Lukka Market Data - Spot API

The Market Data - Spot API from Lukka — 9 operation(s) for market data - spot.

OpenAPI Specification

lukka-market-data-spot-api-openapi.yml Raw ↑
openapi: 3.2.0
info:
  title: Lukka Pricing & Market Data Market Data - Spot API
  version: 1.0.0
  description: 'Institutional crypto pricing, valuation and market data: Lukka Prime fair-market-value prices, reference rates, index prices, MVWAP, OHLCV candles, market capitalisation, order-book liquidity and snapshots, spot and derivative trades, staking rates, funding rates and prediction-market history.'
  contact:
    name: Lukka Support
    url: https://lukka.tech/support/
  x-origin:
  - format: postman
    version: 2.1.0
    url: https://apidocs.lukka.tech/
servers:
- url: https://data-pricing-api.lukka.tech
  description: Lukka production (data-pricing-api.lukka.tech)
security:
- bearerAuth: []
tags:
- name: Market Data - Spot
paths:
  /v1/pricing/latest-markets/SPOT:
    get:
      operationId: getLatestMarketsSPOT
      summary: Get Latest Markets (SPOT)
      tags:
      - Market Data - Spot
      description: 'Description: This endpoint returns the spot markets for a specified exchange over the previous 24 hours. Must supply sourceIds OR baseAssetCodes / counterAssetCodes .'
      parameters:
      - name: sourceIds
        in: query
        required: false
        schema:
          type: string
        example: '4002'
      - name: limit
        in: query
        required: false
        schema:
          type: string
        example: '5'
      responses:
        '200':
          description: Get Latest Markets (SPOT)
          content:
            application/json:
              example:
                dataType: markets
                count: 5
                data:
                - sourceId: 4002
                  entityCode: CPRO
                  entityName: Coinbase
                  pairCode: MOGBASE-USD
                  baseAssetCode: MOGBASE
                  counterAssetCode: USD
                  latestPrice: '0.00000019'
                  latestPriceUsd: '0.00000019'
                  volume24h: '6547130441005.0'
                  volumeUsd24h: '1073942.5124679392'
                  tradeCount24h: '3373.0'
                  latestPriceTs: '2026-04-22T15:38:32.152011100Z'
                - sourceId: 4002
                  entityCode: CPRO
                  entityName: Coinbase
                  pairCode: PEPE1-USD
                  baseAssetCode: PEPE1
                  counterAssetCode: USD
                  latestPrice: '0.00000392'
                  latestPriceUsd: '0.00000392'
                  volume24h: '1842245094219.0'
                  volumeUsd24h: '7095790.352498492'
                  tradeCount24h: '10298.0'
                  latestPriceTs: '2026-04-22T15:38:49.113050046Z'
                - sourceId: 4002
                  entityCode: CPRO
                  entityName: Coinbase
                  pairCode: BONK1-USD
                  baseAssetCode: BONK1
                  counterAssetCode: USD
                  latestPrice: '0.00000647'
                  latestPriceUsd: '0.00000647'
                  volume24h: '465482329507.0'
                  volumeUsd24h: '2946669.1759001464'
                  tradeCount24h: '7036.0'
                  latestPriceTs: '2026-04-22T15:38:49.107029597Z'
                - sourceId: 4002
                  entityCode: CPRO
                  entityName: Coinbase
                  pairCode: SHIB-USD
                  baseAssetCode: SHIB
                  counterAssetCode: USD
                  latestPrice: '0.00000628'
                  latestPriceUsd: '0.00000628'
                  volume24h: '135760512133.0'
                  volumeUsd24h: '838307.1647146696'
                  tradeCount24h: '2721.0'
                  latestPriceTs: '2026-04-22T15:39:13.793072413Z'
                - sourceId: 4002
                  entityCode: CPRO
                  entityName: Coinbase
                  pairCode: SHIB-EUR
                  baseAssetCode: SHIB
                  counterAssetCode: EUR
                  latestPrice: '0.00000534'
                  latestPriceUsd: '0.0000062596760027'
                  volume24h: '13699636548.0'
                  volumeUsd24h: '84530.93673294535'
                  tradeCount24h: '453.0'
                  latestPriceTs: '2026-04-22T15:36:24.102099064Z'
                nextPageUrl: https://data-pricing-api.lukka.tech/v1/pricing/latest-markets/SPOT?sourceIds=4002&limit=5&offset=5
  /v2/market-data/market-caps/pairs/{pairCode}:
    get:
      operationId: getMarketCapsByPair
      summary: Get Market Caps by Pair
      tags:
      - Market Data - Spot
      description: Market Capitalization data calculated using Circulating Supply, sourced from Lukka Reference Data, and Lukka Prime minute by minute pricing, leveraging the Lukka Prime Pricing Methodology.
