# Delete Export Report Source: https://docs.kraken.com/api-reference/account-data/delete-export-report /openapi/spot-rest.yaml post /private/RemoveExport Delete exported trades/ledgers report **API Key Permissions Required:** `Data - Export data` # Get Account Balance Source: https://docs.kraken.com/api-reference/account-data/get-account-balance /openapi/spot-rest.yaml post /private/Balance Retrieve all cash balances, net of pending withdrawals. **Note on Staking/Earn assets:** We have begun to migrate assets from our legacy Staking system over to a new Earn system. As such, the following assets may appear in your balances and ledger. Please see our [Support article](https://support.kraken.com/hc/en-us/articles/360039879471-What-is-Asset-S-and-Asset-M-) for more details. Note that these assets are "read-only", to interact with your balances in them please use the base asset (e.g. `USDT` to transact with your `USDT` and `USDT.F` balances). **Symbol Extensions**: * `.B`: balances in new yield-bearing products, similar to `.S` (staked) and `.M` (opt-in rewards) balances * `.F`: balances earning automatically in Kraken Rewards * `.T`: tokenized assets. **API Key Permissions Required:** `Funds permissions - Query` # Get API Key Info Source: https://docs.kraken.com/api-reference/account-data/get-api-key-info /openapi/spot-rest.yaml post /private/GetApiKeyInfo Retrieve information about the API key that is used to make the request, including its name, permissions, restrictions, and usage timestamps. **API Key Permissions Required:** `None` # Get Closed Orders Source: https://docs.kraken.com/api-reference/account-data/get-closed-orders /openapi/spot-rest.yaml post /private/ClosedOrders Retrieve information about orders that have been closed (filled or cancelled). 50 results are returned at a time, the most recent by default. **Note:** If an order's tx ID is given for `start` or `end` time, the order's opening time (`opentm`) is used **API Key Permissions Required:** `Orders and trades - Query closed orders & trades` # Get Credit Lines Source: https://docs.kraken.com/api-reference/account-data/get-credit-lines /openapi/spot-rest.yaml post /private/CreditLines Retrieve all credit line details for VIPs with this functionality. **API Key Permissions Required:** `Funds permissions - Query` # Get Export Report Status Source: https://docs.kraken.com/api-reference/account-data/get-export-report-status /openapi/spot-rest.yaml post /private/ExportStatus Get status of requested data exports. **API Key Permissions Required:** `Data - Export data` # Get Extended Balance Source: https://docs.kraken.com/api-reference/account-data/get-extended-balance /openapi/spot-rest.yaml post /private/BalanceEx Retrieve all extended account balances, including credits and held amounts. Balance available for trading is calculated as: `available balance = balance + credit - credit_used - hold_trade` Note that held amounts only include spot non margin orders. **Note on Staking/Earn assets:** We have begun to migrate assets from our legacy Staking system over to a new Earn system. As such, the following assets may appear in your balances and ledger. Please see our [Support article](https://support.kraken.com/hc/en-us/articles/360039879471-What-is-Asset-S-and-Asset-M-) for more details. Note that these assets are "read-only", to interact with your balances in them please use the base asset (e.g. `USDT` to transact with your `USDT` and `USDT.F` balances). **Symbol Extensions**: * `.B`: balances in new yield-bearing products, similar to `.S` (staked) and `.M` (opt-in rewards) balances * `.F`: balances earning automatically in Kraken Rewards * `.T`: tokenized assets. **API Key Permissions Required:** `Funds permissions - Query` # Get Ledgers Info Source: https://docs.kraken.com/api-reference/account-data/get-ledgers-info /openapi/spot-rest.yaml post /private/Ledgers Retrieve information about ledger entries. 50 results are returned at a time, the most recent by default. > **Note on Staking/Earn assets:** We have begun to migrate assets from our legacy Staking system over to a new Earn system. As such, the following assets may appear in your balances and ledger. Please see our [Support article](https://support.kraken.com/hc/en-us/articles/360039879471-What-is-Asset-S-and-Asset-M-) for more details. Note that these assets are "read-only", to interact with your balances in them please use the base asset (e.g. `USDT` to transact with your `USDT` and `USDT.F` balances). > * `.B`, which represents balances in new yield-bearing products, similar to `.S` (staked) and `.M` (opt-in rewards) balances > * `.F`, which represents balances earning automatically in Kraken Rewards **API Key Permissions Required:** `Data - Query ledger entries` # Get Open Orders Source: https://docs.kraken.com/api-reference/account-data/get-open-orders /openapi/spot-rest.yaml post /private/OpenOrders Retrieve information about currently open orders. **API Key Permissions Required:** `Orders and trades - Query open orders & trades` # Get Open Positions Source: https://docs.kraken.com/api-reference/account-data/get-open-positions /openapi/spot-rest.yaml post /private/OpenPositions Get information about open margin positions. **API Key Permissions Required:** `Orders and trades - Query open orders & trades` # Get Order Amends Source: https://docs.kraken.com/api-reference/account-data/get-order-amends /openapi/spot-rest.yaml post /private/OrderAmends Retrieves an audit trail of amend transactions on the specified order. The list is ordered by ascending amend timestamp. **API Key Permissions Required:** `Orders and trades - Query open orders & trades` or `Orders and trades - Query closed orders & trades`, depending on status of order. # Get Trade Balance Source: https://docs.kraken.com/api-reference/account-data/get-trade-balance /openapi/spot-rest.yaml post /private/TradeBalance Retrieve a summary of collateral balances, margin position valuations, equity and margin level. **API Key Permissions Required:** `Orders and trades - Query open orders & trades` # Get Trade Volume Source: https://docs.kraken.com/api-reference/account-data/get-trade-volume /openapi/spot-rest.yaml post /private/TradeVolume Returns 30 day USD trading volume and resulting fee schedule for any asset pair(s) provided. Fees will not be included if `pair` is not specified as Kraken fees differ by asset pair. Note: If an asset pair is on a maker/taker fee schedule, the taker side is given in `fees` and maker side in `fees_maker`. For pairs not on maker/taker, they will only be given in `fees`. `pair` accepts either a comma-delimited list of pair names or a list of `{ asset, aclass }` objects (the latter is required for non-forex classes such as `derivatives` or `equity_pair`). Set `fee_schedule` to `true` to additionally receive the full fee schedule per trading pair in the `schedules` field. **API Key Permissions Required:** `Funds permissions - Query` # Get Trades History Source: https://docs.kraken.com/api-reference/account-data/get-trades-history /openapi/spot-rest.yaml post /private/TradesHistory Retrieve information about trades/fills. 50 results are returned at a time, the most recent by default. * Unless otherwise stated, costs, fees, prices, and volumes are specified with the precision for the asset pair (`pair_decimals` and `lot_decimals`), not the individual assets' precision (`decimals`). **API Key Permissions Required:** `Orders and trades - Query closed orders & trades` # Query Ledgers Source: https://docs.kraken.com/api-reference/account-data/query-ledgers /openapi/spot-rest.yaml post /private/QueryLedgers Retrieve information about specific ledger entries. > **Note on Staking/Earn assets:** We have begun to migrate assets from our legacy Staking system over to a new Earn system. As such, the following assets may appear in your balances and ledger. Please see our [Support article](https://support.kraken.com/hc/en-us/articles/360039879471-What-is-Asset-S-and-Asset-M-) for more details. Note that these assets are "read-only", to interact with your balances in them please use the base asset (e.g. `USDT` to transact with your `USDT` and `USDT.F` balances). > * `.B`, which represents balances in new yield-bearing products, similar to `.S` (staked) and `.M` (opt-in rewards) balances > * `.F`, which represents balances earning automatically in Kraken Rewards **API Key Permissions Required:** `Data - Query ledger entries` # Query Orders Info Source: https://docs.kraken.com/api-reference/account-data/query-orders-info /openapi/spot-rest.yaml post /private/QueryOrders Retrieve information about specific orders. **API Key Permissions Required:** `Orders and trades - Query open orders & trades` or `Orders and trades - Query closed orders & trades`, depending on status of order # Query Trades Info Source: https://docs.kraken.com/api-reference/account-data/query-trades-info /openapi/spot-rest.yaml post /private/QueryTrades Retrieve information about specific trades/fills. **API Key Permissions Required:** `Orders and trades - Query closed orders & trades` # Request Export Report Source: https://docs.kraken.com/api-reference/account-data/request-export-report /openapi/spot-rest.yaml post /private/AddExport Request export of trades or ledgers. **API Key Permissions Required:** `Data - Export data` # Retrieve Data Export Source: https://docs.kraken.com/api-reference/account-data/retrieve-data-export /openapi/spot-rest.yaml post /private/RetrieveExport Retrieve a processed data export **API Key Permissions Required:** `Data - Export data` # Account log (CSV) Source: https://docs.kraken.com/api-reference/account-history/account-log-csv /openapi/futures-history-rest.yaml get /accountlogcsv Lists recent account log entries in CSV format. # Get account log Source: https://docs.kraken.com/api-reference/account-history/get-account-log /openapi/futures-history-rest.yaml get /account-log Lists account log entries, paged by timestamp or by ID. To request entries by time range, use the `since` and `before` parameters. To request entries by ID range, use the `from` and `to` parameters. Any combination of `since`, `before`, `from` and `to` can be used to restrict the requested range of entries. # Get execution events Source: https://docs.kraken.com/api-reference/account-history/get-execution-events /openapi/futures-history-rest.yaml get /executions Lists executions/trades for authenticated account. # Get order events Source: https://docs.kraken.com/api-reference/account-history/get-order-events /openapi/futures-history-rest.yaml get /orders Lists order events for authenticated account. # Get position update events Source: https://docs.kraken.com/api-reference/account-history/get-position-update-events /openapi/futures-history-rest.yaml get /positions Lists position events for authenticated account. # Get trigger events Source: https://docs.kraken.com/api-reference/account-history/get-trigger-events /openapi/futures-history-rest.yaml get /triggers Lists trigger events for authenticated account. # Calculate portfolio margin, pnl and greeks Source: https://docs.kraken.com/api-reference/account-information/calculate-portfolio-margin-pnl-and-greeks /openapi/futures-rest.yaml post /portfolio-margining/simulate For a given portfolio of balances and positions (futures and options), calculate the margin requirements, pnl and option greeks. Note: This is currently available exclusively in the Kraken pre-prod environments. # Get open positions Source: https://docs.kraken.com/api-reference/account-information/get-open-positions /openapi/futures-rest.yaml get /openpositions This endpoint returns the size and average entry price of all open positions in Futures contracts. This includes Futures contracts that have matured but have not yet been settled. # Get portfolio margin parameters Source: https://docs.kraken.com/api-reference/account-information/get-portfolio-margin-parameters /openapi/futures-rest.yaml get /portfolio-margining/parameters Retrieve current portfolio margin calculation parameters. Also includes user specific limits related to options trading. Note: This is currently available exclusively in the Kraken pre-prod environments. # Get position percentile of unwind queue Source: https://docs.kraken.com/api-reference/account-information/get-position-percentile-of-unwind-queue /openapi/futures-rest.yaml get /unwindqueue This endpoint returns the percentile of the open position in case of unwinding. # Get wallets Source: https://docs.kraken.com/api-reference/account-information/get-wallets /openapi/futures-rest.yaml get /accounts This endpoint returns key information relating to all your accounts which may either be cash accounts or margin accounts. This includes digital asset balances, instrument balances, margin requirements, margin trigger estimates and auxiliary information such as available funds, PnL of open positions and portfolio value. # Get liquidity pool statistic Source: https://docs.kraken.com/api-reference/analytics/get-liquidity-pool-statistic /openapi/futures-charts-rest.yaml get /analytics/liquidity-pool Get liquidity pool statistic including usd value # Market Analytics Source: https://docs.kraken.com/api-reference/analytics/market-analytics /openapi/futures-charts-rest.yaml get /analytics/{symbol}/{analytics_type} Analytics data divided into time buckets # Check v3 API key Source: https://docs.kraken.com/api-reference/api-keys/check-v3-api-key /openapi/futures-auth-rest.yaml get /api-keys/v3/check Verify API key access and return the authenticated key's details. # Create Prime API User Key Source: https://docs.kraken.com/api-reference/api-user-keys/create-prime-api-user-key /openapi/prime-rest.yaml post /0/private/CreatePrimeApiUserKey Creates a new API key for a Prime API user. The API secret is only returned in this response and cannot be retrieved later. # Delete Prime API User Key Source: https://docs.kraken.com/api-reference/api-user-keys/delete-prime-api-user-key /openapi/prime-rest.yaml post /0/private/DeletePrimeApiUserKey Permanently deletes an API key for a Prime API user. This action cannot be undone. # List Prime API User Keys Source: https://docs.kraken.com/api-reference/api-user-keys/list-prime-api-user-keys /openapi/prime-rest.yaml post /0/private/ListPrimeApiUserKeys Retrieves all API keys for a specific Prime API user. The API secret is not included in the response. # Update Prime API User Key Source: https://docs.kraken.com/api-reference/api-user-keys/update-prime-api-user-key /openapi/prime-rest.yaml post /0/private/UpdatePrimeApiUserKey Updates the whitelisted IPs for a Prime API user key. # Create Prime API User Source: https://docs.kraken.com/api-reference/api-users/create-prime-api-user /openapi/prime-rest.yaml post /0/private/CreatePrimeApiUser Creates a new Prime API user with the specified role. Valid roles are `Viewer` and `Trader`. # Get Prime API User Source: https://docs.kraken.com/api-reference/api-users/get-prime-api-user /openapi/prime-rest.yaml post /0/private/GetPrimeApiUser Retrieves details of a specific Prime API user by ID. # List Prime API Users Source: https://docs.kraken.com/api-reference/api-users/list-prime-api-users /openapi/prime-rest.yaml post /0/private/ListPrimeApiUsers Retrieves a list of all Prime API users for the account. # Update Prime API User Source: https://docs.kraken.com/api-reference/api-users/update-prime-api-user /openapi/prime-rest.yaml post /0/private/UpdatePrimeApiUser Updates the name or status of a Prime API user. # Update Prime API User Roles Source: https://docs.kraken.com/api-reference/api-users/update-prime-api-user-roles /openapi/prime-rest.yaml post /0/private/UpdatePrimeApiUserRoles Updates the role assigned to a Prime API user. Valid roles are `Viewer` and `Trader`. # Add assignment preference Source: https://docs.kraken.com/api-reference/assignment-program/add-assignment-preference /openapi/futures-rest.yaml post /assignmentprogram/add This endpoint adds an assignment program preference # Deletes assignment preference Source: https://docs.kraken.com/api-reference/assignment-program/deletes-assignment-preference /openapi/futures-rest.yaml post /assignmentprogram/delete This endpoint deletes an assignment program preference # List assignment preferences history Source: https://docs.kraken.com/api-reference/assignment-program/list-assignment-preferences-history /openapi/futures-rest.yaml get /assignmentprogram/history This endpoint returns information on assignment program preferences change history # List assignment programs Source: https://docs.kraken.com/api-reference/assignment-program/list-assignment-programs /openapi/futures-rest.yaml get /assignmentprogram/current This endpoint returns information on currently active assignment programs # Market Candles Source: https://docs.kraken.com/api-reference/candles/market-candles /openapi/futures-charts-rest.yaml get /{tick_type}/{symbol}/{resolution} Candles for specified tick type, market, and resolution. List of available tick types can be fetched from the [tick types](#operation/tickTypes) endpoint. List of available markets can be fetched from the [markets](#operation/symbols) endpoint. List of available resolutions can be fetched from the [resolutions](#operation/resolutions) endpoint. # Markets Source: https://docs.kraken.com/api-reference/candles/markets /openapi/futures-charts-rest.yaml get /{tick_type} Markets available for specified tick type. List of available tick types can be fetched from the [tick types](#operation/tickTypes) endpoint. # Resolutions Source: https://docs.kraken.com/api-reference/candles/resolutions /openapi/futures-charts-rest.yaml get /{tick_type}/{symbol} Candle resolutions available for specified tick type and market. List of available tick types can be fetched from the [tick types](#operation/tickTypes) endpoint. List of available markets can be fetched from the [markets](#operation/symbols) endpoint. # Tick Types Source: https://docs.kraken.com/api-reference/candles/tick-types /openapi/futures-charts-rest.yaml get / Returns all available tick types to use with the [markets](#operation/symbols) endpoint. # Create address Source: https://docs.kraken.com/api-reference/custody-external-api/create-address /openapi/insto-custody-rest.yaml post /v0/insto/custody/vaults/{vault_id}/deposit-methods/{method_id}/addresses Generates a new deposit address for the vault and deposit method. The response carries the new address along with deposit fee, minimum and maximum amounts, expiration timestamp, and the asset and asset class the method belongs to. The request fails with `TooManyAddresses` when the maximum number of addresses for the method has been reached. **Rate limit:** 200 requests per 30 seconds per IP. # Create task Source: https://docs.kraken.com/api-reference/custody-external-api/create-task /openapi/insto-custody-rest.yaml post /v0/insto/custody/tasks/create Creates an approval task from one or more instructions. Each instruction describes a single change, such as a withdrawal, a sub-quorum update, or a user removal. The task is created in a pending state and its instructions take effect asynchronously once the task is approved. The response returns the task identifier and the identifier of the associated approval flow. **Rate limit:** 200 requests per 30 seconds per IP. # Get info Source: https://docs.kraken.com/api-reference/custody-external-api/get-info /openapi/insto-custody-rest.yaml get /v0/insto/custody/vaults/{vault_id}/deposits/info Returns the deposit methods available for a specific asset in a vault. Each entry carries the funding method identifier, fees, minimums, and the underlying network metadata needed to display a deposit screen. **Rate limit:** 200 requests per 30 seconds per IP. # Get task by id Source: https://docs.kraken.com/api-reference/custody-external-api/get-task-by-id /openapi/insto-custody-rest.yaml get /v0/insto/custody/tasks/{id} Returns the full details of a single task, including its payload, the activity timeline, and reviewer/quorum state. Available only to callers in the task's owning organization. For batch action types the payload is replaced by per-item operations. **Rate limit:** 200 requests per 30 seconds per IP. # Get transaction Source: https://docs.kraken.com/api-reference/custody-external-api/get-transaction /openapi/insto-custody-rest.yaml get /v0/insto/custody/vaults/{vault_id}/transactions/{transaction_id} Returns a single transaction for the given vault. Available only to callers with access to the vault. **Rate limit:** 200 requests per 30 seconds per IP. # Get vault balance Source: https://docs.kraken.com/api-reference/custody-external-api/get-vault-balance /openapi/insto-custody-rest.yaml get /v0/insto/custody/vaults/{vault_id}/balance Returns the total balance for a vault valued in the requested quote currency. The response includes the 24-hour balance change and any assets for which a quote rate was unavailable. **Rate limit:** 200 requests per 30 seconds per IP. # Get withdrawal fee quote Source: https://docs.kraken.com/api-reference/custody-external-api/get-withdrawal-fee-quote /openapi/insto-custody-rest.yaml post /v0/insto/custody/vaults/{vault_id}/withdrawals/fee-quotes Generates a fee quote for a hypothetical withdrawal from the specified vault. Callers supply the asset and amount they intend to withdraw and receive back a `quote_id` along with a set of fee tiers, each describing the fee charged at a given priority level. The returned `quote_id` can then be passed to `POST /v0/insto/custody/vaults/{vault_id}/withdrawals` together with the chosen fee tier to submit the actual withdrawal. Quotes are advisory and expire after a short window. **Rate limit:** 200 requests per 30 seconds per IP. # Get withdrawal info Source: https://docs.kraken.com/api-reference/custody-external-api/get-withdrawal-info /openapi/insto-custody-rest.yaml get /v0/insto/custody/vaults/{vault_id}/withdrawals/info Returns withdrawal methods, fees, limits, and network metadata for a specific asset in a vault. Each entry carries the method identifier, fee structure, minimum and maximum amounts, and validation rules needed to display a withdrawal screen. **Rate limit:** 200 requests per 30 seconds per IP. # List assets Source: https://docs.kraken.com/api-reference/custody-external-api/list-assets /openapi/insto-custody-rest.yaml get /v0/insto/custody/public/assets Returns the catalog of supported assets, including currency code, display metadata, network, and which actions (deposit, withdraw, transfer, stake) are available for each asset. No authentication is required. **Rate limit:** 200 requests per 30 seconds per IP. # List balances Source: https://docs.kraken.com/api-reference/custody-external-api/list-balances /openapi/insto-custody-rest.yaml get /v0/insto/custody/organizations/{org_id}/balances Returns the aggregated balance for an organization across all of its vaults, valued in the requested quote currency. The response breaks the total down into spot, staked, and pledged components. **Rate limit:** 200 requests per 30 seconds per IP. # List deposit addresses Source: https://docs.kraken.com/api-reference/custody-external-api/list-deposit-addresses /openapi/insto-custody-rest.yaml get /v0/insto/custody/vaults/{vault_id}/deposit-methods/{method_id}/addresses Returns existing deposit addresses for the vault and deposit method. Each entry carries the address, optional routing fields like `tag` and `memo`, deposit fee, minimum and maximum amounts, expiration timestamp, and a flag indicating whether the caller may generate another address. The list is empty when no address has been generated yet. **Rate limit:** 200 requests per 30 seconds per IP. # List deposit methods Source: https://docs.kraken.com/api-reference/custody-external-api/list-deposit-methods /openapi/insto-custody-rest.yaml get /v0/insto/custody/vaults/{vault_id}/deposit-methods Returns the deposit methods available for the vault. Each entry carries the method identifier, fee, minimum, disabled flag, and the network metadata for the underlying chain. Filter by `asset` and `asset_class` together to limit results to a single asset. **Rate limit:** 200 requests per 30 seconds per IP. # List organizations Source: https://docs.kraken.com/api-reference/custody-external-api/list-organizations /openapi/insto-custody-rest.yaml get /v0/insto/custody/organizations Returns the organizations the authenticated user belongs to. Each entry carries the organization identifier, display name, and lifecycle status. **Rate limit:** 200 requests per 30 seconds per IP. # List tasks Source: https://docs.kraken.com/api-reference/custody-external-api/list-tasks /openapi/insto-custody-rest.yaml get /v0/insto/custody/tasks Returns a paginated list of custody tasks (approval requests) visible to the authenticated user, filtered by the supplied query parameters and ordered by the requested column. Multi-valued filters are OR-ed within a field and AND-ed across fields. **Rate limit:** 200 requests per 30 seconds per IP. # List transactions Source: https://docs.kraken.com/api-reference/custody-external-api/list-transactions /openapi/insto-custody-rest.yaml get /v0/insto/custody/vaults/{vault_id}/transactions Returns a paginated list of transactions for the given vault. Filter by transaction type, asset, and sort order. Use `cursor` from a prior response to fetch subsequent pages. **Rate limit:** 200 requests per 30 seconds per IP. # List whitelist addresses Source: https://docs.kraken.com/api-reference/custody-external-api/list-whitelist-addresses /openapi/insto-custody-rest.yaml get /v0/insto/custody/vaults/{vault_id}/whitelist/addresses Returns the whitelisted withdrawal addresses for a vault, optionally filtered by asset. **Rate limit:** 200 requests per 30 seconds per IP. # List withdrawal methods Source: https://docs.kraken.com/api-reference/custody-external-api/list-withdrawal-methods /openapi/insto-custody-rest.yaml get /v0/insto/custody/vaults/{vault_id}/withdrawal-methods Returns the withdrawal methods available for the vault. Each entry carries the method identifier, fee and fee asset, minimum withdrawal amount, disabled flag, and the network metadata for the underlying chain. Filter by `asset` and `asset_class` together to limit results to a single asset. **Rate limit:** 200 requests per 30 seconds per IP. # Review task Source: https://docs.kraken.com/api-reference/custody-external-api/review-task /openapi/insto-custody-rest.yaml post /v0/insto/custody/tasks/{id}/review Records the authenticated user's review decision on a task. The decision is `approve` or `deny`, with an optional comment. The caller must be an assigned reviewer and must not already have voted; if either condition fails the request is rejected with a `403`. The response returns the task's new lifecycle state after the decision is applied. **Rate limit:** 200 requests per 30 seconds per IP. # Allocate Earn Funds Source: https://docs.kraken.com/api-reference/earn/allocate-earn-funds /openapi/spot-rest.yaml post /private/Earn/Allocate Allocate funds to the Strategy. Requires the `Earn Funds` API key permission. The amount must always be defined. This method is asynchronous. A couple of preflight checks are performed synchronously on behalf of the method before it is dispatched further. The client is required to poll the result using the `/0/private/Earn/AllocateStatus` endpoint. There can be only one (de)allocation request in progress for given user and strategy at any time. While the operation is in progress: 1. `pending` attribute in `/Earn/Allocations` response for the strategy indicates that funds are being allocated, 2. `pending` attribute in `/Earn/AllocateStatus` response will be true. Following specific errors within `Earnings` class can be returned by this method: - Minimum allocation: `EEarnings:Below min:(De)allocation operation amount less than minimum` - Allocation in progress: `EEarnings:Busy:Another (de)allocation for the same strategy is in progress` - Service temporarily unavailable: `EEarnings:Busy`. Try again in a few minutes. - User tier verification: `EEarnings:Permission denied:The user's tier is not high enough` - Strategy not found: `EGeneral:Invalid arguments:Invalid strategy ID` # Deallocate Earn Funds Source: https://docs.kraken.com/api-reference/earn/deallocate-earn-funds /openapi/spot-rest.yaml post /private/Earn/Deallocate Deallocate funds from a strategy. Requires the `Earn Funds` API key permission. The amount must always be defined. This method is asynchronous. A couple of preflight checks are performed synchronously on behalf of the method before it is dispatched further. If the method returns HTTP 202 code, the client is required to poll the result using the `/Earn/DeallocateStatus` endpoint. There can be only one (de)allocation request in progress for given user and strategy. While the operation is in progress: 1. `pending` attribute in `Allocations` response for the strategy will hold the amount that is being deallocated (negative amount) 2. `pending` attribute in `DeallocateStatus` response will be true. Following specific errors within `Earnings` class can be returned by this method: - Minimum allocation: `EEarnings:Below min:(De)allocation operation amount less than minimum` allowed - Allocation in progress: `EEarnings:Busy:Another (de)allocation for the same strategy is in progress` - Strategy not found: `EGeneral:Invalid arguments:Invalid strategy ID` # Get Allocation Status Source: https://docs.kraken.com/api-reference/earn/get-allocation-status /openapi/spot-rest.yaml post /private/Earn/AllocateStatus Get the status of the last allocation request. Requires either the `Earn Funds` or `Query Funds` API key permission. (De)allocation operations are asynchronous and this endpoint allows client to retrieve the status of the last dispatched operation. There can be only one (de)allocation request in progress for given user and strategy. The `pending` attribute in the response indicates if the previously dispatched operation is still in progress (true) or has successfully completed (false). If the dispatched request failed with an error, then HTTP error is returned to the client as if it belonged to the original request. Following specific errors within `Earnings` class can be returned by this method: - Insufficient funds: `EEarnings:Insufficient funds:Insufficient funds to complete the (de)allocation request` - User cap exceeded: `EEarnings:Above max:The allocation exceeds user limit for the strategy` - Total cap exceeded: `EEarnings:Above max:The allocation exceeds the total strategy limit` - Minimum allocation: `EEarnings:Below min:(De)allocation operation amount less than minimum` # Get Deallocation Status Source: https://docs.kraken.com/api-reference/earn/get-deallocation-status /openapi/spot-rest.yaml post /private/Earn/DeallocateStatus Get the status of the last deallocation request. Requires either the `Earn Funds` or `Query Funds` API key permission. (De)allocation operations are asynchronous and this endpoint allows client to retrieve the status of the last dispatched operation. There can be only one (de)allocation request in progress for given user and strategy. The `pending` attribute in the response indicates if the previously dispatched operation is still in progress (true) or has successfully completed (false). If the dispatched request failed with an error, then HTTP error is returned to the client as if it belonged to the original request. Following specific errors within `Earnings` class can be returned by this method: - Insufficient funds: `EEarnings:Insufficient funds:Insufficient funds to complete the (de)allocation request` - Minimum allocation: `EEarnings:Below min:(De)allocation operation amount less than minimum` # List Earn Allocations Source: https://docs.kraken.com/api-reference/earn/list-earn-allocations /openapi/spot-rest.yaml post /private/Earn/Allocations List all allocations for the user. Requires the `Query Funds` API key permission. By default all allocations are returned, even for strategies that have been used in the past and have zero balance now. That is so that the user can see how much was earned with given strategy in the past. `hide_zero_allocations` parameter can be used to remove zero balance entries from the output. Paging hasn't been implemented for this method as we don't expect the result for a particular user to be overwhelmingly large. All amounts in the output can be denominated in a currency of user's choice (the `converted_asset` parameter). Information about when the next reward will be paid to the client is also provided in the output. Allocated funds can be in up to 4 states: - bonding - allocated - exit_queue (ETH only) - unbonding Any funds in `total` not in `bonding`/`unbonding` are simply allocated and earning rewards. Depending on the strategy funds in the other 3 states can also be earning rewards. Consult the output of `/Earn/Strategies` to know whether `bonding`/`unbonding` earn rewards. `ETH` in `exit_queue` still earns rewards. Note that for `ETH`, when the funds are in the `exit_queue` state, the `expires` time given is the time when the funds will have finished unbonding, not when they go from exit queue to unbonding. (Un)bonding time estimate can be