Kraken Futures¶
roq-kraken-futures
Environments¶
Production¶
Option |
Value |
Type |
Comment(s) |
---|---|---|---|
|
|
REST |
|
|
|
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.
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 |