Kraken¶
roq-kraken
Environments¶
Production¶
Option |
Value |
Type |
Comment(s) |
---|---|---|---|
|
|
REST |
Cloudflare |
|
|
WebSocket |
Cloudflare |
|
|
WebSocket |
Cloudflare |
- Data center
To be confirmed
Test¶
Warning
Beta environment to test new API’s
Option |
Value |
Type |
Comment(s) |
---|---|---|---|
|
|
REST |
Cloudflare |
|
|
WebSocket |
Cloudflare |
|
|
WebSocket |
Cloudflare |
- Data center
To be confirmed
Installation¶
Conda¶
Install
conda install -y roq-kraken
Configuration
cp $CONDA_PREFIX/share/roq-kraken/config.toml $CONFIG_FILE_PATH
# then modify $CONFIG_FILE_PATH to match your specific configuration
Using
roq-kraken \
--name "kraken" \
--config_file "$CONFIG_FILE_PATH" \
--client_listen_address "$UNIX_SOCKET_PATH" \
--metrics_listen_address "$TCP_LISTEN_PORT" \
--rest_uri "$REST_URI" \
--ws_public_uri "$WS_PUBLIC_URI" \
--ws_private_uri "$WS_PRIVATE_URI"
Flags¶
Only notable flags are mentioned here.
Please refer to roq-kraken --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¶
- Order book ends up in bad state
Downtime (scheduled or not) appears to not shutdown existing connections nor are established subscriptions unsubscribed. Worse, during downtime, what appears to be uninitialized order book data can be disseminated. (This was confirmed with Kraken support early May 2020).
Warning
We currently have no means to detect bad order book updates. At best, a parse exception will terminate your gateway with an unhandled excpetion.
Incoming Events¶
Event |
Connection |
Message(s) |
Comment(s) |
---|---|---|---|
ReferenceData |
REST |
public/AssetPairs |
|
MarketStatus |
Not available |
||
TopOfBook |
WS_PUBLIC |
spread |
|
MarketByPrice |
WS_PUBLIC |
book |
|
MarketByOrder |
Not available |
||
TradeSummary |
WS_PUBLIC |
trade |
|
SessionStatistics |
Not supported |
||
DailyStatistics |
Not supported |
||
OrderAck |
WS_PRIVATE |
addOrder, cancelOrder |
Not implemented |
OrderUpdate |
WS_PRIVATE |
openOrders |
Not implemented |
TradeUpdate |
WS_PRIVATE |
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 |
WS_PRIVATE |
addOrder |
Not implemented |
ModifyOrder |
Not available |
||
CancelOrder |
WS_PRIVATE |
cancelOrder |
Not implemented |