Candlesticks

Query historical candlesticks by product and granularity / period.

Rate limits

• Dynamic based on limit param provided (weight = 2 + limit / 10)

  • E.g: With limit=100, you can make up to 200 requests per min or 33 requests / 10 secs.

See more details in API Rate limits

Available Granularities

The following granularities / periods are supported (in seconds):

Granularity name	Granularity value (in seconds)
1 minute	60
5 minutes	300
15 minutes	900
1 hour	3600
2 hours	7200
4 hours	14400
1 day	86400
1 week	604800
4 weeks	2419200

Request

Product candlesticks

Query product candlesticks ordered by timestamp desc.

POST [ARCHIVE_ENDPOINT]

Body

{
  "candlesticks": {
    "product_id": 1,
    "granularity": 60,
    "limit": 2
  }
}

Request Parameters

Parameter	Type	Required	Description
product_id	number	Yes	Id of product to fetch candlesticks for.
granularity	number	Yes	Granularity value in seconds.
max_time	number / string	No	When providing max_time (unix epoch in seconds), only return candlesticks with timestamp <= max_time
limit	number	No	Max number of candlesticks to return. defaults to 100. max possible of 500.

Response

{
  "candlesticks": [
    {
      "product_id": 1,
      "granularity": 60,
      "submission_idx": "627709",
      "timestamp": "1680118140",
      "open_x18": "27235000000000000000000",
      "high_x18": "27298000000000000000000",
      "low_x18": "27235000000000000000000",
      "close_x18": "27298000000000000000000",
      "volume": "1999999999999999998"
    },
    {
      "product_id": 1,
      "granularity": 60,
      "submission_idx": "627699",
      "timestamp": "1680118080",
      "open_x18": "27218000000000000000000",
      "high_x18": "27245000000000000000000",
      "low_x18": "27218000000000000000000",
      "close_x18": "27245000000000000000000",
      "volume": "11852999999999999995"
    }
  ]
}

Response Fields

Field name	Description
submission_idx	Id of the latest recorded transaction that contributes to the candle.
product_id	Id of product candle is associated to.
granularity	Candle time interval, expressed in seconds, representing the aggregation period for trading volume and price data
open_x18	The first fill price of the candle, multiplied by 10^18
high_x18	The highest recorded fill price during the defined interval of the candle, multiplied by 10^18
low_x18	The lowest recorded fill price during the defined interval of the candle, multiplied by 10^18
close_x18	The last price of the candle, multiplied by 10^18
volume	Asset volume, which represents the absolute cumulative fill amounts during the time interval of the candle, multiplied by 10^18