Authorized Market Data

Authorized market data endpoints provide feeds pertain to specific clients with all in fee included in the quotes.

API Access and Authorization

API Authentication is done using an API key and signature. User needs to associate the following information in the request header. View the Authorization page for more detail.

Orderbook

Get client specific aggregated orderbook with fees included by symbol

GET https://market.aquanow.io/v2/orderbook

Returns orderbook data after applying custom market data spread.

Query Parameters

Name	Type	Description
symbol*	String	e.g., BTC-USD Currency pair
precision	Number	e.g., 2 Precision level
depth	Number	e.g.,200 Orderbook depth
accountId	Number	e.g., CA11240518R Account Id

Headers

Name	Type	Description
x-api-key*	String	{{x-api-key}} Api Auth Key
x-signature *	String	32c92460f65cbb78d0eaf9a4361fb6b0a2bb8bb4c40f531e9974a0afc12d9a328b5ff621a544d242ee9ba1dfa799c85a Signature created using your API secret
x-nonce*	String	1657731573930 Timestamp in millisecond

200: OK

Returns a MarketDataObject.

{
  "dataType": "aggOB",
  "lastUpdated": 1568927470001,
  "symbol": "BTC-USD",
  "precision": [
    1,
    2
  ],
  "bids": [
    {
      "quote": 10266.84,
      "quantity": 0.0072,
      "cumulativeQuantity": 0.0072
    },
    {
      "quote": 10266.5,
      "quantity": 1.948,
      "cumulativeQuantity": 1.9552
    },
    {
      "quote": 10266,
      "quantity": 0.06,
      "cumulativeQuantity": 2.0152
    },
    {
      "quote": 10263.93,
      "quantity": 0.06,
      "cumulativeQuantity": 2.0752
    },
    {
      "quote": 10263.7,
      "quantity": 0.1,
      "cumulativeQuantity": 2.1752
    },
    {
      "quote": 10262.2,
      "quantity": 0.25,
      "cumulativeQuantity": 2.4252
    },
    {
      "quote": 10261.71,
      "quantity": 0.1948,
      "cumulativeQuantity": 2.62
    },
    {
      "quote": 10261.7,
      "quantity": 0.399,
      "cumulativeQuantity": 3.019
    },
    {
      "quote": 10255.91,
      "quantity": 0.6246,
      "cumulativeQuantity": 3.6436
    },
    {
      "quote": 10255.89,
      "quantity": 0.1,
      "cumulativeQuantity": 3.7436
    },
    {
      "quote": 10253.79,
      "quantity": 0.0853,
      "cumulativeQuantity": 3.8289
    },
    {
      "quote": 10253.78,
      "quantity": 0.1,
      "cumulativeQuantity": 3.9289
    },
    {
      "quote": 10253.42,
      "quantity": 4,
      "cumulativeQuantity": 7.9289
    },
    {
      "quote": 10253.32,
      "quantity": 0.1,
      "cumulativeQuantity": 8.0289
    },
    {
      "quote": 10252.38,
      "quantity": 0.0158,
      "cumulativeQuantity": 8.0447
    },
    {
      "quote": 10250.81,
      "quantity": 0.0508,
      "cumulativeQuantity": 8.0955
    },
    {
      "quote": 10248.85,
      "quantity": 4.8,
      "cumulativeQuantity": 12.8955
    },
    {
      "quote": 10248.66,
      "quantity": 0.1016,
      "cumulativeQuantity": 12.9971
    },
    {
      "quote": 10247.23,
      "quantity": 0.1,
      "cumulativeQuantity": 13.0971
    },
    {
      "quote": 10247.12,
      "quantity": 0.1995,
      "cumulativeQuantity": 13.2966
    },
    {
      "quote": 10245.21,
      "quantity": 0.0507,
      "cumulativeQuantity": 13.3473
    },
    {
      "quote": 10244.26,
      "quantity": 2,
      "cumulativeQuantity": 15.3473
    },
    {
      "quote": 10242.39,
      "quantity": 0.1,
      "cumulativeQuantity": 15.4473
    },
    {
      "quote": 10242.29,
      "quantity": 0.0316,
      "cumulativeQuantity": 15.4789
    },
    {
      "quote": 10240.08,
      "quantity": 0.0474,
      "cumulativeQuantity": 15.5263
    },
    {
      "quote": 10239.29,
