MVT API

In order to promote transparency and accountability at crypto trading venues, we are publishing a set of API specifications called Market Venue Transparency API (MVT API). Its goal is to facilitate the collection and analysis of the order-level data enriched with Anonymized Trader IDs.

Order-level data enriched with Anonymized Trader ID

Schema

{
  "fields": [
    {
      "description": "Data provider anonymized ID",
      "name": "source",
      "type": "string"
    },
    {
      "description": "Market unique identifier - combination of a market venue name and a pair identifier",
      "name": "marketId",
      "type": "string"
    },
    {
      "description": "Timestamp in milliseconds reported by exchange",
      "name": "timestamp",
      "type": "long"
    },
    {
      "description": "Timestamp in milliseconds when event received from exchange",
      "name": "receiveTimestamp",
      "type": "long"
    },
    {
      "description": "Ask orders",
      "name": "asks",
      "type": [
        {
          "items": {
            "description": "Order-level information about the changes in the orderbook",
            "fields": [
              {
                "description": "Order price in the quote currency",
                "name": "price",
                "type": "numeric"
              },
              {
                "description": "Order size in the base currency; absolute value",
                "name": "size",
                "type": "numeric"
              },
              {
                "description": "Anonymized ID of the account initiating the order",
                "name": "accountId",
                "type": "string"
              },
              {

                "description": "Anonymized ID of the subaccount initiating the order",
                "name": "subaccountId",
                "type": "string"
            },
              {
                "description": "Order type",
                "name": "orderType",
                "type": "string"
              },
              {
                "description": "Unique order ID",
                "name": "orderId",
                "type": "string"
              }
            ],
            "name": "OrderDelta",
            "type": "record"
          },
          "type": "array"
        }
      ]
    },
    {
      "description": "Bid orders",
      "name": "bids",
      "type": [
        {
          "items": "OrderDelta",
          "type": "array"
        }
      ]
    }
  ],
  "name": "OrderBookApiStandard",
  "type": "record"
}

Table

field	description
source	Data provider anonymized ID
marketId	Market unique identifier - combination of a market venue name and a pair identifier
timestamp	Timestamp in milliseconds reported by exchange
receiveTimestamp	Timestamp in milliseconds when event received from exchange
asks	Ask orders	price	Order price in the quote currency
size	Order size in the base currency; absolute value
accountId	Anonymized ID of the account initiating the order
subaccountId	Anonymized ID of the subaccount initiating the order
orderType	Order type
orderId	Unique order ID
bids	Bid orders	price	Order price in the quote currency
size	Order size in the base currency; absolute value
accountId	Anonymized ID of the account initiating the order
subaccountId	Anonymized ID of the subaccount initiating the order
orderType	Order type
orderId	Unique order ID

Trade-level data enriched with Anonymized Trader ID

Schema

{
  "fields": [
    {
      "description": "Data provider anonymized ID",
      "name": "source",
      "type": "string"
    },
    {
      "description": "Market unique identifier - combination of a market venue name and a pair identifier",
      "name": "marketId",
      "type": "string"
    },
    {
      "description": "Timestamp in milliseconds reported by exchange",
      "name": "timestamp",
      "type": "long"
    },
    {
      "description": "Timestamp in milliseconds when event received from exchange",
      "name": "receiveTimestamp",
      "type": "long"
    },
    {
      "description": "Execution price in the quote currency",
      "name": "price",
      "type": "numeric"
    },
    {
      "description": "Order size in the base currency; absolute value",
      "name": "size",
      "type": "numeric"
    },
    {
      "description": "",
      "name": "side",
      "type": "string"
    },
    {
      "description": "",
      "name": "accountId",
      "type": "string"
    },
    {
      "description": "",
      "name": "takerAccountId",
      "type": "string"
    },
    {
      "description": "",
      "name": "orderId",
      "type": "string"
    },
    {
      "description": "",
      "name": "takerOrderId",
      "type": "string"
    }
  ],
  "name": "TradeApiStandard",
  "type": "record"
}

Table

field	description
source	Data provider anonymized ID
marketId	Market unique identifier - combination of a market venue name and a pair identifier
timestamp	Timestamp in milliseconds reported by exchange
receiveTimestamp	Timestamp in milliseconds when event received from exchange
price	Execution price in the quote currency
size	Order size in the base currency; absolute value
side	The side of the market taker (aggressor side)
accountId	A unique identifier of the market maker’s account associated with the trade execution
takerAccountId	A unique identifier of the market taker’s account associated with the trade execution
orderId	A unique identifier of the market maker’s order associated with the trade execution
takerOrderId	A unique identifier of the market taker’s order associated with the trade execution