Coin Metrics Timeseries stream API is one of 19 APIs that Coin Metrics publishes on the APIs.io network, described by a machine-readable OpenAPI specification and an AsyncAPI event-driven specification.
Tagged areas include Timeseries stream. The published artifact set on APIs.io includes an OpenAPI specification, API documentation, an API reference, and an AsyncAPI specification.
This API exposes
11 operations
across 11 paths,
and defines 76 schemas.
It is described by OpenAPI 3.2.0, at version 4.0.0.
Requests are made against 3 base URLs: https://api.coinmetrics.io/v4, wss://api.coinmetrics.io/v4, https://community-api.coinmetrics.io/v4.
The identity and technical contract details declared by the specification.
TradeInitiator
string
Swap transaction initiator. Available for DeFi markets only.
StreamingMarketOpenInterest
object
Market open interest WebSocket message.
6 properties
5 required
CandleTradesCount
string
The number of trades used for candle calculation.
MarketQuote
object
Information about market quote.
7 properties
3 required
MarketCandle
object
Information about market candle.
10 properties
10 required
QuoteMidPrice
string
The average of the bid price and ask price.
IndexLevel
object
Information about index level.
4 properties
3 required
MarketId
string
Unique name of the market.
TradeAmount
string
The amount of the base asset traded.
Asset
string
Name of the asset.
CandlePriceHigh
string
The high price of the candle.
QuoteBidSize
string
The size of the top bid on the order book. If no bids in the order book, the bid size is skipped.
LiquidationPrice
string
The price of the base asset quoted in the quote asset that the liquidation was executed at.
LiquidationAmount
string
The amount of the base asset liquidated.
StreamingAssetMetric
object
Metric values.
3 properties
3 required
CandleVwap
string
The volume-weighted average price of the candle.
TradePrice
string
The price of the base asset quoted in the quote asset that the trade was executed at.
CandlePriceOpen
string
The opening price of the candle.
TradeImpliedVolatility
string
Implied volatility calculated from the trade price.
MarkPrice
string
The price representing the futures' or option's price calculated by the exchange for risk management purposes.
OrderBookType
string
Type of the order book.
Pair
string
Pair string representation as - .
TradeBlockHeight
string
Swap block height. Available for DeFi markets only.
Index
string
Name of the index.
StreamingAggregatedSpreadQuote
OrderBookAndQuoteCoinMetricsId
string
ID of an order book or quote. It can be generated by Coin Metrics or provided by an exchange. If it is generated by Coin Metrics it is unique. If it is generat…
Verification
object
Information about verification.
3 properties
1 required
OrderBookSize
string
The size of the limit order on the order book in units of the base asset.
QuoteBidPrice
string
The limit price of the top bid on the order book. If no bids in the order book, the bid price is skipped.
StreamingMarketTrade
object
Market trade WebSocket message.
18 properties
7 required
TradeCollectTime
string
Time of when the trade was received from the exchange.
OrderBookAsks
array
The ask orders on the order book.
ContractCount
string
Number of contracts.
TradeIndexPrice
string
The price index is an aggregate price derived from the major exchanges to be representative of the underlying asset's market consensus price.
OrderBookBids
array
The bids orders on the order book.
CandleUsdVolume
string
The volume of the candle in USD.
TradeTransactionId
string
Swap transaction ID. Available for DeFi markets only.
CandleVolume
string
The volume of the candle in units of the base asset.
AggregatedSpreadQuote
object
Information about aggregated spread quote.
8 properties
2 required
BookEntry
object
2 properties
2 required
QuoteAskPrice
string
The limit price of the top ask on the order book. If no asks in the order book, the ask price is skipped.
LiquidationType
string
The liquidation type. "trade" means that liquidation was executed, "order" means that the order was placed for the liquidation at the timestamp of the data ent…
SettlementPriceEstimated
string
The estimated price of the underlying asset.
TradeBlockHash
string
Swap block hash. Available for DeFi markets only.
OpenInterestExchangeTime
string
Time corresponding to open interest data point, according to the exchange. Can be NULL, if exchange doesn't support it.
QuoteAskSize
string
The size of the top ask on the order book. If no asks in the order book, the ask size is skipped.
OptionTickerExchangeTime
string
Time corresponding to option ticker data point, according to the exchange. Can be NULL, if exchange doesn't support it.
TradeSide
string
The market order side. "buy" means that an ask was removed from the book by an incoming buy order, "sell" means that a bid was removed from the book by an inco…
StreamingMarketLiquidation
object
Market liquidation WebSocket message.
8 properties
7 required
IndexPrice
string
The price index is an aggregate price derived from the major exchanges to be representative of the underlying asset's market consensus price.
OrderBookPrice
string
The limit price of the order on the order book.
StreamingMarketContractPrice
object
Market contract price WebSocket message.
7 properties
3 required
Signature
string
The signature information.
cmSequenceId
string
The monotonically increasing message number, resets on disconnection.
ErrorObject
object
2 properties
2 required
CandlePriceLow
string
The low price of the candle.
CandlePriceClose
string
The closing price of the candle.
TradesCoinMetricsId
string
ID of a trade (unique per exchange market). We are using exchange reported value if exchange reports a unique numeric trade id. If exchange reports trade id as…
QuoteSpread
string
The difference between the bid price and ask price as a percentage of the mid price.
TradeMarkPrice
string
The price representing the futures' or option's price calculated by the exchange for risk management purposes.
LiquidationsCoinMetricsId
string
ID of a liquidation (unique per exchange market). We are using exchange reported value if exchange reports a unique numeric liquidation id. If exchange reports…
VerificationTime
string
The verification time of the index.
OrderBookCollectTime
string
Time of when the order book was received from the exchange.
ErrorResponse
object
1 property
1 required
LiquidationSide
string
The market order side. "buy" means that an ask was removed from the book by an incoming buy order, "sell" means that a bid was removed from the book by an inco…
ContractValueUSD
string
Deprecated. Contract value in USD. This field was previously calculated using hardcoded logic that no longer reflects current contract specifications across al…
TradeBeneficiary
string
Swap output receiver. Available for DeFi markets only.
VerificationIndexLevelValue
string
The verification value of the index.
Time
string
The time in ISO 8601 date-time format. Always with nanoseconds precision.
TradeSender
string
Swap caller. Available for DeFi markets only.
TradeLiquidation
string
Indicates whether the maker side, taker side, or both sides of the trade is under liquidation.
IndexLevelValue
string
The value of the index.
The full machine-readable OpenAPI contract behind this narrative.
Other APIs Coin Metrics publishes across the network.