REST endpoints¶

Base URL: https://api.klondike-crypto.com. Every response is JSON. The full schema is in the OpenAPI reference.

Symbols¶

GET /v1/symbols?q=btc

The symbols the API received trades for in the last ten minutes, with the venues they traded on. q filters on a case insensitive substring.

{"symbols": [
  {"symbol": "BTC/USDT", "market": "spot", "venues": ["binance", "bybit", "okx"], "lastTradeTs": 1793706479654},
  {"symbol": "BTC/USDT:USDT", "market": "perp", "venues": ["binanceusdm", "bybit"], "lastTradeTs": 1793706479650}
]}

Trades¶

GET /v1/trades?symbol=BTC/USDT&limit=100&since=1793706400000&venues=binance,okx

Parameter
`symbol`	required
`limit`	1 to 1000, default 100	the most recent trades
`since`	ms	only trades strictly after this time
`venues`	comma separated	all venues when absent

{"symbol": "BTC/USDT", "trades": [
  {"ts": 1793706479654, "venue": "binance", "price": 104250.1, "qty": 0.0125, "side": "buy"},
  {"ts": 1793706479702, "venue": "okx", "price": 104249.9, "qty": 0.4, "side": "sell"}
]}

Trades are sorted by time, oldest first. side is the aggressor side (buy, sell, unknown).

The API keeps the last 1,000 trades of each symbol: this endpoint is a recent window, not a history. To get every trade, stream them; to catch up after a disconnection, call it with since set to the time of the last trade you received.

Orderbook¶

GET /v1/orderbook?symbol=BTC/USDT&depth=50&venues=binance,coinbase

Parameter
`symbol`	required
`depth`	1 to 1000, default 50	levels per side
`venues`	comma separated	levels of these venues only; `venues` of the response always has them all

{"symbol": "BTC/USDT", "ts": 1793706479000,
 "venues": [
   {"venue": "binance", "ts": 1793706478950, "bid": 104250.0, "bidQty": 1.2, "ask": 104250.1, "askQty": 0.8},
   {"venue": "kraken", "ts": 1793706478890, "bid": 104249.0, "bidQty": 0.5, "ask": null, "askQty": null}
 ],
 "bids": [{"price": 104250.0, "qty": 1.2, "venue": "binance"}, {"price": 104249.0, "qty": 0.5, "venue": "kraken"}],
 "asks": [{"price": 104250.1, "qty": 0.8, "venue": "binance"}]}

venues: the best bid and ask of each venue on its whole book, null when it has none; ts is the last update of the venue book.
bids (highest first) and asks (lowest first): the merged levels. Two venues at the same price are two levels.
The merged book can be crossed (a bid above an ask of another venue): a real opportunity, short lived, or a stale book. Compare the ts of the venues.

The venues are merged about once a second. The first request for a symbol nobody follows can take up to two seconds; a symbol no venue streams gives a 404. Asking for a pair outside the ones Klondike follows makes Klondike start streaming it when a venue lists it: retry a few seconds later.

Overview¶

GET /v1/overview

The market overview, refreshed every few seconds. With If-None-Match set to the ETag of the previous response, the API answers 304 Not Modified while it has not changed. It is served gzipped when the client accepts it.

{
  "ts": 1793706479654,
  "windowsFromTs": 1793702880000,
  "feeds": {"venues": 40, "venuesKnown": 42, "booksLive": 1565, "lagMsP50": 111},
  "pairs": [{
    "symbol": "BTC/USDT", "base": "BTC", "quote": "USDT", "market": "spot",
    "status": "ok", "exchanges": 31, "live": 30, "mid": 104250.05,
    "volume1hUsd": 812345678, "volumeTopExchange": "binance", "volumeTopShare": 0.41,
    "depth10Usd": 48123456, "depth10PartialShare": 0.02, "imbalance": -0.08,
    "impact": [{
      "notionalUsd": 1000000,
      "buyAllInBps": 7.3, "sellAllInBps": 7.1, "buyFilled": 1, "sellFilled": 1,
      "buyVenues": 9, "sellVenues": 8,
      "bestSingleBuyAllInBps": 10.2, "bestSingleSellAllInBps": 10.4,
      "bestSingleBuyExchange": "binance", "bestSingleSellExchange": "okx"
    }],
    "crosses1h": 42, "crossesPositive1h": 1, "maxNetBps1h": 0.4, "basisBps": null
  }],
  "leaders": [{"exchange": "binance", "share": 0.31}],
  "implied": {
    "pegs": [{"symbol": "USDT/USD", "bps": -15.85, "venueSpreadBps": 20.58, "venues": 13}],
    "fx": [{"ccy": "EUR", "implied": 1.1178, "direct": null, "devBps": null}],
    "triangles": [{"cross": "ETH/BTC", "cycle": "BTC → USDT → ETH → BTC", "bestNetBps": -5.0}]
  },
  "paths": [{"sell": "EUR", "buy": "BTC", "quantity": 100000, "tokens": ["EUR", "USDC", "BTC"], "costBps": 12.4, "directCostBps": 15.1, "ts": 1793706460000}]
}

Pairs¶

Field
`status`, `reasons`	data quality only: `ok`, `warn`, `alert`, `down`; the reasons name the venues: `stale:<venue>` (book not updated), `not_live:<venue>`, `outlier:<venue>` (quotes far from the others), `cross_stale:<venue>` (crossed by a stale book)
`exchanges`, `live`	venues listing the pair, venues with a live book
`mid`	consolidated mid; the median of the venue mids when the merged book is crossed
`volume1hUsd`	notional traded over the last hour, measured on the trades received, not declared by the venues; `volumeTopExchange` and `volumeTopShare` say how concentrated it is
`depth10Usd`	bid + ask depth within ±10 bps of the mid, in USD; a lower bound when some books stop before ±10 bps (`depth10PartialShare` of it)
`imbalance`	(bid − ask) / (bid + ask) within ±50 bps, from −1 to 1
`impact`	the cost of a market order of `notionalUsd` (100 k$, 1 M$, 10 M$), in bps of the mid, taker fees included: on the merged book (`buyAllInBps`, `sellAllInBps`, venues touched), and on the best single venue (`bestSingle`). A cost is `null` when the book cannot fill the order; `buyFilled` / `sellFilled` then say how much it can. The gain of aggregation is `bestSingleAllInBps − *AllInBps`; it can be negative, a single venue being cheaper after fees.
`crosses1h`, `crossesPositive1h`, `maxNetBps1h`	crosses between venues over the last hour, transient ones included; those net positive after the taker fees of both legs; the best net
`basisBps`	perpetuals: (mid perp − mid spot) / mid spot against the spot pair of the same quote, `null` without a live spot

Other parts¶

Field
`feeds`	venues with at least one live book out of the venues known, live books, median latency of the books
`leaders`	the share of the time each venue holds the best consolidated bid or ask over the last hour, on BTC, ETH and SOL spot, ties split: the shares sum to 1
`implied.pegs`	stablecoin pairs: consolidated mid in bps from 1, spread between the venue mids
`implied.fx`	the rate of a fiat currency in USD implied by crypto pairs (median of mid(X/USD) / mid(X/ccy)), against the direct pair when there is one
`implied.triangles`	the best of the two cycles through a cross pair and USDT, net of the taker fees of the three legs
`paths`	the cheapest conversion path for a few fixed conversions, fees included, against the direct pair; empty while the path finder is not connected