      "quantity": 0.6598,
      "cumulativeQuantity": 16.1861
    },
    {
      "quote": 10238.96,
      "quantity": 0.1,
      "cumulativeQuantity": 16.2861
    },
    {
      "quote": 10234,
      "quantity": 0.0021,
      "cumulativeQuantity": 16.2882
    },
    {
      "quote": 10228.23,
      "quantity": 0.1,
      "cumulativeQuantity": 16.3882
    },
    {
      "quote": 10226.19,
      "quantity": 0.2491,
      "cumulativeQuantity": 16.6373
    },
    {
      "quote": 10225.73,
      "quantity": 0.0019,
      "cumulativeQuantity": 16.6392
    },
    {
      "quote": 10222.5,
      "quantity": 0.1,
      "cumulativeQuantity": 16.7392
    },
    {
      "quote": 10218.67,
      "quantity": 0.001,
      "cumulativeQuantity": 16.7402
    },
    {
      "quote": 10216.33,
      "quantity": 0.0029,
      "cumulativeQuantity": 16.7431
    },
    {
      "quote": 10212.85,
      "quantity": 0.0014,
      "cumulativeQuantity": 16.7445
    },
    {
      "quote": 10200.01,
      "quantity": 0.0294,
      "cumulativeQuantity": 16.7739
    },
    {
      "quote": 10200,
      "quantity": 0.2628,
      "cumulativeQuantity": 17.0367
    },
    {
      "quote": 10196.46,
      "quantity": 6.4736,
      "cumulativeQuantity": 23.5103
    },
    {
      "quote": 10195,
      "quantity": 0.0021,
      "cumulativeQuantity": 23.5124
    },
    {
      "quote": 10182,
      "quantity": 0.1574,
      "cumulativeQuantity": 23.6698
    },
    {
      "quote": 10180,
      "quantity": 0.0155,
      "cumulativeQuantity": 23.6853
    },
    {
      "quote": 10173.38,
      "quantity": 0.0016,
      "cumulativeQuantity": 23.6869
    },
    {
      "quote": 10168.47,
      "quantity": 0.0019,
      "cumulativeQuantity": 23.6888
    },
    {
      "quote": 10163.12,
      "quantity": 0.012,
      "cumulativeQuantity": 23.7008
    },
    {
      "quote": 10156,
      "quantity": 0.0021,
      "cumulativeQuantity": 23.7029
    },
    {
      "quote": 10152.54,
      "quantity": 0.0045,
      "cumulativeQuantity": 23.7074
    },
    {
      "quote": 10137.69,
      "quantity": 0.02,
      "cumulativeQuantity": 23.7274
    },
    {
      "quote": 10131.48,
      "quantity": 0.0076,
      "cumulativeQuantity": 23.735
    },
    {
      "quote": 10125,
      "quantity": 0.0404,
      "cumulativeQuantity": 23.7754
    },
    {
      "quote": 10117,
      "quantity": 0.0021,
      "cumulativeQuantity": 23.7775
    }
  ],
  "asks": [
    {
      "quote": 10272.58,
      "quantity": 0.0061,
      "cumulativeQuantity": 0.0061
    },
    {
      "quote": 10272.78,
      "quantity": 0.0475,
      "cumulativeQuantity": 0.0536
    },
    {
      "quote": 10275.52,
      "quantity": 0.0632,
      "cumulativeQuantity": 0.1168
    },
    {
      "quote": 10277.44,
      "quantity": 0.0602,
      "cumulativeQuantity": 0.177
    },
    {
      "quote": 10277.45,
      "quantity": 0.1,
      "cumulativeQuantity": 0.277
    },
    {
      "quote": 10278.06,
      "quantity": 0.5,
      "cumulativeQuantity": 0.777
    },
    {
      "quote": 10278.56,
      "quantity": 0.25,
      "cumulativeQuantity": 1.027
    },
    {
      "quote": 10279.34,
      "quantity": 0.15,
      "cumulativeQuantity": 1.177
    },
    {
      "quote": 10280.15,
      "quantity": 0.1283,
      "cumulativeQuantity": 1.3053
    },
    {
      "quote": 10281.75,
      "quantity": 0.15,
      "cumulativeQuantity": 1.4553
    },
    {
      "quote": 10285.25,
      "quantity": 0.0508,
      "cumulativeQuantity": 1.5061
    },
    {
      "quote": 10286.3,
      "quantity": 2.02,
      "cumulativeQuantity": 3.5261
    },
    {
      "quote": 10286.8,
      "quantity": 0.1944,