      parameters:
      - name: pairCode
        in: path
        required: true
        schema:
          type: string
        description: pairCode path parameter
      - name: limit
        in: query
        required: false
        schema:
          type: string
        example: '3'
      - name: order
        in: query
        required: false
        schema:
          type: string
        example: DESC
      responses:
        '200':
          description: Get Market Caps by Pair
          content:
            application/json:
              example:
                sourceId: 1000
                pairCode: XBT-USD
                dataType: market-caps
                firstDate: '2026-04-22T15:33:00Z'
                lastDate: '2026-04-22T15:35:00Z'
                count: 3
                metadata:
                  assetLid: LA6EV2NKQ95
                  assetCode: XBT
                  assetName: Bitcoin
                nextPageUrl: /v2/market-data/market-caps/pairs/XBT-USD?from=2026-04-22T15%3A36%3A00Z&limit=3&fill=false
                data:
                - ts: '2026-04-22T15:35:00Z'
                  marketCap: '1584057764954.28'
                  circulatingSupply: '20019318.0'
                  supplyLastUpdateTs: '2026-04-22T14:18:03Z'
                  totalSupply: '20019318.0'
                - ts: '2026-04-22T15:34:00Z'
                  marketCap: '1583367899256.0'
                  circulatingSupply: '20019318.0'
                  supplyLastUpdateTs: '2026-04-22T14:18:03Z'
                  totalSupply: '20019318.0'
                - ts: '2026-04-22T15:33:00Z'
                  marketCap: '1584541231483.98'
                  circulatingSupply: '20019318.0'
                  supplyLastUpdateTs: '2026-04-22T14:18:03Z'
                  totalSupply: '20019318.0'
                limit: 3
  /v2/market-data/market-caps:
    get:
      operationId: getLatestMarketCaps
      summary: Get Latest Market Caps
      tags:
      - Market Data - Spot
      description: Get a list of the latest Market Capitalization available for a given as of date or given list of pair codes. This endpoint allows users with full permissioned access to see the top coins by market cap historically and on a go forward basis.
      parameters:
      - name: pairCodes
        in: query
        required: false
        schema:
          type: string
        example: XBT-USD,ETH-USD
      responses:
        '200':
          description: Get Latest Market Caps
          content:
            application/json:
              example:
                data:
                - ts: '2026-04-22T15:35:00Z'
                  rank: 1
                  pairCode: XBT-USD
                  marketCap: '1584057764954.28'
                  circulatingSupply: '20019318.0'
                  totalSupply: '20019318.0'
                  supplyLastUpdateTs: '2026-04-22T14:18:03Z'
                - ts: '2026-04-22T15:35:00Z'
                  rank: 2
                  pairCode: ETH-USD
                  marketCap: '289536260337.262123143'
                  circulatingSupply: '120689893.0547443'
                  totalSupply: '120689893.0547443'
                  supplyLastUpdateTs: '2026-04-22T14:18:03Z'
  /v1/market-data/sources/{sourceId}/trades/pairs/{pairCode}:
    get:
      operationId: getHistoricalSpotTrades
      summary: Get Historical Spot Trades
      tags:
      - Market Data - Spot
      description: "Description: Get the trade history.\n\n If the response exceeds the maximum number of records that can be returned in a single payload, then a nextPageUrl field will be returned at the end of the response. The nextPageUrl is used to paginate the response and can be called to request the next batch of records prior to what was returned. nextPageUrl will continue to be included in the response until all of the requested records have been returned.\n\n All requests are limited to 3600 records."
