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Executions

CHANNEL
wss://ws-auth.kraken.com/v2
executionsAuthentication Required

The executions channel streams order status and execution events for this account.

It corresponds to a combination of the following Websockets v1 channels: openOrders and ownTrades.

This channel contains account specific data, an authentication token is required in the request.

Subscribe Request​

MESSAGE BODY

method string required
Value: subscribe
params object
channel string required
Value: executions
snap_trades boolean
Possible values: [true, false]
Default value: false

If true, the last 50 order fills will be included in snapshot.

snap_orders boolean
Possible values: [true, false]
Default value: true

If true, open orders will be included in snapshot.

order_status boolean
Possible values: [true, false]
Default value: true

If true, all possible status transitions will be sent. Otherwise, only open / close transitions will be streamed: new, filled, canceled, expired.

ratecounter boolean
Possible values: [true, false]
Default value: false

If true, the rate-limit counter is included in the stream.

users string conditional
Condition: Available on master accounts only.
Value: all

If all, events for master and subaccounts are streamed, otherwise only master account events are published. No snapshot is provided.

snapshot_trades boolean deprecated
Deprecated Usage: Use 'snap_trades' field.
Possible values: [true, false]

If true, snapshot provides only trade events. Otherwise, open orders and trades will be included in snapshot.

snapshot boolean deprecated
Deprecated Usage: Use 'snap_orders' or 'snap_trades' field.
Possible values: [true, false]
Request a snapshot after subscribing.
token string required
This is a authenticated channel, a session token is required. See guides on how to generate a token via REST.
req_id integer
Optional client originated request identifier sent as acknowledgment in the response.

Snapshot / Update Responses​

The snapshot and update stream share the same data schema, the fields included in the message is dependant on the exec_type.

By default, the snapshot response contains all open orders and latest 50 trades.

The snapshot message content can be adjusted with the subscription parameters.

MESSAGE BODY

channel string
Value: executions
type string
Possible values: [snapshot, update]
data array [

A list of execution reports: order status and fills.

[many] execution_report object
amended boolean
Possible values: [true, false]
Indicates if the order has been amended, the modification history can be extracted from the REST OrderAmends endpoint. This field is present in the snapshot and the amended, restated event types.
avg_price float
Order's average fill price.
cash_order_qty float
Order volume expressed in quote currency (if specified on the original order).
cl_ord_id string
Optional client identifier associated with the order.
contingent object

The contingent object describes the template for generating the secondary close orders when the primary order fills.

order_type string
Possible values: [limit, stop-loss, stop-loss-limit, take-profit, take-profit-limit, trailing-stop, trailing-stop-limit]

Describes the order type of the secondary orders which will be created on each fill.

trigger_price float conditional
Condition: Only on triggered secondary order types.

Describes the trigger price amount on the secondary orders. This field is used in combination with the contingent.trigger_price_type field to determine the effective trigger price.

trigger_price_type string conditional
Condition: Only on triggered secondary order types.
Possible values: [static, pct, quote]

Describes trigger price units on the secondary orders.

  • static: a static market price for the asset, i.e. 30000 for BTC/USD.
  • pct: a percentage offset from the reference price, i.e. -10% from index price.
  • quote: a notional offset from the reference price in the quote currency, i.e, 150 BTC/USD from last price
limit_price float conditional
Condition: Only on secondary order types that support limit price.

Describes limit price amount on the secondary orders. This field is used in combination with the contingent.limit_price_type field to determine the effective limit price.

limit_price_type string conditional
Condition: Only on secondary order types that support limit price.
Possible values: [static, pct, quote]

Describes limit price units on the secondary orders.

  • static: a static market price for the asset, i.e. 30000 for BTC/USD.
  • pct: a percentage offset from the reference price, i.e. -10% from index price.
  • quote: a notional offset from the reference price in the quote currency, i.e, 150 BTC/USD from last price
cost float conditional
Condition: trade events only.
Value of an individual execution.
cum_cost float
The order cumulative value executed.
cum_qty float
The order cumulative executed quantity.
display_qty float
Display quantity for iceberg order types.
display_qty_remain float conditional
Condition: Iceberg Order
Indicates next display_qty in Iceberg order.
effective_time string
Format: RFC3339
Example: 2022-12-25T09:30:59.123456Z
Scheduled start time of the order.
exec_id string conditional
Condition: trade events only.
Execution identifier.
exec_type string
Possible values: [pending_new, new, trade, filled, iceberg_refill, canceled, expired, restated, status]

Describes the type of order event and determines the set of fields in the message.

  • pending_new: Order request has been received and validated but the order is not live yet.
  • new: Order has been created and is live in the engine.
  • trade: The order has received a fill.
  • filled: The order has been fully filled.
  • canceled: The order has been cancelled.
  • iceberg_refill: Indicates an Iceberg order refill.
  • expired: The order has expired.
  • amended: There is a user initiated amend on the order, i.e. limit price change.
  • restated: There is a engine initiated amend on the order for maintenance of position or book, see reason field, i.e. reduce non-tradable liquidity.
  • status: The order has a status update, i.e. trigger price has been updated.
expire_time string
Format: RFC3339
Example: 2022-12-25T09:30:59.123456Z
Scheduled expiration time of the order.
ext_ord_id string
Format: UUID
An optional, external partner order identifier shown on order events.
ext_exec_id string
Format: UUID
An optional, external partner execution identifier shown on trade events.
fees array [ conditional
Condition: trade events only.