inaccurate right after having (de)allocated the funds. Wait 1-2 minutes after (de)allocating to get an accurate result. # List Earn Strategies Source: https://docs.kraken.com/api-reference/earn/list-earn-strategies /openapi/spot-rest.yaml post /private/Earn/Strategies List earn strategies along with their parameters. Requires a valid API key but not specific permission is required. Returns only strategies that are available to the user based on geographic region. When the user does not meet the tier restriction, `can_allocate` will be false and `allocation_restriction_info` indicates `Tier` as the restriction reason. Earn products generally require Intermediate tier. Get your account verified to access earn. A note about `lock_type`: - `instant`: can be deallocated without an unbonding period. This is called flexible in the UI. - `bonded`: has an unbonding period. Deallocation will not happen until this period has passed. - `flex`: "Kraken rewards". This is earning on your spot balances where eligible. It's turned on account wide from the UI and you cannot manually allocate to these strategies. Paging isn't yet implemented, so the endpoint always returns all data in the first page. # Get fee schedule volumes Source: https://docs.kraken.com/api-reference/fee-schedules/get-fee-schedule-volumes /openapi/futures-rest.yaml get /feeschedules/volumes **DEPRECATED** — Effective 2026-06-22, the fee values returned by this endpoint no longer reflect the fees actually charged on Futures trades. Futures fee calculation has been migrated to a centralised Kraken fee service. Use the Spot [`GetTradeVolume`](https://docs.kraken.com/api/docs/rest-api/get-trade-volume) endpoint instead. Returns your fee schedule volumes for each fee schedule. # Get fee schedules Source: https://docs.kraken.com/api-reference/fee-schedules/get-fee-schedules /openapi/futures-rest.yaml get /feeschedules **DEPRECATED** — Effective 2026-06-22, the fee values returned by this endpoint no longer reflect the fees actually charged on Futures trades. Futures fee calculation has been migrated to a centralised Kraken fee service. Use the Spot [`GetTradeVolume`](https://docs.kraken.com/api/docs/rest-api/get-trade-volume) endpoint instead. This endpoint lists all fee schedules. # Get Deposit Addresses Source: https://docs.kraken.com/api-reference/funding/get-deposit-addresses /openapi/spot-rest.yaml post /private/DepositAddresses Retrieve (or generate a new) deposit addresses for a particular asset and method. **API Key Permissions Required:** `Funds permissions - Query` # Get Deposit Methods Source: https://docs.kraken.com/api-reference/funding/get-deposit-methods /openapi/spot-rest.yaml post /private/DepositMethods Retrieve methods available for depositing a particular asset. **API Key Permissions Required:** `Funds permissions - Query` and `Funds permissions - Deposit` # Get Status of Recent Deposits Source: https://docs.kraken.com/api-reference/funding/get-status-of-recent-deposits /openapi/spot-rest.yaml post /private/DepositStatus Retrieve information about recent deposits. Results are sorted by recency, use the `cursor` parameter to iterate through list of deposits (page size equal to value of `limit`) from newest to oldest. **API Key Permissions Required:** `Funds permissions - Query` # Get Status of Recent Withdrawals Source: https://docs.kraken.com/api-reference/funding/get-status-of-recent-withdrawals /openapi/spot-rest.yaml post /private/WithdrawStatus Retrieve information about recent withdrawals. Results are sorted by recency, use the `cursor` parameter to iterate through list of withdrawals (page size equal to value of `limit`) from newest to oldest. **API Key Permissions Required:** `Funds permissions - Withdraw` or `Data - Query ledger entries` # Get Withdrawal Addresses Source: https://docs.kraken.com/api-reference/funding/get-withdrawal-addresses /openapi/spot-rest.yaml post /private/WithdrawAddresses Retrieve a list of withdrawal addresses available for the user. **API Key Permissions Required:** `Funds permissions - Query` and `Funds permissions - Withdraw` # Get Withdrawal Information Source: https://docs.kraken.com/api-reference/funding/get-withdrawal-information /openapi/spot-rest.yaml post /private/WithdrawInfo Retrieve fee information about potential withdrawals for a particular asset, key and amount. **API Key Permissions Required:** `Funds permissions - Query` and `Funds permissions - Withdraw` # Get Withdrawal Methods Source: https://docs.kraken.com/api-reference/funding/get-withdrawal-methods /openapi/spot-rest.yaml post /private/WithdrawMethods Retrieve a list of withdrawal methods available for the user. **API Key Permissions Required:** `Funds permissions - Query` and `Funds permissions - Withdraw` # Request Wallet Transfer Source: https://docs.kraken.com/api-reference/funding/request-wallet-transfer /openapi/spot-rest.yaml post /private/WalletTransfer Transfer from a Kraken spot wallet to a Kraken Futures wallet. Note that a transfer in the other direction must be requested via the Kraken Futures API endpoint for [withdrawals to Spot wallets](../futures-api/trading/withdrawal). **API Key Permissions Required:** `Funds permissions - Query` # Request Withdrawal Cancellation Source: https://docs.kraken.com/api-reference/funding/request-withdrawal-cancellation /openapi/spot-rest.yaml post /private/WithdrawCancel Cancel a recently requested withdrawal, if it has not already been successfully processed. **API Key Permissions Required:** `Funds permissions - Withdraw`, unless withdrawal is a `WalletTransfer`, then no permissions are required. # Withdraw Funds Source: https://docs.kraken.com/api-reference/funding/withdraw-funds /openapi/spot-rest.yaml post /private/Withdraw Make a withdrawal request. **API Key Permissions Required:** `Funds permissions - Withdraw` # Get notifications Source: https://docs.kraken.com/api-reference/general/get-notifications /openapi/futures-rest.yaml get /notifications This endpoint provides the platform's notifications. # Get your fills Source: https://docs.kraken.com/api-reference/historical-data/get-your-fills /openapi/futures-rest.yaml get /fills This endpoint returns information on your filled orders for all futures contracts. # Historical funding rates Source: https://docs.kraken.com/api-reference/historical-funding-rates/historical-funding-rates /openapi/futures-rest.yaml get /historical-funding-rates Returns list of historical funding rates for given market. # Get instrument status Source: https://docs.kraken.com/api-reference/instrument-details/get-instrument-status /openapi/futures-rest.yaml get /instruments/{symbol}/status Returns price dislocation and volatility details for given market. # Get instrument status list Source: https://docs.kraken.com/api-reference/instrument-details/get-instrument-status-list /openapi/futures-rest.yaml get /instruments/status Returns price dislocation and volatility details for all markets. # Get instruments Source: https://docs.kraken.com/api-reference/instrument-details/get-instruments /openapi/futures-rest.yaml get /instruments Returns specifications for all currently listed markets and indices. # Get Asset Info Source: https://docs.kraken.com/api-reference/market-data/get-asset-info /openapi/spot-rest.yaml get /public/Assets Get information about the assets that are available for deposit, withdrawal, trading and earn. # Get Grouped Order Book Source: https://docs.kraken.com/api-reference/market-data/get-grouped-order-book /openapi/spot-rest.yaml get /public/GroupedBook The GroupedBook endpoint aggregates the volume in the order book over a specified tick range. It provides a summary of liquidity deep into the book, useful for user interface display. Bids and asks between grouped price levels are accumulated to the nearest passive level (asks rounded up, bids down). # Get OHLC Data Source: https://docs.kraken.com/api-reference/market-data/get-ohlc-data /openapi/spot-rest.yaml get /public/OHLC Retrieve OHLC market data. The last entry in the OHLC array is for the current, not-yet-committed timeframe, and will always be present, regardless of the value of `since`. Returns up to 720 of the most recent entries (older data cannot be retrieved, regardless of the value of `since`). # Get Order Book Source: https://docs.kraken.com/api-reference/market-data/get-order-book /openapi/spot-rest.yaml get /public/Depth Returns level 2 (L2) order book, which describes the individual price levels in the book with aggregated order quantities at each level. # Get orderbook Source: https://docs.kraken.com/api-reference/market-data/get-orderbook /openapi/futures-rest.yaml get /orderbook This endpoint returns the entire non-cumulative order book of currently listed Futures contracts. # Get Recent Spreads Source: https://docs.kraken.com/api-reference/market-data/get-recent-spreads /openapi/spot-rest.yaml get /public/Spread Returns the last ~200 top-of-book spreads for a given pair # Get Recent Trades Source: https://docs.kraken.com/api-reference/market-data/get-recent-trades /openapi/spot-rest.yaml get /public/Trades Returns the last 1000 trades by default # Get Server Time Source: https://docs.kraken.com/api-reference/market-data/get-server-time /openapi/spot-rest.yaml get /public/Time Get the server's time. # Get System Status Source: https://docs.kraken.com/api-reference/market-data/get-system-status /openapi/spot-rest.yaml get /public/SystemStatus Get the current system status or trading mode. # Get ticker by symbol Source: https://docs.kraken.com/api-reference/market-data/get-ticker-by-symbol /openapi/futures-rest.yaml get /tickers/{symbol} Get market data for contract or index by symbol # Get Ticker Information Source: https://docs.kraken.com/api-reference/market-data/get-ticker-information /openapi/spot-rest.yaml get /public/Ticker Get ticker information for all or requested markets. To clarify usage, note that * Today's prices start at midnight UTC * Leaving the pair parameter blank will return tickers for all tradeable assets on Kraken # Get tickers Source: https://docs.kraken.com/api-reference/market-data/get-tickers /openapi/futures-rest.yaml get /tickers This endpoint returns current market data for all currently listed Futures contracts and indices. # Get Tradable Asset Pairs Source: https://docs.kraken.com/api-reference/market-data/get-tradable-asset-pairs /openapi/spot-rest.yaml get /public/AssetPairs Get tradable asset pairs # Get trade history Source: https://docs.kraken.com/api-reference/market-data/get-trade-history /openapi/futures-rest.yaml get /history This endpoint returns the most recent 100 trades prior to the specified `lastTime` value up to past 7 days or recent trading engine restart (whichever is sooner). If no `lastTime` specified, it will return 100 most recent trades. # Query L3 Order Book Source: https://docs.kraken.com/api-reference/market-data/query-l3-order-book /openapi/spot-rest.yaml post /private/Level3 Retrieve Level3 order book data, which provides individual order information at each price level. This includes order IDs and timestamps for each order in the book. The Level3 endpoint requires authentication. **API Key Permissions Required:** `Orders and trades - Query open orders & trades` # Get public execution events Source: https://docs.kraken.com/api-reference/market-history/get-public-execution-events /openapi/futures-history-rest.yaml get /market/{tradeable}/executions Lists trades for a market. # Get public mark price events Source: https://docs.kraken.com/api-reference/market-history/get-public-mark-price-events /openapi/futures-history-rest.yaml get /market/{tradeable}/price Lists price events for a market. # Get public order events Source: https://docs.kraken.com/api-reference/market-history/get-public-order-events /openapi/futures-history-rest.yaml get /market/{tradeable}/orders Lists order events for a market. # Get leverage settings Source: https://docs.kraken.com/api-reference/multi-collateral/get-leverage-settings /openapi/futures-rest.yaml get /leveragepreferences Returns list of configured leverage preferences. # Get PNL currency preferences Source: https://docs.kraken.com/api-reference/multi-collateral/get-pnl-currency-preferences /openapi/futures-rest.yaml get /pnlpreferences The PNL currency preference is used to determine which currency to pay out when realizing PNL gains. # Set leverage settings Source: https://docs.kraken.com/api-reference/multi-collateral/set-leverage-settings /openapi/futures-rest.yaml put /leveragepreferences Sets a contract's margin mode, either "isolated" or "cross" margin. When specifying a max leverage, the contract's margin mode will be isolated. Calling this endpoint can result in the following error codes: - 87: Contract does not exist - 88: Contract not a multi-collateral futures contract - 41: Would cause liquidation # Set PNL currency preference Source: https://docs.kraken.com/api-reference/multi-collateral/set-pnl-currency-preference /openapi/futures-rest.yaml put /pnlpreferences The PNL currency preference is used to determine which currency to pay out when realizing PNL gains. Calling this API can result in the following error codes: 87: Contract does not exist 88: Contract not a multi-collateral futures contract 89: Currency does not exist 90: Currency is not enabled for multi-collateral futures 41: Would cause liquidation # Batch order management Source: https://docs.kraken.com/api-reference/order-management/batch-order-management /openapi/futures-rest.yaml post /batchorder This endpoint allows sending limit or stop order(s) and/or cancelling open order(s) and/or editing open order(s) for a currently listed Futures contract in batch. When editing an order, if the `trailingStopMaxDeviation` and `trailingStopDeviationUnit` parameters are sent unchanged, the system will recalculate a new stop price upon successful order modification. # Cancel all orders Source: https://docs.kraken.com/api-reference/order-management/cancel-all-orders /openapi/futures-rest.yaml post /cancelallorders This endpoint allows cancelling orders which are associated with a future's contract or a margin account. If no arguments are specified all open orders will be cancelled. # Cancel order Source: https://docs.kraken.com/api-reference/order-management/cancel-order /openapi/futures-rest.yaml post /cancelorder This endpoint allows cancelling an open order for a Futures contract. # Dead man's switch Source: https://docs.kraken.com/api-reference/order-management/dead-mans-switch /openapi/futures-rest.yaml post /cancelallordersafter This endpoint provides a Dead Man's Switch mechanism to protect the user from network malfunctions. The user can send a request with a timeout in seconds which will trigger a countdown timer that will cancel all user orders when timeout expires. The user has to keep sending request to push back the timeout expiration or they can deactivate the mechanism by specifying a timeout of zero (0). The recommended mechanism usage is making a call every 15 to 20 seconds and provide a timeout of 60 seconds. This allows the user to keep the orders in place on a brief network failure, while keeping them safe in case of a network breakdown. # Edit order Source: https://docs.kraken.com/api-reference/order-management/edit-order /openapi/futures-rest.yaml post /editorder This endpoint allows editing an existing order for a currently listed Futures contract. When editing an order, if the `trailingStopMaxDeviation` and `trailingStopDeviationUnit` parameters are sent unchanged, the system will recalculate a new stop price upon successful order modification. # Get open orders Source: https://docs.kraken.com/api-reference/order-management/get-open-orders /openapi/futures-rest.yaml get /openorders This endpoint returns information on all open orders for all Futures contracts. # Get Specific Orders' Status Source: https://docs.kraken.com/api-reference/order-management/get-specific-orders-status /openapi/futures-rest.yaml post /orders/status Returns information on specified orders which are open or were filled/cancelled in the last 5 seconds. # Send order Source: https://docs.kraken.com/api-reference/order-management/send-order /openapi/futures-rest.yaml post /sendorder This endpoint allows sending a limit, stop, take profit or immediate-or-cancel order for a currently listed Futures contract. # Check OTC Eligibility Source: https://docs.kraken.com/api-reference/quotes/check-otc-eligibility /openapi/otc-rest.yaml post /private/CheckOtcClient Retrieves the client permissions for the OTC Portal. **API Key Permissions Required:** `Funds permissions - Query` and `Funds permissions - Deposit` # Create OTC Quote Source: https://docs.kraken.com/api-reference/quotes/create-otc-quote /openapi/otc-rest.yaml post /private/CreateOtcQuoteRequest Creates a new OTC request for quote. **API Key Permissions Required:** `Orders and trades - Create & modify orders` # Get OTC Active Quotes Source: https://docs.kraken.com/api-reference/quotes/get-otc-active-quotes /openapi/otc-rest.yaml post /private/GetOtcActiveQuotes Retrieves a list of active OTC quotes. **API Key Permissions Required:** `Orders and trades - Query open orders & trades` # Get OTC Exposures Source: https://docs.kraken.com/api-reference/quotes/get-otc-exposures /openapi/otc-rest.yaml post /private/GetOtcExposures Retrieves the max and used OTC exposures. **API Key Permissions Required:** `Orders and trades - Query open orders & trades` # Get OTC Historical Quotes Source: https://docs.kraken.com/api-reference/quotes/get-otc-historical-quotes /openapi/otc-rest.yaml post /private/GetOtcHistoricalQuotes Retrieves OTC quotes history. **API Key Permissions Required:** `Orders and trades - Query open orders & trades` # Get OTC Pairs Source: https://docs.kraken.com/api-reference/quotes/get-otc-pairs /openapi/otc-rest.yaml post /private/GetOtcPairs Retrieves the list of OTC trading pairs. **API Key Permissions Required:** `Funds permissions - Query` and `Funds permissions - Deposit` # Update OTC Quote Source: https://docs.kraken.com/api-reference/quotes/update-otc-quote /openapi/otc-rest.yaml post /private/UpdateOtcQuote Accepts or rejects an OTC quote. **API Key Permissions Required:** `Orders and trades - Create & modify orders` # Accept an offer on an open RFQ Source: https://docs.kraken.com/api-reference/rfqs/accept-an-offer-on-an-open-rfq /openapi/futures-rest.yaml post /rfqs/open-rfqs/accept-offer/{rfqUid} Accept an offer on a specific open RFQ created by the authenticated account. Exactly one of `bidAccepted` or `askAccepted` must be provided. Note: This is currently available exclusively in the Kraken pre-prod environments. # Cancel an open RFQ Source: https://docs.kraken.com/api-reference/rfqs/cancel-an-open-rfq /openapi/futures-rest.yaml delete /rfqs/open-rfqs/{rfqUid} Cancel a specific open RFQ created by the authenticated account. Note: This is currently available exclusively in the Kraken pre-prod environments. # Cancel open offer on open RFQ Source: https://docs.kraken.com/api-reference/rfqs/cancel-open-offer-on-open-rfq /openapi/futures-rest.yaml delete /rfqs/{rfqUid}/cancel-offer Cancel the current open offer on the specified open RFQ Note: This is currently available exclusively in the Kraken pre-prod environments. # Create a new RFQ Source: https://docs.kraken.com/api-reference/rfqs/create-a-new-rfq /openapi/futures-rest.yaml post /rfqs/open-rfqs Create a new RFQ for the authenticated account. Note: This is currently available exclusively in the Kraken pre-prod environments. # List all open RFQs Source: https://docs.kraken.com/api-reference/rfqs/list-all-open-rfqs /openapi/futures-rest.yaml get /rfqs Retrieve all currently open RFQs Note: This is currently available exclusively in the Kraken pre-prod environments. # List offers placed by the account on closed RFQs Source: https://docs.kraken.com/api-reference/rfqs/list-offers-placed-by-the-account-on-closed-rfqs /openapi/futures-rest.yaml get /rfqs/closed-offers Retrieve all offers the account placed on RFQs that have since closed. The `status` field on each offer indicates how the parent RFQ closed (`expired`, `cancelled`, `filled_bid_side`, or `filled_ask_side`). Closed RFQs are tracked in an in-memory cache only and are not persisted; offers may be evicted by the cache eviction policy or wiped on service restart. Note: This is currently available exclusively in the Kraken pre-prod environments. # List open offers on open RFQs Source: https://docs.kraken.com/api-reference/rfqs/list-open-offers-on-open-rfqs /openapi/futures-rest.yaml get /rfqs/open-offers Retrieve all open offers for the account on currently open RFQs Note: This is currently available exclusively in the Kraken pre-prod environments. # List open RFQs for account Source: https://docs.kraken.com/api-reference/rfqs/list-open-rfqs-for-account /openapi/futures-rest.yaml get /rfqs/open-rfqs Retrieve all currently open RFQs created by the authenticated account. Note: This is currently available exclusively in the Kraken pre-prod environments. # Place new offer on an open RFQ Source: https://docs.kraken.com/api-reference/rfqs/place-new-offer-on-an-open-rfq /openapi/futures-rest.yaml post /rfqs/{rfqUid}/place-offer Place a new offer for the given amount in USD on the specified open RFQ, bid and ask are optional but at least one must be provided Note: This is currently available exclusively in the Kraken pre-prod environments. # Replace open offer on open RFQ Source: https://docs.kraken.com/api-reference/rfqs/replace-open-offer-on-open-rfq /openapi/futures-rest.yaml put /rfqs/{rfqUid}/replace-offer Replace the current open offer on the specified open RFQ, bid and ask are optional but at least one must be provided Note: This is currently available exclusively in the Kraken pre-prod environments. # Retrieve a single RFQ (open or recently closed) Source: https://docs.kraken.com/api-reference/rfqs/retrieve-a-single-rfq-open-or-recently-closed /openapi/futures-rest.yaml get /rfqs/{rfqUid} Retrieve a single RFQ by its unique identifier. The response includes both open and recently closed RFQs, with a lifecycle `status` field indicating the current state. Closed RFQs are tracked in an in-memory cache only and are not persisted; they may be evicted by the cache eviction policy or wiped on service restart. Note: This is currently available exclusively in the Kraken pre-prod environments. # Create Prime Settlement Batch Source: https://docs.kraken.com/api-reference/settlement/create-prime-settlement-batch /openapi/prime-rest.yaml post /0/private/CreatePrimeSettlementBatch Creates a new Prime settlement batch from pending unsettled trades. Only one active batch per `asset_kind` can exist at a time. Optionally pass `asset_kind` in the request body to select which trades to include: `currency` (fiat and cryptocurrency positions; default) or `tokenized_equity` (tokenized equity positions). **API Key Permissions Required:** `Orders and trades - Create & modify orders` # Get Prime Settlement Batch Source: https://docs.kraken.com/api-reference/settlement/get-prime-settlement-batch /openapi/prime-rest.yaml post /0/private/GetPrimeSettlementBatch Retrieves a specific Prime settlement batch by its ID, including all legs and their current settlement status. **API Key Permissions Required:** `Orders and trades - Query open orders & trades` # List Prime Settlement Batches Source: https://docs.kraken.com/api-reference/settlement/list-prime-settlement-batches /openapi/prime-rest.yaml post /0/private/ListPrimeSettlementBatches Retrieves a list of Prime settlement batches, optionally filtered by status and time range. Results are sorted by creation time, most recent first. **API Key Permissions Required:** `Orders and trades - Query open orders & trades` # Settle Prime Settlement Batch Asset Source: https://docs.kraken.com/api-reference/settlement/settle-prime-settlement-batch-asset /openapi/prime-rest.yaml post /0/private/SettlePrimeSettlementBatchAsset Initiates settlement of a specific asset leg within a Prime settlement batch. The batch must be confirmed and the leg must be eligible for settlement (check `can_settle` on the leg). **API Key Permissions Required:** `Orders and trades - Create & modify orders` # Account Transfer Source: https://docs.kraken.com/api-reference/subaccounts/account-transfer /openapi/spot-rest.yaml post /private/AccountTransfer Transfer funds to and from master and subaccounts. **Note:** `AccountTransfer` must be called using an API key from the master account. **API Key Permissions Required:** `Funds permissions - Withdraw` # Check subaccount trading status Source: https://docs.kraken.com/api-reference/subaccounts/check-subaccount-trading-status /openapi/futures-rest.yaml get /subaccount/{subaccountUid}/trading-enabled Returns trading capability info for given subaccount. # Create Subaccount Source: https://docs.kraken.com/api-reference/subaccounts/create-subaccount /openapi/spot-rest.yaml post /private/CreateSubaccount Create a trading subaccount. **Note:** `CreateSubaccount` must be called using an API key from the master account. **API Key Permissions Required:** `Funds permissions - Withdraw` # Get subaccounts Source: https://docs.kraken.com/api-reference/subaccounts/get-subaccounts /openapi/futures-rest.yaml get /subaccounts Return information about subaccounts, including balances and UIDs. # Update subaccount trading status Source: https://docs.kraken.com/api-reference/subaccounts/update-subaccount-trading-status /openapi/futures-rest.yaml put /subaccount/{subaccountUid}/trading-enabled Updates trading capabilities for given subaccount. # Get self trade strategy Source: https://docs.kraken.com/api-reference/trading-settings/get-self-trade-strategy /openapi/futures-rest.yaml get /self-trade-strategy Returns account-wide self-trade matching strategy. # Update self trade strategy Source: https://docs.kraken.com/api-reference/trading-settings/update-self-trade-strategy /openapi/futures-rest.yaml put /self-trade-strategy Updates account-wide self-trade matching behavior to given strategy. # Add Order Source: https://docs.kraken.com/api-reference/trading/add-order /openapi/spot-rest.yaml post /private/AddOrder Place a new order. **Note**: See the [AssetPairs](/docs/rest-api/get-tradable-asset-pairs) endpoint for details on the available trading pairs, their price and quantity precisions, order minimums, available leverage, etc. **API Key Permissions Required:** `Orders and trades - Create & modify orders` # Add Order Batch Source: https://docs.kraken.com/api-reference/trading/add-order-batch /openapi/spot-rest.yaml post /private/AddOrderBatch Sends a collection of orders (minimum of 2 and maximum 15): * Validation is performed on the whole batch prior to submission to the engine. If an order fails validation, the whole batch will be rejected. * On submission to the engine, if an order fails pre-match checks (i.e. funding), then the individual order will be rejected and remainder of the batch will be processed. * All orders in batch are limited to a single pair. **Note**: See the [AssetPairs](/docs/rest-api/get-tradable-asset-pairs) endpoint for details on the available trading pairs, their price and quantity precisions, order minimums, available leverage, etc. **API Key Permissions Required:** `Orders and trades - Create & modify orders` and `Orders and trades - Cancel & close orders` # Amend Order Source: https://docs.kraken.com/api-reference/trading/amend-order /openapi/spot-rest.yaml post /private/AmendOrder The amend request enables clients to modify the order parameters in-place without the need to cancel the existing order and create a new one. * The order identifiers assigned by Kraken and/or client will stay the same. * Queue priority in the order book will be maintained where possible. * If an amend request will reduce the order quantity below the existing filled quantity, the remaining quantity will be cancelled. For more detail, see [amend transaction guide](/docs/guides/spot-amends). **API Key Permissions Required:** `Orders and trades - Create & modify orders` or `Orders and trades - Cancel & close orders` # Cancel All Orders Source: https://docs.kraken.com/api-reference/trading/cancel-all-orders /openapi/spot-rest.yaml post /private/CancelAll Cancel all open orders **API Key Permissions Required:** `Orders and trades - Create & modify orders` or `Orders and trades - Cancel & close orders` # Cancel All Orders After X Source: https://docs.kraken.com/api-reference/trading/cancel-all-orders-after-x /openapi/spot-rest.yaml post /private/CancelAllOrdersAfter CancelAllOrdersAfter provides a "Dead Man's Switch" mechanism to protect the client from network malfunction, extreme latency or unexpected matching engine downtime. The client can send a request with a timeout (in seconds), that will start a countdown timer which will cancel *all* client orders when the timer expires. The client has to keep sending new requests to push back the trigger time, or deactivate the mechanism by specifying a timeout of 0. If the timer expires, all orders are cancelled and then the timer remains disabled until the client provides a new (non-zero) timeout. The recommended use is to make a call every 15 to 30 seconds, providing a timeout of 60 seconds. This allows the client to keep the orders in place in case of a brief disconnection or transient delay, while keeping them safe in case of a network breakdown. It is also recommended to disable the timer ahead of regularly scheduled trading engine maintenance (if the timer is enabled, all orders will be cancelled when the trading engine comes back from downtime - planned or otherwise). **API Key Permissions Required:** `Orders and trades - Create & modify orders` or `Orders and trades - Cancel & close orders` # Cancel Order Source: https://docs.kraken.com/api-reference/trading/cancel-order /openapi/spot-rest.yaml post /private/CancelOrder Cancel a particular open order (or set of open orders) by `txid`, `userref` or `cl_ord_id` **API Key Permissions Required:** `Orders and trades - Create & modify orders` or `Orders and trades - Cancel & close orders` # Cancel Order Batch Source: https://docs.kraken.com/api-reference/trading/cancel-order-batch /openapi/spot-rest.yaml post /private/CancelOrderBatch Cancel multiple open orders by `txid`, `userref` or `cl_ord_id`(maximum 50 total unique IDs/references) **API Key Permissions Required:** `Orders and trades - Create & modify orders` or `Orders and trades - Cancel & close orders` # Edit Order Source: https://docs.kraken.com/api-reference/trading/edit-order /openapi/spot-rest.yaml post /private/EditOrder Sends a request to edit the order parameters of a live order. When an order has been successfully modified, the original order will be cancelled and a new order will be created with the adjusted parameters a new `txid` will be returned in the response. **Note:** The new [AmendOrder](/exchange/guides/general/amends) endpoint resolves the caveats listed below and has additional performance gains. Caveats for `EditOrder`: * Triggered stop loss or take profit orders are not supported. * Orders with conditional close terms attached are not supported. * Orders where the executed volume is greater than the newly supplied volume will be rejected. * `cl_ord_id` is not supported. * Existing executions are associated with the original order and not copied to the amended order. * Queue position will not be maintained. **API Key Permissions Required:** `Orders and trades - Create & modify orders` and `Orders and trades - Cancel & close orders` # Get Websockets Token Source: https://docs.kraken.com/api-reference/trading/get-websockets-token /openapi/spot-rest.yaml post /private/GetWebSocketsToken An authentication token must be requested via this REST API endpoint in order to connect to and authenticate with our [Websockets API](../guides/spot-ws-auth). The token should be used within 15 minutes of creation, but it does not expire once a successful Websockets connection and private subscription has been made and is maintained. **API Key Permissions Required:** `WebSocket interface - On` # Initiate sub account transfer Source: https://docs.kraken.com/api-reference/transfers/initiate-sub-account-transfer /openapi/futures-rest.yaml post /transfer/subaccount This endpoint allows you to transfer funds between the current account and a sub account, between two margin accounts with the same collateral currency, or between a margin account and your cash account. # Initiate wallet transfer Source: https://docs.kraken.com/api-reference/transfers/initiate-wallet-transfer /openapi/futures-rest.yaml post /transfer This endpoint allows you to transfer funds between two margin accounts with the same collateral currency, or between a margin account and your cash account. # Initiate withdrawal to Spot wallet Source: https://docs.kraken.com/api-reference/transfers/initiate-withdrawal-to-spot-wallet /openapi/futures-rest.yaml post /withdrawal This endpoint allows you to request to withdraw digital assets to your Kraken Spot wallet. Wallet names can be found in the 'accounts' structure in the Get Wallets /accounts response. # Post-Trade Data Source: https://docs.kraken.com/api-reference/transparency/post-trade-data /openapi/spot-rest.yaml get /public/PostTrade Returns a list of trades on the spot exchange. If no filter parameters are specified, the last 1000 trades for all pairs are received. # Pre-Trade Data Source: https://docs.kraken.com/api-reference/transparency/pre-trade-data /openapi/spot-rest.yaml get /public/PreTrade Returns the price levels in the order book with aggregated order quantities at each price level. The top 10 levels are returned for each trading pair. # Derivatives WebSocket Source: https://docs.kraken.com/exchange/api-reference/futures-websocket Real-time market data and account streaming for the Kraken Derivatives WebSocket API Real-time market data and streaming account updates for Kraken's Derivatives market. Derivatives WebSocket is **streaming-only**. Order entry on Derivatives is handled via the [Derivatives REST API](/exchange/guides/futures/rest) or the [Unified FIX API](/exchange/api-reference/unified-fix). For end-to-end guidance, see the [Derivatives Introduction](/exchange/guides/futures/introduction). ## Endpoint ```text theme={null} wss://futures.kraken.com/ws/v1 ``` A colocated endpoint is available alongside the Derivatives REST and Unified FIX surfaces. Connection details are provided during onboarding. ## Authentication Private feeds use a signed-challenge model: 1. Connect to the WebSocket endpoint. 2. Request a challenge using your `api_key`. 3. Sign the challenge with your `api_secret` (SHA-256 → HMAC-SHA-512 → Base64). 4. Include both `original_challenge` and `signed_challenge` in every `subscribe`/`unsubscribe` for private feeds. The signing flow is documented in full in the [Derivatives WebSocket guide](/exchange/guides/futures/websockets#sign-challenge). ## Quick start Order book snapshots and incremental updates. Best-bid / best-offer with funding and mark. Private open-order snapshot and updates. Per-fill execution stream. The complete public catalog (`book`, `ticker`, `ticker_lite`, `trade`, `heartbeat`) and private catalog (`open_orders`, `open_orders_verbose`, `open_position`, `balances`, `fills`, `account_log`, `notifications`, `challenge`) is available in the **Derivatives WebSocket** dropdown in the left navigation. ## Connection management Send a ping at least every 60 seconds to keep the connection open. On reconnect, re-issue subscribe requests for each feed; most feeds send a fresh snapshot followed by incremental updates. ## Related Authentication flow, subscribe/unsubscribe semantics. Endpoints, protocols, and surface overview. Order entry and account-data endpoints. Lowest-latency order entry across Spot + Derivatives. REST vs WebSocket vs FIX — sequencing and cancel scope. # Account Log Source: https://docs.kraken.com/exchange/api-reference/futures-websocket/account_log Subscribe to account log information
WSS futures.kraken.com/ws/v1 account\_log
