Product Data

Get public data on products. The word "product" and "pair" are used interchangeably here.

Information of product pairs.

GET https://api.liquid.com/products

Get all pairs for Spot, Margin, Infinity, does not include Perpetuals.

Path Parameters

Name	Type	Description
Product ID	String	To receive details of a single product pair. Example: https://api.liquid.com/products/1

200: OK Specifying Product ID = 1 (for BTCUSD)

{
    "id": "1",
    "product_type": "CurrencyPair",
    "code": "CASH",
    "name": " CASH Trading",
    "market_ask": "41831.35",
    "market_bid": "41810.09",
    "indicator": 1,
    "currency": "USD",
    "currency_pair_code": "BTCUSD",
    "symbol": "$",
    "btc_minimum_withdraw": null,
    "fiat_minimum_withdraw": null,
    "pusher_channel": "product_cash_btcusd_1",
    "taker_fee": "0.003",
    "maker_fee": "0.0",
    "low_market_bid": "41153.44",
    "high_market_ask": "42805.42",
    "volume_24h": "37.82962566",
    "last_price_24h": "41537.45",
    "last_traded_price": "41796.69",
    "last_traded_quantity": "0.00011119",
    "average_price": "41790.82728",
    "quoted_currency": "USD",
    "base_currency": "BTC",
    "tick_size": "0.01",
    "disabled": false,
    "margin_enabled": true,
    "cfd_enabled": true,
    "perpetual_enabled": false,
    "last_event_timestamp": "1641809159.198985968",
    "timestamp": "1641809159.198985968",
    "multiplier_up": "1.4",
    "multiplier_down": "0.6",
    "average_time_interval": 300,
    "progressive_tier_eligible": true,
    "exchange_rate": 0
}

200: OK All product pairs

   [
     {
        "id": "1",
        "product_type": "CurrencyPair",
        "code": "CASH",
        "name": " CASH Trading",
        "market_ask": "41828.39",
        "market_bid": "41805.57",
        "indicator": 1,
        "currency": "USD",
        "currency_pair_code": "BTCUSD",
        "symbol": "$",
        "btc_minimum_withdraw": null,
        "fiat_minimum_withdraw": null,
        "pusher_channel": "product_cash_btcusd_1",
        "taker_fee": "0.003",
        "maker_fee": "0.0",
        "low_market_bid": "41153.44",
        "high_market_ask": "42805.42",
        "volume_24h": "37.82962566",
        "last_price_24h": "41523.94",
        "last_traded_price": "41796.69",
        "last_traded_quantity": "0.00011119",
        "average_price": "41796.69",
        "quoted_currency": "USD",
        "base_currency": "BTC",
        "tick_size": "0.01",
        "disabled": false,
        "margin_enabled": true,
        "cfd_enabled": true,
        "perpetual_enabled": false,
        "last_event_timestamp": "1641809312.112677823",
        "timestamp": "1641809312.112677823",
        "multiplier_up": "1.4",
        "multiplier_down": "0.6",
        "average_time_interval": 300,
        "progressive_tier_eligible": true
    },
    {
        "id": "5",
        "product_type": "CurrencyPair",
        "code": "CASH",
        "name": " CASH Trading",
        "market_ask": "4842913.0",
        "market_bid": "4842282.0",
        "indicator": -1,
        "currency": "JPY",
        "currency_pair_code": "BTCJPY",
        "symbol": "¥",
        "btc_minimum_withdraw": null,
        "fiat_minimum_withdraw": null,
        "pusher_channel": "product_cash_btcjpy_5",
        "taker_fee": "0.003",
        "maker_fee": "0.0",
        "low_market_bid": "4768836.0",
        "high_market_ask": "4949999.0",
        "volume_24h": "974.97376474",
        "last_price_24h": "4807819.0",
        "last_traded_price": "4843700.0",
        "last_traded_quantity": "0.0005",
        "average_price": "4842293.78752",
        "quoted_currency": "JPY",
        "base_currency": "BTC",
        "tick_size": "1.0",
        "disabled": false,
        "margin_enabled": true,
        "cfd_enabled": true,
        "perpetual_enabled": false,
        "last_event_timestamp": "1641809312.282073506",
        "timestamp": "1641809312.282073506",
        "multiplier_up": "1.4",
        "multiplier_down": "0.6",
        "average_time_interval": 300,
        "progressive_tier_eligible": true
    },
    ...
]

Perpetual Products

GET https://api.liquid.com/products?perpetual=1

Query Parameters

Name	Type	Description
perpetual	string	Get all perpetual pairs with perpetual=1.

