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.

我们提供覆盖超100家交易所、9万余种交易标的的历史成交量加权平均价（Volume Weighted Average Price，简称VWAP）数据，并支持基于自定义时间粒度的实时数据服务。本VWAP服务以客户为中心，采用数据即服务（Data-as-a-Service，简称DaaS）的交付模式。用户仅需指定所需的交易所、交易标的以及时间粒度，即可获取专属的历史VWAP数据集。相关文档可访问：https://docs.kaiko.com/#vwap-prices。文件服务文档可访问：https://docs.kaiko.com/#aws-s3-how-to-receive-our-data-through、https://docs.kaiko.com/#gcs-how-to-receive-our-data-through。我们的覆盖范围包括：(i) 中心化交易所（Centralized Exchange，简称CEX），例如Coinbase、Kraken、币安（Binance）、火币（Huobi）；(ii) 去中心化交易所（Decentralized Exchange，简称DEX），例如Uniswap，且覆盖范围正快速扩张。对用户而言，数据源完全透明，且针对中心化与去中心化交易所的数据源均采用统一的数据标准化处理流程。Kaiko的中心化交易所实时数据通过冗余WebSocket集群采集（以缓解交易所Web服务的连接中断、数据包丢失问题，并优化延迟与网络路由不确定性），并辅以自动化REST回填流程以完善数据。Kaiko的去中心化交易所实时数据通过专属区块链节点（例如以太坊（Ethereum）、币安智能链（BSC））采集，根据各协议的具体实现，从DEX协议智能合约或区块中获取交易数据事件。我们的基础设施覆盖各类技术栈，可为用户提供无缝的数据接入服务，无需用户自行处理此类技术复杂度。

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。