      "cumulativeQuantity": 3.7205
    },
    {
      "quote": 10286.81,
      "quantity": 0.1016,
      "cumulativeQuantity": 3.8221
    },
    {
      "quote": 10289.44,
      "quantity": 0.0506,
      "cumulativeQuantity": 3.8727
    },
    {
      "quote": 10291.13,
      "quantity": 2,
      "cumulativeQuantity": 5.8727
    },
    {
      "quote": 10291.5,
      "quantity": 0.1013,
      "cumulativeQuantity": 5.974
    },
    {
      "quote": 10292.16,
      "quantity": 0.152,
      "cumulativeQuantity": 6.126
    },
    {
      "quote": 10293.12,
      "quantity": 0.0176,
      "cumulativeQuantity": 6.1436
    },
    {
      "quote": 10295.25,
      "quantity": 0.5828,
      "cumulativeQuantity": 6.7264
    },
    {
      "quote": 10295.8,
      "quantity": 4,
      "cumulativeQuantity": 10.7264
    },
    {
      "quote": 10300.5,
      "quantity": 0.583,
      "cumulativeQuantity": 11.3094
    },
    {
      "quote": 10302.61,
      "quantity": 0.0352,
      "cumulativeQuantity": 11.3446
    },
    {
      "quote": 10305.75,
      "quantity": 0.583,
      "cumulativeQuantity": 11.9276
    },
    {
      "quote": 10308.21,
      "quantity": 0.0529,
      "cumulativeQuantity": 11.9805
    },
    {
      "quote": 10310.42,
      "quantity": 0.0011,
      "cumulativeQuantity": 11.9816
    },
    {
      "quote": 10312,
      "quantity": 0.002,
      "cumulativeQuantity": 11.9836
    },
    {
      "quote": 10312.93,
      "quantity": 0.1994,
      "cumulativeQuantity": 12.183
    },
    {
      "quote": 10314,
      "quantity": 0.368,
      "cumulativeQuantity": 12.551
    },
    {
      "quote": 10316.12,
      "quantity": 0.012,
      "cumulativeQuantity": 12.563
    },
    {
      "quote": 10316.65,
      "quantity": 0.25,
      "cumulativeQuantity": 12.813
    },
    {
      "quote": 10319,
      "quantity": 0.001,
      "cumulativeQuantity": 12.814
    },
    {
      "quote": 10323.23,
      "quantity": 0.6596,
      "cumulativeQuantity": 13.4736
    },
    {
      "quote": 10332.96,
      "quantity": 0.8275,
      "cumulativeQuantity": 14.3011
    },
    {
      "quote": 10333,
      "quantity": 25,
      "cumulativeQuantity": 39.3011
    },
    {
      "quote": 10338,
      "quantity": 0.001,
      "cumulativeQuantity": 39.3021
    },
    {
      "quote": 10341.23,
      "quantity": 0.0019,
      "cumulativeQuantity": 39.304
    },
    {
      "quote": 10347.96,
      "quantity": 0.0292,
      "cumulativeQuantity": 39.3332
    },
    {
      "quote": 10348,
      "quantity": 0.0086,
      "cumulativeQuantity": 39.3418
    },
    {
      "quote": 10349.98,
      "quantity": 0.3901,
      "cumulativeQuantity": 39.7319
    },
    {
      "quote": 10349.99,
      "quantity": 0.0014,
      "cumulativeQuantity": 39.7333
    },
    {
      "quote": 10350,
      "quantity": 5,
      "cumulativeQuantity": 44.7333
    },
    {
      "quote": 10351,
      "quantity": 0.002,
      "cumulativeQuantity": 44.7353
    },
    {
      "quote": 10351.49,
      "quantity": 0.0175,
      "cumulativeQuantity": 44.7528
    },
    {
      "quote": 10355.93,
      "quantity": 0.0045,
      "cumulativeQuantity": 44.7573
    },
    {
      "quote": 10356.41,
      "quantity": 6.4734,
      "cumulativeQuantity": 51.2307
    },
    {
      "quote": 10356.58,
      "quantity": 0.02,
      "cumulativeQuantity": 51.2507
    },
    {
      "quote": 10357,
      "quantity": 0.001,
      "cumulativeQuantity": 51.2517
    },
    {
      "quote": 10369.85,
      "quantity": 0.0022,
      "cumulativeQuantity": 51.2539
    },
    {
      "quote": 10374.54,
      "quantity": 0.12,
      "cumulativeQuantity": 51.3739
    }
  ]
}