200 Currently only P-BTCJPY and P-BTCUSD are enabled as a Perpetual product.

[
  {
    "id": "603",
    "product_type": "Perpetual",
    "code": "CASH",
    "name": null,
    "market_ask": 1229400,
    "market_bid": 1228250,
    "indicator": null,
    "currency": "JPY",
    "currency_pair_code": "P-BTCJPY",
    "symbol": "¥",
    "btc_minimum_withdraw": null,
    "fiat_minimum_withdraw": null,
    "pusher_channel": "product_cash_p-btcjpy_603",
    "taker_fee": "0.0012",
    "maker_fee": "0.0",
    "low_market_bid": "1221600.0",
    "high_market_ask": "1245100.0",
    "volume_24h": "1.2127",
    "last_price_24h": "1222050.0",
    "last_traded_price": "1234300.0",
    "last_traded_quantity": "0.01",
    "average_price": "1234300.0",
    "quoted_currency": "JPY",
    "base_currency": "P-BTC",
    "tick_size": "50.0",
    "disabled": false,
    "margin_enabled": false,
    "cfd_enabled": false,
    "perpetual_enabled": true,
    "last_event_timestamp": "1598864510.205195529",
    "timestamp": "1598864510.205195529",
    "multiplier_up": "9.0",
    "multiplier_down": "0.1",
    "average_time_interval": 300,
    "index_price": "1228856.79994",
    "mark_price": "1228609.39718",
    "funding_rate": "0.00005",
    "fair_price": "1228579.955",
    "average_funding_rate_8h": "0.00032625"
  },
  {
    "id": "604",
    "product_type": "Perpetual",
    "code": "CASH",
    "name": null,
    "market_ask": 11594.5,
    "market_bid": 11576,
    "indicator": null,
    "currency": "USD",
    "currency_pair_code": "P-BTCUSD",
    "symbol": "$",
    "btc_minimum_withdraw": null,
    "fiat_minimum_withdraw": null,
    "pusher_channel": "product_cash_p-btcusd_604",
    "taker_fee": "0.0012",
    "maker_fee": "0.0",
    "low_market_bid": "11558.0",
    "high_market_ask": "11790.0",
    "volume_24h": "1.0857",
    "last_price_24h": "11559.0",
    "last_traded_price": "11660.0",
    "last_traded_quantity": "0.01",
    "average_price": "11660.0",
    "quoted_currency": "USD",
    "base_currency": "P-BTC",
    "tick_size": "0.5",
    "disabled": false,
    "margin_enabled": false,
    "cfd_enabled": false,
    "perpetual_enabled": true,
    "last_event_timestamp": "1598864510.205195529",
    "timestamp": "1598864510.205195529",
    "multiplier_up": null,
    "multiplier_down": "0.1",
    "average_time_interval": 300,
    "index_price": "11583.29162",
    "mark_price": "11583.31446",
    "funding_rate": "0.00005",
    "fair_price": "11582.51918",
    "average_funding_rate_8h": "0.001285"
  }
]

Swap Rate for a Perpetual Product

GET https://api.liquid.com/products/{product_id}/funding_rate_history?limit={limit}

Get every second's funding rate, available only for Perpetual pairs with IDs 603 (P-BTCJPY) and 604 (P-BTCUSD).

Path Parameters

Name	Type	Description
product_id	string	603 for P-BTCJPY or 604for P-BTCUSD

Query Parameters

Name	Type	Description
timestamp_gte	string	1598500000 to get results greater than and equal to this timestamp
timestamp_lte	string	1598500000 to get results lower than and equal to this timestamp
limit	string	20 to return 20 results.

200

{
  "models": [
    {
      "timestamp": "1598500000.0",
      "index_price": "11401.53407",
      "funding_rate": "0.00138",
      "mark_price": "11422.34608"
    },
    {
      "timestamp": "1598499999.0",
      "index_price": "11401.66683",
      "funding_rate": "0.00136",
      "mark_price": "11422.34971"
    },
    {
      "timestamp": "1598499998.0",
      "index_price": "11401.66338",
      "funding_rate": "0.00135",
      "mark_price": "11422.21766"
    },
    {
      "timestamp": "1598499997.0",
      "index_price": "11402.67537",
      "funding_rate": "0.00134",
      "mark_price": "11423.08219"
    },
    {
      "timestamp": "1598499996.0",
      "index_price": "11402.66031",
      "funding_rate": "0.00134",
      "mark_price": "11423.04317"
    }
  ]
}

Order Book

GET https://api.liquid.com/products/{product_id}/price_levels?full=1

Get the bids and asks.

Path Parameters

Name	Type	Description
product_id	string	Product ID 1 for BTCUSD.

Query Parameters

Name	Type	Description
full	string	Specify ?full=1 to get the full order book.

