Balances
CHANNELwss://futures.kraken.com/ws/v1
balances
This feed returns balance information for holding wallets, single collateral wallets and multi-collateral wallets.
Request
- Request Fields
- Example
MESSAGE BODY
event string required
subscribe or unsubscribe
feed string required
The requested subscription feed balances
api_key string required
The user api key
original_challenge string required
The message that is received from a challenge request
signed_challenge string required
The signed challenge message with user api secret
{
"event": "subscribe",
"feed": "balances",
"api_key": "drUfSSmBbDpcIpwpqK0OBTcGLdAYZJU+NlPIsHaKspu/8feT2YSKl+Jw",
"original_challenge": "c094497e-9b5f-40da-a122-3751c39b107f",
"signed_challenge": "Ds0wtsHaXlAby/Vnoil59Q+yJIrJwZGUlgECD3+qEvFcTFfacJi2LrSRzAoqwBAeZk4pGXSmyyIW0uDymZ3olw=="
}
Response Success
- Response Fields
- Successful
MESSAGE BODY
event string
The result,
subscribed or subscribed_failed or unsubscribed or unsubscribed_failed feed string
The requested subscription feed
balances api_key string
The user api key
original_challenge string
The message that is received from a challenge request
signed_challenge string
The signed challenge message with user api secret
{
"event": "subscribed",
"feed": "balances"
}
Balances Snapshot
- Response Fields
- Subscription Snapshot Data
MESSAGE BODY
feed string
The subscribed feed
account string
The user account
timestamp positive integer
The unix timestamp of the balance state in milliseconds.
seq positive integer
The subscription message sequence number.
holding map of floats
A map from currency names to balance quantity
name string
The name of the account.
pair string
The wallet currency pair.
unit string
The wallet settlement unit.
portfolio_value float
The current balance with haircuts and any unrealized margin from open positions in settlement units.
balance float
The current balance in settlement units.
maintenance_margin positive float
The maintenance margin for open positions.
initial_margin float
The initial margin for open positions and open orders.
available float
The current portfolio value minus initial margin.
unrealized_funding positive float
The total unrealized funding for open positions.
pnl positive float
The total profit and loss for open positions.
cash_value float
The cash value of the single collateral wallet in USD.
futures map of structures
A map from single collateral wallet names to collateral wallet structure
name string
The name of the account.
pair string
The wallet currency pair.
unit string
The wallet settlement unit.
portfolio_value float
The current balance with haircuts and any unrealized margin from open positions in settlement units.
balance float
The current balance in settlement units.
maintenance_margin positive float
The maintenance margin for open positions.
initial_margin float
The initial margin for open positions and open orders.
available float
The current portfolio value minus initial margin.
unrealized_funding positive float
The total unrealized funding for open positions.
pnl positive float
The total profit and loss for open positions.
cash_value float
The cash value of the single collateral wallet in USD.
flex_futures structure
The multi-collateral wallet structure
balance_value float
The current USD balance of the account.
portfolio_value float
The current collateral value with unrealized margin from any open positions.
collateral_value float
The current USD balance with haircuts.
initial_margin float
The total initial margin for open positions and open orders.
initial_margin_without_orders float
The total initial margin for open positions.
maintenance_margin float
The total maintenance margin for open positions.
pnl float
The total profit and loss for open positions.
unrealized_funding float
The total unrealized funding for open positions.
total_unrealized float
The total unrealized funding and pnl.
total_unrealized_as_margin float
The total unrealized in USD.
margin_equity float
The current collateral value and unrealized margin.
available_margin float
The margin equity minus initial margin.
currencies map of structures
A map from collateral wallet names to collateral wallet structure
quantity float
The currency quantity.
value float
The USD value of the currency balance.
collateral_value float
The current USD balance with haircuts.
available float
The total available margin valued in the wallet currency.
haircut float
The rate of reduction in the value of a collateral asset that may be used as margin.
conversion_spread float
The conversion spread is used to calculate conversion fee for multi-collateral wallets.
