Kraken Futures

roq-kraken-futures

Environments

Production

Option

Value

Type

Comment(s)

--rest-uri

https://futures.kraken.com/derivatives/

REST

--ws-uri

wss://futures.kraken.com/ws/v1

WebSocket
Data center

To be confirmed

Test

Option

Value

Type

Comment(s)

--rest-uri

REST

--ws-uri

WebSocket
Data center

To be confirmed

Installation

Conda

Install

conda install -y roq-kraken-futures

Configuration

cp $CONDA_PREFIX/share/roq/kraken-futures/config.toml $CONFIG_FILE_PATH

# then modify $CONFIG_FILE_PATH to match your specific configuration

Using

roq-kraken-futures \
      --name "kraken-futures" \
      --config-file "$CONFIG_FILE_PATH" \
      --client-listen-address "$UNIX_SOCKET_PATH" \
      --metrics-listen-address "$TCP_LISTEN_PORT" \
      --rest-uri "$REST_URI" \
      --ws-uri "$WS_URI"

Flags

Only notable flags are mentioned here. Please refer to roq-kraken-futures --help for all flags.

--book-depth

Maximum order book depth. The exchange will limit order book updates to this depth. Please refer to Kraken Websockets API for further details.

Ansible

Add your host to the roq_kraken_futures group

[roq_kraken_futures]
MY_SERVER

Docker

docker pull roqtrading/roq-kraken-futures

Implementation

Restrictions

Incoming Events

Event

Connection

Message(s)

Comment(s)

ReferenceData

REST

public/AssetPairs

MarketStatus

Not available

TopOfBook

WebSocket

spread

MarketByPrice

WebSocket

book

MarketByOrder

Not available

TradeSummary

WebSocket

trade

SessionStatistics

WebSocket

ticker

Not supported

DailyStatistics

WebSocket

ticker

Not supported

OrderAck

WebSocket

addOrder, cancelOrder

OrderUpdate

WebSocket

openOrders

Not implemented

TradeUpdate

WebSocket

ownTrades

Not implemented

PositionUpdate

REST

private/OpenPositions

Not implemented

FundsUpdate

REST

private/Balance, private/TradeBalance

Not implemented

Outgoing Events

Event

Connection

Message(s)

Comment(s)

CreateOrder

WebSocket

addOrder

Not implemented

ModifyOrder

Not available

CancelOrder

WebSocket

cancelOrder

Not implemented