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What is moxie?

moxie provides reliable, real-time crypto-to-fiat exchange rates for African frontier currencies. We aggregate order book data from multiple exchanges, compute volume-weighted average prices (VWAP), and deliver them through a simple REST API.

Our data powers pricing engines, treasury operations, and compliance reporting at financial institutions across the continent.

Who uses moxie

SegmentUse case
Central banksFX surveillance and monetary policy monitoring
Pension fundsNAV calculations for crypto-exposed portfolios
Crypto fundsExecution benchmarking and P&L reporting
Corporate treasurersCross-border payment pricing and hedging
FintechsReal-time conversion rates for consumer products

Supported pairs

PairBaseQuoteDescription
BTCNGNBTCNGNBitcoin / Nigerian Naira
USDTNGNUSDTNGNTether / Nigerian Naira
ETHNGNETHNGNEthereum / Nigerian Naira
XRPNGNXRPNGNXRP / Nigerian Naira
SOLNGNSOLNGNSolana / Nigerian Naira
ETHKESETHKESEthereum / Kenyan Shilling
BTCZARBTCZARBitcoin / South African Rand
ETHZARETHZAREthereum / South African Rand
XRPZARXRPZARXRP / South African Rand
SOLZARSOLZARSolana / South African Rand

Data sources

ExchangeRegionRolePairs
LunoSouth Africa, Nigeria, KenyaLive OHLCV collectionBTCNGN, BTCZAR, ETHKES, ETHNGN, SOLNGN, SOLZAR, XRPNGN, XRPZAR
QuidaxNigeriaLive OHLCV collectionBTCNGN, ETHNGN, USDTNGN, XRPNGN
VALRSouth AfricaLive OHLCV collectionBTCZAR, ETHZAR, XRPZAR, SOLZAR
BinanceGlobalLive collection + historical backfillETHZAR

Live rates are sourced from Luno, Quidax, and VALR. ETHZAR is an exception -- it is sourced from Binance, which carries the deepest ZAR liquidity for ETH. All other pairs are sourced exclusively from African regional exchanges. This distinction matters for data provenance, compliance reporting, and latency characteristics.

Each live exchange contributes its candle data to a unified dataset. Rates are computed as volume-weighted average prices (VWAP) across all contributing venues, providing a consolidated view that is more robust than any single exchange.

VWAP methodology

Our VWAP calculation weights each exchange's mid-price by the tradeable volume at that price level. This means:

  1. Exchanges with deeper liquidity have greater influence on the published rate.
  2. Thin or stale order books are automatically down-weighted.
  3. Outlier prices on low-volume venues do not distort the aggregate.

All rates include a sources array in the response so you can audit exactly which exchanges contributed to each data point.

Getting started