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Algo Trading lets you give Kraken a larger trading instruction and have it executed for you over time, instead of placing and managing every order yourself. You describe the outcome you want, for example buy 10 ETH over the next two hours, and Kraken works it on the order book on your behalf. An algo runs as a strategy. You create it with a single API call and get back a strategy_id. Kraken then places the individual child orders until the strategy completes, expires, or you cancel it.
In Kraken Pro, TWAP strategies appear under Bots. A strategy you create through the API is the same object you see there.

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Strategies and orders

Strategies run on Kraken’s side, next to the matching engine. Your client doesn’t need to stay connected, schedule orders or react to fills while a strategy runs. You can disconnect and check on it later. Child orders are regular exchange orders. They are matched by the same engine and charged the same trading fees as orders you place yourself, and they appear in ClosedOrders and trade history.
A child order or fill can’t yet be linked back to its strategy_id from ClosedOrders or trade history. To follow a strategy’s progress, use the strategy endpoints: they report the filled volume, average price, total cost and fees for the whole strategy.

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Available strategies

More strategy types will be added over time. Each new type gets its own guide here and uses the same endpoints, selected by strategy_type.

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Strategy lifecycle

Every strategy type goes through the same statuses. A strategy can also carry a reason that explains its current state:

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Endpoints

All Algo Trading endpoints are private Spot REST endpoints. They use the same authentication as every other /0/private endpoint: API-Key and API-Sign headers, and a nonce in the body.

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Quick start

1

Check your API key

Enable Create & modify orders, Cancel & close orders, Query open orders & trades and Query closed orders & trades on the key. See API key permissions.
2

Validate the request

Send AddStrategy with validate: true. Kraken validates the request (pair, volume, price, time window, minimums) without creating or submitting anything. A successful response returns an empty strategy_id. This doesn’t run the creation-time balance check.
3

Create the strategy

Send the same request without validate. Store the returned strategy_id.
4

Monitor it

Poll QueryStrategies with your strategy_id, or GetOpenStrategies for all running strategies. Track status, filled_volume and avg_price.
5

Cancel or review

Call CancelStrategy to stop it early. After it ends, it is listed by GetClosedStrategies.
See the TWAP guide for complete request and response examples.

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Good to know

  • Spot REST only. Algo Trading is available on the Spot REST API. WebSocket and FIX support isn’t available yet.
  • Execution is managed by Kraken. How child orders are sized, timed and placed is managed by Kraken and may change as execution improves. The parameters you send, and the guarantees each strategy guide lists (such as the limit price of a limit TWAP), don’t change.
  • Funds aren’t reserved upfront. Each child order is checked against your available balance when it’s placed, like any other order.
  • Sub-accounts. A strategy belongs to the account that created it. Requests made for a selected sub-account only see that sub-account’s strategies.
  • No amendments yet. To change a running strategy, cancel it and create a new one.

TWAP

How the TWAP strategy works, with parameters and examples

Add Strategy

Full API reference for creating strategies

Order lifecycle

How the child orders behave once they reach the book