The fees paid on this trade event. Currently, the fees are expressed in the quote currency only.

[0] fee object
asset string
The fee currency.
qty float
The fee amount.
]
fee_ccy_pref string

The preferred currency for paying fees.

  • fcib: prefer fee in base currency.
  • fciq: prefer fee in quote currency.
fee_usd_equiv float
The total fee paid in USD.
limit_price float
Limit price for order types that support limit price restriction.
liquidated boolean
Indicates if the order has been liquidated by the engine.
liquidity_ind string
Possible values: [m, t]
The liquidity indicator: t taker, m maker.
last_price float conditional
Condition: trade events only.
The average price in this trade event.
last_qty float conditional
Condition: trade events only.
The quantity filled in this trade event.
margin boolean
Indicates if the order can be funded on margin.
margin_borrow boolean
Indicates if an execution is on margin, i.e. if the trade increased or reduced size of margin borrowing. On trade events only.
no_mpp boolean
Indicates if the order has market price protection.
ord_ref_id string
Referral order transaction id that created this order.
order_id string
Unique order identifier generated by Kraken.
order_qty float
The client order quantity.
order_type string
Possible values: [limit, market, iceberg, stop-loss, stop-loss-limit, take-profit, take-profit-limit, trailing-stop, trailing-stop-limit, settle-position]
The execution model of the order.
order_status string

Describes current state of the order.

  • pending_new: Order has been received but not yet created by the engine.
  • new: Order is live but has no fills.
  • partially_filled: Order is live and some fills.
  • filled: The order has been fully filled.
  • canceled: The order has been cancelled.
  • expired: The order has expired.
order_userref integer
Optional numeric, client identifier associated with one or more orders.
post_only boolean
Possible values: [true, false]
Indicates a post only order.
position_status string
Possible values: [opened, closing, closed]
Indicates status of the position on a margin order.
reason string
The reason associated with an event, if applicable.
reduce_only boolean
Possible values: [true, false]
Indicates a reduce only order.
sender_sub_id string
For institutional accounts, identifies underlying sub-account/trader for Self Trade Prevention (STP).
side string
Possible values: [buy, sell]
Side of the order.
symbol string
Example: "BTC/USD"
The symbol of the currency pair.
time_in_force string
Possible values: [GTC, GTD, IOC]

Time-in-force specifies how long an order remains in effect before being expired.

  • GTC: Good Till Canceled
  • GTD: Good Till Date
  • IOC: Immediate Or Cancel
timestamp string
Format: RFC3339
Example: 2022-12-25T09:30:59.123456Z
Time of the event.
trade_id integer
The trade identifier.
triggers object

Describes the parameters and status of the price trigger for triggered order types.

reference string
Possible values: [index, last]
The reference price tracked for triggering orders.

price float

Specifies the amount for the trigger price - it supports both static market prices and relative prices. This field is used in combination with the price_type field below to determine the effective trigger price.

price_type string
Possible values: [static, pct, quote]

The units for the trigger price.

  • static: a static market price for the asset, i.e. 30000 for BTC/USD.
  • pct: a percentage offset from the reference price, i.e. -10% from index price.
  • quote: a notional offset from the reference price in the quote currency, i.e, 150 BTC/USD from last price
actual_price float
The current value of the effective trigger price, this is useful if the trigger was entered using a relative price or the trigger price changes over time.
peak_price float
The peak / trough price on trailing-stop and trailing-stop-limit orders.
last_price float
On trigger activation, the value of the reference last price that triggered the order.
status string
Possible values: [triggered, untriggered]
The status is set to triggered when the trigger conditions are met and the order becomes active.
timestamp string
Format: RFC3339
Example: 2022-12-25T09:30:59.123456Z
On trigger activation, the timestamp of the trigger event.
user string conditional
Condition: Published when request parameters have 'users=all'.
Example: AA96N74GCGEFN8KI
The Kraken generated identifier for a user / sub-account.
cancel_reason string deprecated
Deprecated Usage: Use 'reason' field.
Cancellation reason.
stop_price float deprecated
Deprecated Usage: Use 'triggers' object.
The stop price for triggered order types.
trigger string deprecated
Deprecated Usage: Use 'triggers' object.
Possible values: [index, last]
Reference price for triggered order types.
triggered_price float deprecated
Deprecated Usage: Use 'triggers' object.
Price which triggered the order.
]

Unsubscribe Request​

MESSAGE BODY

method string required
Value: unsubscribe
params object
channel string required
Value: executions
token string required
This is a authenticated channel, a session token is required. See guides on how to generate a token via REST.
req_id integer
Optional client originated request identifier sent as acknowledgment in the response.