Qalypto Market Data
## Qalypto Market Data API Real-time streaming and historical crypto perpetuals data from 4 major exchanges — two access methods in one product. **Two Ways to Access Data** | | ClickHouse (Historical) | WebSocket (Real-Time) | |---|---|---| | Access | SQL queries | wss:// stream | | Latency | — | ~200ms E2E | | Throughput | — | avg 700 msg/s · peak 2,000 msg/s | | Volume | 120M+ messages/day |…
Qalypto Market Data endpoints
| Method | Endpoint | Description |
|---|---|---|
| Trades | ||
| GET |
getTrades /?query=SELECT+timestamp,exchange,symbol,price,amount,side,trade_id,is_liquidation+FROM+market_data.market_data_trade+WHERE+timestamp+%3E%3D+now()+-+INTERVAL+1+HOUR+ORDER+BY+timestamp+DESC+LIMIT+100+FORMAT+JSONEachRow |
Tick-by-tick trade executions across all exchanges and symbols. **Table:** `market_data.market_data_trade` | Column | Type | Description | |--------|------|-------------| |… |
| Ticker | ||
| GET |
getTicker /?query=SELECT+timestamp,exchange,symbol,last_price,bid_price,ask_price,funding_rate,mark_price,open_interest,high_24h,low_24h,volume_24h+FROM+market_data.market_data_ticker+WHERE+timestamp+%3E%3D+now()+-+INTERVAL+5+MINUTE+ORDER+BY+timestamp+DESC+LIMIT+100+FORMAT+JSONEachRow |
Price tickers with perpetual futures fields (funding rate, mark price, open interest). **Table:** `market_data.market_data_ticker` | Column | Type | Description |… |
| Klines | ||
| GET |
getKlines /?query=SELECT+timestamp,exchange,symbol,interval,open,high,low,close,volume,quote_volume,num_trades,is_final+FROM+market_data.market_data_kline+WHERE+symbol+%3D+%27BTCUSDT%27+AND+interval+%3D+%271h%27+AND+is_final+%3D+1+AND+timestamp+%3E%3D+now()+-+INTERVAL+7+DAY+ORDER+BY+timestamp+ASC+FORMAT+JSONEachRow |
Candlestick data for all intervals. Use `is_final = 1` for backtesting (closed candles only). **Table:** `market_data.market_data_kline` | Column | Type | Description |… |
| Orderbook | ||
| GET |
getOrderbook /?query=SELECT+timestamp,exchange,symbol,bids_price_0,asks_price_0,bids_size_0,asks_size_0,bids_json,asks_json+FROM+market_data.market_data_orderbook+WHERE+timestamp+%3E%3D+now()+-+INTERVAL+1+MINUTE+ORDER+BY+timestamp+DESC+LIMIT+50+FORMAT+JSONEachRow |
Maintained L2 orderbook snapshots. Synchronized via sequence-aware diff+snapshot reconciliation. Top-of-book fields (`bids_price_0`, `asks_price_0`) available for fast spread… |
Qalypto Market Data pricing
| Plan | Price | Rate limit | Quotas |
|---|---|---|---|
| BASIC | Free | — |
|