kaiko-cpp-sdk

C++ client library for the Kaiko gRPC API. This SDK provides auto-generated gRPC stubs for streaming cryptocurrency market data.

Requirements

• C++17 or later
• CMake 3.23+
• gRPC 1.54+
• Protobuf 3.21+
• A valid Kaiko API key

Installation

Using CMake FetchContent

include(FetchContent)

FetchContent_Declare(
    kaikosdk
    GIT_REPOSITORY "https://github.com/kaikodata/kaiko-cpp-sdk"
    GIT_TAG "v1.34.0"
)

FetchContent_MakeAvailable(kaikosdk)
target_link_libraries(your_target PRIVATE kaikosdk)

Using Conan

conan create .

The Conan recipe will automatically pull the required grpc and protobuf dependencies.

Usage

#include <iostream>
#include <memory>
#include <string>

#include <grpcpp/grpcpp.h>
#include "sdk/sdk.grpc.pb.h"
#include "sdk/stream/trades_v1/request.pb.h"
#include "sdk/core/instrument_criteria.pb.h"

int main() {
    auto creds = grpc::SslCredentials(grpc::SslCredentialsOptions());
    auto channel = grpc::CreateChannel("gateway-v0-grpc.kaiko.ovh:443", creds);
    auto stub = kaikosdk::StreamTradesServiceV1::NewStub(channel);

    grpc::ClientContext ctx;
    ctx.AddMetadata("authorization", "Bearer <YOUR_API_KEY>");

    kaikosdk::StreamTradesRequestV1 request;
    auto* criteria = request.mutable_instrument_criteria();
    criteria->set_exchange("cbse");
    criteria->set_instrument_class("spot");
    criteria->set_code("btc-usd");

    auto reader = stub->Subscribe(&ctx, request);

    kaikosdk::StreamTradesResponseV1 response;
    while (reader->Read(&response)) {
        std::cout << "Trade: " << response.DebugString() << std::endl;
    }

    return 0;
}

Available Services

All services expose a Subscribe RPC that returns a server-side stream.

• StreamTradesServiceV1 -- Real-time trades
• StreamMarketUpdateServiceV1 -- Market updates
• StreamAggregatedQuoteServiceV2 -- Aggregated quotes
• StreamAggregatedPriceServiceV1 -- Aggregated prices
• StreamAggregatedStatePriceServiceV1 -- Aggregated state prices
• StreamAggregatesOHLCVServiceV1 -- OHLCV aggregates
• StreamAggregatesVWAPServiceV1 -- VWAP aggregates
• StreamAggregatesSpotExchangeRateV2ServiceV1 -- Spot exchange rates
• StreamAggregatesSpotDirectExchangeRateV2ServiceV1 -- Direct exchange rates
• StreamOrderbookL2ServiceV1 -- Level 2 order book
• StreamOrderbookL2ReplayServiceV1 -- Level 2 order book replay
• StreamIndexServiceV1 -- Index values
• StreamIndexMultiAssetsServiceV1 -- Multi-asset index values
• StreamIndexForexRateServiceV1 -- Index forex rates
• StreamCompositeIndicesServiceV1 -- Composite indices
• StreamConstantDurationIndicesServiceV1 -- Constant duration indices
• StreamExoticIndicesServiceV1 -- Exotic indices
• StreamDerivativesInstrumentMetricsServiceV1 -- Derivatives instrument metrics
• StreamIvSviParametersServiceV1 -- IV SVI parameters
• StreamStakingRatesServiceV1 -- Staking rates
• StreamCantonOracleServiceV1 -- Signed Canton pull-oracle data (crypto / NAV feeds)
• StreamCantonOracleServiceV2 -- Signed Canton pull-oracle payloads V2
• StreamEvmOracleServiceV1 -- EVM pull-oracle EIP-712 signed prices

Examples

For more complete examples, see the kaiko-sdk-examples repository.