      parameters:
      - name: sourceId
        in: path
        required: true
        schema:
          type: string
        description: sourceId path parameter
      - name: pairCode
        in: path
        required: true
        schema:
          type: string
        description: pairCode path parameter
      - name: from
        in: query
        required: false
        schema:
          type: string
        example: '2026-04-20T12:00:00Z'
      - name: to
        in: query
        required: false
        schema:
          type: string
        example: '2026-04-20T12:05:00Z'
      - name: limit
        in: query
        required: false
        schema:
          type: string
        example: '5'
      responses:
        '200':
          description: Get Historical Spot Trades
          content:
            application/json:
              example:
                sourceId: 4002
                pairCode: XBT-USD
                dataType: priceTick
                firstDate: '2026-04-20T12:00:00.048Z'
                lastDate: '2026-04-20T12:00:01.486Z'
                count: 5
                nextPageUrl: /v1/market-data/sources/4002/trades/pairs/XBT-USD?from=2026-04-20T12%3A00%3A01.487Z&limit=5&fill=false&to=2026-04-20T12%3A05%3A00Z
                units: native
                data:
                - ts: '2026-04-20T12:00:00.048Z'
                  price: '75220.26'
                  size: '0.00064585'
                  side: BUY
                - ts: '2026-04-20T12:00:00.470Z'
                  price: '75222.9'
                  size: '0.00013294'
                  side: BUY
                - ts: '2026-04-20T12:00:00.470Z'
                  price: '75222.9'
                  size: '0.00078706'
                  side: BUY
                - ts: '2026-04-20T12:00:01.358Z'
                  price: '75222.89'
                  size: '0.00000013'
                  side: SELL
                - ts: '2026-04-20T12:00:01.486Z'
                  price: '75222.9'
                  size: '0.00002658'
                  side: BUY
  /v1/pricing/sources/5004/rates:
    get:
      operationId: getLatestStakingRates
      summary: Get Latest Staking Rates
      tags:
      - Market Data - Spot
      description: 'Description: Get the latest staking yield rates as of the given timestamp for the given asset codes. assetCodes is required. Available sources are 5003 and 5004.'
      parameters:
      - name: assetCodes
        in: query
        required: false
        schema:
          type: string
        example: ETH
      responses:
        '200':
          description: Get Latest Staking Rates
          content:
            application/json:
              example:
              - businessTime: '2026-04-20T20:00:00Z'
                assetCode: ETH
                rate: '0.030477'
  /v1/pricing/sources/{sourceId}/rates/asset/{assetCode}:
    get:
      operationId: getHistoricalStakingRatesByAsset
      summary: Get Historical Staking Rates by Asset
      tags:
      - Market Data - Spot
      description: "Description: Get the staking rate history for a single asset from a specified Source ID (5003 or 5004).\n\n If the response exceeds the maximum number of records that can be returned in a single payload, then a nextPageUrl field will be returned at the end of the response."
      parameters:
      - name: sourceId
        in: path
        required: true
        schema:
          type: string
        description: sourceId path parameter
      - name: assetCode
        in: path
        required: true
        schema:
          type: string
        description: assetCode path parameter
      - name: from
        in: query
        required: false
        schema:
          type: string
        example: '2026-04-14T00:00:00Z'
      - name: to
        in: query
        required: false
        schema:
          type: string
        example: '2026-04-20T00:00:00Z'
      responses:
        '200':
          description: Get Historical Staking Rates by Asset
          content:
            application/json:
              example:
              - businessTime: '2026-04-14T20:00:00Z'
                assetCode: ETH
                rate: '0.02777'
              - businessTime: '2026-04-15T20:00:00Z'
                assetCode: ETH
                rate: '0.027151'
              - businessTime: '2026-04-16T20:00:00Z'
                assetCode: ETH
                rate: '0.027688'
              - businessTime: '2026-04-17T20:00:00Z'
                assetCode: ETH
                rate: '0.028891'
              - businessTime: '2026-04-18T20:00:00Z'
                assetCode: ETH
                rate: '0.027685'
              - businessTime: '2026-04-19T20:00:00Z'
                assetCode: ETH
                rate: '0.030825'
  /v1/pricing/order-book-liquidity/SPOT:
    get:
      operationId: getOrderBookLiquiditySPOT
      summary: Get Order Book Liquidity (SPOT)
      tags:
      - Market Data - Spot
      description: 'Description: This endpoint will calculate the average market depth for a specified pair at multiple levels. Market depth refers to the volume of buy and sell orders at various price levels. This will be done by averaging over all our 15 second snapshots leveraging the aggLookback and asOf parameters.'