isolated map of structures
A map from collateral wallet names to collateral wallet structure
initial_margin float
Initial margin for any position plus open orders.
initial_margin_without_orders float
Initial margin for any position.
maintenance_margin float
Maintenance margin for any position.
pnl float
Total profit and loss for any position.
unrealized_funding float
Unrealized funding for any position.
total_unrealized float
Unrealized funding plus pnl.
total_unrealized_as_margin float
Total unrealized as USD.
cross map of structures
The current margin information for cross position(s)
initial_margin float
Initial margin for all positions plus open orders.
initial_margin_without_orders float
Initial margin for all position.
maintenance_margin float
Maintenance margin for all position.
pnl float
Total profit and loss for all position.
unrealized_funding float
Unrealized funding for all position.
total_unrealized float
Unrealized funding plus pnl.
total_unrealized_as_margin float
Total unrealized as USD.
balance_value float
Total USD balance minus initial margin of isolated positions.
collateral_value float
USD balance, but with haircuts applied.
portfolio_value float
USD balance plus total unrealized.
margin_equity float
Collateral value plus total unrealized.
available_margin float
Margin equity minus initial margin of cross and isolated positions.
effective_leverage float
Ratio of position size to margin equity.
portfolio_margin_breakdown map of structures
A breakdown of the portfolio margin calculation components
market_risk float
Non-delta market risk of the portfolio..
abs_options_delta float
Absolute options delta of the portfolio.
net_position_delta float
Net position delta of the portfolio.
futures_maintenance_margin float
Total maintenance margin of all futures positions in the portfolio.
futures_cash_value float
Cash value sum total of the single collateral wallets in USD.
futures_upnl_cash_value float
Cash value sum total with unrealized pnl of the single collateral wallets in USD.
{
"feed": "balances_snapshot",
"account": "4a012c31-df95-484a-9473-d51e4a0c4ae7",
"holding": {
"USDT": 4997.5012493753,
"XBT": 0.1285407184,
"ETH": 1.8714395862,
"LTC": 47.6462740614,
"GBP": 3733.488646461,
"USDC": 5001.00020004,
"USD": 5000.0,
"BCH": 16.8924625832,
"EUR": 4459.070194683,
"XRP": 7065.5399485629
},
"futures": {
"F-ETH:EUR": {
"name": "F-ETH:EUR",
"pair": "ETH/EUR",
"unit": "EUR",
"portfolio_value": 0.0,
"balance": 0.0,
"maintenance_margin": 0.0,
"initial_margin": 0.0,
"available": 0.0,
"unrealized_funding": 0.0,
"pnl": 0.0
},
"F-XBT:USD": {
"name": "F-XBT:USD",
"pair": "XBT/USD",
"unit": "XBT",
"portfolio_value": 0.0,
"balance": 0.0,
"maintenance_margin": 0.0,
"initial_margin": 0.0,
"available": 0.0,
"unrealized_funding": 0.0,
"pnl": 0.0
}
},
"flex_futures": {
"currencies": {
"USDT": {
"quantity": 0.0,
"value": 0.0,
"collateral_value": 0.0,
"available": 0.0,
"haircut": 0.0,
"conversion_spread": 0.0
},
"GBP": {
"quantity": 0.0,
"value": 0.0,
"collateral_value": 0.0,
"available": 0.0,
"haircut": 0.0,
"conversion_spread": 0.0
},
"USDC": {
"quantity": 0.0,
"value": 0.0,
"collateral_value": 0.0,
"available": 0.0,
"haircut": 0.0,
"conversion_spread": 0.0
},
"XBT": {
"quantity": 0.0,
"value": 0.0,
"collateral_value": 0.0,
"available": 0.0,
"haircut": 0.0,
"conversion_spread": 0.0
},
"USD": {
"quantity": 0.0,
"value": 0.0,
"collateral_value": 0.0,
"available": 0.0,
"haircut": 0.0,
"conversion_spread": 0.0
},
"EUR": {
"quantity": 0.0,
"value": 0.0,
"collateral_value": 0.0,
"available": 0.0,
"haircut": 0.0,
"conversion_spread": 0.0
},
"ETH": {
"quantity": 0.0,
"value": 0.0,
"collateral_value": 0.0,
"available": 0.0,
"haircut": 0.0,
"conversion_spread": 0.0
}
},
"balance_value": 0.0,
"portfolio_value": 0.0,
"collateral_value": 0.0,
"initial_margin": 0.0,
"initial_margin_without_orders": 0.0,
"maintenance_margin": 0.0,
"pnl": 0.0,
"unrealized_funding": 0.0,
