Multi-venue aggregation
Prices aggregated and de-duplicated across major exchanges into a single canonical view. You stop stitching feeds, and exchange outages stop creating gaps.
Tick-level streams and OHLCV history for thousands of tokens, aggregated and de-duplicated across the largest centralized exchanges, normalized into a single canonical view, and delivered over REST and WebSocket. Multi-region routing, sub-100ms median latency, and a 99.9% uptime SLA.
All productsOne credential, one schema, one set of rate limits, covering real-time and historical data across thousands of tokens, with multi-venue aggregation as the default.
Prices aggregated and de-duplicated across major exchanges into a single canonical view. You stop stitching feeds, and exchange outages stop creating gaps.
Full historical depth: tick-level trades and quotes plus OHLCV at 1m/5m/15m/1h/4h/1d for backtesting, model validation, and audit.
Subscribe to symbol lists for trades and quotes. Sub-100ms median delivery from primary regions, persistent reconnection, sequence numbers for replay.
Crypto returns the same field names as forex and on-chain: one parser, one client, no asset-specific glue code as your asset coverage grows.
99.9% monthly uptime SLA with multi-region routing, continuous monitoring, on-call rotation, and a public status page with incident history.
The same bearer token authenticates REST snapshots, historical queries, and WebSocket streams. Pin a version, scale rate limits, scope keys per environment.
REST snapshots, historical queries, and WebSocket streams, all authenticated with the same bearer token, all returning the same JSON shape across crypto, forex, and on-chain.
curl https://api.siftingio.com/v1/crypto/ticker \
-H "Authorization: Bearer sft_•••" \
-G --data-urlencode "symbol=BTC-USD"{
"symbol": "BTC-USD",
"price": "67842.15",
"bid": "67841.90",
"ask": "67842.40",
"spread_bps": 0.37,
"volume_24h": "28451.82",
"change_24h": "1.82",
"venues": 14,
"ts": 1714058400123
}const ws = new WebSocket("wss://stream.siftingio.com/v1/ws");
ws.addEventListener("open", () => {
ws.send(JSON.stringify({
op: "subscribe",
channel: "trades",
symbols: ["BTC-USD", "ETH-USD", "SOL-USD"],
}));
});{ "type": "trade", "symbol": "BTC-USD", "price": "67843.22", "size": "0.0041", "side": "buy", "ts": 1714058401412 }
{ "type": "trade", "symbol": "ETH-USD", "price": "3521.88", "size": "0.182", "side": "sell", "ts": 1714058401488 }
{ "type": "trade", "symbol": "SOL-USD", "price": "168.42", "size": "12.50", "side": "buy", "ts": 1714058401611 }A representative sample of supported tokens is shown below. Coverage extends well beyond this list and continues to expand. Need a token you don’t see? Request it →
Tick-level streams for execution paths and full historical depth for strategy research, with the same credential across both, no connector layer between research and live.
Embed live prices into wallets, payment flows, and custodial dashboards. Stablecoins are fully supported; canonical prices keep displays consistent across venues.
Stable schemas, normalized JSON, and broad coverage drop into Jupyter notebooks, BI pipelines, and feature stores without per-venue translation layers.
Deterministic as-of pricing and historical snapshots for cost basis, P&L attribution, marking, and audit. Reproducible outputs, not moving targets.
Coverage includes thousands of tokens across the largest centralized exchanges (including names like Coinbase, Binance, Kraken, Bitstamp, Bitfinex, OKX, Bybit, and others) across spot markets quoted in major fiat (USD, EUR, GBP) and stablecoins (USDT, USDC, DAI). Top-100 tokens by market capitalization are guaranteed; long-tail tokens are added on a rolling basis as venues come online. Specific symbol coverage is available in the API reference and can be queried programmatically.
Cryptocurrency prices delivered through SiftingIO are derived and calculated by aggregating, normalizing, and de-duplicating market activity across multiple venues. We do not redistribute raw, unmodified primary-exchange feeds. Instead, you receive a single canonical view (mid, bid, ask, last) computed from cross-venue activity. For workflows that need single-venue data (e.g. specific exchange execution), per-venue endpoints are also available.
Tick-level updates are delivered over WebSocket with sub-100ms median latency from our primary regions. SiftingIO operates the service to a 99.9% monthly uptime SLA with multi-region routing, continuous monitoring, on-call rotation, and a public status page with incident history. Enterprise plans include service credits for SLA breaches.
Yes. Tick-level history (trades and quotes) and OHLCV at 1m, 5m, 15m, 1h, 4h, and 1d resolutions are included, not gated behind a separate contract. Historical depth covers the ranges typically required for backtesting, research, and audit. History is included on every plan that covers the underlying token.
Stablecoins (USDT, USDC, DAI, USDe, FDUSD, and others) are fully supported. Spot markets are the primary focus today; perpetuals and futures are on the roadmap and ship as each market meets our quality bar. On-chain fundamentals (TVL, circulating supply, holder counts, and protocol-level metrics) are available on the Fundamentals product, accessible via the same credential.
A single bearer token works across REST and WebSocket for crypto, forex, and on-chain endpoints. The same API key authenticates every channel and version: no per-asset credential rotation, no separate keys for streaming vs. snapshots.
The unified shape for quotes returns symbol, price, bid, ask, spread_bps, volume_24h, change_24h, venues (count of contributing venues), and ts (epoch ms). Trades return symbol, price, size, side (buy/sell), venue (when known), and ts. The same field names appear across crypto and forex, so a single parser handles both asset classes.
Display use within your end-user product is permitted on standard plans. Redistribution as raw feeds, B2B sublicensing, and high-volume display use require an enterprise agreement. Customers are responsible for accurate usage reporting; please see the disclosures page for licensing detail and data-source attribution requirements.
Multi-venue aggregation means a single-exchange outage does not produce a gap in the canonical price; pricing falls back to the remaining sources automatically. During genuine market dislocations, quotes carry venue-count and volume-indicator fields so client applications can reason about confidence. Historical records are subject to revision when upstream sources correct or restate prior data, with a versioned audit log.
The crypto API is offered globally where lawful. Users in jurisdictions where the service or any of its underlying data is restricted are responsible for ceasing use accordingly. Subscriptions, invoicing, and contractual obligations are administered by SaltingIO LLC.
Free tier included, no sales call required. Generate an API key and hit the crypto endpoints over REST or WebSocket, with the same auth, same schema, same SLA as the rest of the platform.