400: Bad Request v2/orderbook?symbol

Returns:

{
    "message": "Error: Please provide a symbol"
}

400: Bad Request v2/orderbook?symbol=btx-usd

{
    "message": "Error: Undefined symbol"
}

401: Unauthorized Missing API Keys

Returns:

{
    "message": "Unauthorized"
}

Best Price

Get the best price available by symbol

GET https://market.aquanow.io/v2/bestprice

Returns best price data after applying custom market data spread.

Query Parameters

Name	Type	Description
symbol*	String	e.g., BTC-USD Currency pair
precision	Number	e.g., 2 Precision level
accountId	Number	e.g., CA11240518R Account Id

Headers

Name	Type	Description
x-api-key*	String	{{x-api-key}} Api Auth Key
x-signature *	String	32c92460f65cbb78d0eaf9a4361fb6b0a2bb8bb4c40f531e9974a0afc12d9a328b5ff621a544d242ee9ba1dfa799c85a Signature created using your API secret
x-nonce*	String	1657731573930 Timestamp in millisecond

200: OK

Returns a MarketDataObject.

{
    "dataType": "aggBBO",
    "lastUpdated": 1568927490001,
    "symbol": "BTC-USD",
    "precisions": [
        1,
        2
    ],
    "bestBid": 10266.59,
    "bestAsk": 10272.58,
    "spread": 5.99
}

400: Bad Request v2/bestprice?symbol

Returns:

{
    "message": "Error: Please provide a symbol"
}

400: Bad Request v2/bestprice?symbol=btx-usd

Returns:

{
    "message": "Error: Undefined symbol"
}

401: Unauthorized Missing API Keys

Returns:

{
    "message": "Unauthorized"
}

Pre trade Summary

Get summary of pre-trade analysis

GET https://market.aquanow.io/v2/pretradesummary

Returns pre-trade analysis data after applying custom market data spread.

Query Parameters

Name	Type	Description
symbol*	String	e.g., BTC-USD Currency pair
side*	String	"buy" or "sell"
size*	Number	e.g., 10 Size of trade

Headers

Name	Type	Description
x-api-key*	String	{{x-api-key}} Api Auth Key
x-signature*	String	32c92460f65cbb78d0eaf9a4361fb6b0a2bb8bb4c40f531e9974a0afc12d9a328b5ff621a544d242ee9ba1dfa799c85a Signature created using your API secret
x-nonce*	String	1657731573930 Timestamp in millisecond

200: OK

Returns a PreTradeSummaryObject.

{
  "summary": [
    "2019-09-10 22:33:08:413",
    "BTC-USD",
    "buy",
    10071,
    10087.5000000996,
    16.383676,
    10
  ]
}

400: Bad Request v2/pretradesummary?symbol

Returns:

{
    "message": "Error: Please provide a symbol"
}

400: Bad Request v2/pretradesummary?symbol=btx-usd

Returns:

{
    "message": "Error: Undefined symbol"
}

401: Unauthorized Missing API Key

Return:

{
    "message": "Unauthorized"
}

400: Bad Request v2/pretradesummary?symbol=BTC-USD&side

Returns:

{
    "message": "Please provide a side"
}

400: Bad Request v2/pretradesummary?symbol=BTC-USD&side=buy&tradesize

Returns:

{
    "message": "Invalid tradeSize"
}