Trade

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

The trade feed returns information about executed trades

Request

Request Fields

MESSAGE BODY

event string required

subscribe or unsubscribe

feed string required

The requested subscription feed trade

product_ids list of strings required

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

Example

{
  "event": "subscribe",
  "feed": "trade",
  "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 trade

product_ids list of strings required

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

Successful

{
  "event": "subscribed ",
  "feed": "trade",
  "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).

trades list of structures

uid string

Unique identifier for the matched trade.

side string

The classification of the taker side in the matched trade: buy if the taker is a buyer, sell if the taker is a seller.

type string

The classification of the matched trade in an orderbook: fillif it is a normal buyer and seller, liquidation if it is a result of a user being liquidated from their position, termination if it is a result of a user being terminated, or block if it is a component of a block trade.

seq positive integer

The subscription message sequence number.

time positive integer

The UTC or GMT time of the trade in milliseconds

qty positive float

The quantity of the traded product.

price positive float

The price that the product got traded.

Subscription Snapshot Data

{
  "feed": "trade_snapshot",
  "product_id": "PI_XBTUSD",
  "trades": [
    {
      "feed": "trade",
      "product_id": "PI_XBTUSD",
      "uid": "caa9c653-420b-4c24-a9f1-462a054d86f1",
      "side": "sell",
      "type": "fill",
      "seq": 655508,
      "time": 1612269657781,
      "qty": 440,
      "price": 34893
    },
    {
      "feed": "trade",
      "product_id": "PI_XBTUSD",
      "uid": "45ee9737-1877-4682-bc68-e4ef818ef88a",
      "side": "sell",
      "type": "fill",
      "seq": 655507,
      "time": 1612269656839,
      "qty": 9643,
      "price": 34891
    }
  ]
}

Response Delta

Response Fields

MESSAGE BODY

feed string

The subscribed feed.

product_id string

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

uid string

Unique identifier for the matched trade.

side string

The classification of the taker side in the matched trade: buy if the taker is a buyer, sell if the taker is a seller.

type string

The classification of the matched trade in an orderbook: fillif it is a normal buyer and seller, liquidation if it is a result of a user being liquidated from their position, termination if it is a result of a user being terminated, or block if it is a component of a block trade.

seq positive integer

The subscription message sequence number.

time positive integer

The UTC or GMT time of the trade in milliseconds

qty positive float

The quantity of the traded product.

price positive float

The price that the product got traded.

Subscription Delta Data

{
  "feed": "trade",
  "product_id": "PI_XBTUSD",
  "uid": "05af78ac-a774-478c-a50c-8b9c234e071e",
  "side": "sell",
  "type": "fill",
  "seq": 653355,
  "time": 1612266317519,
  "qty": 15000,
  "price": 34969.5
}

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"
}