Authentication

GET\n<ApiTimestamp>\n<host>\n<path>

GET\n2019-02-13T05:17:32.000000Z\nwss.sandbox.prime.kraken.com\n/ws/v1

# to install websocket lib:
# $ pip install websocket-client
from websocket import create_connection
import datetime
import hmac
import hashlib
import base64

api_key = "<apikey>"
api_secret = "<apisecret>"

utc_now = datetime.datetime.utcnow()
utc_datetime = utc_now.strftime("%Y-%m-%dT%H:%M:%S.000000Z")

host = "<websocket host>"  # wss.sandbox.prime.kraken.com, for example
path = "/ws/v1"

params = "\n".join([
    "GET",
    utc_datetime,
    host,
    path,
])

hash = hmac.new(
    api_secret.encode('ascii'), params.encode('ascii'), hashlib.sha256)
hash.hexdigest()

signature = base64.urlsafe_b64encode(hash.digest()).decode()

header = {
    "ApiKey": api_key,
    "ApiSign": signature,
    "ApiTimestamp": utc_datetime,
}

ws = create_connection("wss://" + host + path, header=header)

while True:
    print(ws.recv())