"total_unrealized": 0.0,
"total_unrealized_as_margin": 0.0,
"margin_equity": 0.0,
"available_margin": 0.0,
"isolated": {
"PF_ETHUSD": {
"initial_margin": 0.0,
"initial_margin_without_orders": 0.0,
"maintenance_margin": 0.0,
"pnl": 0.0,
"unrealized_funding": 0.0,
"total_unrealized": 0.0,
"total_unrealized_as_margin": 0.0
}
},
"cross": {
"balance_value": 9963.66,
"portfolio_value": 9963.66,
"collateral_value": 9963.66,
"initial_margin": 0.0,
"initial_margin_without_orders": 0.0,
"maintenance_margin": 0.0,
"pnl": 0.0,
"unrealized_funding": 0.0,
"total_unrealized": 0.0,
"total_unrealized_as_margin": 0.0,
"margin_equity": 9963.66,
"available_margin": 9963.66,
"effective_leverage": 0.0
}
},
"timestamp": 1640995200000,
"seq": 0
}
Balances Delta
- Response Fields
- Holding Wallet Balance Delta
- Multi-Collateral Balance Delta
- Single-Collateral Balance Delta
MESSAGE BODY
feed string
The subscribed feed
account string
The user account
timestamp positive integer
The unix timestamp of the balance state in milliseconds.
seq positive integer
The subscription message sequence number.
holding optional map of float
A map from currency names to balance quantity
name string
The name of the account.
pair string
The wallet currency pair.
unit string
The wallet settlement unit.
portfolio_value float
The current balance with haircuts and any unrealized margin from open positions in settlement units.
balance float
The current balance in settlement units.
maintenance_margin positive float
The maintenance margin for open positions.
initial_margin float
The initial margin for open positions and open orders.
available float
The current portfolio value minus initial margin.
unrealized_funding positive float
The total unrealized funding for open positions.
pnl positive float
The total profit and loss for open positions.
futures optional map of structures
A map from single collateral wallet names to collateral wallet structure
name string
The name of the account.
pair string
The wallet currency pair.
unit string
The wallet settlement unit.
portfolio_value float
The current balance with haircuts and any unrealized margin from open positions in settlement units.
balance float
The current balance in settlement units.
maintenance_margin positive float
The maintenance margin for open positions.
initial_margin float
The initial margin for open positions and open orders.
available float
The current portfolio value minus initial margin.
unrealized_funding positive float
The total unrealized funding for open positions.
pnl positive float
The total profit and loss for open positions.
flex_futures optional structure
The multi-collateral wallet structure
balance_value float
The current USD balance of the account.
portfolio_value float
The current collateral value with unrealized margin from any open positions.
collateral_value float
The current USD balance with haircuts.
initial_margin float
The total initial margin for open positions and open orders.
initial_margin_without_orders float
The total initial margin for open positions.
maintenance_margin float
The total maintenance margin for open positions.
pnl float
The total profit and loss for open positions.
unrealized_funding float
The total unrealized funding for open positions.
total_unrealized float
The total unrealized funding and pnl.
total_unrealized_as_margin float
The total unrealized in USD.
margin_equity float
The current collateral value and unrealized margin.
available_margin float
The margin equity minus initial margin.
currencies map of structures
A map from collateral wallet names to collateral wallet structure
quantity float
The currency quantity.
value float
The USD value of the currency balance.
collateral_value float
The current USD balance with haircuts.
available float
The total available margin valued in the wallet currency.
haircut float
The rate of reduction in the value of a collateral asset that may be used as margin.