200 List stars from best bid and best ask.

{
  "buy_price_levels": [
    [
      "11645.37000",
      "0.02087471"
    ],
    [
      "11645.00000",
      "0.49666554"
    ],
    [
      "11644.67000",
      "0.05381931"
    ],
    [
      "11644.20000",
      "0.00398339"
    ],
    [
      "11644.19000",
      "0.16191157"
    ],
    [
      "11644.14000",
      "0.08154580"
    ],
    [
      "11644.07000",
      "0.09000000"
    ],
    [
      "11643.88000",
      "0.05638751"
    ],
    [
      "11643.87000",
      "0.05539142"
    ],
    [
      "11643.86000",
      "0.05539107"
    ],
    [
      "11643.83000",
      "0.00100000"
    ],
    [
      "11643.82000",
      "0.05539143"
    ],
    [
      "11643.78000",
      "0.05809000"
    ],
    [
      "11643.55000",
      "0.05539389"
    ],
    [
      "11643.42000",
      "0.09970000"
    ],
    [
      "11643.41000",
      "0.00300000"
    ],
    [
      "11643.38000",
      "0.10000000"
    ],
    [
      "11643.18000",
      "0.00400000"
    ],
    [
      "11643.13000",
      "0.06000000"
    ],
    [
      "11643.11000",
      "0.00100000"
    ],
    [
      "11643.03000",
      "0.05539682"
    ]
  ],
  "sell_price_levels": [
    [
      "11648.74000",
      "0.25779263"
    ],
    [
      "11648.75000",
      "0.04030000"
    ],
    [
      "11649.36000",
      "0.15010000"
    ],
    [
      "11653.50000",
      "0.07491424"
    ],
    [
      "11653.52000",
      "0.03000000"
    ],
    [
      "11653.64000",
      "0.03430000"
    ],
    [
      "11654.43000",
      "1.00000000"
    ],
    [
      "11654.44000",
      "0.30140000"
    ],
    [
      "11654.93000",
      "0.03160000"
    ],
    [
      "11654.97000",
      "0.00100000"
    ],
    [
      "11654.98000",
      "0.05539142"
    ],
    [
      "11655.04000",
      "0.06039682"
    ],
    [
      "11655.06000",
      "0.05539389"
    ],
    [
      "11655.12000",
      "0.00900000"
    ],
    [
      "11655.13000",
      "0.05603000"
    ],
    [
      "11655.21000",
      "0.00520000"
    ],
    [
      "11655.22000",
      "0.05539143"
    ],
    [
      "11655.26000",
      "0.17820000"
    ],
    [
      "11655.33000",
      "0.00100000"
    ],
    [
      "11655.52000",
      "0.00100000"
    ],
    [
      "11655.64000",
      "0.14000000"
    ]
  ],
  "timestamp": "1598871499.214378108"
}

Trade Feed

GET https://api.liquid.com/executions?product_id={product_id}&limit={limit}&page={page}

Get historical orders that were executed a.k.a. trade feed.

Query Parameters

Name	Type	Description
product_id	string	Specify ?product_id=1 for BTCUSD.
timestamp	string	Request for result starting from timestamp=160000000
limit	string	10 results to return when limit=10
page	string	Use together with limit, a limit of 10 and page=2 will return results from 11th - 20th.

