Book

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

The book feed returns information about the order book.

Request

Request Fields

MESSAGE BODY

event string required

subscribe or unsubscribe

feed string required

The requested subscription feed book

product_ids list of strings required

A list of strings which represent the products that user will receive information upon.

Example

{
  "event": "subscribe",
  "feed": "book",
  "product_ids": ["PI_XBTUSD"]
}

Response Success

Response Fields

MESSAGE BODY

event string

The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed

feed string

The requested subscription feed book

product_ids list of strings required

A list of strings which represent the products that user will receive information upon.

Successful

{
  "event": "subscribed",
  "feed": "book",
  "product_ids": ["PI_XBTUSD"]
}

Response Snapshot

Response Fields

MESSAGE BODY

feed string

The subscribed feed.

product_id string

The subscribed product (referred also as instrument or symbol).

seq positive integer

The subscription message sequence number.

timestamp positive integer

Timestamp in milliseconds

tickSize string

Always null.

bids list of structures

qty positive float

The quantity of the entry

price positive float

The price of the entry

asks list of structures

qty positive float

The quantity of the entry

price positive float

The price of the entry

Subscription Snapshot Data

{
  "feed": "book_snapshot",
  "product_id": "PI_XBTUSD",
  "timestamp": 1612269825817,
  "seq": 326072249,
  "tickSize": null,
  "bids": [
    {
      "price": 34892.5,
      "qty": 6385
    },
    {
      "price": 34892,
      "qty": 10924
    }
  ],
  "asks": [
    {
      "price": 34911.5,
      "qty": 20598
    },
    {
      "price": 34912,
      "qty": 2300
    }
  ]
}

Response Delta

Response Fields

MESSAGE BODY

feed string

The subscribed feed.

product_id string

The subscribed product (referred also as instrument or symbol).

seq positive integer

The subscription message sequence number.

timestamp positive integer

Timestamp in milliseconds

side string

The side of the entry.

price positive float

The price of the entry

qty positive float

The quantity of the entry

Subscription Delta Data

{
  "feed": "book",
  "product_id": "PI_XBTUSD",
  "side": "sell",
  "seq": 326094134,
  "price": 34981,
  "qty": 0,
  "timestamp": 1612269953629
}

Response Error

Response Fields

MESSAGE BODY

event string

Always error

message string

An error message out of:
Invalid product id
Invalid feed
Json Error

Example Error

{
  "event": "error",
  "message": "Invalid product id"
}