      parameters:
      - name: asOf
        in: query
        required: false
        schema:
          type: string
        example: '2026-04-20T12:00:00Z'
      - name: sourceIds
        in: query
        required: false
        schema:
          type: string
        example: '4002'
      - name: baseAssetCodes
        in: query
        required: false
        schema:
          type: string
        example: XBT
      - name: counterAssetCodes
        in: query
        required: false
        schema:
          type: string
        example: USD
      responses:
        '200':
          description: Get Order Book Liquidity (SPOT)
          content:
            application/json:
              example:
                dataType: aggDepth
                count: 1
                data:
                - sourceId: 4002
                  entityCode: CPRO
                  entityName: Coinbase
                  pairCode: XBT-USD
                  baseAssetCode: XBT
                  counterAssetCode: USD
                  lastSnapshotTs: '2026-04-20T12:00:00Z'
                  meanDepth:
                    asks_0_1: '23.305055795198754'
                    asks_0_2: '66.30999879236066'
                    asks_0_3: '92.21595372058168'
                    asks_0_4: '119.29440345412931'
                    asks_0_5: '166.72498444622488'
                    asks_0_6: '175.14251473038183'
                    asks_0_7: '178.86054413006235'
                    asks_0_8: '182.21505462590002'
                    asks_0_9: '185.04751000686835'
                    asks_1: '188.29375374444734'
                    asks_1_5: '209.54905474610658'
                    asks_2: '224.08724221477163'
                    asks_4: '297.22950897984913'
                    asks_5: '372.2761769987538'
                    asks_6: '509.29554262300485'
                    asks_8: '782.1964279536195'
                    asks_10: '886.6296944723244'
                    bids_0_1: '24.623204325613603'
                    bids_0_2: '68.49150520826953'
                    bids_0_3: '94.57287786059717'
                    bids_0_4: '122.80335212013188'
                    bids_0_5: '151.19052001936993'
                    bids_0_6: '167.0892548868356'
                    bids_0_7: '173.31738513472993'
                    bids_0_8: '178.74647821840983'
                    bids_0_9: '184.58345613020634'
                    bids_1: '190.82615909259297'
                    bids_1_5: '232.3704482237977'
                    bids_2: '259.8822632749367'
                    bids_4: '342.1433339767086'
                    bids_5: '383.99295918481135'
                    bids_6: '434.04625018802574'
                    bids_8: '527.6052967039511'
                    bids_10: '637.4476338556211'
                  meanSpread: '0.0823763235549356'
                  meanSpreadPctMid: '0.000001103599903'
                  lastBestBidPrice: '75220.25'
                  lastBestAskPrice: '75220.26'
                  lastMidPrice: '75220.255'
  /v2/market-data/order-book-snapshot/SPOT:
    get:
      operationId: getOrderBookSnapshotSPOT
      summary: Get Order Book Snapshot (SPOT)
      tags:
      - Market Data - Spot
      description: "This endpoint provides a reconstructed view of the Level 2 (L2) Order Book state at precise 15-second intervals. It bridges the gap between high-frequency raw data and accessible historical analysis by aggregating incremental updates into a static \"snapshot\" of the market depth.\n\n depth = levels per side (0 = unlimited). lookback is in milliseconds (default 3600000, max 172800000)."