This subscription feed publishes account information. *** ## Request `subscribe` or `unsubscribe` The requested subscription feed. Value: `account_log` The user API key. The message that is received from a challenge request. The signed challenge message with user API secret. ```json Example theme={null} { "event": "subscribe", "feed": "account_log", "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+", "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2", "signed_challenge": "RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+Z9DQILm7qxncswMmJyvP/2vgzqqh+g==" } ``` *** ## Response Success One of: `subscribed`, `subscribed_failed`, `unsubscribed`, `unsubscribed_failed` The result. The requested subscription feed. Value: `account_log` The user API key. The message that is received from a challenge request. The signed challenge message with user API secret. ```json Example theme={null} { "event": "subscribed", "feed": "account_log", "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+", "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2", "signed_challenge": "RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+Z9DQILm7qxncswMmJyvP/2vgzqqh+g==" } ``` *** ## Response Snapshot & Delta The subscribed feed. A list containing the account logs. The identifier of the log. The creation time of the log according to server date and time. The asset related to the booking. The futures contract (symbol) associated with the log entry, if applicable. A description of the booking. The unique id of the booking. The name of the account associated with the entry. The account balance before the action described in `info`. The new balance of wallet or new size of the position after the action described in `info`. The average entry price of the position prior to this trade. The average entry price of the position after this trade. The price the trade was executed at. The mark price at the time the trade was executed. The pnl that is realized by reducing the position. The fee paid. The uid of the associated execution. The currency of the associated entry. The absolute funding rate. The funding rate realized due to change in position size or end of funding rate period. The percentage conversion spread used in a currency conversion. The liquidation fee associated with a liquidation/assignment entry. Not applicable for inverse futures. ```json Example: Snapshot theme={null} { "feed": "account_log_snapshot", "logs": [ { "id": 1690, "date": "2019-07-11T08:00:00.000Z", "asset": "bch", "info": "funding rate change", "booking_uid": "86fdc252-1b6e-40ec-ac1d-c7bd46ddeebf", "margin_account": "f-bch:usd", "old_balance": 0.01215667051, "new_balance": 0.01215736653, "old_average_entry_price": 0.0, "new_average_entry_price": 0.0, "trade_price": 0.0, "mark_price": 0.0, "realized_pnl": 0.0, "fee": 0.0, "execution": "", "collateral": "bch", "funding_rate": -8.7002552653e-8, "realized_funding": 6.9602e-7, "conversion_spread_percentage": 0.0, "liquidation_fee": 0.0 }, { "id": 1689, "date": "2019-07-11T04:00:00.000Z", "asset": "bch", "info": "funding rate change", "booking_uid": "680d3973-5774-4a9d-b807-ab8aa73f95c3", "margin_account": "f-bch:usd", "old_balance": 0.01215715298, "new_balance": 0.01215667051, "old_average_entry_price": 0.0, "new_average_entry_price": 0.0, "trade_price": 0.0, "mark_price": 0.0, "realized_pnl": 0.0, "fee": 0.0, "execution": "", "collateral": "bch", "funding_rate": 6.0309345058e-8, "realized_funding": -4.8247e-7, "conversion_spread_percentage": 0.0, "liquidation_fee": 0.0 } ] } ``` ```json Example: Delta theme={null} { "feed": "account_log", "new_entry": { "id": 1697, "date": "2019-07-11T13:00:27.632Z", "asset": "pi_bchusd", "info": "futures trade", "booking_uid": "55a02b5b-2c90-4d43-b0eb-eb3801d50e3f", "margin_account": "f-bch:usd", "old_balance": 1.0, "new_balance": 2.0, "old_average_entry_price": 413.3, "new_average_entry_price": 374.3445326979084, "trade_price": 342.1, "mark_price": 342.4, "realized_pnl": 0.0, "fee": 0.0, "execution": "fc49fea9-8827-4a2e-8e36-c047523ddc30", "collateral": "bch", "funding_rate": 1.64955714332e-7, "realized_funding": -1.31965e-6, "conversion_spread_percentage": 0.0, "liquidation_fee": 0.0 } } ``` *** ## Response Error Value: `error` One of: `Invalid feed`, `Json Error` An error message. ```json Example theme={null} { "event": "error", "message": "Invalid feed" } ``` # Balances Source: https://docs.kraken.com/exchange/api-reference/futures-websocket/balances Subscribe to balance information for holding, single collateral, and multi-collateral wallets
WSS futures.kraken.com/ws/v1 balances
This feed returns balance information for holding wallets, single collateral wallets and multi-collateral wallets. *** ## Request `subscribe` or `unsubscribe` The requested subscription feed. Value: `balances` The user API key. The message that is received from a challenge request. The signed challenge message with user API secret. ```json Example theme={null} { "event": "subscribe", "feed": "balances", "api_key": "drUfSSmBbDpcIpwpqK0OBTcGLdAYZJU+NlPIsHaKspu/8feT2YSKl+Jw", "original_challenge": "c094497e-9b5f-40da-a122-3751c39b107f", "signed_challenge": "Ds0wtsHaXlAby/Vnoil59Q+yJIrJwZGUlgECD3+qEvFcTFfacJi2LrSRzAoqwBAeZk4pGXSmyyIW0uDymZ3olw==" } ``` *** ## Response Success One of: `subscribed`, `subscribed_failed`, `unsubscribed`, `unsubscribed_failed` The result. The requested subscription feed. Value: `balances` The user API key. The message that is received from a challenge request. The signed challenge message with user API secret. ```json Example theme={null} { "event": "subscribed", "feed": "balances" } ``` *** ## Balances Snapshot The subscribed feed. The user account. The unix timestamp of the balance state in milliseconds. The subscription message sequence number. A map from currency names to balance quantity. The name of the account. The wallet currency pair. The wallet settlement unit. The current balance with haircuts and any unrealized margin from open positions in settlement units. The current balance in settlement units. The maintenance margin for open positions. The initial margin for open positions and open orders. The current portfolio value minus initial margin. The total unrealized funding for open positions. The total profit and loss for open positions. The cash value of the single collateral wallet in USD. A map from single collateral wallet names to collateral wallet structure. The name of the account. The wallet currency pair. The wallet settlement unit. The current balance with haircuts and any unrealized margin from open positions in settlement units. The current balance in settlement units. The maintenance margin for open positions. The initial margin for open positions and open orders. The current portfolio value minus initial margin. The total unrealized funding for open positions. The total profit and loss for open positions. The cash value of the single collateral wallet in USD. The multi-collateral wallet structure. The current USD balance of the account. The current collateral value with unrealized margin from any open positions. The current USD balance with haircuts. The total initial margin for open positions and open orders. The total initial margin for open positions. The total maintenance margin for open positions. The total profit and loss for open positions. The total unrealized funding for open positions. The total unrealized funding and pnl. The total unrealized in USD. The current collateral value and unrealized margin. The margin equity minus initial margin. Sum of all position sizes in USD. True if the user has unified balances enabled, false if not. A map from collateral wallet names to collateral wallet structure. The currency quantity. The USD value of the currency balance. The current USD balance with haircuts. The total available margin valued in the wallet currency. The rate of reduction in the value of a collateral asset that may be used as margin. The conversion spread is used to calculate conversion fee for multi-collateral wallets. A map from collateral wallet names to collateral wallet structure. Initial margin for any position plus open orders. Initial margin for any position. Maintenance margin for any position. Total profit and loss for any position. Unrealized funding for any position. Unrealized funding plus pnl. Total unrealized as USD. The current margin information for cross position(s). Initial margin for all positions plus open orders. Initial margin for all positions. Maintenance margin for all positions. Total profit and loss for all positions. Unrealized funding for all positions. Unrealized funding plus pnl. Total unrealized as USD. Total USD balance minus initial margin of isolated positions. USD balance, but with haircuts applied. USD balance plus total unrealized. Collateral value plus total unrealized. Margin equity minus initial margin of cross and isolated positions. Ratio of position size to margin equity. Sum of all cross position sizes in USD. A breakdown of the portfolio margin calculation components. Non-delta market risk of the portfolio. Absolute options delta of the portfolio. Net position delta of the portfolio. Total maintenance margin of all futures positions in the portfolio. Cash value sum total of the single collateral wallets in USD. Cash value sum total with unrealized pnl of the single collateral wallets in USD. ```json Example theme={null} { "feed": "balances_snapshot", "account": "4a012c31-df95-484a-9473-d51e4a0c4ae7", "holding": { "USDT": 4997.5012493753, "XBT": 0.1285407184, "ETH": 1.8714395862, "LTC": 47.6462740614, "GBP": 3733.488646461, "USDC": 5001.00020004, "USD": 5000.0, "BCH": 16.8924625832, "EUR": 4459.070194683, "XRP": 7065.5399485629 }, "futures": { "F-ETH:EUR": { "name": "F-ETH:EUR", "pair": "ETH/EUR", "unit": "EUR", "portfolio_value": 0.0, "balance": 0.0, "maintenance_margin": 0.0, "initial_margin": 0.0, "available": 0.0, "unrealized_funding": 0.0, "pnl": 0.0 }, "F-XBT:USD": { "name": "F-XBT:USD", "pair": "XBT/USD", "unit": "XBT", "portfolio_value": 0.0, "balance": 0.0, "maintenance_margin": 0.0, "initial_margin": 0.0, "available": 0.0, "unrealized_funding": 0.0, "pnl": 0.0 } }, "flex_futures": { "currencies": { "USDT": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0 }, "USD": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0 } }, "balance_value": 0.0, "portfolio_value": 0.0, "collateral_value": 0.0, "initial_margin": 0.0, "initial_margin_without_orders": 0.0, "maintenance_margin": 0.0, "pnl": 0.0, "unrealized_funding": 0.0, "total_unrealized": 0.0, "total_unrealized_as_margin": 0.0, "margin_equity": 0.0, "available_margin": 0.0, "isolated": { "PF_ETHUSD": { "initial_margin": 0.0, "initial_margin_without_orders": 0.0, "maintenance_margin": 0.0, "pnl": 0.0, "unrealized_funding": 0.0, "total_unrealized": 0.0, "total_unrealized_as_margin": 0.0 } }, "cross": { "balance_value": 9963.66, "portfolio_value": 9963.66, "collateral_value": 9963.66, "initial_margin": 0.0, "initial_margin_without_orders": 0.0, "maintenance_margin": 0.0, "pnl": 0.0, "unrealized_funding": 0.0, "total_unrealized": 0.0, "total_unrealized_as_margin": 0.0, "margin_equity": 9963.66, "available_margin": 9963.66, "effective_leverage": 0.0 } }, "timestamp": 1640995200000, "seq": 0 } ``` *** ## Balances Delta The subscribed feed. The user account. The unix timestamp of the balance state in milliseconds. The subscription message sequence number. A map from currency names to balance quantity. The name of the account. The wallet currency pair. The wallet settlement unit. The current balance with haircuts and any unrealized margin from open positions in settlement units. The current balance in settlement units. The maintenance margin for open positions. The initial margin for open positions and open orders. The current portfolio value minus initial margin. The total unrealized funding for open positions. The total profit and loss for open positions. A map from single collateral wallet names to collateral wallet structure. The name of the account. The wallet currency pair. The wallet settlement unit. The current balance with haircuts and any unrealized margin from open positions in settlement units. The current balance in settlement units. The maintenance margin for open positions. The initial margin for open positions and open orders. The current portfolio value minus initial margin. The total unrealized funding for open positions. The total profit and loss for open positions. The multi-collateral wallet structure. The current USD balance of the account. The current collateral value with unrealized margin from any open positions. The current USD balance with haircuts. The total initial margin for open positions and open orders. The total initial margin for open positions. The total maintenance margin for open positions. The total profit and loss for open positions. The total unrealized funding for open positions. The total unrealized funding and pnl. The total unrealized in USD. The current collateral value and unrealized margin. The margin equity minus initial margin. Sum of all position sizes in USD. True if the user has unified balances enabled, false if not. A map from collateral wallet names to collateral wallet structure. The currency quantity. The USD value of the currency balance. The current USD balance with haircuts. The total available margin valued in the wallet currency. The rate of reduction in the value of a collateral asset that may be used as margin. The conversion spread is used to calculate conversion fee for multi-collateral wallets. A map from collateral wallet names to collateral wallet structure. Initial margin for any position plus open orders. Initial margin for any position. Maintenance margin for any position. Total profit and loss for any position. Unrealized funding for any position. Unrealized funding plus pnl. Total unrealized as USD. The current margin information for cross position(s). Initial margin for all positions plus open orders. Initial margin for all positions. Maintenance margin for all positions. Total profit and loss for all positions. Unrealized funding for all positions. Unrealized funding plus pnl. Total unrealized as USD. Total USD balance minus initial margin of isolated positions. USD balance, but with haircuts applied. USD balance plus total unrealized. Collateral value plus total unrealized. Margin equity minus initial margin of cross and isolated positions. Ratio of position size to margin equity. Sum of all cross position sizes in USD. ```json Example: Holding Wallet Delta theme={null} { "feed": "balances", "account": "7a641082-55c7-4411-a85f-930ec2e09617", "holding": { "USD": 5000.0 }, "futures": {}, "timestamp": 1640995200000, "seq": 83 } ``` ```json Example: Multi-Collateral Delta theme={null} { "feed": "balances", "account": "7a641082-55c7-4411-a85f-930ec2e09617", "flex_futures": { "currencies": { "USD": { "quantity": 5000.0, "value": 5000.0, "collateral_value": 5000.0, "available": 5000.0, "haircut": 0.0, "conversion_spread": 0.0 } }, "balance_value": 5000.0, "portfolio_value": 5000.0, "collateral_value": 5000.0, "initial_margin": 0.0, "initial_margin_without_orders": 0.0, "maintenance_margin": 0.0, "pnl": 0.0, "unrealized_funding": 0.0, "total_unrealized": 0.0, "total_unrealized_as_margin": 0.0, "margin_equity": 5000.0, "available_margin": 5000.0, "isolated": {}, "cross": { "balance": 0.0, "portfolio_value": 0.0, "collateral_value": 0.0, "initial_margin": 0.0, "initial_margin_without_orders": 0.0, "maintenance_margin": 0.0, "pnl": 0.0, "unrealized_funding": 0, "total_unrealized": 0.0, "total_unrealized_as_margin": 0.0, "margin_equity": 0.0, "available_margin": 0.0, "effective_leverage": 0.0 } }, "timestamp": 1640995200000, "seq": 1 } ``` ```json Example: Single-Collateral Delta theme={null} { "feed": "balances", "account": "7a641082-55c7-4411-a85f-930ec2e09617", "holding": {}, "futures": { "F-XBT:USD": { "name": "F-XBT:USD", "pair": "XBT/USD", "unit": "XBT", "portfolio_value": 0.1219368845, "balance": 0.1219368845, "maintenance_margin": 0.0, "initial_margin": 0.0, "available": 0.1219368845, "unrealized_funding": 0.0, "pnl": 0.0 } }, "timestamp": 1640995200000, "seq": 2 } ``` *** ## Response Error Value: `error` One of: `Invalid feed`, `Json Error` An error message. ```json Example theme={null} { "event": "error", "message": "Invalid feed" } ``` # Book Source: https://docs.kraken.com/exchange/api-reference/futures-websocket/book Subscribe to order book data
WSS futures.kraken.com/ws/v1 book
The `book` feed returns information about the order book. *** ## Request `subscribe` or `unsubscribe` The requested subscription feed. Value: `book` A list of strings which represent the products that user will receive information upon. ```json Example theme={null} { "event": "subscribe", "feed": "book", "product_ids": ["PF_XBTUSD"] } ``` *** ## Response Success One of: `subscribed`, `subscribed_failed`, `unsubscribed`, `unsubscribed_failed` The result. The requested subscription feed. Value: `book` A list of strings which represent the products that user will receive information upon. ```json Example theme={null} { "event": "subscribed", "feed": "book", "product_ids": ["PF_XBTUSD"] } ``` *** ## Response Snapshot The subscribed feed. The subscribed product (referred also as instrument or symbol). The subscription message sequence number. Timestamp in milliseconds. Always null. The quantity of the entry. The price of the entry. The quantity of the entry. The price of the entry. ```json Example theme={null} { "feed": "book_snapshot", "product_id": "PF_XBTUSD", "timestamp": 1612269825817, "seq": 326072249, "tickSize": null, "bids": [ { "price": 34892.5, "qty": 6385 }, { "price": 34892, "qty": 10924 } ], "asks": [ { "price": 34911.5, "qty": 20598 }, { "price": 34912, "qty": 2300 } ] } ``` *** ## Response Delta The subscribed feed. The subscribed product (referred also as instrument or symbol). The subscription message sequence number. Timestamp in milliseconds. The side of the entry. The price of the entry. The quantity of the entry. ```json Example theme={null} { "feed": "book", "product_id": "PF_XBTUSD", "side": "sell", "seq": 326094134, "price": 34981, "qty": 0, "timestamp": 1612269953629 } ``` *** ## Response Error Value: `error` One of: `Invalid product id`, `Invalid feed`, `Json Error` An error message. ```json Example theme={null} { "event": "error", "message": "Invalid product id" } ``` # Challenge Source: https://docs.kraken.com/exchange/api-reference/futures-websocket/challenge Request a challenge for user authentication handshake
WSS futures.kraken.com/ws/v1 challenge
This request returns a challenge to be used in handshake for user authentication. *** ## Request The request event type. The user API key. ```json Example theme={null} { "event": "challenge", "api_key": "CMl2SeSn09Tz+2tWuzPfdaJdsahq6qv5UaexXuQ3SnahDQU/gO3aT+" } ``` *** ## Response Success Value: `challenge` The message that user will have to sign for authentication reasons. ```json Example theme={null} { "event": "challenge", "message": "226aee50-88fc-4618-a42a-34f7709570b2" } ``` *** ## Response Error Value: `error` An error message. Value: `Json Error` ```json Example theme={null} { "event": "error", "message": "Json Error" } ``` # Fills Source: https://docs.kraken.com/exchange/api-reference/futures-websocket/fills Subscribe to fills information for your account
WSS futures.kraken.com/ws/v1 fills
This subscription feed publishes fills information. *** ## Request `subscribe` or `unsubscribe` The requested subscription feed. Value: `fills` Optionally, the `product_ids` field can be used to subscribe only to specific products. The user API key. The message that is received from a challenge request. The signed challenge message with user API secret. ```json Example theme={null} { "event": "subscribe", "feed": "fills", "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+", "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2", "signed_challenge": "RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+Z9DQILm7qxncswMmJyvP/2vgzqqh+g==" } ``` *** ## Response Success One of: `subscribed`, `subscribed_failed`, `unsubscribed`, `unsubscribed_failed` The result. The requested subscription feed. Value: `fills` List of product identifiers to subscribe for. Other products are ignored. The user API key. The message that is received from a challenge request. The signed challenge message with user API secret. ```json Example theme={null} { "event": "subscribed", "feed": "fills", "product_ids": ["PF_XBTUSD"], "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+", "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2", "signed_challenge": "RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+Z9DQILm7qxncswMmJyvP/2vgzqqh+g==" } ``` *** ## Response Snapshot & Delta The subscribed feed. The user account. A list containing fill elements of the user account. The fill instrument (referred also as symbol or product\_id). The server UTC date and time in milliseconds. The price at which the order was filled. The subscription message sequence number. A flag that shows if filled order was a buy. The quantity that was filled. The remaining unfilled quantity in the order. The order id that was filled. The unique client order identifier. This field is returned only if the order has a client order id. The fill id. The classification of the fill: `maker` if the user has a limit order that gets filled, `taker` if the user makes an execution that crosses the spread, `liquidation` if an execution is the result of a liquidation, `assignee` if an execution is a result of a counterparty receiving an Assignment in PAS, `assignor` if an execution is a result of the user assigning their position due to a failed liquidation, `unwindBankrupt` any portion of a liquidated position cannot be filled or assigned the remaining contracts are unwound, `unwindCounterparty` any portion of your counterparty's position is liquidated and cannot be filled or assigned the remaining contracts are unwound, `takerAfterEdit` if the user edits the order and it is instantly executed. Fee paid on fill. Currency in which the fee was charged. The order type of the taker execution: `lmt`, `ioc`, `post`, `liquidation`, `assignment`, `stp`, `unwind`, `market`, `block`, `coveredLiquidation`, `hedgeImmediateOrCancel`, `hedgeAssignment`, `fillOrKill`. The order type associated with the fill: `lmt`, `ioc`, `post`, `liquidation`, `assignment`, `stp`, `unwind`, `market`, `block`, `coveredLiquidation`, `hedgeImmediateOrCancel`, `hedgeAssignment`, `fillOrKill`. ```json Example: Snapshot theme={null} { "feed": "fills_snapshot", "account": "DemoUser", "fills": [ { "instrument": "PF_XBTUSD", "time": 1600256910739, "price": 10937.5, "seq": 36, "buy": true, "qty": 5000.0, "remaining_order_qty": 0.0, "order_id": "9e30258b-5a98-4002-968a-5b0e149bcfbf", "fill_id": "cad76f07-814e-4dc6-8478-7867407b6bff", "fill_type": "maker", "fee_paid": -0.00009142857, "fee_currency": "BTC", "taker_order_type": "ioc", "order_type": "limit" }, { "instrument": "PI_ETHUSD", "time": 1600256945531, "price": 364.65, "seq": 39, "buy": true, "qty": 5000.0, "remaining_order_qty": 0.0, "order_id": "7e60b6e8-e4c2-4ce8-bbd0-ef81e18b65bb", "fill_id": "b1aa44b2-4f2a-4031-999c-ae1175c91580", "fill_type": "taker", "fee_paid": 0.00685588921, "fee_currency": "ETH", "taker_order_type": "market", "order_type": "limit" } ] } ``` *** ## Response Error Value: `error` One of: `Invalid feed`, `Json Error` An error message. ```json Example theme={null} { "event": "error", "message": "Invalid feed" } ``` # Heartbeat Source: https://docs.kraken.com/exchange/api-reference/futures-websocket/heartbeat Subscribe to heartbeat messages at timed intervals
WSS futures.kraken.com/ws/v1 heartbeat
The `heartbeat` feed publishes a heartbeat message at timed intervals. *** ## Request `subscribe` or `unsubscribe` The requested subscription feed. Value: `heartbeat` ```json Example theme={null} { "event": "subscribe", "feed": "heartbeat" } ``` *** ## Response Success One of: `subscribed`, `subscribed_failed`, `unsubscribed`, `unsubscribed_failed` The result. The requested subscription feed. Value: `heartbeat` ```json Example theme={null} { "event": "subscribed", "feed": "heartbeat" } ``` *** ## Response Snapshot The subscribed feed. The UTC time of the server in milliseconds. ```json Example theme={null} { "feed": "heartbeat", "time": 1534262350627 } ``` *** ## Response Error Value: `error` One of: `Invalid feed`, `Json Error` An error message. ```json Example theme={null} { "event": "error", "message": "Json Error" } ``` # Notifications Source: https://docs.kraken.com/exchange/api-reference/futures-websocket/notifications Subscribe to notifications for your account
WSS futures.kraken.com/ws/v1 notifications\_auth
This subscription feed publishes notifications to the client. Authentication is required. *** ## Request `subscribe` or `unsubscribe` The requested subscription feed. Value: `notifications_auth` The user API key. The message that is received from a challenge request. The signed challenge message with user API secret. ```json Example theme={null} { "event": "subscribe", "feed": "notifications_auth", "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+", "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2", "signed_challenge": "RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+Z9DQILm7qxncswMmJyvP/2vgzqqh+g==" } ``` *** ## Response Success One of: `subscribed`, `subscribed_failed`, `unsubscribed`, `unsubscribed_failed` The result. The requested subscription feed. Value: `notifications_auth` The user API key. The message that is received from a challenge request. The signed challenge message with user API secret. ```json Example theme={null} { "event": "subscribed", "feed": "notifications_auth", "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+", "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2", "signed_challenge": "RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+Z9DQILm7qxncswMmJyvP/2vgzqqh+g==" } ``` *** ## Response Snapshot The subscribed feed. A list containing the notifications. The notification id. The notification type. Existing types are `market`, `general`, `new_feature`, `bug_fix`, `maintenance`, `settlement`. The notification priority. Existing priorities are: `low`, `medium`, `high`. If priority is `high` then it implies downtime will occur at `effective_time` when type is `maintenance`. The notification note. A short description about the specific notification. The time that notification is taking effect. The expected downtime in minutes or absent if no downtime is expected. ```json Example theme={null} { "feed": "notifications_auth", "notifications": [ { "id": 5, "type": "market", "priority": "low", "note": "A note describing the notification.", "effective_time": 1520288300000 } ] } ``` *** ## Response Error Value: `error` One of: `Invalid feed`, `Json Error` An error message. ```json Example theme={null} { "event": "error", "message": "Invalid feed" } ``` # Open Orders Source: https://docs.kraken.com/exchange/api-reference/futures-websocket/open_orders Subscribe to open orders information for your account
WSS futures.kraken.com/ws/v1 open\_orders
