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

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

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
    }
  ]
}

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

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

Returns a MarketDataObject.

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

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

Returns a PreTradeSummaryObject.

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