conversion_spread float
The conversion spread is used to calculate conversion fee for multi-collateral wallets.
isolated map of structures
A map from collateral wallet names to collateral wallet structure
initial_margin float
Initial margin for any position plus open orders.
initial_margin_without_orders float
Initial margin for any position.
maintenance_margin float
Maintenance margin for any position.
pnl float
Total profit and loss for any position.
unrealized_funding float
Unrealized funding for any position.
total_unrealized float
Unrealized funding plus pnl.
total_unrealized_as_margin float
Total unrealized as USD.
cross map of structures
The current margin information for cross position(s)
initial_margin float
Initial margin for all positions plus open orders.
initial_margin_without_orders float
Initial margin for all position.
maintenance_margin float
Maintenance margin for all position.
pnl float
Total profit and loss for all position.
unrealized_funding float
Unrealized funding for all position.
total_unrealized float
Unrealized funding plus pnl.
total_unrealized_as_margin float
Total unrealized as USD.
balance_value float
Total USD balance minus initial margin of isolated positions.
collateral_value float
USD balance, but with haircuts applied.
portfolio_value float
USD balance plus total unrealized.
margin_equity float
Collateral value plus total unrealized.
available_margin float
Margin equity minus initial margin of cross and isolated positions.
effective_leverage float
Ratio of position size to margin equity.
{
"feed": "balances",
"account": "7a641082-55c7-4411-a85f-930ec2e09617",
"holding": {
"USD": 5000.0
},
"futures": {},
"timestamp": 1640995200000,
"seq": 83
}
{
"feed": "balances",
"account": "7a641082-55c7-4411-a85f-930ec2e09617",
"flex_futures": {
"currencies": {
"USDT": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0 },
"GBP": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0 },
"USDC": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0 },
"XBT": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0 },
"USD": { "quantity": 5000.0, "value": 5000.0, "collateral_value": 5000.0, "available": 5000.0, "haircut": 0.0, "conversion_spread": 0.0 },
"EUR": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0 },
"ETH": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0 }
},
"balance_value": 5000.0,
"portfolio_value": 5000.0,
"collateral_value": 5000.0,
"initial_margin": 0.0,
"initial_margin_without_orders": 0.0,
"maintenance_margin": 0.0,
"pnl": 0.0,
"unrealized_funding": 0.0,
"total_unrealized": 0.0,
"total_unrealized_as_margin": 0.0,
"margin_equity": 5000.0,
"available_margin": 5000.0,
"isolated": {
"PF_ETHUSD": {
"initial_margin": 0.0,
"initial_margin_without_orders": 0.0,
"maintenance_margin": 0.0,
"pnl": 0.0,
"unrealized_funding": 0.0,
"total_unrealized": 0.0,
"total_unrealized_as_margin": 0.0
}
},
"cross": {
"balance": 0.0,
"portfolio_value": 0.0,
"collateral_value": 0.0,
"initial_margin": 0.0,
"initial_margin_without_orders": 0.0,
"maintenance_margin": 0.0,
"pnl": 0.0,
"unrealized_funding": 0,
"total_unrealized": 0.0,
"total_unrealized_as_margin": 0.0,
"margin_equity": 0.0,
"available_margin": 0.0,
"effective_leverage": 0.0
}
},
"timestamp": 1640995200000,
"seq": 1
}
{
"feed": "balances",
"account": "7a641082-55c7-4411-a85f-930ec2e09617",
"holding": {},
"futures": {
"F-XBT:USD": {
"name": "F-XBT:USD",
"pair": "XBT/USD",
"unit": "XBT",
"portfolio_value": 0.1219368845,
"balance": 0.1219368845,
"maintenance_margin": 0.0,
"initial_margin": 0.0,
"available": 0.1219368845,
"unrealized_funding": 0.0,
"pnl": 0.0
}
},
"timestamp": 1640995200000,
"seq": 2
}
Response Error
- Response Fields
- Example Error
MESSAGE BODY
event string
Always error
message string
An error message out of:
Invalid feedJson Error{
"event": "error",
"message": "Invalid feed"
}