This subscription feed publishes information about user open orders. *** ## Request `subscribe` or `unsubscribe` The requested subscription feed. Value: `open_orders` The user API key. The message that is received from a challenge request. The signed challenge message with user API secret. ```json Example theme={null} { "event": "subscribe", "feed": "open_orders", "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+", "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2", "signed_challenge": "RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+Z9DQILm7qxncswMmJyvP/2vgzqqh+g==" } ``` *** ## Response Success One of: `subscribed`, `subscribed_failed`, `unsubscribed`, `unsubscribed_failed` The result. The requested subscription feed. Value: `open_orders` The user API key. The message that is received from a challenge request. The signed challenge message with user API secret. ```json Example theme={null} { "event": "subscribed", "feed": "open_orders", "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+", "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2", "signed_challenge": "RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+Z9DQILm7qxncswMmJyvP/2vgzqqh+g==" } ``` *** ## Response Snapshot The subscribed feed. The user account. The user open orders. The instrument (referred also as symbol or product\_id) of the order. The UTC time in milliseconds. The UTC time in milliseconds that the order was last updated. The quantity of the order. The total amount of the order that is filled. The limit price of the order. The stop price of the order. The order type: `limit`, `take_profit`, or `stop`. The order id. The unique client order identifier. This field is returned only if the order has a client order id. The direction of the order, either 0 for a buy order or 1 for a sell order. If true, the order can only reduce open positions, it cannot increase or open new positions. Trigger signal selected for take profit or stop loss order. Options are `last`, `mark`, or `spot`. Returned only for take profit or stop loss orders. If this order is a trailing stop, this contains its parameters. The maximum distance the trigger price may be away from the trigger signal. One of: `percent`, `quote_currency` The unit of the deviation. ```json Example theme={null} { "feed": "open_orders_snapshot", "account": "e258dba9-4dd4-4da5-bfef-75beb91c098e", "orders": [ { "instrument": "PF_XBTUSD", "time": 1612275024153, "last_update_time": 1612275024153, "qty": 1000, "filled": 0, "limit_price": 34900, "stop_price": 13789, "type": "stop", "order_id": "723ba95f-13b7-418b-8fcf-ab7ba6620555", "direction": 1, "reduce_only": false, "triggerSignal": "last" }, { "instrument": "PF_XBTUSD", "time": 1612275024153, "last_update_time": 1612275178153, "qty": 12, "filled": 0, "stop_price": 3200.1, "type": "trailing_stop", "order_id": "59302619-41d2-4f0b-941f-7e7914760ad3", "direction": 1, "reduce_only": false, "triggerSignal": "mark", "trailing_stop_options": { "max_deviation": 20.0, "unit": "percent" } }, { "instrument": "PF_XBTUSD", "time": 1612275209430, "last_update_time": 1612275209430, "qty": 1000, "filled": 0, "limit_price": 35058, "stop_price": 0, "type": "limit", "order_id": "7a2f793e-26f3-4987-a938-56d296a11560", "direction": 1, "reduce_only": false } ] } ``` *** ## Response Delta The subscribed feed. The user order. The instrument (referred also as symbol or product\_id) of the order. The UTC time in milliseconds. The UTC time in milliseconds that the order was last updated. The quantity of the order. The total amount of the order that is filled. The limit price of the order. The stop price of the order. The order type: `limit`, `take_profit`, or `stop`. The order id. The unique client order identifier. This field is returned only if the order has a client order id. The direction of the order, either 0 for a buy order or 1 for a sell order. If true, the order can only reduce open positions, it cannot increase or open new positions. Trigger signal selected for take profit or stop loss order. Options are `last`, `mark`, or `spot`. Returned only for take profit or stop loss orders. If this order is a trailing stop, this contains its parameters. The maximum distance the trigger price may be away from the trigger signal. One of: `percent`, `quote_currency` The unit of the deviation. If false the open order has been either placed or partially filled and needs to be updated. If true the open order was either fully filled, cancelled or rejected (for post-only). If it was filled or cancelled it must be removed from open orders snapshot. Reason behind the received delta: * `new_placed_order_by_user`: User placed a new order * `liquidation`: User position liquidated. The order cancelled * `stop_order_triggered`: A stop order triggered. The system removed the stop order * `limit_order_from_stop`: The system created a limit order because an existing stop order triggered * `partial_fill`: The order filled partially * `full_fill`: The order filled fully and removed * `cancelled_by_user`: The order cancelled by the user and removed * `contract_expired`: The order contract expired. All open orders of that contract removed * `not_enough_margin`: The order removed due to insufficient margin * `market_inactive`: The order removed because market became inactive * `cancelled_by_admin`: The order removed by administrator's action * `dead_man_switch`: The order removed because dead man's switch was triggered * `ioc_order_failed_because_it_would_not_be_executed`: The immediate or cancel order was rejected due to insufficient liquidity * `post_order_failed_because_it_would_filled`: The post only order was rejected as it crosses the spread and would be immediately filled * `would_execute_self`: The order was rejected as it would execute against another order from the same account * `would_not_reduce_position`: The order was rejected as the reduce-only option was selected and it would not reduce the position * `order_for_edit_not_found`: The order edit was rejected as the order to be edited could not be found ```json Example: New Order theme={null} { "feed": "open_orders", "order": { "instrument": "PF_XBTUSD", "time": 1567702877410, "last_update_time": 1567702877410, "qty": 304.0, "filled": 0.0, "limit_price": 10640.0, "stop_price": 0.0, "type": "limit", "order_id": "59302619-41d2-4f0b-941f-7e7914760ad3", "direction": 1, "reduce_only": true }, "is_cancel": false, "reason": "new_placed_order_by_user" } ``` ```json Example: Cancelled Order theme={null} { "feed": "open_orders", "order_id": "660c6b23-8007-48c1-a7c9-4893f4572e8c", "is_cancel": true, "reason": "cancelled_by_user" } ``` *** ## Response Error Value: `error` One of: `Invalid feed`, `Json Error` An error message. ```json Example theme={null} { "event": "error", "message": "Invalid feed" } ``` # Open Orders (Verbose) Source: https://docs.kraken.com/exchange/api-reference/futures-websocket/open_orders_verbose Subscribe to verbose open orders information including failed post-only orders
WSS futures.kraken.com/ws/v1 open\_orders\_verbose
This subscription feed publishes information about user open orders. This feed adds extra information about all the post-only orders that failed to cross the book. *** ## Request `subscribe` or `unsubscribe` The requested subscription feed. Value: `open_orders_verbose` The user API key. The message that is received from a challenge request. The signed challenge message with user API secret. ```json Example theme={null} { "event": "subscribe", "feed": "open_orders_verbose", "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+", "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2", "signed_challenge": "RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+Z9DQILm7qxncswMmJyvP/2vgzqqh+g==" } ``` *** ## Response Success One of: `subscribed`, `subscribed_failed`, `unsubscribed`, `unsubscribed_failed` The result. The requested subscription feed. Value: `open_orders_verbose` The user API key. The message that is received from a challenge request. The signed challenge message with user API secret. ```json Example theme={null} { "event": "subscribed", "feed": "open_orders_verbose", "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+", "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2", "signed_challenge": "RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+Z9DQILm7qxncswMmJyvP/2vgzqqh+g==" } ``` *** ## Response Snapshot The subscribed feed. The user account. The user open orders. The instrument (referred also as symbol or product\_id) of the order. The UTC time in milliseconds. The UTC time in milliseconds that the order was last updated. The quantity of the order. The total amount of the order that has been filled. The limit price of the order. The stop price of the order. The order type: `limit`, `take_profit`, or `stop`. The order id. The unique client order identifier. This field is returned only if the order has a client order id. The direction of the order, either 0 for a buy order or 1 for a sell order. If true, the order can only reduce open positions, it cannot increase or open new positions. Trigger signal selected for take profit or stop loss order. Options are `last`, `mark`, or `spot`. Returned only for take profit or stop loss orders. ```json Example theme={null} { "feed": "open_orders_verbose_snapshot", "account": "0f9c23b8-63e2-40e4-9592-6d5aa57c12ba", "orders": [ { "instrument": "PF_XBTUSD", "time": 1567428848005, "last_update_time": 1567428848005, "qty": 100.0, "filled": 0.0, "limit_price": 8500.0, "stop_price": 0.0, "type": "limit", "order_id": "566942c8-a3b5-4184-a451-622b09493129", "direction": 0, "reduce_only": false }, { "instrument": "PF_XBTUSD", "time": 1567428874347, "last_update_time": 1567428874347, "qty": 1501.0, "filled": 0.0, "limit_price": 7200.0, "stop_price": 0.0, "type": "limit", "order_id": "fcbb1459-6ed2-4b3c-a58c-67c4df7412cf", "direction": 0, "reduce_only": false }, { "instrument": "PF_XBTUSD", "time": 1567515137945, "last_update_time": 1567515137945, "qty": 102.0, "filled": 0.0, "limit_price": 8500.0, "stop_price": 0.0, "type": "limit", "order_id": "3deea5c8-0274-4d33-988c-9e5a3895ccf8", "direction": 0, "reduce_only": false } ] } ``` *** ## Response Delta The subscribed feed. The user order. The instrument (referred also as symbol or product\_id) of the order. The UTC time in milliseconds. The UTC time in milliseconds that the order was last updated. The quantity of the order. The amount of the order that is filled. The limit price of the order. The stop price of the order. The order type: `limit`, `take_profit`, or `stop`. The order id. The unique client order identifier. This field is returned only if the order has a client order id. The direction of the order, either 0 for a buy order or 1 for a sell order. If true, the order can only reduce open positions, it cannot increase or open new positions. Trigger signal selected for take profit or stop loss order. Options are `last`, `mark`, or `spot`. Returned only for take profit or stop loss orders. If false the open order has been either placed or partially filled and needs to be updated. If true the open order was either fully filled, cancelled or rejected (for post-only). If it was filled or cancelled it must be removed from open orders snapshot. Reason behind the received delta: * `new_placed_order_by_user`: User placed a new order * `liquidation`: User position liquidated. The order cancelled * `stop_order_triggered`: A stop order triggered. The system removed the stop order * `limit_order_from_stop`: The system created a limit order because an existing stop order triggered * `partial_fill`: The order filled partially * `full_fill`: The order filled fully and removed * `cancelled_by_user`: The order cancelled by the user and removed * `contract_expired`: The order contract expired. All open orders of that contract removed * `not_enough_margin`: The order removed due to insufficient margin * `market_inactive`: The order removed because market became inactive * `cancelled_by_admin`: The order removed by administrator's action * `dead_man_switch`: The order removed because dead man's switch was triggered * `ioc_order_failed_because_it_would_not_be_executed`: The immediate or cancel order was rejected due to insufficient liquidity * `post_order_failed_because_it_would_filled`: The post only order was rejected as it crosses the spread and would be immediately filled * `would_execute_self`: The order was rejected as it would execute against another order from the same account * `would_not_reduce_position`: The order was rejected as the reduce-only option was selected and it would not reduce the position * `order_for_edit_not_found`: The order edit was rejected as the order to be edited could not be found ```json Example: Post-Only Rejected theme={null} { "feed": "open_orders_verbose", "order": { "instrument": "PF_XBTUSD", "time": 1567597581495, "last_update_time": 1567597581495, "qty": 102.0, "filled": 0.0, "limit_price": 10601.0, "stop_price": 0.0, "type": "limit", "order_id": "fa9806c9-cba9-4661-9f31-8c5fd045a95d", "direction": 0, "reduce_only": false }, "is_cancel": true, "reason": "post_order_failed_because_it_would_be_filled" } ``` ```json Example: Cancelled Order theme={null} { "feed": "open_orders_verbose", "order_id": "660c6b23-8007-48c1-a7c9-4893f4572e8c", "is_cancel": true, "reason": "cancelled_by_user" } ``` *** ## Response Error Value: `error` One of: `Invalid feed`, `Json Error` An error message. ```json Example theme={null} { "event": "error", "message": "Invalid feed" } ``` # Open Positions Source: https://docs.kraken.com/exchange/api-reference/futures-websocket/open_position Subscribe to open positions for your account
WSS futures.kraken.com/ws/v1 open\_positions
This subscription feed publishes the open positions of the user account. *** ## Request `subscribe` or `unsubscribe` The requested subscription feed. Value: `open_positions` The user API key. The message that is received from a challenge request. The signed challenge message with user API secret. ```json Example theme={null} { "event": "subscribe", "feed": "open_positions", "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+", "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2", "signed_challenge": "RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+Z9DQILm7qxncswMmJyvP/2vgzqqh+g==" } ``` *** ## Response Success One of: `subscribed`, `subscribed_failed`, `unsubscribed`, `unsubscribed_failed` The result. The requested subscription feed. Value: `open_positions` The user API key. The message that is received from a challenge request. The signed challenge message with user API secret. ```json Example theme={null} { "event": "subscribed", "feed": "open_positions", "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+", "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2", "signed_challenge": "RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+Z9DQILm7qxncswMmJyvP/2vgzqqh+g==" } ``` *** ## Response Snapshot The subscribed feed. The user account. The subscription message sequence number. The UTC time in milliseconds. A list containing the user open positions. The instrument (referred also as symbol or product\_id) of the order. The size of the position. The average entry price of the instrument. The market price of the position instrument. The index price of the position instrument. The profit and loss of the position. The mark price of the contract at which the position will be liquidated. The percentage gain or loss relative to the initial margin used in the position. Formula: PnL/IM. Unrealised funding from funding rate. How leveraged the net position is in a given margin account. Formula: Position Value at Market / Portfolio Value. The initial margin for the open position. The initial margin for the open position and open orders of the same instrument. The maintenance margin for the open position. The profit currency for the position, not returned for inverse positions. The maximum allowed fixed leverage for the position's instrument. The time the most recent fill occurred for this position. The option's implied volatility. Delta, the option value's sensitivity to change in the underlying price. Theta, the option value's sensitivity to the passage of time. Gamma, delta's sensitivity to change in the underlying price. Vega, the option value's sensitivity to change in volatility. Rho, the option value's sensitivity to the interest rate. ```json Example theme={null} { "feed": "open_positions", "account": "DemoUser", "positions": [ { "instrument": "PF_XRPUSD", "balance": 500.0, "pnl": -239.6506683474764, "entry_price": 0.3985, "mark_price": 0.4925844, "index_price": 0.49756, "liquidation_threshold": 0.0, "effective_leverage": 0.17404676894304316, "return_on_equity": -2.3609636135508127, "initial_margin": 101.5054475943615, "initial_margin_with_orders": 101.5054475943615, "maintenance_margin": 50.75272379718075 }, { "instrument": "PF_XBTUSD", "balance": 0.04, "pnl": 119.56244985549435, "entry_price": 26911.75, "mark_price": 29900.81124638736, "index_price": 29900.47, "liquidation_threshold": 9572.804662403718, "effective_leverage": 0.31865408963748215, "return_on_equity": 5.553450159107747, "unrealized_funding": 0.0004114160669590132, "initial_margin": 21.529400000000003, "initial_margin_with_orders": 21.529400000000003, "maintenance_margin": 10.764700000000001, "pnl_currency": "USD" }, { "instrument": "OF_ETHUSD_240101_1000_C", "balance": 0.04, "pnl": 119.56244985549435, "entry_price": 26911.75, "mark_price": 29900.81124638736, "index_price": 29900.47, "return_on_equity": 5.553450159107747, "iv": 0.3, "delta": 0.5, "gamma": 0.5, "vega": 0.5, "theta": 0.5, "rho": 0.5 } ], "seq": 4, "timestamp": 1687383625330 } ``` *** ## Response Error Value: `error` One of: `Invalid product id`, `Invalid feed`, `Json Error` An error message. ```json Example theme={null} { "event": "error", "message": "Invalid product id" } ``` # Ticker Source: https://docs.kraken.com/exchange/api-reference/futures-websocket/ticker Subscribe to ticker information about listed products
WSS futures.kraken.com/ws/v1 ticker
The `ticker` feed returns ticker information about listed products. Only tradeable markets are available via individual WebSocket market data feeds. Delta messages are throttled such that they are published every 1s. *** ## Request `subscribe` or `unsubscribe` The requested subscription feed. Value: `ticker` A list of strings which represent the products that user will receive information upon. ```json Example theme={null} { "event": "subscribe", "feed": "ticker", "product_ids": ["PF_XBTUSD"] } ``` *** ## Response Success One of: `subscribed`, `subscribed_failed`, `unsubscribed`, `unsubscribed_failed` The result. The requested subscription feed. Value: `ticker` A list of strings which represent the products that user will receive information upon. ```json Example theme={null} { "event": "subscribed", "feed": "ticker", "product_ids": ["PF_XBTUSD"] } ``` *** ## Response Snapshot The subscription data will return values for all fields even if the value of only a single field has changed since the last payload. The UTC time of the server in milliseconds. The subscribed product (referred also as instrument or symbol). The current funding rate. If zero, field is not populated. (Perpetuals only) The estimated next funding rate. If zero, field is not populated. (Perpetuals only) The absolute funding rate relative to the spot price at the time of funding rate calculation. If zero, field is not populated. (Perpetuals only) The estimated next absolute funding rate relative to the current spot price. If zero, field is not populated. (Perpetuals only) The time until next funding rate in milliseconds. (Perpetuals only) The subscribed feed. The price of the current best bid. The price of the current best ask. The size of the current best bid. The size of the current best ask. The sum of the sizes of all fills observed in the last 24 hours. The days until maturity. The leverage of the product. The real time index of the product. The price of the last fill. The 24h change in price. True if the market is suspended. Currently can be `perpetual`, `month` or `quarter`. Other tags may be added without notice. The currency pair of the instrument. The current open interest of the instrument. The market price of the instrument. The UTC time, in milliseconds, at which the contract will stop trading. True if the market is in post-only. The same as `volume` except that, for multi-collateral futures, it is converted to the non-base currency. The first traded price in the last 24h. The highest traded price in the last 24h. The lowest traded price in the last 24h. The current premium (percentage difference between the futures price and the index price). The current Greeks, if this is an option. The option's implied volatility. Delta, the option value's sensitivity to change in the underlying price. Theta, the option value's sensitivity to the passage of time. Gamma, delta's sensitivity to change in the underlying price. Vega, the option value's sensitivity to change in volatility. Rho, the option value's sensitivity to the interest rate. ```json Example: Futures Snapshot theme={null} { "time": 1676393235406, "product_id": "PF_XBTUSD", "funding_rate": -6.2604214e-11, "funding_rate_prediction": -3.65989977e-10, "relative_funding_rate": -1.380384722222e-6, "relative_funding_rate_prediction": -8.047629166667e-6, "next_funding_rate_time": 1676394000000, "feed": "ticker", "bid": 21978.5, "ask": 21987.0, "bid_size": 2536.0, "ask_size": 13948.0, "volume": 31403908.0, "dtm": 0, "leverage": "50x", "index": 21984.54, "premium": -0.0, "last": 21983.5, "change": 1.9974017538161748, "suspended": false, "tag": "perpetual", "pair": "XBT:USD", "openInterest": 30072580.0, "markPrice": 21979.68641534714, "maturityTime": 0, "post_only": false, "volumeQuote": 31403908.0, "open": 21968.5, "high": 22123.0, "low": 21456.0 } ``` ```json Example: Options Snapshot theme={null} { "time": 1676393235406, "product_id": "OF_ETHUSD_240101_1000_C", "feed": "ticker", "bid": 21978.5, "ask": 21987.0, "bid_size": 2536.0, "ask_size": 13948.0, "volume": 31403908.0, "dtm": 0, "index": 21984.54, "last": 21983.5, "change": 1.9974017538161748, "suspended": false, "tag": "month", "pair": "ETH:USD", "openInterest": 30072580.0, "markPrice": 100.68641534714, "maturityTime": 1676393235406, "post_only": false, "volumeQuote": 31403908.0, "greeks": { "iv": 0.3, "delta": 0.5, "gamma": 0.5, "vega": 0.5, "theta": 0.5, "rho": 0.5 } } ``` *** ## Response Error Value: `error` One of: `Invalid product id`, `Invalid feed`, `Json Error` An error message. ```json Example theme={null} { "event": "error", "message": "Invalid product id" } ``` # Ticker Lite Source: https://docs.kraken.com/exchange/api-reference/futures-websocket/ticker_lite Subscribe to lightweight ticker information about listed products
WSS futures.kraken.com/ws/v1 ticker\_lite
The `ticker_lite` feed returns ticker information about listed products. Delta messages are throttled such that they are published every 1s. *** ## Request `subscribe` or `unsubscribe` The requested subscription feed. Value: `ticker_lite` A list of strings which represent the products that user will receive information upon. ```json Example theme={null} { "event": "subscribe", "feed": "ticker_lite", "product_ids": ["PF_XBTUSD", "PF_ETHUSD"] } ``` *** ## Response Success One of: `subscribed`, `subscribed_failed`, `unsubscribed`, `unsubscribed_failed` The result. The requested subscription feed. Value: `ticker_lite` A list of strings which represent the products that user will receive information upon. ```json Example theme={null} { "event": "subscribed", "feed": "ticker_lite", "product_ids": ["PF_XBTUSD"] } ``` *** ## Response Snapshot The subscribed feed. The subscribed product (referred also as instrument or symbol). The price of the current best bid. The price of the current best ask. The 24h change in price. The premium associated with the product. The sum of the sizes of all fills observed in the last 24 hours. Currently can be `perpetual`, `month`, `quarter`, or `semiannual`. Other tags may be added without notice. The currency pair of the instrument. The days until maturity. Maturity time in milliseconds. The same as `volume` except that, for multi-collateral futures, it is converted to the non-base currency. The current Greeks, if this is an option. The option's implied volatility. Delta, the option value's sensitivity to change in the underlying price. Theta, the option value's sensitivity to the passage of time. Gamma, delta's sensitivity to change in the underlying price. Vega, the option value's sensitivity to change in volatility. Rho, the option value's sensitivity to the interest rate. ```json Example: Perpetual theme={null} { "feed": "ticker_lite", "product_id": "PF_XBTUSD", "bid": 34932, "ask": 34949.5, "change": 3.3705205220015966, "premium": 0.1, "volume": 264126741, "tag": "perpetual", "pair": "XBT:USD", "dtm": 0, "maturityTime": 0, "volumeQuote": 264126741 } ``` ```json Example: Perpetual (ETH) theme={null} { "feed": "ticker_lite", "product_id": "PF_ETHUSD", "bid": 1753.45, "ask": 1760.35, "change": 13.448175559936647, "premium": 0.1, "volume": 6899673.0, "tag": "perpetual", "pair": "ETH:USD", "dtm": 0, "maturityTime": 0, "volumeQuote": 6899673.0 } ``` *** ## Response Error Value: `error` One of: `Invalid product id`, `Invalid feed`, `Json Error` An error message. ```json Example theme={null} { "event": "error", "message": "Invalid product id" } ``` # Trade Source: https://docs.kraken.com/exchange/api-reference/futures-websocket/trade Subscribe to information about executed trades
WSS futures.kraken.com/ws/v1 trade
The `trade` feed returns information about executed trades. *** ## Request `subscribe` or `unsubscribe` The requested subscription feed. Value: `trade` A list of strings which represent the products that user will receive information upon. ```json Example theme={null} { "event": "subscribe", "feed": "trade", "product_ids": ["PF_XBTUSD"] } ``` *** ## Response Success One of: `subscribed`, `subscribed_failed`, `unsubscribed`, `unsubscribed_failed` The result. The requested subscription feed. Value: `trade` A list of strings which represent the products that user will receive information upon. ```json Example theme={null} { "event": "subscribed", "feed": "trade", "product_ids": ["PF_XBTUSD"] } ``` *** ## Response Snapshot The subscribed feed. The subscribed product (referred also as instrument or symbol). Always `trade`. The product symbol. Unique identifier for the matched trade. The classification of the taker side in the matched trade: `buy` if the taker is a buyer, `sell` if the taker is a seller. The classification of the matched trade in an orderbook: `fill` if 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. The subscription message sequence number. The UTC or GMT time of the trade in milliseconds. The quantity of the traded product. The price that the product got traded. ```json Example theme={null} { "feed": "trade_snapshot", "product_id": "PF_XBTUSD", "trades": [ { "feed": "trade", "product_id": "PF_XBTUSD", "uid": "caa9c653-420b-4c24-a9f1-462a054d86f1", "side": "sell", "type": "fill", "seq": 655508, "time": 1612269657781, "qty": 440, "price": 34893 }, { "feed": "trade", "product_id": "PF_XBTUSD", "uid": "45ee9737-1877-4682-bc68-e4ef818ef88a", "side": "sell", "type": "fill", "seq": 655507, "time": 1612269656839, "qty": 9643, "price": 34891 } ] } ``` *** ## Response Delta The subscribed feed. The subscribed product (referred also as instrument or symbol). Unique identifier for the matched trade. The classification of the taker side in the matched trade: `buy` if the taker is a buyer, `sell` if the taker is a seller. The classification of the matched trade in an orderbook: `fill` if 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. The subscription message sequence number. The UTC or GMT time of the trade in milliseconds. The quantity of the traded product. The price that the product got traded. ```json Example theme={null} { "feed": "trade", "product_id": "PF_XBTUSD", "uid": "05af78ac-a774-478c-a50c-8b9c234e071e", "side": "sell", "type": "fill", "seq": 653355, "time": 1612266317519, "qty": 15000, "price": 34969.5 } ``` *** ## Response Error Value: `error` One of: `Invalid product id`, `Invalid feed`, `Json Error` An error message. ```json Example theme={null} { "event": "error", "message": "Invalid product id" } ``` # Exchange API reference Source: https://docs.kraken.com/exchange/api-reference/overview Choose a protocol — REST, WebSocket, or FIX — for Spot or Derivatives trading Kraken's Exchange APIs span two trading engines (Spot and Derivatives) and three protocols (REST, WebSocket, FIX). Pick the surface that matches your workflow. New here? Start with [Choose your protocol](/exchange/guides/general/api-comparison) for a side-by-side feature and latency comparison. ## Spot Order management, account data, market data, funding, and Earn on Kraken's Spot trading engine. Account, trading, funding, and Earn. Public and private endpoints over HTTPS. Real-time market data and order entry. v2 recommended; v1 maintained. Lowest-latency order entry via Unified FIX 4.4. ## Derivatives Perpetuals and dated contracts on BTC, ETH, and more. Order entry, account, positions, fills, and historical data. Streaming-only market data and account updates. Order entry via Unified FIX 4.4 — same session as Spot FIX. ## Not sure where to start? Side-by-side feature, latency, and sequencing comparison. HMAC-SHA512 signing for REST and WebSocket private endpoints. Limits across REST, WebSocket, and FIX. Common errors and how to resolve them. # Spot WebSocket Source: https://docs.kraken.com/exchange/api-reference/spot-websocket Reference for the Spot WebSocket API — v2 (recommended) and v1 (maintained) Real-time market data and streaming order entry over a persistent connection. **v2 is recommended for all new integrations**; v1 is maintained for existing clients. For connection details, version differences, ping/pong, and rate-limit behaviour, see the [Spot WebSocket overview](/exchange/guides/websockets/introduction). ## Endpoints | Environment | Public | Private (auth) | | :----------- | :---------------------------- | :--------------------------------- | | v2 — Primary | `wss://ws.kraken.com/v2` | `wss://ws-auth.kraken.com/v2` | | v2 — Beta | `wss://beta-ws.kraken.com/v2` | `wss://beta-ws-auth.kraken.com/v2` | | v1 — Primary | `wss://ws.kraken.com` | `wss://ws-auth.kraken.com` | | v1 — Beta | `wss://beta-ws.kraken.com` | `wss://beta-ws-auth.kraken.com` | Beta endpoints share the production trading engine but receive new features ahead of primary — used for client validation when announced. ## Authentication Private channels require a **WebSocket token**, retrieved via the Spot REST endpoint [`GetWebSocketsToken`](/api-reference/trading/get-websockets-token). Tokens are short-lived; obtain a fresh token on each connection. See [WebSocket authentication](/exchange/guides/websockets/authentication) for the full flow. ## v2 vs v1 | Feature | v1 | v2 | | :--------------------- | :------------ | :-------------------------- | | Message format | Array | Normalised JSON object | | Symbol format | `XBT/USD` | `BTC/USD` | | Timestamp | Epoch sec, μs | RFC 3339 (`2026-04-28T...`) | | L3 order-by-order book | — | ✅ | | Book checksum | Updates only | Snapshot + updates | | Trade ID | — | Sequential int | | New features | Frozen | Active | ## Quick start Order book snapshots + incremental updates with CRC32 checksums. Private order acks, fills, and amends — the canonical order-state stream. Place an order over the open WebSocket connection. Dead-man's switch — cancel all orders if the client stops checking in. The complete v2 catalog (book, level3, ticker, trade, ohlc, instrument, executions, balances, add\_order, amend\_order, cancel\_order, batch\_add, batch\_cancel, cancel\_all, cancel\_after, ping, heartbeat, status) and the v1 catalog (book, ticker, trade, spread, ohlc, ownTrades, openOrders, addOrder, cancelOrder, cancelAll, systemStatus, heartbeat, ping) are available under the **Spot WebSocket v2** and **Spot WebSocket v1** dropdowns in the left navigation. ## Connection management Send a `ping` at least every 60 seconds. On reconnect, resubscribe to each channel and reconcile state — the [reconnection guide](/exchange/guides/websockets/reconnection) walks through resubscription, sequence handling, and book recovery. ## Related Connection details, v1 vs v2, beta endpoints. Token retrieval and signed challenge flow. Validate book consistency after every update. L3 order-by-order checksum logic. Disconnect handling and resubscribe. WebSocket vs FIX vs REST trade-offs. # Add Order Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/addorder Send a single new order into the exchange
WSS ws-auth.kraken.com addOrder
Sends a single, new order into the exchange. A range of order types, Time-In-Force (TIF) and order flags can be specified by the parameters below. Value: `addOrder` One of: `limit`, `market`, `stop-loss`, `stop-loss-limit`, `take-profit`, `take-profit-limit`, `trailing-stop`, `trailing-stop-limit`, `settle-position` The execution model for the order. One of: `buy`, `sell` Side of the order. Example: `BTC/USD` Currency pair. This parameter represents the limit price or trigger price depending on the order type: * **limit** price for `limit` orders. * **trigger** price for `stop-loss`, `stop-loss-limit`, `take-profit`, `take-profit-limit`, `trailing-stop` and `trailing-stop-limit` orders. To specify a relative price, this field can be prefixed by `+`, `-`, or `#` to specify the order price as an offset relative to the last traded price. * `+` adds the amount to the last traded price. * `-` subtracts the amount from the last traded price. * `#` will either add or subtract the amount to the last traded price, depending on the direction. Prices can also be suffixed with a `%` to signify the relative amount as a percentage, rather than an absolute price difference in the quote currency. Example, to specify a price as 2% from last price use `"+2%"`. Note, trailing stop order types must use a relative price for this field, i.e. `+` to represent the reversion from the peak / trough price. This parameter represents the **limit** price for `stop-loss-limit`, `take-profit-limit` and `trailing-stop-limit` orders. To specify a relative price, this field can be prefixed by `+` or `-` to specify the order price as an offset relative to the market price. * `+` adds the amount to the reference price. * `-` subtracts the amount from the reference price. Prices can also be suffixed with a `%` to signify the relative amount as a percentage, rather than an absolute price difference in the quote currency. Example, to specify a price as 2% from last price use `"+2%"`. Note, trailing stop order types must use a relative price for this field, i.e. `+` or `-` to represent the offset from the triggered price. Order volume in base currency. One of: `2`, `3`, `4`, `5` Funds the order on margin using the amount of leverage specified. The maximum leverage available differs across pairs. One of: `false`, `true`
Default: `false` Funds the order on margin using the maximum leverage for the pair. Note, absolute max leverage is 5. One of: `false`, `true`
Default: `false`
Condition: Margin orders only If true, order will only reduce a currently open position, not increase it or open a new position. One of: `fciq`, `fcib`, `nompp`, `post`, `viqc` Comma delimited list of order flags. * `fcib`: prefer fee in base currency (default if selling) * `fciq`: prefer fee in quote currency (default if buying, mutually exclusive with fcib) * `nompp`: no market price protection. DEPRECATED. If supplied, the flag is accepted but ignored * `post`: post only order (only on limit orders). * `viqc`: volume in quote currency (only available on buy market orders without margin funding). Scheduled start time. 0 = now (default) `+n` = schedule start time `n` seconds from now `n` = unix timestamp of start time. Expiration time. 0 = no expiration (default) `+n` = expire `n` seconds from now `n` = unix timestamp of expiration time. GTD orders can have an expiry time up to one month in future. Format: RFC3339
