Kaiko Order Book Snapshot - real-time centralized exchanges tick by tick order books depth

We provide real-time trade data for over 100 exchanges and 90,000+ instruments. Order Book snapshot is a product specific to centralized exchanges operating the market as per traditional finance standards, with an order book for each trading instrument. Real time REST API documentation is available here : https://docs.kaiko.com/#order-book-snapshots-raw The source is transparent for the users, data is equally normalized across CEX 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. 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

该数据集提供集中式交易所的实时订单簿快照，覆盖超过100家交易所和9万多种交易工具，数据通过WebSocket集群和REST API收集并标准化，确保来源透明和用户使用便捷。