Kraken¶

roq-kraken

Environments¶

Production ¶

Option	Value	Type	Comment(s)
`--rest-uri`	`https://api.kraken.com`	REST	Cloudflare
`--ws-public-uri`	`wss://ws.kraken.com`	WebSocket	Cloudflare
`--ws-private-uri`	`wss://ws-auth.kraken.com`	WebSocket	Cloudflare

Data center: To be confirmed

Test¶

Warning

Beta environment to test new API’s

Option	Value	Type	Comment(s)
`--rest-uri`	`https://beta-api.kraken.com`	REST	Cloudflare
`--ws-public-uri`	`wss://beta-ws.kraken.com`	WebSocket	Cloudflare
`--ws-private-uri`	`wss://beta-ws-auth.kraken.com`	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.

Ansible ¶

Add your host to the roq_kraken group

[roq_kraken]
MY_SERVER

Docker ¶

docker pull roqtrading/roq-kraken

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

Links¶

Support
API