Example: `2022-12-25T09:30:59.123Z` Range of valid offsets (from current time) is 500 milliseconds to 60 seconds, default is 5 seconds. The precision of this parameter is to the millisecond. The engine will prevent this order from matching after this time, it provides protection against latency on time sensitive orders. Adds an alphanumeric client order identifier which uniquely identifies an open order for each client. This field is mutually exclusive with `userref` parameter. The `cl_ord_id` parameter can be one of the following formats: * Long UUID: `6d1b345e-2821-40e2-ad83-4ecb18a06876` 32 hex characters separated with 4 dashes. * Short UUID: `da8e4ad59b78481c93e589746b0cf91f` 32 hex characters with no dashes. * Free text: `arb-20240509-00010` Free format ascii text up to 18 characters. Example: `"123456789"` This is an optional non-unique, numeric identifier which can be associated with a number of orders by the client. This field is mutually exclusive with `cl_ord_id` parameter. Many clients choose a unique integer value generated by their systems (i.e. a timestamp). However, because we don't enforce uniqueness on our side, it can also be used to easily tag a group of orders for querying or cancelling. Condition: For institutional accounts with enhanced Self Trade Prevention (STP) Adds an alphanumeric sub-account/trader identifier which enables STP to be performed at a more granular level. The `sender_sub_id` parameter can be one of the following formats: * Long UUID: `6d1b345e-2821-40e2-ad83-4ecb18a06876` 32 hex characters separated with 4 dashes. * Short UUID: `da8e4ad59b78481c93e589746b0cf91f` 32 hex characters with no dashes. * Free text: `arb-20240509-00010` Free format ascii text up to 18 characters. One of: `cancel_newest`, `cancel_oldest`, `cancel_both`
Default: `cancel_newest` Self Trade Prevention (STP) is a protection feature to prevent users from inadvertently or deliberately trading against themselves. To prevent a self-match, one of the following STP modes can be used to define which order(s) will be expired: * `cancel_newest`: arriving order will be canceled. * `cancel_oldest`: resting order will be canceled. * `cancel_both`: both arriving and resting orders will be canceled. Validate inputs only; do not submit order. One of: `GTC`, `GTD`, `IOC`, `FOK`
Default: `GTC` Time-in-force specifies how long an order remains in effect before expiry. * `GTC`: Good Till Canceled - until user has cancelled. * `GTD`: Good Till Date - until `expiretm` parameter. * `IOC`: Immediate Or Cancel - immediately cancels back any quantity that cannot be filled on arrival. * `FOK`: Fill Or Kill - immediately fills the full order quantity or cancels it entirely. Order type of the secondary OTO order. `price` of OTO secondary order - see `price` parameter. `price2` of OTO secondary order - see `price2` parameter. Optional client originated request identifier sent as acknowledgment in the response. Session token from the [GetWebSocketsToken](/api-reference/trading/get-websockets-token) REST endpoint. Value: `addOrderStatus` A Kraken order identifier for the new order. An optional, alphanumeric identifier specified by the client in the `add_order` parameters. A descriptive summary for the new order. One of: `ok`, `error` Client originated identifier for the request that initiated this response. Error message for unsuccessful requests. ```json Request theme={null} { "event": "addOrder", "ordertype": "limit", "pair": "XBT/USD", "price": "9000", "token": "0000000000000000000000000000000000000000", "type": "buy", "volume": "10.123" } ``` ```json Response theme={null} { "descr": "buy 0.01770000 XBTUSD @ limit 4000", "event": "addOrderStatus", "status": "ok", "txid": "ONPNXH-KMKMU-F4MR5V" } ``` ```json Error theme={null} { "errorMessage": "EOrder:Order minimum not met", "event": "addOrderStatus", "status": "error" } ``` # Amend Order Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/amendorder Modify order parameters in-place without cancelling and recreating
WSS ws-auth.kraken.com amendOrder
The amend request enables clients to modify order parameters in-place without the need to cancel the existing order and create a new one. The order identifiers assigned by Kraken and/or client will stay the same, and queue priority in the order book will be maintained where possible. Value: `amendOrder` Example: `OFGKYQ-FHPCQ-HUQFEK` The Kraken identifier for the order to be amended. Either `txid` or `cl_ord_id` is required. Example: `6d1b345e-2821-40e2-ad83-4ecb18a06876` The client identifier for the order to be amended. Either `txid` or `cl_ord_id` is required. The new order quantity in terms of the base asset. Condition: iceberg orders only Defines the new quantity to show in the book while the rest of order quantity remains hidden. Minimum value is 1 / 15 of remaining order quantity. Condition: For order types that support limit price only The new limit price restriction on the order. To specify a relative price, this field can be prefixed by `+` or `-` to specify the order price as an offset relative to the market price. * `+` prefix: adds the amount to the reference price. * `-` prefix: subtracts the amount from the reference price. * `%` suffix: signifies the relative amount as a percentage, i.e., for a limit price 2% from last price use `"+2%"`. One of: `true`, `false`
Default: `false`
Condition: Optional parameter for limit price changes Applies to `limit_price` changes in this amend transaction. If `true`, the limit price change will be rejected if the order cannot be posted passively in the book. Condition: For triggered order types only The new trigger price to activate the order. To specify a relative price, this field can be prefixed by `+` or `-` to specify the order price as an offset relative to the market price. * `+` prefix: adds the amount to the reference price. * `-` prefix: subtracts the amount from the reference price. * `%` suffix: signifies the relative amount as a percentage, i.e., for a limit price 2% from last price use `"+2%"`. Example: `TSLAx/USD` The `symbol` is required on amends for non-crypto pairs, i.e. provide the pair symbol for xstocks. Format: RFC3339
Example: `2022-12-25T09:30:59.123Z` Range of valid offsets (from current time) is 500 milliseconds to 60 seconds, default is 5 seconds. The precision of this parameter is to the millisecond. The engine will prevent this order from matching after this time, it provides protection against latency on time sensitive orders. Optional client originated request identifier sent as acknowledgment in the response. Session token from the [GetWebSocketsToken](/api-reference/trading/get-websockets-token) REST endpoint. Value: `amendOrderStatus` The unique Kraken identifier generated for this amend transaction. The Kraken identifier, if populated in the request. The client identifier, if populated in the request. One of: `ok`, `error` Client originated identifier for the request that initiated this response. Error message for unsuccessful requests. ```json Request: Trigger Price theme={null} { "event": "amendOrder", "token": "AxBH/MuD3MyJWjkiViDd1FLPoinFBC8MHQg0/952jKE", "cl_ord_id": "906bcc85-1866-4b4b-9d0d-880bbcbe7447", "trigger_price": "61036.4" } ``` ```json Request: Volume theme={null} { "event": "amendOrder", "token": "AxBH/MuD3MyJWjkiViDd1FLPoinFBC8MHQg0/952jKE", "txid": "OB54AL-OBWL7-YOYRZI", "volume": "0.011" } ``` ```json Response theme={null} { "amend_id": "TGS4UP-DP6E3-YO3KFN", "cl_ord_id": "906bcc85-1866-4b4b-9d0d-880bbcbe7447", "event": "amendOrderStatus", "status": "ok" } ``` # Book Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/book Subscribe to order book levels (Level 2)
WSS ws.kraken.com book
Order book levels. On subscription, a snapshot is published at the specified depth, followed by level updates. Subscription depth options are 10, 25, 100, 500, or 1000 levels per side. ## Subscribe Value: `subscribe` Example: `["BTC/USD", "MATIC/GBP"]` The currency pairs for this request. Value: `book` One of: `10`, `25`, `100`, `500`, `1000`
Default: `10` Specifies the number of price levels (in each side of the book) to be received. Optional client originated request identifier sent as acknowledgment in the response. The subscription status is returned via the [subscriptionStatus](/exchange/api-reference/spot-websocket-v1/subscriptionstatus) message. ## Snapshot Note, there is no checksum on the snapshot. Deprecated: use `channelName` and `pair` Channel identifier. Ask price levels, ascending from best ask. The price of this level. Price level volume, for updates volume = 0 for level removal/deletion. Format: Epoch Seconds
Example: `1534614248.456738` Timestamp when the level last updated. Bid price levels, ascending from best bid. Price level. Price level volume, for updates volume = 0 for level removal/deletion. Format: Epoch Seconds
Example: `1534614248.456738` Timestamp when the level last updated. Example: `"BTC/USD"` The symbol of the currency pair. Value: `book-[depth]` ## Update Deprecated: use `channelName` and `pair` Channel identifier. Ask price levels. The price for this level. The cumulative volume at this price level. If volume is 0, remove level from book. Format: Epoch Seconds
Example: `1534614248.456738` Timestamp when the level was last updated. One of: `r`
Condition: Republish only Example: `"4088505763"`
Condition: Only present on last update Book checksum as a quoted unsigned 32-bit integer. Bid price levels. The price for this level. The cumulative volume at this price level. If volume is 0, remove level from book. Format: Epoch Seconds
Example: `1534614248.456738` Timestamp when the level was last updated. One of: `r`
Condition: Republish only Example: `"4088505763"`
Condition: Only present on last update Book checksum as a quoted unsigned 32-bit integer. Example: `"BTC/USD"` The symbol of the currency pair. Value: `book-[depth]` ## Unsubscribe Value: `unsubscribe` Example: `["BTC/USD", "MATIC/GBP"]`
Condition: All channels which support pair subscriptions The currency pairs to unsubscribe. Optional client originated request identifier sent as acknowledgment in the response. Value: `book` Condition: 'book' channel only Unsubscribe to a specific depth. The unsubscription status is returned via the [subscriptionStatus](/exchange/api-reference/spot-websocket-v1/subscriptionstatus) message. ```json Subscribe theme={null} { "event": "subscribe", "pair": [ "XBT/USD", "XBT/EUR" ], "subscription": { "name": "book" } } ``` ```json Snapshot theme={null} [ 0, { "as": [ [ "5541.30000", "2.50700000", "1534614248.123678" ], [ "5541.80000", "0.33000000", "1534614098.345543" ], [ "5542.70000", "0.64700000", "1534614244.654432" ] ], "bs": [ [ "5541.20000", "1.52900000", "1534614248.765567" ], [ "5539.90000", "0.30000000", "1534614241.769870" ], [ "5539.50000", "5.00000000", "1534613831.243486" ] ] }, "book-100", "XBT/USD" ] ``` ```json Update: Asks theme={null} [ 1234, { "a": [ [ "5541.30000", "2.50700000", "1534614248.456738" ], [ "5542.50000", "0.40100000", "1534614248.456738" ] ], "c": "974942666" }, "book-10", "XBT/USD" ] ``` ```json Update: Bids theme={null} [ 1234, { "b": [ [ "5541.30000", "0.00000000", "1534614335.345903" ] ], "c": "974942666" }, "book-10", "XBT/USD" ] ``` ```json Update: Bids and Asks theme={null} [ 1234, { "a": [ [ "5541.30000", "2.50700000", "1534614248.456738" ], [ "5542.50000", "0.40100000", "1534614248.456738" ] ] }, { "b": [ [ "5541.30000", "0.00000000", "1534614335.345903" ] ], "c": "974942666" }, "book-10", "XBT/USD" ] ``` ```json Update: Republish theme={null} [ 1234, { "a": [ [ "5541.30000", "2.50700000", "1534614248.456738", "r" ], [ "5542.50000", "0.40100000", "1534614248.456738", "r" ] ], "c": "974942666" }, "book-25", "XBT/USD" ] ``` ```json Unsubscribe theme={null} { "event": "unsubscribe", "pair": [ "XBT/EUR", "XBT/USD" ], "subscription": { "name": "book" } } ``` # Cancel All Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/cancelall Cancel all open orders including partially-filled orders
WSS ws-auth.kraken.com cancelAll
Cancel all open orders. Includes partially-filled orders. Value: `cancelAll` Optional client originated request identifier sent as acknowledgment in the response. Session token from the [GetWebSocketsToken](/api-reference/trading/get-websockets-token) REST endpoint. Value: `cancelAllStatus` Number of orders cancelled. One of: `ok`, `error` Client originated identifier for the request that initiated this response. Error message for unsuccessful requests. ```json Request theme={null} { "event": "cancelAll", "token": "0000000000000000000000000000000000000000" } ``` ```json Response theme={null} { "count": 2, "event": "cancelAllStatus", "status": "ok" } ``` # Cancel on Disconnect Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/cancelallordersafter Dead Man's Switch mechanism to cancel all orders after a timeout
WSS ws-auth.kraken.com cancelAllOrdersAfter
`cancelAllOrdersAfter` provides a "Dead Man's Switch" mechanism to protect the client from network malfunction, extreme latency or unexpected matching engine downtime. The client can send a request with a timeout (in seconds), that will start a countdown timer which will cancel *all* client orders when the timer expires. The recommended use is to make a call every 15 to 30 seconds, providing a timeout of 60 seconds. Value: `cancelAllOrdersAfter` Timeout specified in seconds. 0 to disable the timer. Optional client originated request identifier sent as acknowledgment in the response. Session token from the [GetWebSocketsToken](/api-reference/trading/get-websockets-token) REST endpoint. Value: `cancelAllOrdersAfterStatus` Format: RFC3339
Example: `2022-12-25T09:30:59.123456Z` Timestamp when the request has been handled (second precision, rounded up). Format: RFC3339
Example: `2022-12-25T09:30:59.123456Z` Timestamp at which all open orders will be cancelled, unless the timer is extended or disabled (second precision, rounded up). One of: `ok`, `error` Client originated identifier for the request that initiated this response. Error message for unsuccessful requests. ```json Request theme={null} { "event": "cancelAllOrdersAfter", "reqid": 1608543428050, "timeout": 60, "token": "0000000000000000000000000000000000000000" } ``` ```json Response: Enabled theme={null} { "currentTime": "2020-12-21T09:37:09Z", "event": "cancelAllOrdersAfterStatus", "reqid": 1608543428050, "status": "ok", "triggerTime": "2020-12-21T09:38:09Z" } ``` ```json Response: Disabled theme={null} { "currentTime": "2020-12-21T09:37:09Z", "event": "cancelAllOrdersAfterStatus", "reqid": 1608543428051, "status": "ok", "triggerTime": "0" } ``` # Cancel Order Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/cancelorder Cancel one or more open orders
WSS ws-auth.kraken.com cancelOrder
The `cancelOrder` request cancels one or more open orders in a single request. The orders to be cancelled can be identified by a range of client or Kraken identifiers. Value: `cancelOrder` A list containing either client `order_userref` or Kraken `order_id` identifiers. A list of client `cl_ord_id` identifiers. Optional client originated request identifier sent as acknowledgment in the response. Session token from the [GetWebSocketsToken](/api-reference/trading/get-websockets-token) REST endpoint. Value: `cancelOrderStatus` One of: `ok`, `error` Client originated identifier for the request that initiated this response. Error message for unsuccessful requests. ```json Request theme={null} { "event": "cancelOrder", "token": "0000000000000000000000000000000000000000", "txid": [ "OGTT3Y-C6I3P-XRI6HX", "OGTT3Y-C6I3P-X2I6HX" ] } ``` ```json Response theme={null} { "event": "cancelOrderStatus", "status": "ok" } ``` ```json Error theme={null} { "errorMessage": "EOrder:Unknown order", "event": "cancelOrderStatus", "status": "error" } ``` # Edit Order Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/editorder Edit the parameters of a live order by cancelling and recreating it
WSS ws-auth.kraken.com editOrder
Sends a request to edit the order parameters of a live order. When an order has been successfully modified, the original order will be cancelled and a new order will be created with the adjusted parameters and a new `txid` will be returned in the response. The newer [amendOrder](/exchange/api-reference/spot-websocket-v1/amendorder) endpoint resolves the caveats listed below and has additional performance gains. There are a number of caveats for `editOrder`: * `editOrder` cannot be used on partially filled orders. * `editOrder` is a cancel and replace, so queue priority is not maintained. * `editOrder` generates a new `txid` for the order. Value: `editOrder` Original Order ID or userref. Currency pair. Dependent on order type - order price. Dependent on order type - order secondary price. Order volume in base currency. Comma delimited list of order flags. `post` = post only order (available when ordertype = limit). User reference ID for new order (should be an integer in quotes). Validate inputs only; do not submit order. Optional client originated request identifier sent as acknowledgment in the response. Session token from the [GetWebSocketsToken](/api-reference/trading/get-websockets-token) REST endpoint. Value: `editOrderStatus` A new Kraken order identifier for the amended order. The Kraken order identifier for the original order. A descriptive summary for the amended order. One of: `ok`, `error` Client originated identifier for the request that initiated this response. Error message for unsuccessful requests. ```json Request theme={null} { "event": "editOrder", "newuserref": "666", "oflags": "", "orderid": "O26VH7-COEPR-YFYXLK", "pair": "XBT/USD", "price": "9000", "reqid": 3, "token": "0000000000000000000000000000000000000000" } ``` ```json Response theme={null} { "descr": "order edited price = 9000.00000000", "event": "editOrderStatus", "originaltxid": "O65KZW-J4AW3-VFS74A", "reqid": 3, "status": "ok", "txid": "OTI672-HJFAO-XOIPPK" } ``` # Heartbeat Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/heartbeat Server heartbeat sent when no subscription traffic is detected
WSS ws.kraken.com heartbeat
Server heartbeat sent if no subscription traffic within approximately 1 second. Heartbeats are only sent if there is an active connection with at least one subscription. ## Payload Value: `heartbeat` ```json Heartbeat theme={null} { "event": "heartbeat" } ``` # Candles (OHLC) Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/ohlc Subscribe to Open High Low Close candle feed for currency pairs
WSS ws.kraken.com ohlc
Open High Low Close (Candle) feed for a currency pair and interval period. When subscribed, a snapshot of the last valid candle (irrespective of the endtime) is sent, followed by updates to the running candle. ## Subscribe Value: `subscribe` Example: `["BTC/USD", "MATIC/GBP"]` The currency pairs for this request. Value: `ohlc` One of: `1`, `5`, `15`, `30`, `60`, `240`, `1440`, `10080`, `21600`
Default: `1` Time interval associated with ohlc subscription in minutes. Optional client originated request identifier sent as acknowledgment in the response. The subscription status is returned via the [subscriptionStatus](/exchange/api-reference/spot-websocket-v1/subscriptionstatus) message. ## Snapshot / Update Deprecated: use `channelName` and `pair` Channel identifier. The candle detail for a specific interval period. Candle last update time, in seconds since epoch. End time of interval, in seconds since epoch. Open price of interval. High price within interval. Low price within interval. Close price of interval. Volume weighted average price within interval. Accumulated volume within interval. Number of trades within interval. Example: `"BTC/USD"` The symbol of the currency pair. Value: `ohlc-[depth]` ## Unsubscribe Value: `unsubscribe` Example: `["BTC/USD", "MATIC/GBP"]`
Condition: All channels which support pair subscriptions The currency pairs to unsubscribe. Optional client originated request identifier sent as acknowledgment in the response. Value: `ohlc` Condition: 'ohlc' channel only Unsubscribe to a specific interval. The unsubscription status is returned via the [subscriptionStatus](/exchange/api-reference/spot-websocket-v1/subscriptionstatus) message. ```json Subscribe theme={null} { "event": "subscribe", "pair": [ "XBT/EUR" ], "subscription": { "interval": 5, "name": "ohlc" } } ``` ```json Snapshot / Update theme={null} [ 42, [ "1542057314.748456", "1542057360.435743", "3586.70000", "3586.70000", "3586.60000", "3586.60000", "3586.68894", "0.03373000", 2 ], "ohlc-5", "XBT/USD" ] ``` ```json Unsubscribe theme={null} { "event": "unsubscribe", "pair": [ "XBT/EUR" ], "subscription": { "name": "ohlc" } } ``` # Open Orders Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/openorders Subscribe to real-time open order updates for the authenticated user
WSS ws-auth.kraken.com openOrders
The `openOrders` channel streams the open orders belonging to the authenticated user. The initial snapshot provides a list of all open orders, followed by real-time updates. For status change updates, such as `closed`, the fields `orderid` and `status` will be present in the payload. ## Subscribe Value: `subscribe` Value: `openOrders` Session token from the GetWebSocketsToken REST endpoint. One of: `false`, `true`
Default: `false` Includes rate-limit counter in updates. One of: `true`, `false`
Default: `true`
Condition: Effective for viewing xstocks only If `true`, display in terms of underlying equity, otherwise display in terms of SPV tokens. Optional client originated request identifier sent as acknowledgment in the response. The subscription status is returned via the [subscriptionStatus](/exchange/api-reference/spot-websocket-v1/subscriptionstatus) message. ## Snapshot / Update The snapshot and update responses share the same schema. The payload is a JSON array containing the order data, the channel name, and feed detail. A list of order objects. Each object is keyed by the Kraken order identifier. The key for each order is the Kraken order identifier. Referral order transaction id that created this order. An optional, numeric identifier associated with one or more orders. An optional, alphanumeric client identifier associated with this order. Format: UUID An optional, external partner order identifier. Status of order. Unix timestamp of when order was placed. Unix timestamp of order start time (if set). Condition: Iceberg orders only The reload quantity for iceberg order types. Condition: Iceberg orders only The visible quantity remaining in the book. Unix timestamp of order end time (if set). Parameters for the conditional close order (if attached). Conditional close order type. Primary price of the conditional close order. Secondary price of the conditional close order. Comma delimited list of order flags for the conditional close order. `fcib` = prefer fee in base currency, `fciq` = prefer fee in quote currency, `nompp` = no market price protection, `post` = post only order (available when ordertype = limit). Order description info. Asset pair. Optional - position ID (if applicable). Side of order (buy/sell). Order type. The limit price or trigger price depending on the order type: * **limit** price for `limit` orders. * **trigger** price for all triggered orders. The **limit** price for `stop-loss-limit`, `take-profit-limit` and `trailing-stop-limit` orders. Amount of margin leverage. Indicates if the order is funded on margin. Text summary of order. Text summary of conditional order (if conditional close attached). Unix timestamp of last change (for updates). Volume of order (base currency unless viqc set in oflags). Total volume executed so far (base currency unless viqc set in oflags). Total cost (quote currency unless viqc set in oflags). Total fee (quote currency). Average price (cumulative; quote currency unless viqc set in oflags). Stop price (for trailing stops). Triggered limit price (after limit based order types are triggered). A comma delimited list of miscellaneous info: * `stopped`: triggered by stop price * `touched`: triggered by touch price * `liquidation`: liquidation event * `partial`: partial fill A comma delimited list of order flags: * `viqc`: volume in quote currency * `fcib`: prefer fee in base currency * `fciq`: prefer fee in quote currency * `nompp`: no market price protection * `post`: post only order For institutional accounts, identifies underlying sub-account/trader for Self Trade Prevention (STP). One of: `GTC`, `GTD`, `IOC`, `FOK`
Default: `GTC` Time-in-force specifies how long an order remains in effect before expiry. * `GTC`: Good Till Canceled - until user has cancelled. * `GTD`: Good Till Date - until `expiretm` parameter. * `IOC`: Immediate Or Cancel - immediately cancels back any quantity that cannot be filled on arrival. * `FOK`: Fill Or Kill - immediately fills the full order quantity or cancels it entirely. Cancel reason, present for all cancellation updates (status="canceled") and for some close updates (status="closed"). Amendment reason, present for all amend events. One of: `true`, `false` Indicates if the order has been amended, the modification history can be extracted from the REST `OrderAmends` endpoint. Rate-limit counter, present if requested in subscription request. See Trading Rate Limits. Value: `openOrders` Sequence number for this subscription. ```json Subscribe theme={null} { "event": "subscribe", "subscription": { "name": "openOrders", "ratecounter": "true", "token": "WW91ciBhdXRoZW50aWNhdGlvbiB0b2tlbiBnb2VzIGhlcmUu" } } ``` ```json Snapshot / Update theme={null} [ [ { "OGTT3Y-C6I3P-XRI6HX": { "avg_price": "34.50000", "cost": "0.00000", "descr": { "close": "", "leverage": "0:1", "order": "sell 10.00345345 XBT/EUR @ limit 34.50000 with 0:1 leverage", "ordertype": "limit", "pair": "XBT/EUR", "price": "34.50000", "price2": "0.00000", "type": "sell" }, "expiretm": "0.000000", "fee": "0.00000", "limitprice": "34.50000", "misc": "", "oflags": "fcib", "opentm": "0.000000", "refid": "OKIVMP-5GVZN-Z2D2UA", "starttm": "0.000000", "status": "open", "stopprice": "0.000000", "userref": 0, "vol": "10.00345345", "vol_exec": "0.00000000" } } ], "openOrders", { "sequence": 234 } ] ``` ```json Status Update theme={null} [ [ { "OGTT3Y-C6I3P-XRI6HX": { "status": "closed" } } ], "openOrders", { "sequence": 59342 } ] ``` # Own Trades Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/owntrades Subscribe to real-time trade execution updates for the authenticated user
WSS ws-auth.kraken.com ownTrades
The `ownTrades` channel streams executions for the authenticated user. A snapshot of the last 50 trades is sent on subscription, followed by real-time updates for any new trades. ## Subscribe Value: `subscribe` Value: `ownTrades` Session token from the GetWebSocketsToken REST endpoint. One of: `false`, `true`
Default: `true` Includes initial snapshot of historical data. One of: `false`, `true`
Default: `true` If true, fills are consolidated by taker, otherwise all fills are shown. One of: `true`, `false`
Default: `true`
Condition: Effective for viewing xstocks only If `true`, display in terms of underlying equity, otherwise display in terms of SPV tokens. Optional client originated request identifier sent as acknowledgment in the response. The subscription status is returned via the [subscriptionStatus](/exchange/api-reference/spot-websocket-v1/subscriptionstatus) message. ## Snapshot / Update The snapshot and update responses share the same schema. The payload is a JSON array containing the trade data, the channel name, and feed detail. A list of trade objects. Each object is keyed by the Kraken trade identifier. The key for each trade is the Kraken trade identifier. Order identifier. Position identifier. Asset pair. Unix timestamp of trade. Side of order (buy/sell). Order type. Average price order was filled in quote currency. Total cost of order in the quote currency. Total fees in the quote currency. Volume of the trade in base currency. Initial margin (quote currency). Indicates if an execution is on margin, i.e. if the trade increased or reduced size of margin borrowing. On trade events only. An optional, alphanumeric client identifier associated with this order. Available on update messages only. Format: UUID An optional, external partner execution identifier. An optional, numeric identifier associated with one or more orders. Available on update messages only. Value: `ownTrades` Sequence number for this subscription. ```json Subscribe theme={null} { "event": "subscribe", "subscription": { "name": "ownTrades", "token": "WW91ciBhdXRoZW50aWNhdGlvbiB0b2tlbiBnb2VzIGhlcmUu" } } ``` ```json Snapshot / Update theme={null} [ [ { "TDLH43-DVQXD-2KHVYY": { "cost": "1000000.00000", "fee": "1600.00000", "margin": "0.00000", "ordertxid": "TDLH43-DVQXD-2KHVYY", "ordertype": "limit", "pair": "XBT/EUR", "postxid": "OGTT3Y-C6I3P-XRI6HX", "price": "100000.00000", "time": "1560516023.070651", "type": "sell", "vol": "1000000000.00000000" } } ], "ownTrades", { "sequence": 2948 } ] ``` # Ping Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/ping Client ping to determine whether the connection is alive
WSS ws.kraken.com ping
Client can ping server to determine whether the connection is alive. This is an application level ping as opposed to default ping in the WebSocket standard which is server initiated. Value: `ping` Optional client originated request identifier sent as acknowledgment in the response. Value: `pong` Client originated identifier for the request that initiated this response. ```json Request theme={null} { "event": "ping", "reqid": 42 } ``` ```json Response theme={null} { "event": "pong", "reqid": 42 } ``` # Spread Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/spread Subscribe to spread feed for currency pairs
WSS ws.kraken.com spread
Spread feed for a currency pair. Provides the best bid and ask prices along with their volumes. ## Subscribe Value: `subscribe` Example: `["BTC/USD", "MATIC/GBP"]` The currency pairs for this request. Value: `spread` Optional client originated request identifier sent as acknowledgment in the response. The subscription status is returned via the [subscriptionStatus](/exchange/api-reference/spot-websocket-v1/subscriptionstatus) message. ## Snapshot / Update Deprecated: use `channelName` and `pair` Channel identifier. Bid price. Ask price. Time of the current top-of-book quote, in seconds since epoch. This reflects the creation time of the best bid/ask order(s) currently resting at the top of book, not the time the message was generated. Because of this, the value is not monotonic: when the top of book changes to an order that was already resting in the book (for example after a trade), this timestamp may move backwards relative to the previous message. This is expected and does not indicate stale or dropped data. Bid Volume. Ask Volume. Example: `"BTC/USD"` The symbol of the currency pair. Value: `spread` ## Unsubscribe Value: `unsubscribe` Example: `["BTC/USD", "MATIC/GBP"]`
Condition: All channels which support pair subscriptions The currency pairs to unsubscribe. Optional client originated request identifier sent as acknowledgment in the response. Value: `spread` The unsubscription status is returned via the [subscriptionStatus](/exchange/api-reference/spot-websocket-v1/subscriptionstatus) message. ```json Subscribe theme={null} { "event": "subscribe", "pair": [ "XBT/EUR" ], "subscription": { "name": "spread" } } ``` ```json Snapshot / Update theme={null} [ 0, [ "5698.40000", "5700.00000", "1542057299.545897", "1.01234567", "0.98765432" ], "spread", "XBT/USD" ] ``` ```json Unsubscribe theme={null} { "event": "unsubscribe", "pair": [ "XBT/EUR" ], "subscription": { "name": "spread" } } ``` # Subscription Status Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/subscriptionstatus Server-pushed subscription status response to subscribe, unsubscribe, or exchange-initiated unsubscribe
WSS ws.kraken.com subscriptionStatus
Subscription status response to subscribe, unsubscribe or exchange-initiated unsubscribe. This message is returned for every subscribe or unsubscribe request across all channels. ## Payload Value: `subscriptionStatus` One of: `book`, `ohlc`, `openOrders`, `ownTrades`, `spread`, `ticker`, `trade`, `*` The name of the channel. Example: `"BTC/USD"` The currency pair associated with this subscription. One of: `subscribed`, `unsubscribed`, `ok`, `error` Condition: 'book' channel only The book depth. Condition: 'ohlc' channel only The ohlc interval. The rate counter. One of: `book`, `ohlc`, `openOrders`, `ownTrades`, `spread`, `ticker`, `trade`, `*` The name of the channel. Condition: Authenticated requests only The authentication token associated with the request. Client originated identifier for the request that initiated this response. Condition: Unsuccessful requests only Error message for unsuccessful requests. Deprecated: use `channelName` and `pair` Channel ID on successful subscription, applicable to public messages only. ```json Subscribed: Ticker theme={null} { "channelID": 10001, "channelName": "ticker", "event": "subscriptionStatus", "pair": "XBT/EUR", "status": "subscribed", "subscription": { "name": "ticker" } } ``` ```json Unsubscribed: OHLC theme={null} { "channelID": 10001, "channelName": "ohlc-5", "event": "subscriptionStatus", "pair": "XBT/EUR", "reqid": 42, "status": "unsubscribed", "subscription": { "interval": 5, "name": "ohlc" } } ``` ```json Subscribed: ownTrades theme={null} { "channelName": "ownTrades", "event": "subscriptionStatus", "status": "subscribed", "subscription": { "name": "ownTrades" } } ``` ```json Error theme={null} { "errorMessage": "Subscription depth not supported", "event": "subscriptionStatus", "pair": "XBT/USD", "status": "error", "subscription": { "depth": 42, "name": "book" } } ``` # System Status Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/systemstatus Server-pushed system status on connection or status changes