200

{
  "current_page": 1,
  "total_pages": 2,
  "models": [
    {
      "id": 357103334,
      "quantity": 0.05489874,
      "price": 11672.15,
      "taker_side": "sell",
      "created_at": 1598872276
    },
    {
      "id": 357103252,
      "quantity": 0.002756,
      "price": 11672.15,
      "taker_side": "sell",
      "created_at": 1598872274
    },
    {
      "id": 357101860,
      "quantity": 0.01793154,
      "price": 11661.93,
      "taker_side": "buy",
      "created_at": 1598872174
    },
    {
      "id": 357101855,
      "quantity": 0.06,
      "price": 11661.93,
      "taker_side": "buy",
      "created_at": 1598872174
    },
    {
      "id": 357101644,
      "quantity": 0.02206846,
      "price": 11661.93,
      "taker_side": "buy",
      "created_at": 1598872151
    },
    {
      "id": 357101531,
      "quantity": 0.14398658,
      "price": 11660,
      "taker_side": "buy",
      "created_at": 1598872143
    },
    {
      "id": 357101530,
      "quantity": 0.002,
      "price": 11660,
      "taker_side": "buy",
      "created_at": 1598872143
    },
    {
      "id": 357101528,
      "quantity": 0.002,
      "price": 11660,
      "taker_side": "buy",
      "created_at": 1598872143
    },
    {
      "id": 357101526,
      "quantity": 0.01,
      "price": 11660,
      "taker_side": "buy",
      "created_at": 1598872143
    },
    {
      "id": 357101316,
      "quantity": 0.02,
      "price": 11660,
      "taker_side": "buy",
      "created_at": 1598872120
    },
    {
      "id": 357100802,
      "quantity": 0.02201342,
      "price": 11660,
      "taker_side": "buy",
      "created_at": 1598871991
    },
    {
      "id": 357100581,
      "quantity": 0.008,
      "price": 11655.12,
      "taker_side": "buy",
      "created_at": 1598871957
    },
    {
      "id": 357100574,
      "quantity": 0.01,
      "price": 11655.12,
      "taker_side": "buy",
      "created_at": 1598871950
    },
    {
      "id": 357099383,
      "quantity": 0.02214758,
      "price": 11645.93,
      "taker_side": "buy",
      "created_at": 1598871551
    },
    {
      "id": 357099113,
      "quantity": 0.02207552,
      "price": 11646.85,
      "taker_side": "buy",
      "created_at": 1598871411
    },
    {
      "id": 357099098,
      "quantity": 0.02202092,
      "price": 11646.85,
      "taker_side": "buy",
      "created_at": 1598871391
    },
    {
      "id": 357099058,
      "quantity": 0.02201154,
      "price": 11646.72,
      "taker_side": "buy",
      "created_at": 1598871371
    },
    {
      "id": 357098843,
      "quantity": 0.02197002,
      "price": 11646.52,
      "taker_side": "buy",
      "created_at": 1598871271
    },
    {
      "id": 357098745,
      "quantity": 0.02200092,
      "price": 11646.43,
      "taker_side": "buy",
      "created_at": 1598871211
    },
    {
      "id": 357098698,
      "quantity": 0.02196642,
      "price": 11645.19,
      "taker_side": "buy",
      "created_at": 1598871191
    }
  ]
}

Chart Data (K-Line)

GET https://api.liquid.com/products/{product_id}/ohlc?resolution={resolution}

Get candle sticks data, ohlc stands for open, high, low, close.

Path Parameters

Name	Type	Description
product_id	string	Product ID 1 for BTCUSD.

Query Parameters

Name	Type	Description
resolution	string	Specify resolution=60 to get minute candles, resolution=3600 to get hourly candles, multiply 3600 by 24 to get daily candles.

200 Sorted from oldest to latest i.e. the first on the list is the oldest data. Data returned are: - timestamp - open - high - low - close - volume

{
    "data": 
    [
        [
            1593842400,
            9109.56,
            9118.4,
            9099.99,
            9109.2,
            5.39553224
        ],
        [
            1593846000,
            9109.62,
            9118.16,
            9094.71,
            9100.32,
            0.1837079
        ],
        [
            1593849600,
            9100.0,
            9100.0,
            9090.63,
            9094.65,
            0.33478034
        ],
        [
            1593853200,
            9099.24,
            9102.95,
            9097.5,
            9097.62,
            0.3819536
        ],
        [
            1593856800,
            9096.77,
            9099.2,
            9088.16,
            9093.7,
            0.18550804
        ],
        [
            1593860400,
            9087.04,
            9087.26,
            9082.22,
            9083.29,
            1.43537128
        ],
        [
            1593864000,
            9080.46,
            9089.27,
            9080.46,
            9089.27,
            0.32677048
        ],
        [ ... ]
    ]
}

Perpetual Index Chart

GET https://api.liquid.com/products/{product_id}/perpetual_index_chart?resolution={resolution}

Index price is derived from 5 exchanges and price is the average of 3 out of 5.

Path Parameters

Name	Type	Description
product_id	string	For P-BTCJPY specify 603 and for P-BTCUSD specify 604

Query Parameters

Name	Type	Description
resolution	string	Specify resolution=60 to get minute to minute index price. To get hourly index price specify resolution=3600

200 Sorted from oldest to latest, first on the list is oldest. Notice that the time interval is 60 seconds for this example. Data returned are: - timestamp - open - high - low - close

{
    "data": [
        [
            1611631260,
            "32058.50421",
            "32132.38741",
            "32058.50421",
            "32127.48918"
        ],
        [
            1611631320,
            "32120.80204",
            "32231.41607",
            "32118.99101",
            "32201.52692"
        ],
        [
            1611631380,
            "32203.13786",
            "32203.20849",
            "32092.15407",
            "32092.15407"
        ],
        [
            1611631440,
            "32095.64657",
            "32110.50237",
            "32051.30275",
            "32051.30275"
        ],
        [
            1611631500,
            "32040.44221",
            "32117.95886",
            "32029.20491",
            "32039.96204"
        ],
        ...
    ]
}