Kaiko Trade Aggregates - historical Volume Weighted Average Price - VWAP

We provide historical VWAP data for over 100 exchanges and 90,000+ instruments, in real time for custom and user defined time granularity. Our VWAP service is customer oriented, obeying a data-as-a-service approach. Users define : - What exchanges - What instrument - What time granularity And get their historical VWAP dataset. Documentation is available here : https://docs.kaiko.com/#vwap-prices File services documentation is available here : https://docs.kaiko.com/#aws-s3-how-to-receive-our-data-through https://docs.kaiko.com/#gcs-how-to-receive-our-data-through We cover (i) Centralized EXchanges (e.g. Coinbase, Kraken, Binance, Huobi) - CEXes (ii) Decentralized EXchanges (e.g. Uniswap) - DEXes: our coverage is rapidely expanding. The source is transparent for the users, data is equally normalized across both DEXes and CEXes sources. Kaiko Real time CEX sourced data is collected via a redundant web-socket cluster (to mitigate connectivity issues, packet loss and optimize latency - network route in-determination of exchanges web services) backed by an automatic REST back-fill process. Kaiko Real time DEX sourced data is collected via dedicated blockchain nodes (e.g. ethereum, BSC) to fetch trade data events from the DEXes protocol smart contracts / the blocks - depending on each protocol implementation. Our infrastructure covers the different stacks for a seamless feed from user perspective - who do not have to cope with this complexity.

搜集汇总

背景与挑战

背景概述

该数据集提供覆盖100余家交易所、9万多种工具的实时历史成交量加权平均价(VWAP)数据，支持用户自定义交易所、交易对和时间粒度。数据来源包括中心化交易所(通过websocket集群采集)和去中心化交易所(通过区块链节点获取)，并采用统一标准化处理。