WSS ws.kraken.com systemStatus
Status sent on connection or system status changes. This is a server-initiated message — no subscription is required. ## Payload Value: `systemStatus` One of: `online`, `cancel_only`, `maintenance`, `post_only` The status of the trading engine. * `online`: Markets are operating normally - all order types may be submitted and order matching can occur. * `maintenance`: Markets are offline for scheduled maintenance - new orders cannot be placed and existing orders cannot be cancelled. * `cancel_only`: Orders can be cancelled but new orders cannot be placed. No order matching will occur. * `post_only`: Only limit orders using the `post_only` option can be submitted. Orders can be cancelled. No order matching will occur. The version of the websockets service. A unique connection identifier (for debugging). ```json System Status theme={null} { "connectionID": 8628615390848610000, "event": "systemStatus", "status": "online", "version": "1.9.1" } ``` # Ticker Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/ticker Subscribe to ticker information on currency pairs
WSS ws.kraken.com ticker
Ticker information on currency pair. On subscription, a snapshot of the current ticker data is sent, followed by updates on every trade event. ## Subscribe Value: `subscribe` Example: `["BTC/USD", "MATIC/GBP"]` The currency pairs for this request. Value: `ticker` Optional client originated request identifier sent as acknowledgment in the response. The subscription status is returned via the [subscriptionStatus](/exchange/api-reference/spot-websocket-v1/subscriptionstatus) message. ## Snapshot / Update Deprecated: use `channelName` and `pair` Channel identifier. Best Ask Best ask price. Whole lot volume. Lot volume. Best Bid Best bid price. Whole lot volume. Lot volume. Close Price. Lot volume. Volume Value today. Value over last 24 hours. Volume Weighted Average Price Value today. Value over last 24 hours. Number of trades Value today. Value over last 24 hours. Low price Value today. Value over last 24 hours. High price Value today. Value over last 24 hours. Open Price Value today. Value over last 24 hours. Example: `"BTC/USD"` The symbol of the currency pair. Value: `ticker` ## Unsubscribe Value: `unsubscribe` Example: `["BTC/USD", "MATIC/GBP"]`
Condition: All channels which support pair subscriptions The currency pairs to unsubscribe. Optional client originated request identifier sent as acknowledgment in the response. Value: `ticker` The unsubscription status is returned via the [subscriptionStatus](/exchange/api-reference/spot-websocket-v1/subscriptionstatus) message. ```json Subscribe theme={null} { "event": "subscribe", "pair": [ "XBT/EUR" ], "subscription": { "name": "ticker" } } ``` ```json Snapshot / Update theme={null} [ 0, { "a": [ "5525.40000", 1, "1.000" ], "b": [ "5525.10000", 1, "1.000" ], "c": [ "5525.10000", "0.00398963" ], "h": [ "5783.00000", "5783.00000" ], "l": [ "5505.00000", "5505.00000" ], "o": [ "5760.70000", "5763.40000" ], "p": [ "5631.44067", "5653.78939" ], "t": [ 11493, 16267 ], "v": [ "2634.11501494", "3591.17907851" ] }, "ticker", "XBT/USD" ] ``` ```json Unsubscribe theme={null} { "event": "unsubscribe", "pair": [ "XBT/EUR", "XBT/USD" ], "subscription": { "name": "ticker" } } ``` # Trade Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/trade Subscribe to trade feed for currency pairs
WSS ws.kraken.com trade
Trade feed for a currency pair. On subscription, the last 50 trades are sent as a snapshot, followed by real-time trade updates. ## Subscribe Value: `subscribe` Example: `["BTC/USD", "MATIC/GBP"]` The currency pairs for this request. Value: `trade` Optional client originated request identifier sent as acknowledgment in the response. The subscription status is returned via the [subscriptionStatus](/exchange/api-reference/spot-websocket-v1/subscriptionstatus) message. ## Snapshot / Update Deprecated: use `channelName` and `pair` Channel identifier. A list of trades. Price. Volume. Time, seconds since epoch. One of: `buy`, `sell` Taker side. One of: `market`, `limit` Taker order type. Miscellaneous. Example: `"BTC/USD"` The symbol of the currency pair. Value: `trade` ## Unsubscribe Value: `unsubscribe` Example: `["BTC/USD", "MATIC/GBP"]`
Condition: All channels which support pair subscriptions The currency pairs to unsubscribe. Optional client originated request identifier sent as acknowledgment in the response. Value: `trade` The unsubscription status is returned via the [subscriptionStatus](/exchange/api-reference/spot-websocket-v1/subscriptionstatus) message. ```json Subscribe theme={null} { "event": "subscribe", "pair": [ "XBT/EUR" ], "subscription": { "name": "trade" } } ``` ```json Snapshot / Update theme={null} [ 0, [ [ "5541.20000", "0.15850568", "1534614057.321597", "s", "l", "" ], [ "6060.00000", "0.02455000", "1534614057.324998", "b", "l", "" ] ], "trade", "XBT/USD" ] ``` ```json Unsubscribe theme={null} { "event": "unsubscribe", "pair": [ "XBT/EUR" ], "subscription": { "name": "trade" } } ``` # Unsubscribe Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v1/unsubscribe Unsubscribe from one or more WebSocket channels
WSS ws.kraken.com unsubscribe
Unsubscribe from one or more channels. You can specify a channelID or multiple currency pairs. The response is returned via the [subscriptionStatus](/exchange/api-reference/spot-websocket-v1/subscriptionstatus) message. ## Request Value: `unsubscribe` Condition: All channels which support pair subscriptions
Example: `["BTC/USD", "MATIC/GBP"]` Unsubscribe to specific pairs. Optional client originated request identifier sent as acknowledgment in the response. One of: `book`, `ohlc`, `openOrders`, `ownTrades`, `spread`, `ticker`, `trade`, `*` The name of the channel to unsubscribe. Wildcard `*` is supported. Condition: `book` channel only Unsubscribe to a specific depth. Condition: `ohlc` channel only Unsubscribe to a specific interval. ```json Unsubscribe theme={null} { "event": "unsubscribe", "pair": [ "XBT/EUR", "XBT/USD" ], "subscription": { "name": "ticker" } } ``` # Add Order Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/add_order Send a new order into the exchange via WebSocket
WSS ws-auth.kraken.com/v2 add\_order
Sends a single, new order into the exchange. A range of order types, Time-In-Force (TIF) and order flags can be specified by the parameters below. For triggered order types (`stop-loss`, `take-profit`, `trailing-stop`), the `triggers` section contains the parameters for price tracking and trigger thresholds. For One-Triggers-Other (OTO) orders, the `conditional` section contains the parameters to add a secondary close order to the primary order. Value: `add_order` One of: `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. * `limit`: The full order quantity is placed immediately with a limit price restriction to only trade at this price or better. * `market`: The full order quantity executes immediately at the best available price in the order book. * `iceberg`: Hides the full order size by only showing your chosen display size in the book at your limit price. * `stop-loss`: A market order is triggered when the reference price reaches the stop price (from an unfavourable direction). * `stop-loss-limit`: A limit order is triggered when the reference price reaches the stop price (from an unfavourable direction). * `take-profit`: A market order is triggered when the reference price reaches the stop price (from a favourable direction). * `take-profit-limit`: A limit order is triggered when the reference price reaches the stop price (from a favourable direction). * `trailing-stop`: A market order is triggered when the market reverts a specified distance from the peak price. * `trailing-stop-limit`: A limit order is triggered when the market reverts a specified distance from the peak price. * `settle-position`: Settles an open leveraged position at the current market price. One of: `buy`, `sell` Side of the order. Order quantity in terms of the base asset. Example: `"BTC/USD"` The symbol of the currency pair. Limit price for order types that support limit price restriction. One of: `static`, `pct`, `quote`
Default: `quote`
Condition: Only available on trailing-stop-limit orders The units for the limit 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. Note, for `trailing-stop-limit` order type, the value represents offset from the trigger price. 0 would set a limit price the same as the trigger price. Condition: Required for triggered order types only The parameters for setting the trigger price conditions. One of: `index`, `last`
Default: `last` The reference price to track for triggering orders. * `index`: the index price in the broader market (for this pair). Note, to keep triggers serviceable during connectivity issues with external index feeds, the last price will be used as the reference price. * `last`: the last traded price in the Kraken order book (for this pair). 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. **Examples:** * To trigger at 29000.5 BTC/USD, use price=29000.5, price\_type=static. * To trigger when price rises by 5%, use price=5, price\_type=pct. * To trigger when price drops by 150 USD, use price=-150, price\_type=quote. One of: `static`, `pct`, `quote`
Default: `static` 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. Note, for `trailing-stop` and `trailing-stop-limit` order types, the price represents the reversion from the peak. It is always a positive value with `pct` or `quote` offset. One of: `gtc`, `gtd`, `ioc`, `fok`
Default: `gtc` Time-in-force specifies how long an order remains in effect before being expired. * `gtc`: Good Till Canceled - until user has cancelled. * `gtd`: Good Till Date - until `expire_time` parameter. * `ioc`: Immediate Or Cancel - immediately cancels back any quantity that cannot be filled on arrival. * `fok`: Fill Or Kill - immediately fills the full order quantity or cancels it entirely. Available for `limit` orders only. One of: `false`, `true`
Default: `false` Funds the order on margin using the maximum leverage for the pair (maximum is leverage of 5). One of: `true`, `false`
Default: `false`
Condition: Orders with limit price only Cancels the order if it will take liquidity on arrival. Post only orders will always be posted passively in the book. One of: `true`, `false`
Default: `false` Reduces an existing margin position without opening an opposite long or short position worth more than the current value of your leveraged assets. Format: RFC3339
Example: `2022-12-25T09:30:59Z` Scheduled start time (precision to seconds). Format: RFC3339
Example: `2022-12-25T09:30:59Z`
Condition: GTD orders only Expiration time of the order (precision to seconds). GTD orders can have an expiry time up to one month in future. Format: RFC3339
Example: `2022-12-25T09:30:59.123Z` Range of valid offsets (from current time) is 500 milliseconds to 60 seconds, default is 5 seconds. The precision of this parameter is to the millisecond. The engine will prevent this order from matching after this time, it provides protection against latency on time sensitive orders. Adds a alphanumeric client order identifier which uniquely identifies an open order for each client. This field is mutually exclusive with `order_userref` parameter. The `cl_ord_id` parameter can be one of the following formats: * Long UUID: `6d1b345e-2821-40e2-ad83-4ecb18a06876` 32 hex characters separated with 4 dashes. * Short UUID: `da8e4ad59b78481c93e589746b0cf91f` 32 hex characters with no dashes. * Free text: `arb-20240509-00010` Free format ascii text up to 18 characters. This is an optional non-unique, numeric identifier which can associated with a number of orders by the client. This field is mutually exclusive with `cl_ord_id` parameter. Many clients choose a unique integer value generated by their systems (i.e. a timestamp). However, because we don't enforce uniqueness on our side, it can also be used to easily tag a group of orders for querying or cancelling. The conditional parameters are used as a template for generating the secondary close orders when the primary order fills. Each fill on the primary order will generate a new secondary order. The size of the secondary order will be the same size as the executed quantity and have the opposite side. One of: `limit`, `stop-loss`, `stop-loss-limit`, `take-profit`, `take-profit-limit`, `trailing-stop`, `trailing-stop-limit` Defines the order type of the secondary close orders which will be created on each fill. Defines the limit price on the secondary close orders. Only required on secondary order types that support limit price: `limit`, `stop-loss-limit`, `take-profit-limit`. One of: `static`, `pct`, `quote`
Default: `quote`
Condition: Only available on trailing-stop-limit orders The units for the limit price on the secondary order. * `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. Note, for `trailing-stop-limit` order type, the value represents offset from the trigger price. 0 would set a limit price the same as the trigger price. 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. **Examples:** * To trigger at 29000.5 BTC/USD, use price=29000.5, price\_type=static. * To trigger when price rises by 5%, use price=5, price\_type=pct. * To trigger when price drops by 150 USD, use price=-150, price\_type=quote. Note, for `trailing-stop` and `trailing-stop-limit` order types, the price represents the reversion from the peak. It is always a positive offset value. One of: `static`, `pct`, `quote`
Default: `static` 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. Deprecated: Use trigger\_price Defines the trigger price on the secondary close orders. Only required on triggered secondary order types: `stop-loss`, `stop-loss-limit`, `take-profit`, `take-profit-limit`. Condition: iceberg orders only Defines the quantity to show in the book while the rest of order quantity remains hidden. Minimum value is 1 / 15 of `order_qty`. One of: `base`, `quote` Fee preference base or quote currency. `quote` is the default for buy orders, `base` is the default for sell orders. One of: `true`, `false`
Default: `false`
Condition: Market orders only
Deprecated: If supplied, the flag is accepted but ignored Disables Market Price Protection (MPP) if set to `true`. MPP is a feature that protects market orders from filling at a bad price due to price slippage in an illiquid or volatile market. One of: `cancel_newest`, `cancel_oldest`, `cancel_both`
Default: `cancel_newest` Self Trade Prevention (STP) is a protection feature to prevent users from inadvertently or deliberately trading against themselves. * `cancel_newest`: arriving order will be canceled. * `cancel_oldest`: resting order will be canceled. * `cancel_both`: both arriving and resting orders will be canceled. Condition: Buy market orders without margin funding Order volume expressed in quote currency. One of: `true`, `false`
Default: `false` If set to `true` the order will be validated only, it will not trade in the matching engine. Condition: For institutional accounts with enhanced Self Trade Prevention (STP) Adds a alphanumeric sub-account/trader identifier which enables STP to be performed at a more granular level. The `sender_sub_id` parameter can be one of the following formats: * Long UUID: `6d1b345e-2821-40e2-ad83-4ecb18a06876` 32 hex characters separated with 4 dashes. * Short UUID: `da8e4ad59b78481c93e589746b0cf91f` 32 hex characters with no dashes. * Free text: `arb-20240509-00010` Free format ascii text up to 18 characters. Deprecated: Use 'triggers' object The stop price for trigger order types. One of: `last`, `index`
Default: `last`
Condition: Triggered order types only
Deprecated: Use 'triggers' object The reference price to trigger the order. * `index`: the index price for the broader market for this symbol. * `last`: the last traded price in the order book for this symbol. Authentication token. See [authentication guide](/exchange/guides/websockets/authentication) for details. Optional client originated request identifier sent as acknowledgment in the response. Value: `add_order` Unique order identifier generated by Kraken. An optional, alphanumeric identifier specified by the client in the `add_order` parameters. An optional non-unique, numeric identifier specified by the client in the `add_order` parameters. Non-fatal warnings about the order, if any. Error message. Condition: if `success` is `false`. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Optional client originated request identifier sent as acknowledgment in the response. The timestamp when the request was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the response was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` ```json Limit theme={null} { "method": "add_order", "params": { "order_type": "limit", "side": "buy", "limit_price": 26500.4, "order_userref": 100054, "order_qty": 1.2, "symbol": "BTC/USD", "token": "G38a1tGFzqGiUCmnegBcm8d4nfP3tytiNQz6tkCBYXY" }, "req_id": 123456789 } ``` ```json Stop Loss theme={null} { "method": "add_order", "params": { "order_type": "stop-loss", "side": "sell", "order_qty": 100, "symbol": "MATIC/USD", "triggers": { "reference": "last", "price": -2.0, "price_type": "pct" }, "token": "G38a1tGFzqGiUCmnegBcm8d4nfP3tytiNQz6tkCBYXY" } } ``` ```json OTO theme={null} { "method": "add_order", "params": { "order_type": "limit", "side": "buy", "order_qty": 1.2, "symbol": "BTC/USD", "limit_price": 28440, "conditional": { "order_type": "stop-loss-limit", "trigger_price": 28410, "limit_price": 28400 }, "token": "G38a1tGFzqGiUCmnegBcm8d4nfP3tytiNQz6tkCBYXY" } } ``` ```json Response theme={null} { "method": "add_order", "req_id": 123456789, "result": { "order_id": "AA5JGQ-SBMRC-SCJ7J7", "order_userref": 100054 }, "success": true, "time_in": "2023-09-21T14:15:07.197274Z", "time_out": "2023-09-21T14:15:07.205301Z" } ``` ```json Error theme={null} { "error": "EOrder:Insufficient funds", "method": "add_order", "req_id": 123456789, "success": false, "time_in": "2023-09-21T14:15:07.197274Z", "time_out": "2023-09-21T14:15:07.205301Z" } ``` # Amend Order Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/amend_order Amend the parameters of a live order in-place
WSS ws-auth.kraken.com/v2 amend\_order
The amend request enables clients to modify the order parameters in-place without the need to cancel the existing order and create a new one. * The order identifiers assigned by Kraken and/or client will stay the same. * Queue priority in the order book will be maintained where possible. * If an amend request will reduce the order quantity below the existing filled quantity, the remaining quantity will be cancelled. For more detail, see [amend transaction guide](/exchange/guides/general/amends). Value: `amend_order` Example: `OFGKYQ-FHPCQ-HUQFEK` The Kraken identifier for the order to be amended. Either `order_id` or `cl_ord_id` is required. Example: `6d1b345e-2821-40e2-ad83-4ecb18a06876` The client identifier for the order to be amended. Either `order_id` or `cl_ord_id` is required. The new order quantity in terms of the base asset. Condition: iceberg orders only Defines the new quantity to show in the book while the rest of order quantity remains hidden. Minimum value is 1 / 15 of remaining order quantity. Condition: For order types that support limit price only The new limit price restriction on the order, used in combination with the `limit_price_type` parameter. One of: `static`, `pct`, `quote`
Condition: Currently only available on trailing-stop-limit orders The units for `limit_price`. * `static`: a static market price for the asset, i.e. limit price at 29000.5 BTC/USD, use price=29000.5 and price\_type=static. * `pct`: a percentage offset from the reference price, i.e. limit price when market rises by 5%, use price=5 and price\_type=pct. * `quote`: a notional offset from the reference price in the quote currency, i.e, limit price when market drops by 150 USD, use price=-150 and price\_type=quote. `static` is the default for all order types except for `trailing-stop-limit` which has the default `quote` offset. One of: `true`, `false`
Default: `false`
Condition: Optional parameter for limit price amends If `true`, the limit price change will be rejected if the order cannot be posted passively in the book. Condition: For triggered order types only The new trigger price to activate the order, used in combination with the `trigger_price_type` parameter. One of: `static`, `pct`, `quote`
Default: `static`
Condition: For triggered order types only The units for `trigger_price`. * `static`: a static market price for the asset, i.e. to trigger at 29000.5 BTC/USD, use price=29000.5 and price\_type=static. * `pct`: a percentage offset from the reference price, i.e. to trigger when price rises by 5%, use price=5 and price\_type=pct. * `quote`: a notional offset from the reference price in the quote currency, i.e, to trigger when price drops by 150 USD, use price=-150 and price\_type=quote. Format: RFC3339
Example: `2022-12-25T09:30:59.123Z` Range of valid offsets (from current time) is 500 milliseconds to 60 seconds, default is 5 seconds. The precision of this parameter is to the millisecond. The engine will prevent this order from matching after this time, it provides protection against latency on time sensitive orders. Example: `TSLAx/USD` The `symbol` is required on amends for non-crypto pairs, i.e. provide the pair symbol for xstocks. Authentication token. See [authentication guide](/exchange/guides/websockets/authentication) for details. Optional client originated request identifier sent as acknowledgment in the response. A successful amend request will return the unique Kraken amend identifier. Value: `amend_order` Condition: if `success` is `true` The unique Kraken identifier generated for this amend transaction. The Kraken identifier, if populated in the request. The client identifier, if populated in the request. Non-fatal warnings about the amend, if any. Error message. Condition: if `success` is `false`. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Optional client originated request identifier sent as acknowledgment in the response. The timestamp when the request was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the response was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` ```json Basic theme={null} { "method": "amend_order", "params": { "cl_ord_id": "2c6be801-1f53-4f79-a0bb-4ea1c95dfae9", "limit_price": 490795, "order_qty": 1.2, "token": "PM5Qm0MDrS54l657aQAtb7AhrwN30e2LBg1nUYOd6vU" } } ``` ```json Advanced theme={null} { "method": "amend_order", "params": { "order_id": "OAIYAU-LGI3M-PFM5VW", "limit_price": 61031.3, "deadline": "2024-07-21T09:53:59.050Z", "post_only": true, "token": "DGB00LiKlPlLI/amQaSKUUr8niqXDb+1zwvtjp34nzk" } } ``` ```json Response theme={null} { "method": "amend_order", "result": { "amend_id": "TTW6PD-RC36L-ZZSWNU", "cl_ord_id": "2c6be801-1f53-4f79-a0bb-4ea1c95dfae9" }, "success": true, "time_in": "2024-07-26T13:39:04.922699Z", "time_out": "2024-07-26T13:39:04.924912Z" } ``` # Balances Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/balances Subscribe to client asset balances and account ledger transactions
WSS ws-auth.kraken.com/v2 balances
The `balances` channel streams client asset balances and transactions from the account ledger. This channel contains account specific data, an authentication token is required in the request. ## Subscribe Value: `subscribe` Value: `balances` One of: `true`, `false`
Default: `true` Request a snapshot after subscribing. Authentication token. See [authentication guide](/exchange/guides/websockets/authentication) for details. One of: `true`, `false`
Default: `true`
Condition: Effective for viewing xstocks only If `true`, display in terms of underlying equity, otherwise display in terms of SPV tokens. One of: `all`
Condition: Available on master accounts only If `all`, events for master and subaccounts are streamed, otherwise only master account events are published. No snapshot is provided. Optional client originated request identifier sent as acknowledgment in the response. Value: `subscribe` Value: `balances` Indicates if a snapshot is requested. An advisory message, highlighting deprecated fields or upcoming changes to the channel. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ## Snapshot The snapshot provides the value of each asset held in this account. Value: `balances` One of: `snapshot` A list of assets held on account. The asset symbol code. One of: `currency` The asset class. A placeholder for future expansion. The total amount of asset held across all wallet types. A list of wallets for each asset. Balance of asset in wallet. One of: `spot`, `earn` Wallet type. One of: `main`, `flex`, `bonded`, `flexible`, `liquid`, `locked`, `closed` Wallet identifier. The subscription message sequence number. ## Update An update will be streamed on each completed transaction to the client account. Value: `balances` One of: `update` A list of account ledger transactions for each asset. The asset symbol code. One of: `currency` The asset class. A placeholder for future expansion. The amount of asset change in this event. The total amount of this asset held in account. The fee paid on the transaction. The identifier for this account ledger entry. A reference identifier in the context of this balance event. For example, `ref_id` will be the `trade_id` for a trade event. Format: RFC3339
Example: `2022-12-25T09:30:59.123456Z` The time of the balance change. One of: `deposit`, `withdrawal`, `trade`, `margin`, `adjustment`, `rollover`, `credit`, `transfer`, `settled`, `staking`, `sale`, `reserve`, `conversion`, `dividend`, `reward`, `creator_fee` The broad type of the balance event. One of: `spotfromfutures`, `spottofutures`, `stakingfromspot`, `spotfromstaking`, `stakingtospot`, `spottostaking` The specific subtype of the balance event. One of: `deposit`, `withdrawal`, `trade`, `margin-trade`, `margin-settle`, `margin-conversion`, `conversion`, `credit`, `marginrollover`, `staking-rewards`, `instant`, `equity-trade`, `airdrop`, `equity-dividend`, `reward-bonus`, `nft`, `block-trade` The categorization of the balance event. One of: `spot`, `earn` Wallet type. One of: `main`, `bonded`, `flexible`, `liquid`, `locked` Wallet identifier. The following combinations of wallet types and wallet identifiers are available: Wallet type `spot`: * `main`: Primary spot pairs trading wallet. Wallet type `earn`: * `bonded`: earn on-chain product with lockup period. * `flexible`: earn product without lockup period. * `liquid`: kraken rewards program. * `locked`: earn product (may or may not have a lockup period). Example: `AA96N74GCGEFN8KI`
Condition: Published when request parameters have 'users=all' The Kraken generated identifier for a user / sub-account. The subscription message sequence number. ## Unsubscribe Value: `unsubscribe` Value: `balances` Authentication token. See [authentication guide](/exchange/guides/websockets/authentication) for details. Optional client originated request identifier sent as acknowledgment in the response. Value: `unsubscribe` Value: `balances` Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ```json Subscribe Request theme={null} { "method": "subscribe", "params": { "channel": "balances", "token": "G38a1tGFzqGiUCmnegBcm8d4nfP3tytiNQz6tkCBYXY" } } ``` ```json Subscribe Response theme={null} { "method": "subscribe", "result": { "channel": "balances", "snapshot": true }, "success": true, "time_in": "2023-10-16T13:29:13.111530Z", "time_out": "2023-10-16T13:29:13.111775Z" } ``` ```json Snapshot theme={null} { "channel": "balances", "data": [ { "asset": "BTC", "asset_class": "currency", "balance": 1.2, "wallets": [ { "type": "spot", "id": "main", "balance": 1.2 } ] }, { "asset": "MATIC", "asset_class": "currency", "balance": 500, "wallets": [ { "type": "spot", "id": "main", "balance": 300 }, { "type": "earn", "id": "flex", "balance": 200 } ] }, { "asset": "USD", "asset_class": "currency", "balance": 80595.4943, "wallets": [ { "type": "spot", "id": "main", "balance": 80595.4943 } ] } ], "type": "snapshot", "sequence": 1 } ``` ```json Deposit Update theme={null} { "channel": "balances", "type": "update", "data": [ { "ledger_id": "ADKKFF-WEA5A-CNUBHG", "ref_id": "AGBWUJRU-LAREZ-W3UFAN", "timestamp": "2023-09-22T10:23:42.925034Z", "type": "deposit", "asset": "BTC", "asset_class": "currency", "category": "deposit", "wallet_type": "spot", "wallet_id": "main", "amount": 0.01, "fee": 0.0, "balance": 0.02 } ], "sequence": 2 } ``` ```json Trade Update theme={null} { "channel": "balances", "type": "update", "data": [ { "ledger_id": "AAICKV-NMQSR-ZO5IJD", "ref_id": "AGBB7L-HT5LX-J3BB4A", "timestamp": "2023-09-22T10:33:05.710082Z", "type": "trade", "asset": "BTC", "asset_class": "currency", "category": "trade", "wallet_type": "spot", "wallet_id": "main", "amount": -0.005, "fee": 0.0, "balance": 0.005 } ], "sequence": 9 } { "channel": "balances", "type": "update", "data": [ { "ledger_id": "A5KS77-LQRMP-SMMN4B", "ref_id": "AGBB7L-HT5LX-J3BB4A", "timestamp": "2023-09-22T10:33:05.710082Z", "type": "trade", "asset": "USD", "asset_class": "currency", "category": "trade", "wallet_type": "spot", "wallet_id": "main", "amount": 132.9995, "fee": 0.3458, "balance": 500 } ], "sequence": 10 } ``` ```json Unsubscribe Request theme={null} { "method": "unsubscribe", "params": { "channel": "balances", "token": "G38a1tGFzqGiUCmnegBcm8d4nfP3tytiNQz6tkCBYXY" } } ``` ```json Unsubscribe Response theme={null} { "method": "unsubscribe", "result": { "channel": "balances" }, "success": true, "time_in": "2023-10-16T13:29:13.111530Z", "time_out": "2023-10-16T13:29:13.111775Z" } ``` # Batch Add Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/batch_add Submit a batch of orders in a single request
WSS ws-auth.kraken.com/v2 batch\_add
Sends a collection of orders (minimum of 2 and maximum 15): * Validation is performed on the whole batch prior to submission to the engine. If an order fails validation, the whole batch will be rejected. * On submission to the engine, if an order fails pre-match checks (i.e. funding), then the individual order will be rejected and remainder of the batch will be processed. * All orders in batch are limited to a single pair. Value: `batch_add` Format: RFC3339
Example: `2022-12-25T09:30:59.123Z` Range of valid offsets (from current time) is 500 milliseconds to 60 seconds, default is 5 seconds. The precision of this parameter is to the millisecond. The engine will prevent this order from matching after this time, it provides protection against latency on time sensitive orders. Example: `"BTC/USD"` The symbol of the currency pair. One of: `true`, `false`
Default: `false` If set to `true` the order will be validated only, it will not trade in the matching engine. Authentication token. See [authentication guide](/exchange/guides/websockets/authentication) for details. A list of orders in the batch. Condition: market orders only Order volume expressed in quote currency. The conditional parameters are used as a template for generating the secondary close orders when the primary order fills. Each fill on the primary order will generate a new secondary order. The size of the secondary order will be the same size as the executed quantity and have the opposite side. One of: `limit`, `stop-loss`, `stop-loss-limit`, `take-profit`, `take-profit-limit`, `trailing-stop`, `trailing-stop-limit` Defines the order type of the secondary close orders which will be created on each fill. Defines the limit price on the secondary close orders. Only required on secondary order types that support limit price: `limit`, `stop-loss-limit`, `take-profit-limit`. One of: `static`, `pct`, `quote`
Default: `quote`
Condition: Only available on trailing-stop-limit orders The units for the limit price on the secondary order. * `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. Note, for `trailing-stop-limit` order type, the value represents offset from the trigger price. 0 would set a limit price the same as the trigger price. 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. **Examples:** * To trigger at 29000.5 BTC/USD, use price=29000.5, price\_type=static. * To trigger when price rises by 5%, use price=5, price\_type=pct. * To trigger when price drops by 150 USD, use price=-150, price\_type=quote. Note, for `trailing-stop` and `trailing-stop-limit` order types, the price represents the reversion from the peak. It is always a positive offset value. One of: `static`, `pct`, `quote`
Default: `static` 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. Deprecated: Use `trigger_price` Defines the trigger price on the secondary close orders. Only required on triggered secondary order types: `stop-loss`, `stop-loss-limit`, `take-profit`, `take-profit-limit`. Condition: iceberg orders only Defines the quantity to show in the book while the rest of order quantity remains hidden. Minimum value is 1 / 15 of `order_qty`. Format: RFC3339
