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Kraken US Perps is accessed through three APIs. Each has its own session and its own reference in the API Reference.

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Order entry — FIX

Order entry uses FIX 4.4. A trading session authenticates on Logon with your FIX API key, an HMAC-SHA512 password signature and a nonce, then sends NewOrderSingle, OrderCancelRequest, OrderCancelReplaceRequest, OrderMassCancelRequest and OrderStatusRequest. Kraken answers with ExecutionReport, and with OrderCancelReject, Reject or BusinessMessageReject when a request cannot be processed.
  • Market and limit orders, with GTC, IOC and FOK time in force
  • Cancel-on-disconnect is on by default
  • Sequence numbers reset at the daily 22:00 UTC session rollover
See the Unified FIX v2 reference.

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Market data — SBE

Public market data is published in Simple Binary Encoding, a fixed-layout binary format designed for low-latency decoding. A session schema handles negotiation, authentication, subscriptions and keepalive; a market data schema carries the data itself.
  • Request a snapshot on the snapshot connection, then subscribe to incremental updates on the live connection
  • Feeds: instrument definitions, L3 order book, trades and instrument status. US Perps provides trading status per instrument; the trading session status feed applies to Spot and Futures only
  • Contiguous sequence numbers on every incremental feed, so gaps can be detected. Book, instrument and trading-session gaps are recovered from a snapshot; there is no trade snapshot, so missed trades are not recovered
See the SBE reference.

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Drop copy — FIX

The drop copy is a separate FIX 4.4 session that delivers a copy of every Execution Report on your account. The Execution Report is identical to the one on the order-entry session. See the Drop Copy reference.

API Reference

All Exchange API references.

Connectivity

Connectivity and colocation guides.