointExchange repeated

List of exchanges to filter by

category PointCategory repeated

List of categories to filter by (not applicable to all data types)

coin string repeated

List of coins to filter by

rawSymbol string repeated

List of raw symbols to filter by

normalizedSymbol string repeated

List of normalized symbols to filter by

from int64

Start timestamp for data retrieval

to int64

End timestamp for data retrieval

PointMetaResponse

FieldTypeLabelDescription
types PointType repeated

List of available data types

exchanges PointExchange repeated

List of available exchanges

categories PointCategory repeated

List of available categories

coins string repeated

List of available coins

rawSymbols string repeated

List of available raw symbols

normalizedSymbols string repeated

List of available normalized symbols

PointRequest

FieldTypeLabelDescription
type PointType repeated

List of data types to retrieve

exchange PointExchange repeated

List of exchanges to retrieve data from

normalizedSymbol string repeated

List of normalized symbols to retrieve

coin string repeated

List of coins to retrieve data for

category PointCategory repeated

List of categories to retrieve

rawSymbol string repeated

List of raw symbols to retrieve

side PointSide

Trade side to filter by

interval PointAggregationInterval

Aggregation interval for the data points

from int64

Start timestamp for data retrieval

period int64

Duration in seconds for data retrieval

PointResponse

Response containing series of data points

FieldTypeLabelDescription
series PointSeries repeated

List of point series matching the request criteria

PointSeries

Represents a series of data points

FieldTypeLabelDescription
id PointSeriesIdentifier

Identifier for the point series

points Point repeated

List of data points in the series

PointSeriesIdentifier

FieldTypeLabelDescription
type PointType

Type of data point

rawSymbol string

Raw symbol identifier

exchange PointExchange

Exchange where the data originates

normalizedSymbol string

Normalized symbol identifier

category PointCategory

Category of the data point

interval PointAggregationInterval

Aggregation interval of the data series

side PointSide

Trade side (buy/sell)