Example: `2022-12-25T09:30:59Z` Scheduled start time (precision to seconds). Format: RFC3339
Example: `2022-12-25T09:30:59Z`
Condition: GTD orders only Expiration time of the order (precision to seconds). GTD orders can have an expiry time up to one month in future. One of: `base`, `quote` Fee preference base or quote currency. `quote` is the default for buy orders, `base` is the default for sell orders. Limit price for order types that support limit price restriction. One of: `static`, `pct`, `quote`
Default: `quote`
Condition: Only available on trailing-stop orders The units for the limit price. One of: `false`, `true`
Default: `false` Funds the order on margin using the maximum leverage for the pair (maximum is leverage of 5). One of: `true`, `false`
Default: `false`
Condition: Market orders only
Deprecated: If supplied, the flag is accepted but ignored Disables Market Price Protection (MPP) if set to `true`. MPP is a feature that protects market orders from filling at a bad price due to price slippage in an illiquid or volatile market. See [MPP support article](https://support.kraken.com/hc/en-us/articles/201648183-Market-Price-Protection). Adds an alphanumeric client order identifier which uniquely identifies an open order for each client. This field is mutually exclusive with `order_userref` parameter. The `cl_ord_id` parameter can be one of the following formats: * Long UUID: `6d1b345e-2821-40e2-ad83-4ecb18a06876` 32 hex characters separated with 4 dashes. * Short UUID: `da8e4ad59b78481c93e589746b0cf91f` 32 hex characters with no dashes. * Free text: `arb-20240509-00010` Free format ascii text up to 18 characters. This is an optional non-unique, numeric identifier which can be associated with a number of orders by the client. This field is mutually exclusive with `cl_ord_id` parameter. Many clients choose a unique integer value generated by their systems (i.e. a timestamp). However, because we don't enforce uniqueness on our side, it can also be used to easily tag a group of orders for querying or cancelling. Order quantity in terms of the base asset. One of: `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. One of: `true`, `false`
Default: `false`
Condition: Orders with limit price only Cancels the order if it will take liquidity on arrival. Post only orders will always be posted passively in the book. One of: `true`, `false`
Default: `false` Reduces an existing margin position without opening an opposite long or short position worth more than the current value of your leveraged assets. One of: `buy`, `sell` Side of the order. One of: `cancel_newest`, `cancel_oldest`, `cancel_both`
Default: `cancel_newest` Self Trade Prevention (STP) is a protection feature to prevent users from inadvertently or deliberately trading against themselves. To prevent a self-match, one of the following STP modes can be used to define which order(s) will be expired. * `cancel_newest`: arriving order will be canceled. * `cancel_oldest`: resting order will be canceled. * `cancel_both`: both arriving and resting orders will be canceled. One of: `gtc`, `gtd`, `ioc`, `fok`
Default: `gtc` Time-in-force specifies how long an order remains in effect before being expired. * `gtc`: Good Till Canceled - until user has cancelled. * `gtd`: Good Till Date - until `expire_time` parameter. * `ioc`: Immediate Or Cancel - immediately cancels back any quantity that cannot be filled on arrival. * `fok`: Fill Or Kill - immediately fills the full order quantity or cancels it entirely. Available for `limit` orders only. Condition: Required for triggered order types only The parameters for setting the trigger price conditions. One of: `index`, `last`
Default: `last` The reference price to track for triggering orders. * `index`: the index price in the broader market (for this pair). Note, to keep triggers serviceable during connectivity issues with external index feeds, the last price will be used as the reference price. * `last`: the last traded price in the Kraken order book (for this pair). 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. **Examples:** * To trigger at 29000.5 BTC/USD, use price=29000.5, price\_type=static. * To trigger when price rises by 5%, use price=5, price\_type=pct. * To trigger when price drops by 150 USD, use price=-150, price\_type=quote. Note, for `trailing-stop` and `trailing-stop-limit` order types, the price represents the reversion from the peak. It is always a positive offset value. One of: `static`, `pct`, `quote`
Default: `static` 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. Condition: For institutional accounts with enhanced Self Trade Prevention (STP). The `sender_sub_id` parameter can be one of the following formats: Adds an alphanumeric sub-account/trader identifier which enables STP to be performed at a more granular level. * Long UUID: `6d1b345e-2821-40e2-ad83-4ecb18a06876` 32 hex characters separated with 4 dashes. * Short UUID: `da8e4ad59b78481c93e589746b0cf91f` 32 hex characters with no dashes. * Free text: `arb-20240509-00010` Free format ascii text up to 18 characters. Deprecated: Use `triggers` object The stop price for trigger order types. One of: `last`, `index`
Default: `last`
Condition: Triggered order types only
Deprecated: Use `triggers` object The reference price to trigger the order. * `index`: the index price for the broader market for this symbol. * `last`: the last traded price in the order book for this symbol. Optional client originated request identifier sent as acknowledgment in the response. The order of returned txid's in the response array is the same as the order of the order list sent in request. Value: `batch_add` Condition: if `success` is `true` Unique order identifier generated by Kraken. An optional, alphanumeric identifier specified by the client in the `batch_add` parameters. An optional order identifier specified by the client in the `batch_add` parameters. Non-fatal warnings about the order, if any. Error message. Condition: if `success` is `false`. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Optional client originated request identifier sent as acknowledgment in the response. The timestamp when the request was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the response was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` ```json Request theme={null} { "method": "batch_add", "params": { "deadline": "2022-06-13T08:09:10.123456Z", "orders": [ { "limit_price": 1010.10, "order_qty": 0.123456789, "order_type": "limit", "order_userref": 1, "side": "buy" }, { "limit_price": 2020.20, "order_qty": 0.987654321, "order_type": "limit", "order_userref": 2, "side": "sell", "stp_type": "cancel_both" } ], "symbol": "BTC/USD", "token": "TxxxxxxxxxOxxxxxxxxxxKxxxxxxxExxxxxxxxN", "validate": false }, "req_id": 1234567890 } ``` ```json Response theme={null} { "method": "batch_add", "req_id": 1234567890, "result": [ { "order_id": "ORDERX-IDXXX-XXXXX1", "order_userref": 1 }, { "order_id": "ORDERX-IDXXX-XXXXX2", "order_userref": 2 } ], "success": true, "time_in": "2022-06-13T08:09:10.123456Z", "time_out": "2022-06-13T08:09:10.7890123" } ``` # Batch Cancel Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/batch_cancel Cancel multiple orders in a single request
WSS ws-auth.kraken.com/v2 batch\_cancel
The `batch_cancel` request enables multiple orders to be cancelled in a single request by a range of identifiers (minimum of 2 and maximum 50 in each batch). Value: `batch_cancel` A list containing either client `order_userref` or Kraken `order_id` identifiers. A list of client `cl_ord_id` identifiers. Authentication token. See [authentication guide](/exchange/guides/websockets/authentication) for details. Optional client originated request identifier sent as acknowledgment in the response. Value: `batch_cancel` Condition: if `success` is `true` Number of orders cancelled. Non-fatal warnings, if any. Error message. Condition: if `success` is `false`. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Optional client originated request identifier sent as acknowledgment in the response. The timestamp when the request was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the response was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` ```json Request theme={null} { "method": "batch_cancel", "params": { "orders": [ "1", "2", "ORDERX-IDXXX-XXXXX3" ], "token": "TxxxxxxxxxOxxxxxxxxxxKxxxxxxxExxxxxxxxN" }, "req_id": 1234567890 } ``` ```json Response theme={null} { "method": "batch_cancel", "req_id": 1234567890, "result": { "count": 3 }, "success": true, "time_in": "2022-06-13T08:09:10.123456Z", "time_out": "2022-06-13T08:09:10.7890123" } ``` # Book (Level 2) Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/book Subscribe to level 2 order book data with aggregated quantities at each price level
WSS ws.kraken.com/v2 book
The `book` channel streams level 2 (L2) order book. It describes the individual price levels in the book with aggregated order quantities at each level. Subscriptions to this channel can be made for multiple symbols at once by specifying a list of pairs in the `symbol`. For more detail on maintaining the order book and generating a checksum, see [guide](/exchange/guides/websockets/book-checksum-v2). ## Subscribe Value: `subscribe` Value: `book` Example: `["BTC/USD", "MATIC/GBP"]` A list of currency pairs. One of: `10`, `25`, `100`, `500`, `1000`
Default: `10` The number of price levels to be received. One of: `true`, `false`
Default: `true` Request a snapshot after subscribing. Optional client originated request identifier sent as acknowledgment in the response. There is a separate acknowledgement response for each symbol in the subscription list. Value: `subscribe` Value: `book` Example: `"BTC/USD"` The currency pair associated with this subscription. One of: `10`, `25`, `100`, `500`, `1000` Specifies the number of price levels (in each side of the book) to be received. Indicates if a snapshot is requested. An advisory message, highlighting deprecated fields or upcoming changes to the channel. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ## Snapshot The returned snapshot data contains the specified number of bids and asks for the symbol including a CRC32 checksum of the top 10 bids and asks. Value: `book` One of: `snapshot` The ask price. The ask quantity. The bid price. The bid quantity. CRC32 checksum for the top 10 bids and asks. Example: `"BTC/USD"` The symbol of the currency pair. Format: RFC3339
Example: `2022-12-25T09:30:59.123456Z` The timestamp of the order book snapshot. ## Update The data contains the updates of the bids and asks for the relevant symbol including a CRC32 checksum of the top 10 bids and asks. Note, it is possible to have multiple updates to the same price level in a single update message. Updates should always be processed in sequence. Value: `book` One of: `update` The ask price. The ask quantity. The bid price. The bid quantity. CRC32 checksum for the top 10 bids and asks. Example: `"BTC/USD"` The symbol of the currency pair. Format: RFC3339
Example: `2022-12-25T09:30:59.123456Z` The book order update timestamp. ## Unsubscribe Value: `unsubscribe` Value: `book` Example: `["BTC/USD", "MATIC/GBP"]` A list of currency pairs. One of: `10`, `25`, `100`, `500`, `1000` The number of price levels to be unsubscribed. Optional client originated request identifier sent as acknowledgment in the response. There is a separate acknowledgement response for each symbol in the unsubscription list. Value: `unsubscribe` Value: `book` Example: `"BTC/USD"` The currency pair associated with this subscription. One of: `10`, `25`, `100`, `500`, `1000` Specifies the number of price levels (in each side of the book) to be unsubscribed. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ```json Subscribe Request theme={null} { "method": "subscribe", "params": { "channel": "book", "symbol": [ "ALGO/USD", "MATIC/USD" ] } } ``` ```json Subscribe Response theme={null} { "method": "subscribe", "result": { "channel": "book", "depth": 10, "snapshot": true, "symbol": "ALGO/USD" }, "success": true, "time_in": "2023-10-06T17:35:55.219022Z", "time_out": "2023-10-06T17:35:55.219067Z" } { "method": "subscribe", "result": { "channel": "book", "depth": 10, "snapshot": true, "symbol": "MATIC/USD" }, "success": true, "time_in": "2023-10-06T17:35:55.219022Z", "time_out": "2023-10-06T17:35:55.219067Z" } ``` ```json Snapshot theme={null} { "channel": "book", "type": "snapshot", "data": [ { "symbol": "MATIC/USD", "bids": [ { "price": 0.5666, "qty": 4831.75496356 }, { "price": 0.5665, "qty": 6658.22734739 }, { "price": 0.5664, "qty": 18724.91513344 }, { "price": 0.5663, "qty": 11563.92544914 }, { "price": 0.5662, "qty": 14006.65365711 }, { "price": 0.5661, "qty": 17454.85679807 }, { "price": 0.566, "qty": 18097.1547 }, { "price": 0.5659, "qty": 33644.89175666 }, { "price": 0.5658, "qty": 148.3464 }, { "price": 0.5657, "qty": 606.70854372 } ], "asks": [ { "price": 0.5668, "qty": 4410.79769741 }, { "price": 0.5669, "qty": 4655.40412487 }, { "price": 0.567, "qty": 49844.89424998 }, { "price": 0.5671, "qty": 24306.41678 }, { "price": 0.5672, "qty": 29783.25223475 }, { "price": 0.5673, "qty": 57234.71239278 }, { "price": 0.5674, "qty": 45065.04744 }, { "price": 0.5675, "qty": 5912.76380354 }, { "price": 0.5676, "qty": 42514.92434778 }, { "price": 0.5677, "qty": 36304.0847022 } ], "checksum": 2439117997, "timestamp": "2023-10-06T17:35:55.440295Z" } ] } ``` ```json Update theme={null} { "channel": "book", "type": "update", "data": [ { "symbol": "MATIC/USD", "bids": [ { "price": 0.5657, "qty": 1098.3947558 } ], "asks": [], "checksum": 2114181697, "timestamp": "2023-10-06T17:35:55.440295Z" } ] } ``` ```json Unsubscribe Request theme={null} { "method": "unsubscribe", "params": { "channel": "book", "symbol": [ "ALGO/USD", "MATIC/USD" ] } } ``` ```json Unsubscribe Response theme={null} { "method": "unsubscribe", "result": { "channel": "book", "depth": 10, "snapshot": true, "symbol": "ALGO/USD" }, "success": true, "time_in": "2023-10-06T17:35:55.219022Z", "time_out": "2023-10-06T17:35:55.219067Z" } { "method": "unsubscribe", "result": { "channel": "book", "depth": 10, "snapshot": true, "symbol": "MATIC/USD" }, "success": true, "time_in": "2023-10-06T17:35:55.219022Z", "time_out": "2023-10-06T17:35:55.219067Z" } ``` # Cancel on Disconnect Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/cancel_after Dead Man's Switch mechanism to cancel all orders after a timeout
WSS ws-auth.kraken.com/v2 cancel\_all\_orders\_after
`cancel_all_orders_after` provides a "Dead Man's Switch" mechanism to protect from network malfunction, extreme latency or unexpected matching engine downtime. * The client sends request with a timeout (in seconds), that will start a countdown timer in the trading engine which will cancel all client orders when the timer expires. * The client must keep sending new requests to reset the trigger time, or deactivate the mechanism by specifying a timeout of 0. * If the timer expires, all orders in the account are cancelled and the feature is disabled until the next `cancel_all_orders_after` request. * The recommended use is to make a call every 15 to 30 seconds, providing a timeout of 60 seconds. This allows the client to keep the orders in place in case of a brief disconnection or transient delay, while keeping them safe in case of a network breakdown. It is recommended to disable the timer ahead of scheduled trading engine maintenance (if the timer is enabled, all orders will be cancelled when the trading engine comes back from downtime). Value: `cancel_all_orders_after` Duration (in seconds) to set/extend the timer, it should be less than `86400` seconds. Authentication token. See [authentication guide](/exchange/guides/websockets/authentication) for details. Optional client originated request identifier sent as acknowledgment in the response. Value: `cancel_all_orders_after` Condition: if `success` is `true` Format: RFC3339
Example: `2022-12-25T09:30:59.123456Z` The current engine time. Format: RFC3339
Example: `2022-12-25T09:30:59.123456Z` The time the orders will be expired in the engine. Error message. Condition: if `success` is `false`. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Optional client originated request identifier sent as acknowledgment in the response. The timestamp when the request was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the response was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` ```json Request theme={null} { "method": "cancel_all_orders_after", "params": { "timeout": 100, "token": "zwpdzWUe18Bn6h4TAMorh26+QbcMeST2B5tamfe+pgQ" }, "req_id": 1234567890 } ``` ```json Response theme={null} { "method": "cancel_all_orders_after", "req_id": 1234567890, "result": { "currentTime": "2023-09-21T15:49:29Z", "triggerTime": "2023-09-21T15:51:09Z" }, "success": true, "time_in": "2023-09-21T15:49:28.627900Z", "time_out": "2023-09-21T15:49:28.649057Z" } ``` # Cancel All Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/cancel_all Cancel all open orders
WSS ws-auth.kraken.com/v2 cancel\_all
Cancels all open orders, including untriggered orders and orders resting in the book. Note, the details of the individual cancelled orders will also be streamed on the `executions` channel. Value: `cancel_all` Authentication token. See [authentication guide](/exchange/guides/websockets/authentication) for details. Optional client originated request identifier sent as acknowledgment in the response. Value: `cancel_all` Condition: if `success` is `true` Number of orders cancelled. Non-fatal warnings, if any. Error message. Condition: if `success` is `false`. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Optional client originated request identifier sent as acknowledgment in the response. The timestamp when the request was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the response was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` ```json Request theme={null} { "method": "cancel_all", "params": { "token": "weeBxllys/7kHy/zHpkATSDIS42BvDgWS2b04ZSZHZ5" }, "req_id": 1234567890 } ``` ```json Response theme={null} { "method": "cancel_all", "req_id": 1234567890, "result": { "count": 1 }, "success": true, "time_in": "2023-09-26T13:09:48.463201Z", "time_out": "2023-09-26T13:09:48.471419Z" } ``` # Cancel Order Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/cancel_order Cancel one or more open orders via WebSocket
WSS ws-auth.kraken.com/v2 cancel\_order
The `cancel_order` request cancels one or more open orders in a single request. The orders to be cancelled can be identified by a range of client or Kraken identifiers. Note, the details of the individual cancelled orders will also be streamed on the `executions` channel. Value: `cancel_order` A list of Kraken `order_id` identifiers. Cannot be combined with `cl_ord_id` or `order_userref` in the same request. A list of client `cl_ord_id` identifiers. Cannot be combined with `order_id` or `order_userref` in the same request. A list of client `order_userref` identifiers. Cannot be combined with `order_id` or `cl_ord_id` in the same request. Authentication token. See [authentication guide](/exchange/guides/websockets/authentication) for details. Optional client originated request identifier sent as acknowledgment in the response. When cancelling multiple orders, there will be a stream of individual order responses. Value: `cancel_order` Kraken identifier of the cancelled order. Optional client identifier of the cancelled order. Non-fatal warnings about the cancellation, if any. Error message. Condition: if `success` is `false`. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Optional client originated request identifier sent as acknowledgment in the response. The timestamp when the request was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the response was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` ```json Request theme={null} { "method": "cancel_order", "params": { "order_id": [ "OM5CRX-N2HAL-GFGWE9", "OLUMT4-UTEGU-ZYM7E9" ], "token": "zGXT1dUQQjJjy5VmGXMegdDQngXXehNo5qbMBVolwEQ" }, "req_id": 123456789 } ``` ```json Response theme={null} { "method": "cancel_order", "req_id": 123456789, "result": { "order_id": "OLUMT4-UTEGU-ZYM7E9" }, "success": true, "time_in": "2023-09-21T14:36:57.428972Z", "time_out": "2023-09-21T14:36:57.437952Z" } ``` # Edit Order Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/edit_order Edit the parameters of a live order
WSS ws-auth.kraken.com/v2 edit\_order
Sends a request to edit the order parameters of a live order. When an order has been successfully modified, the original order will be cancelled and a new order will be created with the adjusted parameters a new `order_id` will be returned in the response. The new [amend\_order](/exchange/api-reference/spot-websocket-v2/amend_order) endpoint resolves the caveats listed below and has additional performance gains. There are a number of caveats for `edit_order`: * triggered stop loss or profit take profit orders are not supported. * orders with conditional close terms attached are not supported. * orders where the executed volume is greater than the newly supplied volume will be rejected. * `cl_ord_id` is not supported. * existing executions will are associated with the original order and not copied to the amended order. * queue position will not be maintained. Value: `edit_order` Format: RFC3339
Example: `2022-12-25T09:30:59.123Z` Range of valid offsets (from current time) is 500 milliseconds to 60 seconds, default is 5 seconds. The precision of this parameter is to the millisecond. The engine will prevent this order from matching after this time, it provides protection against latency on time sensitive orders. Condition: Iceberg orders only Defines the quantity to show in the book while the rest of order quantity remains hidden. Minimum value is 1 / 15 of `order_qty`. One of: `base`, `quote` Fee preference base or quote currency. `quote` is the default for buy orders, `base` is the default for sell orders. Limit price for order types that support limit price restriction. One of: `true`, `false`
Default: `false`
Condition: Market orders only
Deprecated: If supplied, the flag is accepted but ignored Disables Market Price Protection (MPP) if set to `true`. MPP is a feature that protects market orders from filling at a bad price due to price slippage in an illiquid or volatile market. See [MPP support article](https://support.kraken.com/hc/en-us/articles/201648183-Market-Price-Protection). Example: `OFGKYQ-FHPCQ-HUQFEK` The Kraken identifier for the order to be amended. Order quantity in terms of the base asset. User defined reference to be placed on the amended order. It does not identify the order to be amended, use `order_id`. One of: `true`, `false`
Default: `false`
Condition: Orders with limit price only Cancels the order if it will take liquidity on arrival. Post only orders will always be posted passively in the book. One of: `true`, `false`
Default: `false` Reduces an existing margin position without opening an opposite long or short position worth more than the current value of your leveraged assets. Example: `"BTC/USD"` The original symbol identifier for the pair. Note, the `symbol` cannot be amended. Condition: Required for triggered order types only The parameters for setting the trigger price conditions. One of: `index`, `last`
Default: `last` The reference price to track for triggering orders. * `index`: the index price in the broader market (for this pair). Note, to keep triggers serviceable during connectivity issues with external index feeds, the last price will be used as the reference price. * `last`: the last traded price in the Kraken order book (for this pair). 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. **Examples:** * To trigger at 29000.5 BTC/USD, use price=29000.5, price\_type=static. * To trigger when price rises by 5%, use price=5, price\_type=pct. * To trigger when price drops by 150 USD, use price=-150, price\_type=quote. Note, for `trailing-stop` and `trailing-stop-limit` order types, the price represents the reversion from the peak. It is always a positive offset value. One of: `static`, `pct`, `quote`
Default: `static` 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. One of: `true`, `false`
Default: `false` If set to `true` the order will be validated only, it will not trade in the matching engine. Deprecated: Use `limit_price` parameter Deprecated: Use `triggers.reference` parameter Deprecated: Use `triggers.price` parameter Authentication token. See [authentication guide](/exchange/guides/websockets/authentication) for details. Optional client originated request identifier sent as acknowledgment in the response. Value: `edit_order` Condition: if `success` is `true` Unique ID of the order ID of the order that have been edited Non-fatal warnings about the edit, if any. Error message. Condition: if `success` is `false`. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Optional client originated request identifier sent as acknowledgment in the response. The timestamp when the request was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the response was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` ```json Request theme={null} { "method": "edit_order", "params": { "order_id": "ORDERX-IDXXX-XXXXX1", "order_qty": 0.2123456789, "symbol": "BTC/USD", "token": "TxxxxxxxxxOxxxxxxxxxxKxxxxxxxExxxxxxxxN" }, "req_id": 1234567890 } ``` ```json Response theme={null} { "method": "edit_order", "req_id": 1234567890, "result": { "order_id": "ORDERX-IDXXX-XXXXX2", "original_order_id": "ORDERX-IDXXX-XXXXX1" }, "success": true, "time_in": "2022-07-15T12:56:09.876488Z", "time_out": "2022-07-15T12:56:09.923422Z" } ``` # Executions Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/executions Subscribe to order status and execution events for your account
WSS ws-auth.kraken.com/v2 executions
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 Value: `subscribe` Value: `executions` One of: `true`, `false`
Default: `false` If `true`, the last 50 order fills will be included in snapshot. One of: `true`, `false`
Default: `true` If `true`, open orders will be included in snapshot. One of: `true`, `false`
Default: `true` If `true`, all possible status transitions will be sent. Otherwise, only open / close transitions will be streamed: `new`, `filled`, `canceled`, `expired`. One of: `true`, `false`
Default: `true`
Condition: Effective for viewing xstocks only If `true`, display in terms of underlying equity, otherwise display in terms of SPV tokens. One of: `true`, `false`
Default: `false` If `true`, the rate-limit counter is included in the stream. One of: `all`
Condition: Available on master accounts only If `all`, events for master and subaccounts are streamed, otherwise only master account events are published. No snapshot is provided. One of: `true`, `false`
Deprecated: Use 'snap\_trades' field If `true`, snapshot provides only trade events. Otherwise, open orders and trades will be included in snapshot. One of: `true`, `false`
Deprecated: Use 'snap\_orders' or 'snap\_trades' field Request a snapshot after subscribing. Authentication token. See [authentication guide](/exchange/guides/websockets/authentication) for details. Optional client originated request identifier sent as acknowledgment in the response. Value: `subscribe` Value: `executions` One of: `true`, `false` Indicates if a snapshot of orders is requested. One of: `true`, `false` Indicates if a snapshot of trades is requested. Specifies the max rate counter value for the user transaction rate. It is based on user tier. Deprecated: Use 'snap\_trades' and 'snap\_orders' Indicates if a snapshot is requested. An advisory message, highlighting deprecated fields or upcoming changes to the channel. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ## Snapshot / Update 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. Value: `executions` One of: `snapshot`, `update` A list of execution reports: order status and fills. One of: `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. Order's average fill price. Order volume expressed in quote currency (if specified on the original order). Optional client identifier associated with the order. The contingent object describes the template for generating the secondary close orders when the primary order fills. One of: `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. 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. One of: `static`, `pct`, `quote`
Condition: Only on triggered secondary order types 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. 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. One of: `static`, `pct`, `quote`
Condition: Only on secondary order types that support limit price 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. Condition: trade events only Value of an individual execution. The order cumulative value executed. The order cumulative executed quantity. Display quantity for iceberg order types. Condition: Iceberg Order Indicates next display\_qty in Iceberg order. Format: RFC3339
Example: `2022-12-25T09:30:59.123456Z` Scheduled start time of the order. Condition: trade events only Execution identifier. One of: `pending_new`, `new`, `trade`, `filled`, `iceberg_refill`, `canceled`, `expired`, `amended`, `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. Format: RFC3339
Example: `2022-12-25T09:30:59.123456Z` Scheduled expiration time of the order. Format: UUID An optional, external partner order identifier shown on order events. Format: UUID An optional, external partner execution identifier shown on trade events. Condition: trade events only The fees paid on this trade event. Currently, the fees are expressed in the quote currency only. The fee currency. The fee amount. The preferred currency for paying fees. * `fcib`: prefer fee in base currency. * `fciq`: prefer fee in quote currency. The total fee paid in USD. Limit price for order types that support limit price restriction. Indicates if the order has been liquidated by the engine. One of: `m`, `t` The liquidity indicator: `t` taker, `m` maker. Condition: trade events only The average price in this trade event. Condition: trade events only The quantity filled in this trade event. Indicates if the order can be funded on margin. Indicates if an execution is on margin, i.e. if the trade increased or reduced size of margin borrowing. On trade events only. Indicates if the order has market price protection. Referral order transaction id that created this order. Unique order identifier generated by Kraken. The client order quantity. One of: `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. 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. Optional numeric, client identifier associated with one or more orders. One of: `true`, `false` Indicates a post only order. One of: `opened`, `closing`, `closed` Indicates status of the position on a margin order. The reason associated with an event, if applicable. One of: `true`, `false` Indicates a reduce only order. For institutional accounts, identifies underlying sub-account/trader for Self Trade Prevention (STP). One of: `buy`, `sell` Side of the order. Example: `"BTC/USD"` The symbol of the currency pair. One of: `GTC`, `GTD`, `IOC`, `FOK` 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 * `FOK`: Fill Or Kill Format: RFC3339
Example: `2022-12-25T09:30:59.123456Z` Time of the event. The trade identifier. Describes the parameters and status of the price trigger for triggered order types. One of: `index`, `last` The reference price tracked for triggering orders. 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. One of: `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. 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. The peak / trough price on `trailing-stop` and `trailing-stop-limit` orders. On trigger activation, the value of the reference last price that triggered the order. One of: `triggered`, `untriggered` The status is set to `triggered` when the trigger conditions are met and the order becomes active. Format: RFC3339
Example: `2022-12-25T09:30:59.123456Z` On trigger activation, the timestamp of the trigger event. Example: `AA96N74GCGEFN8KI`
Condition: Published when request parameters have 'users=all' The Kraken generated identifier for a user / sub-account. Deprecated: Use 'reason' field Cancellation reason. Deprecated: Use 'triggers' object The stop price for triggered order types. One of: `index`, `last`
