Releases

Release Notes

Kiyotaka Data API documentation history: what each docs release covers, newest first, with links into full entries.

These notes describe published documentation for the Kiyotaka Data API at https://api.kiyotaka.ai, regional WebSocket endpoints, authentication, limits, and error behavior.

Releases are listed latest first.

Latest release

v1.0.0 — Documented API baseline (/v1)

May 2026 — First semver-aligned docs release: unified REST query model (GET /v1/points), WebSocket book and nonbook feeds, tiered rate limits, metadata and discovery, and full REST/WebSocket reference pages aligned with production behavior.

Full notes →

All releases

VersionDateHighlightsBreaking changes
v1.0.0May 2026Documented REST /v1/points surface, WS overview (book / nonbook, regions), auth, errors, rate limits, full data-type referenceNone — initial documented baseline

v1.0.0 — May 2026

This release establishes v1.0.0 of the Data API documentation: a single coherent description of the public HTTP and WebSocket interfaces that customers integrate against today. The URL path /v1 on REST matches this baseline; future incompatible HTTP contract changes would be reflected in documentation and versioning together.

Documented REST API

  • Unified query endpoint — All historical and aggregated series use GET /v1/points with a required type parameter and shared time-range parameters (from, period, interval). See Introduction and Quickstart.
  • Authentication — X-Kiyotaka-Key on every REST request. See Authentication.
  • Stable response envelope — Responses use a series array; each item has id metadata and points with a Point payload. Timestamps use { "s", "ns" } (seconds UTC, optional nanoseconds). See Introduction.
  • Data-type catalogue — Documented types include candles (side-agnostic and per-side trade aggregates), open interest, funding rate, liquidations, volume profile, TPO / market profile, orderbook heatmap, liquidation heatmap, TP/SL heatmap, bitcoin dominance, implied volatility, skew, Polymarket analytics, and metadata / discovery. Per-type parameters (for example blockSize, maxDepth, tenor, coin vs rawSymbol) live on each REST page under REST API in the sidebar.
  • Cross-exchange and transforms — Examples cover multi-exchange queries and transforms such as grouping and USD normalization where your tier allows. See Quickstart and Rate limits for tier gates (for example Advanced for multi-exchange aggregation).

Documented WebSocket API

  • Two endpoint families — book (orderbook depth) vs nonbook (trades, liquidations, funding, open interest, volume profile). See WebSocket overview.
  • Regional endpoints — Singapore and Europe hostnames; append ?encoding=json. See Connecting.
  • Channels — Documented channel types include TRADE, TRADE_AGG, BLOCK_BOOK_SNAPSHOT, LIQUIDATION, FUNDING_RATE, OPEN_INTEREST, and VOLUME_PROFILE_AGG, with subscribe parameters where applicable.
  • Session flow — Authenticate with your API key, subscribe via JSON-RPC, optional compression (for example brotli) as shown in the overview examples. See Subscribing and Connection lifecycle.

Operations and governance

  • Weight-based rate limits — Per-minute and burst budgets by plan tier; formulas for base weight, exchange multiplier, and depth surcharge where applicable. Metadata / discovery requests are zero weight. See Rate limits.
  • Structured errors — JSON error objects with codes such as INVALID_API_KEY, INVALID_PARAMS, RATE_LIMITED, tier or range denials, and HTTP status mapping. See Errors.

Reference