This is an SSE endpoint. Learn more about SSE here. You can think of SSE as an unidirectional channel from the server to the client. It is much more efficient than websocket to display real time data on a frontend and it is supported by most browsers as of today.

Query Parameters

get_entry_params

object

required

Base parameters for entry requests including interval, aggregation mode, and routing options

get_entry_params.timestamp

integer

required

The unix timestamp in seconds to retrieve historical price data. This endpoint will return the first update whose timestamp is <= the provided value.

If not provided, returns the latest available price.

Examples

1_647_820_800: Returns price data from March 21, 2022 00:00:00 UTC
null: Returns the most recent price update

Example:

1647820800

get_entry_params.aggregation

enum<string> | null

Method used to aggregate prices from multiple sources.

Available modes

median: Middle value (default, more manipulation resistant)
mean: Average of all values
twap: Time-Weighted Average Price

Available options:

median,

mean,

twap

get_entry_params.entry_type

enum<string> | null

Type of market entry to retrieve

Available types

spot: Spot market prices (default)
perp: Perpetual futures prices
future: Fixed-expiry futures prices

Available options:

spot,

perp,

future

get_entry_params.expiry

string | null

Expiry date for future contracts in ISO 8601 format. Only applicable when entry_type is "future".

Example

"2024-12-31": December 31, 2024 expiry
null: Not applicable for spot/perp markets

Example:

"2024-12-31"

get_entry_params.interval

enum<string> | null

Time interval for aggregated price data. Different intervals affect how price data is aggregated and can be used to get OHLC (Open/High/Low/Close) data at various timeframes.

Available intervals

100ms: 100 milliseconds - High frequency trading
1s: 1 second - Real-time trading
5s: 5 seconds - Short-term price movements
1min: 1 minute - Intraday trading
15min: 15 minutes - Medium-term analysis
1h: 1 hour - Daily trading patterns
2h: 2 hours (default) - Extended market analysis
1d: 1 day - Long-term trends
1w: 1 week - Strategic market overview

Available options:

100ms,

1s,

5s,

1min,

15min,

1h,

2h,

1d,

1w

get_entry_params.routing

boolean | null

Enable price routing through intermediate pairs. When true, if a direct price for the requested pair is not available, the system will attempt to calculate it using intermediate pairs.

Example

For BTC/EUR when routing is enabled:

If direct BTC/EUR price is unavailable
System might route through BTC/USD and EUR/EUR

Default: true

Example:

true

pairs[]

string[]

required

List of trading pairs to stream prices for (e.g. ["ETH/USD", "BTC/USD"])

historical_prices

integer | null

Number of historical price entries to fetch on initial connection (default: 100)

Required range: x >= 0

Response

200 - text/event-stream

Server-sent events stream of price entries for multiple pairs

The response is of type file.

Overview

Offchain

Onchain

Websocket

Multi Stream

Query Parameters

Examples

Available modes

Available types

Example

Available intervals

Example

Response