      parameters:
      - name: pairCodes
        in: query
        required: false
        schema:
          type: string
        example: XBT-USD
      - name: sourceIds
        in: query
        required: false
        schema:
          type: string
        example: '4002'
      responses:
        '200':
          description: Get Order Book Snapshot (SPOT)
          content:
            application/json:
              example:
                dataType: orderBookSnapshot
                count: 1
                data:
                - ts: '2026-04-22T15:39:45Z'
                  sourceId: 4002
                  entityCode: CPRO
                  lukkaSymbol: XBT-USD
                  baseAssetCode: XBT
                  counterAssetCode: USD
                  instrumentType: SPOT
                  bestBidPrice: '79310.43'
                  bestAskPrice: '79310.44'
                  midPrice: '79310.435'
                  spread: '0.01'
                  spreadPct: '0.0000001260868132'
                  bids:
                  - price: '79310.43'
                    size: '0.0000324'
                    cumulativeSize: '0.0000324'
                  - price: '79307.21'
                    size: '0.00012608'
                    cumulativeSize: '0.00015848'
                  - price: '79305.59'
                    size: '0.01513134'
                    cumulativeSize: '0.01528982'
                  - price: '79304.95'
                    size: '0.03879424'
                    cumulativeSize: '0.05408406'
                  - price: '79304.12'
                    size: '0.00051829'
                    cumulativeSize: '0.05460235'
                  asks:
                  - price: '79310.44'
                    size: '0.33795393'
                    cumulativeSize: '0.33795393'
                  - price: '79311.63'
                    size: '0.01513019'
                    cumulativeSize: '0.35308412'
                  - price: '79311.99'
                    size: '0.01327104'
                    cumulativeSize: '0.36635516'
                  - price: '79312.0'
                    size: '0.0107'
                    cumulativeSize: '0.37705516'
                  - price: '79313.22'
                    size: '0.00012608'
                    cumulativeSize: '0.37718124'
  /v2/market-data/slippage/pairs/{pairCode}:
    get:
      operationId: getSlippageByPair
      summary: Get Slippage by Pair
      tags:
      - Market Data - Spot
      description: "This endpoint calculates estimated market slippage for a given trading pair based on live order book snapshots. It simulates walking the order book for both a buy and a sell of the requested trade size, returning VWAP-based slippage metrics relative to the mid-price or best bid/ask. One result is returned per snapshot found within a 1-6 minute lookback window for the requested timestamp.\n\n Lukka canonical pair code is required, must end in -USD."
      parameters:
      - name: pairCode
        in: path
        required: true
        schema:
          type: string
        description: pairCode path parameter
      - name: tradeSizeValue
        in: query
        required: false
        schema:
          type: string
        example: '1000000'
      - name: tradeSizeDenom
        in: query
        required: false
        schema:
          type: string
        example: COUNTER
      - name: basis
        in: query
        required: false
        schema:
          type: string
        example: MID
      responses:
        '200':
          description: Get Slippage by Pair
          content:
            application/json:
              example:
              - snapshotTs: '2026-04-22T15:39:45Z'
                lukkaentitycode: ITBT
                sourcesymbol: XBT-USD
                basis: MID
                trade_size_value: '1000000.0'
                trade_size_denom: COUNTER
                buy_slippage_price_unit: '529.9450504058818708'
                buy_slippage_counter: '6637.7071892858600333'
                buy_slippage_pct: '0.0066820607519785'
                buy_fill_ratio: '1.0'
                sell_slippage_price_unit: '485.5397255476204311'
                sell_slippage_counter: '6159.8670472873557553'
                sell_slippage_pct: '0.0061221553840786'
                sell_fill_ratio: '1.0'
                asymmetry_ratio: '1.0914555957459063'
              - snapshotTs: '2026-04-22T15:39:45Z'
                lukkaentitycode: BIUS
