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
Headers
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
}
]
}Returns:
{
"message": "Error: Please provide a symbol"
}
{
"message": "Error: Undefined symbol"
}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
Headers
Returns a MarketDataObject.
{
"dataType": "aggBBO",
"lastUpdated": 1568927490001,
"symbol": "BTC-USD",
"precisions": [
1,
2
],
"bestBid": 10266.59,
"bestAsk": 10272.58,
"spread": 5.99
}Returns:
{
"message": "Error: Please provide a symbol"
}Returns:
{
"message": "Error: Undefined symbol"
}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
Headers
Returns a PreTradeSummaryObject.
{
"summary": [
"2019-09-10 22:33:08:413",
"BTC-USD",
"buy",
10071,
10087.5000000996,
16.383676,
10
]
}Returns:
{
"message": "Error: Please provide a symbol"
}Returns:
{
"message": "Error: Undefined symbol"
}Return:
{
"message": "Unauthorized"
}Returns:
{
"message": "Please provide a side"
}Returns:
{
"message": "Invalid tradeSize"
}