coin string

Coin identifier

PointAggregationInterval

NameNumberDescription
UNKNOWN_AGGREGATION_INTERVAL 0

Default unknown interval

MINUTE 2

One-minute interval

FIVE_MINUTES 3

Five-minute interval

FIFTEEN_MINUTES 4

Fifteen-minute interval

HOUR 5

One-hour interval

FOUR_HOURS 6

Four-hour interval

DAY 7

One-day interval

WEEK 8

One-week interval

PointCategory

Enum representing different categories of financial instruments

NameNumberDescription
UNKNOWN_CATEGORY 0

Default unknown category

SPOT 1

Spot trading

PERPETUAL 2

Perpetual contracts

FUTURE 3

Future contracts

OPTION 4

Option contracts

COMBO 5

Combination of multiple instrument types

PointExchange

Enum representing different exchanges

NameNumberDescription
UNKNOWN_EXCHANGE 0

BITMEX 1

DERIBIT 2

BINANCE_FUTURES 3

BINANCE_DELIVERY 4

BINANCE_OPTIONS 5

BINANCE 6

FTX 7

OKEX_FUTURES 8

OKEX_OPTIONS 9

OKEX_SWAP 10

OKEX 11

HUOBI_DM 12

HUOBI_DM_SWAP 13

HUOBI_DM_LINEAR_SWAP 14

HUOBI 15

BITFINEX_DERIVATIVES 16

BITFINEX 17

COINBASE 18

CRYPTOFACILITIES 19

KRAKEN 20

BITSTAMP 21

GEMINI 22

POLONIEX 23

BYBIT 24

PHEMEX 25

DELTA 26

FTX_US 27

BINANCE_US 28

GATE_IO_FUTURES 29

GATE_IO 30

OKCOIN 31

BITFLYER 32

HITBTC 33

COINFLEX 34

BINANCE_JERSEY 35

BINANCE_DEX 36

UPBIT 37

ASCENDEX 38

DYDX 39

SERUM 40

HUOBI_DM_OPTIONS 41

CME 42

COMMON_BINANCE 43

BITBANK 44

COMMON_BITFINEX 45

BITHUMB 46

BITTREX 47

COINCHECK 48

COMMON_GATE_IO 49

COINBASE_PRO 50

COMMON_HUOBI 51

KUCOIN 52

LMAX 53

COMMON_OKEX 54

LIQUID 55

ZAIF 56

RIBBON 57

EMULATOR 58

GRAYSCALE 59

BYBIT_SPOT 60

NYSE_AMERICAN 61

NASDAQ_BX 62

NYSE_NATIONAL 63

FINRA 64

UNLISTED_TRADING_PRIVILEGES 65

NASDAQ_ISE 66

CBOE_EDGA 67

CBOE_EDGX 68

NYSE_CHICAGO 69

NYSE 70

NYSE_ARCA 71

NASDAQ 72

CONSOLIDATED_TAPE_ASSOCIATION 73

LTSE 74

IEX 75

CBOE 76

NASDAQ_PHILADELPHIA 77

CBOE_BYX 78

CBOE_BZX 79

MIAX_PEARL 80

MEMBERS_EXCHANGE 81

OTC_EQUITY_SECURITY 82

BITGET 83

HYPERLIQUID 84

HYPERLIQUID_FUTURES 85

MARKET_INDEPENDENT 86

NASDAQ_SMALL_CAP 87

NASDAQ_INT 88

NASDAQ_PSX 89

PYTH_NETWORK 90

COINBASE_INTERNATIONAL 91

POLYGON 92

POLYGON_FX 93

UNISWAP_V2 150

SUSHISWAP_V2 151

PANCAKESWAP_V2 152

SHIBASWAP 153

FRAXSWAP 154

SOLIDLY 155

UNISWAP_V3 156

SUSHISWAP_V3 157

PANCAKESWAP_V3 158

SOLIDLY_V3 159

RAYDIUM_V4 160

RAYDIUM_CLMM 161

ORCA_WHIRLPOOL 162

ORCA_V2 163

METEORA_POOL 164

METEORA_DLMM 165

UNISWAP_V4 166

PointSide

Enum representing trade sides

NameNumberDescription
UNKNOWN_SIDE 0

Default unknown side

SELL 1

Sell side

BUY 2

Buy side

PointType

Enum representing different types of data points

NameNumberDescription
UNKNOWN_TYPE 0

Default unknown type

TRADE 1

Raw trade data

TRADE_AGG 9

Aggregated trade data

OPEN_INTEREST_AGG 10

Aggregated open interest data

FUNDING_RATE_AGG 11

Aggregated funding rate data

LIQUIDATION_AGG 12

Aggregated liquidation data

CME_OPEN_INTEREST_AGG 19

Aggregated cme open interest data

OPTION_OPEN_INTEREST_AGG 59

Aggregated option open interest data

TRADE_SIDE_AGNOSTIC_AGG 107

Aggregated trade data, but without grouping by side

HYPERLIQUID_LIQUIDATION_AGG 147

Aggregated hyperliquid liquidation data

trade_aggregation.proto

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TradeAggregation

Represents aggregated trade data for a specific time period

FieldTypeLabelDescription
open double

Opening price for the aggregation period

high double

Highest price reached during the aggregation period

low double

Lowest price reached during the aggregation period

close double

Closing price for the aggregation period

volume double

Total trading volume during the aggregation period

timestamp Timestamp

Timestamp representing the start of the aggregation period

firstTimestamp Timestamp

Timestamp of the first trade in the aggregation period

lastTimestamp Timestamp

Timestamp of the last trade in the aggregation period

trade_side_agnostic_aggregation.proto

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TradeSideAgnosticAggregation

Represents aggregated trade data for a specific time period, but without Side

grouping

FieldTypeLabelDescription
open double

Opening price for the aggregation period

high double

Highest price reached during the aggregation period

low double

Lowest price reached during the aggregation period

close double

Closing price for the aggregation period

volume double

Total trading volume during the aggregation period

timestamp Timestamp

Timestamp representing the start of the aggregation period

firstTimestamp Timestamp

Timestamp of the first trade in the aggregation period

lastTimestamp Timestamp

Timestamp of the last trade in the aggregation period

open_interest_aggregation.proto

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OpenInterestAggregation

FieldTypeLabelDescription
open double optional

high double optional

low double optional

close double optional

timestamp Timestamp

funding_rate_aggregation.proto

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FundingRateAggregation

FieldTypeLabelDescription
rateOpen double optional

rateHigh double optional

rateLow double optional

rateClose double optional

predictedOpen double optional

predictedHigh double optional

predictedLow double optional

predictedClose double optional

timestamp Timestamp

liquidation_aggregation.proto

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LiquidationAggregation

FieldTypeLabelDescription
liquidations double

timestamp Timestamp

cme_open_interest_aggregation.proto

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CmeOpenInterestAggregation

FieldTypeLabelDescription
open double optional

high double optional

low double optional

close double optional

valueOpen double optional

valueHigh double optional

valueLow double optional

valueClose double optional

priceOpen double optional

priceHigh double optional

priceLow double optional

priceClose double optional

timestamp Timestamp

option_open_interest_aggregation.proto

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OptionOpenInterestAggregation

FieldTypeLabelDescription
underlyingPriceClose double optional

oiClose double optional

timestamp Timestamp

hyperliquid_liquidation_aggregation.proto

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HyperliquidLiquidationAggregation

FieldTypeLabelDescription
timestamp Timestamp

coin string

levels double repeated

timestamp/timestamp.proto

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Timestamp

Timestamp is a point in time represented as seconds and fractions of seconds at nanosecond resolution in UTC since Unix epoch.

FieldTypeLabelDescription
seconds fixed32

Seconds of UTC time since Unix epoch.

nanoseconds fixed32

Fractions of a second at nanosecond resolution.

trade.proto

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Trade

Represents a single trade transaction

FieldTypeLabelDescription
id string

Unique exchange-native identifier of the trade

price double

Price at which the trade was executed

amount double

Quantity of the asset traded

timestamp Timestamp

Timestamp when the trade occurred