                sourcesymbol: XBT-USD
                basis: MID
                trade_size_value: '1000000.0'
                trade_size_denom: COUNTER
                buy_slippage_price_unit: '7793.6048096770811853'
                buy_slippage_counter: '67652.46448645'
                buy_slippage_pct: '0.0982907626991614'
                buy_fill_ratio: '0.7559416040622'
                sell_slippage_price_unit: '7684.0781910246360575'
                sell_slippage_counter: '107308.6668381935572266'
                sell_slippage_pct: '0.0969094436374299'
                sell_fill_ratio: '1.0'
                asymmetry_ratio: '1.0142537095445459'
              - snapshotTs: '2026-04-22T15:39:50Z'
                lukkaentitycode: LMAX
                sourcesymbol: XBT-USD
                basis: MID
                trade_size_value: '1000000.0'
                trade_size_denom: COUNTER
                buy_slippage_price_unit: '78.2236128837318157'
                buy_slippage_counter: '985.5713483938930027'
                buy_slippage_pct: '0.0009865436575567'
                buy_fill_ratio: '1.0'
                sell_slippage_price_unit: '76.8580278717511863'
                sell_slippage_counter: '970.2616135164530924'
                sell_slippage_pct: '0.0009693211184441'
                sell_fill_ratio: '1.0'
                asymmetry_ratio: '1.0177676301330466'
              - snapshotTs: '2026-04-22T15:39:45Z'
                lukkaentitycode: OKEX
                sourcesymbol: XBT-USD
                basis: MID
                trade_size_value: '1000000.0'
                trade_size_denom: COUNTER
                buy_slippage_price_unit: '130.5974241545615742'
                buy_slippage_counter: '1644.1816213098103731'
                buy_slippage_pct: '0.0016468894066045'
                buy_fill_ratio: '1.0'
                sell_slippage_price_unit: '134.7807625583605373'
                sell_slippage_counter: '1702.5367990120366506'
                sell_slippage_pct: '0.0016996430940991'
                sell_fill_ratio: '1.0'
                asymmetry_ratio: '0.9689619028384146'
              - snapshotTs: '2026-04-22T15:39:45Z'
                lukkaentitycode: CRCM
                sourcesymbol: XBT-USD
                basis: MID
                trade_size_value: '1000000.0'
                trade_size_denom: COUNTER
                buy_slippage_price_unit: '17.0177523713499209'
                buy_slippage_counter: '166.4206847'
                buy_slippage_pct: '0.0002145651398864'
                buy_fill_ratio: '0.7757848868909'
                sell_slippage_price_unit: '22.2567408255850514'
                sell_slippage_counter: '148.6505463'
                sell_slippage_pct: '0.0002806199434831'
                sell_fill_ratio: '0.5295733088232'
                asymmetry_ratio: '0.7646111577930255'
              - snapshotTs: '2026-04-22T15:39:45Z'
                lukkaentitycode: BSTM
                sourcesymbol: XBT-USD
                basis: MID
                trade_size_value: '1000000.0'
                trade_size_denom: COUNTER
                buy_slippage_price_unit: '35.3196762607595568'
                buy_slippage_counter: '445.2032740247390905'
                buy_slippage_pct: '0.0004454015682612'
                buy_fill_ratio: '1.0'
                sell_slippage_price_unit: '28.6786304412690307'
                sell_slippage_counter: '361.7849762467387683'
                sell_slippage_pct: '0.000361654135214'
                sell_fill_ratio: '1.0'
                asymmetry_ratio: '1.2315677463430734'
              - snapshotTs: '2026-04-22T15:39:45Z'
                lukkaentitycode: GMNI
                sourcesymbol: XBT-USD
                basis: MID
                trade_size_value: '1000000.0'
                trade_size_denom: COUNTER
                buy_slippage_price_unit: '54.8055499905644692'
                buy_slippage_counter: '690.6433801946702184'
                buy_slippage_pct: '0.0006911206981297'
                buy_fill_ratio: '1.0'
                sell_slippage_price_unit: '134.6958235989987301'
                sell_slippage_counter: '1701.4602063279563556'
                sell_slippage_pct: '0.0016985701567985'
                sell_fill_ratio: '1.0'
                asymmetry_ratio: '0.4068838106942752'
              - snapshotTs: '2026-04-22T15:39:48.564Z'
                lukkaentitycode: BFLY
                sourcesymbol: XBT-USD
                basis: MID
                trade_size_value: '1000000.0'
                trade_size_denom: COUNTER
                buy_slippage_price_unit: '5994.8480724901344664'
                buy_slippage_counter: '4833.76463889215'
                buy_slippage_pct: '0.0783825468892177'
                buy_fill_ratio: '0.0665026543436879'
                sell_slippage_price_unit: '6631.2728275828669232'
                sell_slippage_counter: '8085.4797916895'
                sell_slippage_pct: '0.0867037908314006'
                sell_fill_ratio: '0.085168571895763'
                asymmetry_ratio: '0.9040267575109389'
              - snapshotTs: '2026-04-22T15:39:45Z'
                lukkaentitycode: BINA
                sourcesymbol: XBT-USD
                basis: MID
                trade_size_value: '1000000.0'
                trade_size_denom: COUNTER
                buy_slippage_price_unit: '4068.2837128192388752'
                buy_slippage_counter: '25383.85281195'
                buy_slippage_pct: '0.0512984482333089'
                buy_fill_ratio: '0.5202107664157'
                sell_slippage_price_unit: '10818.0160774835008507'
                sell_slippage_counter: '97793.3508182'
                sell_slippage_pct: '0.1364082440930167'
                sell_fill_ratio: '0.6191233683173'
                asymmetry_ratio: '0.376065600538986'
              - snapshotTs: '2026-04-22T15:39:45Z'
                lukkaentitycode: BFNX
                sourcesymbol: XBT-USD
                basis: MID
                trade_size_value: '1000000.0'
                trade_size_denom: COUNTER
                buy_slippage_price_unit: '85.152375824499676'
                buy_slippage_counter: '1073.0811981004796333'
                buy_slippage_pct: '0.0010742339383421'
                buy_fill_ratio: '1.0'
                sell_slippage_price_unit: '101.5502865217457949'
                sell_slippage_counter: '1282.7439766375761254'
                sell_slippage_pct: '0.0012811006524921'
                sell_fill_ratio: '1.0'
                asymmetry_ratio: '0.8385242301238149'
              - snapshotTs: '2026-04-22T15:39:45Z'
                lukkaentitycode: CPRO
                sourcesymbol: XBT-USD
                basis: MID
                trade_size_value: '1000000.0'
                trade_size_denom: COUNTER
                buy_slippage_price_unit: '18.9554592059183225'
                buy_slippage_counter: '238.9462353888363066'
                buy_slippage_pct: '0.0002390033443382'
                buy_fill_ratio: '1.0'
                sell_slippage_price_unit: '29.4753063076056007'
                sell_slippage_counter: '371.7829151095740415'
                sell_slippage_pct: '0.0003716447439433'
                sell_fill_ratio: '1.0'
                asymmetry_ratio: '0.6430962585459935'
              - snapshotTs: '2026-04-22T15:39:45Z'
                lukkaentitycode: KRAK
                sourcesymbol: XBT-USD
                basis: MID
                trade_size_value: '1000000.0'
                trade_size_denom: COUNTER
                buy_slippage_price_unit: '17.0139334770806043'
                buy_slippage_counter: '214.5126384843811051'
                buy_slippage_pct: '0.0002145586640295'
                buy_fill_ratio: '1.0'
                sell_slippage_price_unit: '18.1348475747583983'
                sell_slippage_counter: '228.7465578448480969'
                sell_slippage_pct: '0.0002286942448235'
                sell_fill_ratio: '1.0'
                asymmetry_ratio: '0.9381900458188591'
components:
  securitySchemes:
    oktaClientCredentials:
      type: oauth2
      description: Lukka issues JWT access tokens from its Okta authorization servers using the OAuth 2.0 client_credentials grant. Encode the Lukka-issued client id and secret as HTTP Basic credentials on the token request; the returned access_token is then sent as a Bearer token on every data API call.
      flows:
        clientCredentials:
          tokenUrl: https://sso.lukka.tech/oauth2/aus1imo2fqcx5Ik4Q0h8/v1/token
          scopes:
            pricing: Access to Lukka Pricing & Valuation and Market Data endpoints
            interclient_access: Cross-client access scope advertised by the Lukka Okta authorization servers
    bearerAuth:
      type: http
      scheme: bearer
      bearerFormat: JWT
      description: JWT access token obtained from the Lukka Okta token endpoint.