Deprecated: Use 'triggers' object Reference price for triggered order types. Deprecated: Use 'triggers' object Price which triggered the order. The subscription message sequence number. ## Unsubscribe Value: `unsubscribe` Value: `executions` Authentication token. See [authentication guide](/exchange/guides/websockets/authentication) for details. Optional client originated request identifier sent as acknowledgment in the response. Value: `unsubscribe` Value: `executions` Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ```json Subscribe Request theme={null} { "method": "subscribe", "params": { "channel": "executions", "token": "G38a1tGFzqGiUCmnegBcm8d4nfP3tytiNQz6tkCBYXY", "snap_orders": true, "snap_trades": true } } ``` ```json Subscribe Response theme={null} { "method": "subscribe", "result": { "channel": "executions", "maxratecount": 125, "snap_orders": true, "snap_trades": true }, "success": true, "time_in": "2023-10-16T13:18:35.303171Z", "time_out": "2023-10-16T13:18:35.318297Z" } ``` ```json Pending theme={null} { "channel": "executions", "type": "update", "data": [ { "order_id": "OK4GJX-KSTLS-7DZZO5", "order_userref": 3, "symbol": "BTC/USD", "order_qty": 0.005, "cum_cost": 0.0, "time_in_force": "GTC", "exec_type": "pending_new", "side": "sell", "order_type": "limit", "limit_price_type": "static", "limit_price": 26500.0, "stop_price": 0.0, "order_status": "pending_new", "fee_usd_equiv": 0.0, "fee_ccy_pref": "fciq", "timestamp": "2023-09-22T10:33:05.709950Z" } ], "sequence": 8 } ``` ```json Live Order theme={null} { "channel": "executions", "type": "update", "data": [ { "timestamp": "2023-09-22T10:33:05.709982Z", "order_status": "new", "exec_type": "new", "order_userref": 3, "order_id": "OK4GJX-KSTLS-7DZZO5" } ], "sequence": 9 } ``` ```json Execution theme={null} { "channel": "executions", "type": "update", "data": [ { "order_id": "OK4GJX-KSTLS-7DZZO5", "order_userref": 3, "exec_id": "TGBB7L-HT5LX-J3BZ4A", "exec_type": "trade", "trade_id": 62887576, "symbol": "BTC/USD", "side": "sell", "last_qty": 0.005, "last_price": 26599.9, "liquidity_ind": "t", "cost": 132.9995, "order_type": "limit", "timestamp": "2023-09-22T10:33:05.709993Z", "order_status": "partially_filled", "cum_qty": 0.005, "cum_cost": 132.9995, "avg_price": 26599.9, "fee_usd_equiv": 0.3458, "fees": [ { "asset": "USD", "qty": 0.3458 } ] } ], "sequence": 10 } ``` ```json Unsubscribe Request theme={null} { "method": "unsubscribe", "params": { "channel": "executions", "token": "G38a1tGFzqGiUCmnegBcm8d4nfP3tytiNQz6tkCBYXY" } } ``` ```json Unsubscribe Response theme={null} { "method": "unsubscribe", "result": { "channel": "executions" }, "success": true, "time_in": "2023-10-16T13:18:35.303171Z", "time_out": "2023-10-16T13:18:35.318297Z" } ``` # Heartbeat Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/heartbeat Automatic heartbeat messages to verify the connection is alive
WSS ws.kraken.com/v2 heartbeat
The `heartbeat` channel provides a mechanism to verify that the connection is alive. Heartbeat messages are sent approximately once every second **in the absence of any other channel updates**. There is no option to directly request a `heartbeat` subscription, the heartbeats will be automatically generated on subscription to any channel. ## Update The channel name is the indicator of a heartbeat, there is no other data in the heartbeat payload. Value: `heartbeat` ```json Example: Heartbeat theme={null} { "channel": "heartbeat" } ``` # Instruments Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/instrument Subscribe to reference data for all active assets and tradeable pairs
WSS ws.kraken.com/v2 instrument
The `instrument` channel provides a stream of reference data of all active assets and tradeable pairs. It provides the symbol identifiers, precisions, trading parameters and rules. ## Subscribe Value: `subscribe` Value: `instrument` One of: `international`, `bitnomial-exchange`
Default: `international` The execution venue for the instrument channel. If not included, defaults to `international`. One of: `false`, `true`
Default: `false` If `true`, include xStocks in the response, otherwise include crypto spot pairs only. One of: `true`, `false`
Default: `true` Request a snapshot after subscribing. Optional client originated request identifier sent as acknowledgment in the response. Value: `subscribe` Value: `instrument` Indicates if a snapshot is requested. An advisory message, highlighting deprecated fields or upcoming changes to the channel. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ## Snapshot / Update The snapshot and update responses share the same schema. Value: `instrument` One of: `snapshot`, `update` A list of assets. One of: `true`, `false` Flag if asset is borrowable. Valuation as margin collateral (if applicable). Asset identifier. Interest rate to borrow the asset. Maximum precision for asset ledger, balances. Recommended display precision. Multiplier of the tokenised asset. Fixed conversion rate of the token. Asset class (e.g. `currency`). One of: `depositonly`, `disabled`, `enabled`, `fundingtemporarilydisabled`, `withdrawalonly`, `workinprogress` Status of asset. A list of pairs. Asset identifier of the base currency. Asset identifier of the quote currency. Minimum cost (price \* qty) for new orders. Maximum precision used for cost prices. Whether the pair has an index available for example stop-loss triggers. Condition: On marginable pairs only Initial margin requirement (in percent). One of: `true`, `false` Whether the pair can be traded on margin. Condition: On marginable pairs only Limit for long positions. Condition: On marginable pairs only Limit for short positions. Minimum price increment for new orders. Maximum precision used for order prices. Minimum quantity increment for new orders. Minimum quantity (in base currency) for new orders. Maximum precision used for order quantities. Recommended display precision for prices in WebSocket feeds. One of: `cancel_only`, `delisted`, `limit_only`, `maintenance`, `online`, `post_only`, `reduce_only`, `work_in_progress` Status of pair. Example: `"BTC/USD"` The symbol of the currency pair. Deprecated: Use `price_increment` Minimum price increment for new orders. ## Unsubscribe Value: `unsubscribe` Value: `instrument` Optional client originated request identifier sent as acknowledgment in the response. Value: `unsubscribe` Value: `instrument` Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ```json Subscribe Request theme={null} { "method": "subscribe", "params": { "channel": "instrument" }, "req_id": 79 } ``` ```json Subscribe Response theme={null} { "method": "subscribe", "req_id": 79, "result": { "channel": "instrument", "snapshot": true, "warnings": [ "tick_size is deprecated, use price_increment" ] }, "success": true, "time_in": "2023-09-26T16:49:20.962586Z", "time_out": "2023-09-26T16:49:20.962630Z" } ``` ```json Snapshot theme={null} { "channel": "instrument", "type": "snapshot", "data": { "assets": [ { "id": "USD", "status": "enabled", "precision": 4, "precision_display": 2, "borrowable": true, "collateral_value": 1.0, "margin_rate": 0.015 }, { "id": "BTC", "status": "enabled", "precision": 10, "precision_display": 5, "borrowable": true, "collateral_value": 1.0, "margin_rate": 0.01 }, { "id": "XRP", "status": "enabled", "precision": 8, "precision_display": 5, "borrowable": true, "collateral_value": 0.0, "margin_rate": 0.02 } ], "pairs": [ { "symbol": "BTC/USD", "base": "BTC", "quote": "USD", "status": "online", "qty_precision": 8, "qty_increment": 1e-08, "price_precision": 1, "cost_precision": 5, "marginable": true, "has_index": true, "cost_min": 0.5, "margin_initial": 0.2, "position_limit_long": 250, "position_limit_short": 200, "tick_size": 0.1, "price_increment": 0.1, "qty_min": 0.0001 }, { "symbol": "MATIC/GBP", "base": "MATIC", "quote": "GBP", "status": "online", "qty_precision": 8, "qty_increment": 1e-08, "price_precision": 4, "cost_precision": 6, "marginable": false, "has_index": true, "cost_min": 0.43, "tick_size": 0.0001, "price_increment": 0.0001, "qty_min": 4.0 } ] } } ``` ```json Update theme={null} { "channel": "instrument", "type": "update", "data": { "assets": [ { "id": "BTC", "status": "enabled", "precision": 10, "precision_display": 5, "borrowable": true, "collateral_value": 1.0, "margin_rate": 0.01 } ], "pairs": [] } } ``` ```json Unsubscribe Request theme={null} { "method": "unsubscribe", "params": { "channel": "instrument" }, "req_id": 79 } ``` ```json Unsubscribe Response theme={null} { "method": "unsubscribe", "req_id": 79, "result": { "channel": "instrument" }, "success": true, "time_in": "2023-09-26T16:49:20.962586Z", "time_out": "2023-09-26T16:49:20.962630Z" } ``` # Orders (Level 3) Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/level3 Subscribe to individual order visibility in the order book
WSS ws-l3.kraken.com/v2 level3
The `level3` channel has an additional level of granularity over the `book` channel, it provides visibility of individual orders in the book. L3 shows orders resting in the visible order book and it will never be crossed (i.e. no overlapping buy and sell orders). This feed excludes: * In-flight orders. * Unmatched market orders. * Untriggered stop-loss and take-profit orders. * Hidden quantity of iceberg orders. For more detail on maintaining the order book and generating a checksum, see [guide](/exchange/guides/websockets/l3-checksum-v2). ### Subscription limits The `level3` channel is authenticated (i.e. it requires an API token to subscribe) and there are restrictions of the number of symbols and the subscription rate. * The total number of symbols per websocket connection is `200`. A client can open multiple websockets connections to increase symbol coverage. * The subscription rate determined by client tier and order book depth. Standard rate count limit per second is `200` and the pro limit is `500`. * The counter increase per book depth subscription is given in the table below. | Order Book Depth | Rate Counter Increase per Symbol | | ---------------- | -------------------------------- | | 10 | 5 | | 100 | 25 | | 1000 | 100 | Example: Pro client can subscribe to 100 symbols of 10 depth every second. ## Subscribe Only one subscription to one depth level per symbol is supported, i.e. cannot subscribe to 10 levels and 1000 levels of "BTC/USD". Value: `subscribe` Value: `level3` Example: `["BTC/USD", "MATIC/GBP"]` A list of currency pairs. One of: `10`, `100`, `1000`
Default: `10` The number of price levels to be received. One of: `true`, `false`
Default: `true` Request a snapshot after subscribing. Authentication token. See [authentication guide](/exchange/guides/websockets/authentication) for details. Optional client originated request identifier sent as acknowledgment in the response. There is a separate acknowledgement response for each symbol in the subscription list. Value: `subscribe` Value: `level3` Example: `"BTC/USD"` The currency pair associated with this subscription. One of: `10`, `100`, `1000` The number of price levels to be received. Indicates if a snapshot is requested. An advisory message, highlighting deprecated fields or upcoming changes to the channel. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ## Snapshot Value: `level3` One of: `snapshot` Example: `"BTC/USD"` The symbol of the currency pair. A list of buy orders posted in the book. The Kraken order identifier of the order in the book Limit price of the order The remaining order quantity visible in the book Format: RFC3339
Example: `2022-12-25T09:30:59.123456789Z` The time the order was inserted or amended. A list of sell orders posted in the book. The Kraken order identifier of the order in the book Limit price of the order The remaining order quantity visible in the book Format: RFC3339
Example: `2022-12-25T09:30:59.123456789Z` The time the order was inserted or amended. CRC32 checksum for the top 10 price levels on both sides. Format: RFC3339
Example: `2022-12-25T09:30:59.123456789Z` The time this market data message was generated in the matching engine. ## Update * The updates will be streamed following the initial snapshot, no sequencing is required. * The L3 channel is not throttled, updates will be provided in the real-time. * If a price level is removed from the subscribed levels (i.e. result of trades/cancels) then all orders in the next available level will generate an add event. ### Maintaining the book After each update, the book should be truncated to your subscribed depth, there will be no `delete` event for price levels that fall out of scope. In other words, if you are subscribed with `depth` of 10 and an insert into the book results in 11 bids, you must remove the 11th worst bid. Value: `level3` One of: `update` Example: `"BTC/USD"` The symbol of the currency pair. Format: RFC3339
Example: `2022-12-25T09:30:59.123456789Z` The time this market data message was generated in the matching engine. CRC32 checksum for the top 10 price levels on both sides. A list of order events to the bid side of book. One of: `add`, `modify`, `delete` The type of order event for this update. * `add`: A new order added to the book. * `modify`: The order quantity has been modified, i.e. a fill. * `delete`: The order has been removed from the book, i.e. full fill or cancel. The Kraken order identifier of the order in the book Limit price of the order The remaining order quantity visible in the book Format: RFC3339
Example: `2022-12-25T09:30:59.123456789Z` The time the order was inserted or amended. A list of order events to the ask side of book. One of: `add`, `modify`, `delete` The type of order event for this update. * `add`: A new order added to the book. * `modify`: The order quantity has been modified, i.e. a fill. * `delete`: The order has been removed from the book, i.e. full fill or cancel. The Kraken order identifier of the order in the book Limit price of the order The remaining order quantity visible in the book Format: RFC3339
Example: `2022-12-25T09:30:59.123456789Z` The time the order was inserted or amended. ## Unsubscribe Value: `unsubscribe` Value: `level3` Example: `["BTC/USD", "MATIC/GBP"]` A list of currency pairs. One of: `10`, `100`, `1000`
Default: `10` The number of price levels to be received. Authentication token. See [authentication guide](/exchange/guides/websockets/authentication) for details. Optional client originated request identifier sent as acknowledgment in the response. There is a separate acknowledgement response for each symbol in the unsubscribe request list. Value: `unsubscribe` Value: `level3` Example: `"BTC/USD"` The currency pair associated with this subscription. One of: `10`, `100`, `1000` The number of price levels to be unsubscribed. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ```json Subscribe Request theme={null} { "method": "subscribe", "params": { "channel": "level3", "symbol": [ "ALGO/USD", "MATIC/USD" ], "snapshot": true, "token": "G38a1tGFzqGiUCmnegBcm8d4nfP3tytiNQz6tkCBYXY" } } ``` ```json Subscribe Response theme={null} { "method": "subscribe", "result": { "channel": "level3", "snapshot": true, "symbol": "ALGO/USD" }, "success": true, "time_in": "2023-10-06T18:20:56.506266Z", "time_out": "2023-10-06T18:20:56.521803Z" } { "method": "subscribe", "result": { "channel": "level3", "snapshot": true, "symbol": "MATIC/USD" }, "success": true, "time_in": "2023-10-06T18:20:56.506266Z", "time_out": "2023-10-06T18:20:56.521859Z" } ``` ```json Snapshot theme={null} { "channel": "level3", "type": "snapshot", "data": [ { "symbol": "MATIC/USD", "checksum": 281817320, "bids": [ { "order_id": "O6ZQNQ-BXL4E-5WGINO", "limit_price": 0.5629, "order_qty": 111.56125344, "timestamp": "2023-10-06T17:35:00.279389650Z" }, { "order_id": "OEP26Y-YAFEF-OFR62B", "limit_price": 0.5625, "order_qty": 6390.19338, "timestamp": "2023-10-06T18:19:55.056070105Z" }, { "order_id": "OKNAY7-67JRK-AIZ4JO", "limit_price": 0.5625, "order_qty": 14084.5, "timestamp": "2023-10-06T18:20:55.357467423Z" } ], "asks": [ { "order_id": "OLLSXO-HDMT3-BUOKEI", "limit_price": 0.563, "order_qty": 4422.9978357, "timestamp": "2023-10-06T18:18:20.734897896Z" }, { "order_id": "O5SR5W-L7OLY-BLDEJV", "limit_price": 0.563, "order_qty": 420.0, "timestamp": "2023-10-06T18:18:20.738706230Z" }, { "order_id": "OXV6QS-2GG4Q-F4EECM", "limit_price": 0.563, "order_qty": 490.0, "timestamp": "2023-10-06T18:18:21.064657206Z" } ] } ] } ``` ```json Update theme={null} { "channel": "level3", "type": "update", "data": [ { "checksum": 2841398499, "symbol": "MATIC/USD", "bids": [], "asks": [ { "event": "delete", "order_id": "OOIATY-6EIWY-ACVIUN", "limit_price": 0.5636, "order_qty": 302.89736033, "timestamp": "2023-10-06T18:21:00.097010033Z" }, { "event": "add", "order_id": "O2BN53-5RSB2-V3J57T", "limit_price": 0.564, "order_qty": 3500.77668626, "timestamp": "2023-10-06T18:20:27.383408052Z" }, { "event": "add", "order_id": "OWG5ZU-LHUHH-BICPEX", "limit_price": 0.564, "order_qty": 22149.62881248, "timestamp": "2023-10-06T18:20:50.842854530Z" }, { "event": "add", "order_id": "ONVDB3-2DRUF-Y6MF7D", "limit_price": 0.564, "order_qty": 42196.34088652, "timestamp": "2023-10-06T18:20:58.101850535Z" } ] } ] } ``` ```json Unsubscribe Request theme={null} { "method": "unsubscribe", "params": { "channel": "level3", "symbol": [ "ALGO/USD", "MATIC/USD" ], "token": "G38a1tGFzqGiUCmnegBcm8d4nfP3tytiNQz6tkCBYXY" } } ``` ```json Unsubscribe Response theme={null} { "method": "unsubscribe", "result": { "channel": "level3", "symbol": "ALGO/USD" }, "success": true, "time_in": "2023-10-06T18:20:56.506266Z", "time_out": "2023-10-06T18:20:56.521803Z" } { "method": "unsubscribe", "result": { "channel": "level3", "symbol": "MATIC/USD" }, "success": true, "time_in": "2023-10-06T18:20:56.506266Z", "time_out": "2023-10-06T18:20:56.521859Z" } ``` # Candles (OHLC) Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/ohlc Subscribe to Open, High, Low and Close (OHLC) candle data for specific interval periods
WSS ws.kraken.com/v2 ohlc
The `ohlc` channel streams the Open, High, Low and Close (OHLC) data for the specific interval period. The feed accepts a list of symbols for subscription and the updates are generated on trade events. ## Subscribe There is an acknowledgement response for each symbol in the subscription list. Value: `subscribe` Value: `ohlc` Example: `["BTC/USD", "MATIC/GBP"]` A list of currency pairs. One of: `1`, `5`, `15`, `30`, `60`, `240`, `1440`, `10080`, `21600` The interval timeframe in minutes. One of: `true`, `false`
Default: `true` Request a snapshot after subscribing. Optional client originated request identifier sent as acknowledgment in the response. Value: `subscribe` Value: `ohlc` Example: `"BTC/USD"` The currency pair associated with this subscription. Indicates if a snapshot is requested. The requested OHLC interval in minutes. An advisory message, highlighting deprecated fields or upcoming changes to the channel. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ## Snapshot / Update The snapshot and update responses share the same schema. An update message is streamed on a trade event. Value: `ohlc` One of: `snapshot`, `update` A list of candle events. Example: `"BTC/USD"` The symbol of the currency pair. The opening trade price within the interval. The highest trade price within the interval. The lowest trade price within the interval. The last trade price within the interval. Volume weighted average trade price within the interval. Number of trades within the interval. Total traded volume (in base currency terms) within the interval. Format: RFC3339
Example: `2022-12-25T09:30:59.123456Z` The timestamp of start of the interval. The timeframe from the interval in minutes. Format: RFC3339
Example: `2022-12-25T09:30:59.123456Z`
Deprecated: Use `interval_begin` The timestamp of start of the interval. ## Unsubscribe There is an acknowledgement response for each symbol in the unsubscribe list. Value: `unsubscribe` Value: `ohlc` Example: `["BTC/USD", "MATIC/GBP"]` A list of currency pairs. One of: `1`, `5`, `15`, `30`, `60`, `240`, `1440`, `10080`, `21600` The interval timeframe in minutes. Optional client originated request identifier sent as acknowledgment in the response. Value: `unsubscribe` Value: `ohlc` Example: `"BTC/USD"` The currency pair associated with this subscription. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ```json Subscribe Request theme={null} { "method": "subscribe", "params": { "channel": "ohlc", "symbol": [ "ALGO/USD", "MATIC/USD" ], "interval": 5 } } ``` ```json Subscribe Response theme={null} { "method": "subscribe", "result": { "channel": "ohlc", "interval": 5, "snapshot": true, "symbol": "ALGO/USD", "warnings": [ "timestamp is deprecated, use interval_begin" ] }, "success": true, "time_in": "2023-10-04T16:26:01.802708Z", "time_out": "2023-10-04T16:26:01.802791Z" } { "method": "subscribe", "result": { "channel": "ohlc", "interval": 5, "snapshot": true, "symbol": "MATIC/USD", "warnings": [ "timestamp is deprecated, use interval_begin" ] }, "success": true, "time_in": "2023-10-04T16:26:01.802708Z", "time_out": "2023-10-04T16:26:01.802791Z" } ``` ```json Snapshot theme={null} { "channel": "ohlc", "type": "snapshot", "timestamp": "2023-10-04T16:26:01.806315597Z", "data": [ { "symbol": "ALGO/USD", "open": 0.09875, "high": 0.09875, "low": 0.09875, "close": 0.09875, "trades": 1, "volume": 201.86015, "vwap": 0.09875, "interval_begin": "2023-10-04T15:25:00.000000000Z", "interval": 5, "timestamp": "2023-10-04T15:30:00.000000Z" }, { "symbol": "ALGO/USD", "open": 0.09875, "high": 0.0988, "low": 0.09875, "close": 0.09875, "trades": 13, "volume": 16255.46368, "vwap": 0.09879, "interval_begin": "2023-10-04T15:30:00.000000000Z", "interval": 5, "timestamp": "2023-10-04T15:35:00.000000Z" } ] } ``` ```json Update theme={null} { "channel": "ohlc", "type": "update", "timestamp": "2023-10-04T16:26:30.524394914Z", "data": [ { "symbol": "MATIC/USD", "open": 0.5624, "high": 0.5628, "low": 0.5622, "close": 0.5627, "trades": 12, "volume": 30927.68066226, "vwap": 0.5626, "interval_begin": "2023-10-04T16:25:00.000000000Z", "interval": 5, "timestamp": "2023-10-04T16:30:00.000000Z" } ] } ``` ```json Unsubscribe Request theme={null} { "method": "unsubscribe", "params": { "channel": "ohlc", "symbol": [ "ALGO/USD", "MATIC/USD" ], "interval": 5 } } ``` ```json Unsubscribe Response theme={null} { "method": "unsubscribe", "result": { "channel": "ohlc", "interval": 5, "symbol": "ALGO/USD" }, "success": true, "time_in": "2023-10-04T16:26:01.802708Z", "time_out": "2023-10-04T16:26:01.802791Z" } { "method": "unsubscribe", "result": { "channel": "ohlc", "interval": 5, "symbol": "MATIC/USD" }, "success": true, "time_in": "2023-10-04T16:26:01.802708Z", "time_out": "2023-10-04T16:26:01.802791Z" } ``` # Ping Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/ping Verify the WebSocket connection is alive with a ping/pong request
WSS ws.kraken.com/v2 ping
Clients can ping the server to verify connection is alive and the server will respond with a `pong`. This is an application level ping, distinct from the protocol-level ping in the WebSockets standard. Value: `ping` Optional client originated request identifier sent as acknowledgment in the response. Value: `pong` Error message. Condition: if `success` is `false`. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Optional client originated request identifier sent as acknowledgment in the response. The timestamp when the request was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the response was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` ```json Request theme={null} { "method": "ping", "req_id": 101 } ``` ```json Response theme={null} { "method": "pong", "req_id": 101, "time_in": "2023-09-24T14:10:23.799685Z", "time_out": "2023-09-24T14:10:23.799703Z" } ``` # Status Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/status Receive exchange status updates and connection verification
WSS ws.kraken.com/v2 status
The `status` channel provides a mechanism to verify exchange status and successful initial connection. There is no option to directly request a `status` update, a status will be automatically generated on successful websocket connection and when the trading engine status changes. ## Update Value: `status` One of: `update` One of: `online`, `cancel_only`, `maintenance`, `post_only` The status of the trading engine. * `online`: Markets are operating normally - all order types may be submitted and order matching can occur. * `maintenance`: Markets are offline for scheduled maintenance - new orders cannot be placed and existing orders cannot be cancelled. * `cancel_only`: Orders can be cancelled but new orders cannot be placed. No order matching will occur. * `post_only`: Only limit orders using the `post_only` option can be submitted. Orders can be cancelled. No order matching will occur. One of: `v2` The version of the websockets API. A unique connection identifier (for debugging). The version of the websockets service. ```json Example: Update theme={null} { "channel": "status", "data": [ { "api_version": "v2", "connection_id": 13834774380200032777, "system": "online", "version": "2.0.0" } ], "type": "update" } ``` # Ticker Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/ticker Subscribe to level 1 market data (top of book and recent trades)
WSS ws.kraken.com/v2 ticker
The `ticker` channel streams level 1 market data, i.e. top of the book (best bid/offer) and recent trade data. The feed accepts a list of symbols for subscription and the updates are generated on trade events. ## Subscribe Value: `subscribe` Value: `ticker` Example: `["BTC/USD", "MATIC/GBP"]` A list of currency pairs. One of: `bbo`, `trades`
Default: `trades` The book event that causes a new ticker update to be published on the channel. * `bbo`: on a change in the best-bid-offer price levels. * `trades`: on every trade. One of: `true`, `false`
Default: `true` Request a snapshot after subscribing. Optional client originated request identifier sent as acknowledgment in the response. Value: `subscribe` Value: `ticker` Example: `"BTC/USD"` The currency pair associated with this subscription. One of: `true`, `false` Indicates if a snapshot is requested. An advisory message, highlighting deprecated fields or upcoming changes to the channel. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ## Snapshot / Update The snapshot and update responses share the same schema. An update message is streamed on a trade event. Value: `ticker` One of: `snapshot`, `update` Best ask price. Best ask quantity. Best bid price. Best bid quantity. 24-hour price change (in quote currency). 24-hour price change (in percentage points). 24-hour highest trade price. Last traded price (only guaranteed if traded within the past 24 hours). 24-hour lowest trade price. Example: `"BTC/USD"` The symbol of the currency pair. Format: RFC3339
Example: `2022-12-25T09:30:59.123456Z` The ticker data timestamp. 24-hour traded volume (in base currency terms). 24-hour volume weighted average price. ## Unsubscribe Value: `unsubscribe` Value: `ticker` Example: `["BTC/USD", "MATIC/GBP"]` A list of currency pairs. One of: `bbo`, `trades`
Default: `trades` The book event that causes a new ticker update to be published on the channel. * `bbo`: on a change in the best-bid-offer price levels. * `trades`: on every trade. Optional client originated request identifier sent as acknowledgment in the response. Value: `unsubscribe` Value: `ticker` Example: `"BTC/USD"` The currency pair associated with this subscription. One of: `bbo`, `trades`
Default: `trades` The book event that causes a new ticker update to be published on the channel. * `bbo`: on a change in the best-bid-offer price levels. * `trades`: on every trade. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ```json Subscribe Request theme={null} { "method": "subscribe", "params": { "channel": "ticker", "symbol": [ "ALGO/USD" ] } } ``` ```json Subscribe Response theme={null} { "method": "subscribe", "result": { "channel": "ticker", "snapshot": true, "symbol": "ALGO/USD" }, "success": true, "time_in": "2023-09-25T09:04:31.742599Z", "time_out": "2023-09-25T09:04:31.742648Z" } ``` ```json Snapshot theme={null} { "channel": "ticker", "type": "snapshot", "data": [ { "symbol": "ALGO/USD", "bid": 0.10025, "bid_qty": 740.0, "ask": 0.10036, "ask_qty": 1361.44813783, "last": 0.10035, "volume": 997038.98383185, "vwap": 0.10148, "low": 0.09979, "high": 0.10285, "change": -0.00017, "change_pct": -0.17, "timestamp": "2023-09-25T09:04:31.742648Z" } ] } ``` ```json Update theme={null} { "channel": "ticker", "type": "update", "data": [ { "symbol": "ALGO/USD", "bid": 0.10025, "bid_qty": 740.0, "ask": 0.10035, "ask_qty": 740.0, "last": 0.10035, "volume": 997038.98383185, "vwap": 0.10148, "low": 0.09979, "high": 0.10285, "change": -0.00017, "change_pct": -0.17, "timestamp": "2023-09-25T09:04:31.742648Z" } ] } ``` ```json Unsubscribe Request theme={null} { "method": "unsubscribe", "params": { "channel": "ticker", "symbol": [ "ALGO/USD" ] } } ``` ```json Unsubscribe Response theme={null} { "method": "unsubscribe", "result": { "channel": "ticker", "event_trigger": "trades", "symbol": "ALGO/USD" }, "success": true, "time_in": "2023-09-25T09:04:31.742599Z", "time_out": "2023-09-25T09:04:31.742648Z" } ``` # Trades Source: https://docs.kraken.com/exchange/api-reference/spot-websocket-v2/trade Subscribe to real-time trade events when orders are matched in the book
WSS ws.kraken.com/v2 trade
The `trade` channel generates a trade event when orders are matched in the book. Multiple trades may be batched in a single message but that does not mean that these trades resulted from a single taker order. The feed accepts a list of symbols for subscription. ## Subscribe Value: `subscribe` Value: `trade` Example: `["BTC/USD", "MATIC/GBP"]` A list of currency pairs. One of: `true`, `false`
Default: `false` Request a snapshot after subscribing. Optional client originated request identifier sent as acknowledgment in the response. Value: `subscribe` Value: `trade` Example: `"BTC/USD"` The currency pair associated with this subscription. Indicates if a snapshot is requested. An advisory message, highlighting deprecated fields or upcoming changes to the channel. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ## Snapshot / Update The snapshot and update responses share the same schema. An update message is streamed on a trade event. The snapshot reflects the most recent 50 trades. Value: `trade` One of: `snapshot`, `update` A list of trade events. Example: `"BTC/USD"` The symbol of the currency pair. The side of the taker order. Size of the trade. Average price of the trade. One of: `limit`, `market` The order type of the taker order. Trade identifier is a sequence number, unique per book. Format: RFC3339
Example: `2022-12-25T09:30:59.123456Z` The book order update timestamp. ## Unsubscribe Value: `unsubscribe` Value: `trade` Example: `["BTC/USD", "MATIC/GBP"]` A list of currency pairs. Optional client originated request identifier sent as acknowledgment in the response. Value: `unsubscribe` Value: `trade` Example: `"BTC/USD"` The currency pair associated with this subscription. Indicates if the request was successfully processed by the engine. One of: `true`, `false` Error message. Condition: if `success` is `false`. The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: `2022-12-25T09:30:59.123456Z` Optional client originated request identifier sent as acknowledgment in the response. ```json Subscribe Request theme={null} { "method": "subscribe", "params": { "channel": "trade", "symbol": [ "MATIC/USD" ], "snapshot": true } } ``` ```json Subscribe Response theme={null} { "method": "subscribe", "result": { "channel": "trade", "snapshot": true, "symbol": "MATIC/USD" }, "success": true, "time_in": "2023-09-25T09:21:10.428340Z", "time_out": "2023-09-25T09:21:10.428375Z" } ``` ```json Snapshot theme={null} { "channel": "trade", "type": "snapshot", "data": [ { "symbol": "MATIC/USD", "side": "buy", "price": 0.5147, "qty": 6423.46326, "ord_type": "limit", "trade_id": 4665846, "timestamp": "2023-09-25T07:48:36.925533Z" }, { "symbol": "MATIC/USD", "side": "buy", "price": 0.5147, "qty": 1136.19677815, "ord_type": "limit", "trade_id": 4665847, "timestamp": "2023-09-25T07:49:36.925603Z" } ] } ``` ```json Update theme={null} { "channel": "trade", "type": "update", "data": [ { "symbol": "MATIC/USD", "side": "sell", "price": 0.5117, "qty": 40.0, "ord_type": "market", "trade_id": 4665906, "timestamp": "2023-09-25T07:49:37.708706Z" } ] } ``` ```json Unsubscribe Request theme={null} { "method": "unsubscribe", "params": { "channel": "trade", "symbol": [ "MATIC/USD" ], "snapshot": true } } ``` ```json Unsubscribe Response theme={null} { "method": "unsubscribe", "result": { "channel": "trade", "symbol": "MATIC/USD" }, "success": true, "time_in": "2023-09-25T09:21:10.428340Z", "time_out": "2023-09-25T09:21:10.428375Z" } ``` # Unified FIX Source: https://docs.kraken.com/exchange/api-reference/unified-fix FIX 4.4 reference for Spot and Derivatives — message types, session establishment, and endpoint mapping The Kraken Unified FIX API is a FIX 4.4 implementation that covers both Spot and Derivatives markets through a single set of credentials. It is the lowest-latency order-entry path on the platform, with deterministic sequencing, cancel-on-disconnect, and session-based message replay. For protocol architecture, supported messages, ClOrdID rules, STP, and performance details, see the [FIX overview guide](/exchange/guides/fix/introduction). ## Connection | Environment | Hostname | | :---------- | :----------------------------------- | | Production | `colo-london.vip-fix.kraken.com` | | UAT | `colo-london.vip-fix.uat.kraken.com` | | Service | Port | | :--------------------------- | :--- | | Spot Trading | 4001 | | Spot Market Data (L2) | 4000 | | Spot Market Data (L3) | 4005 | | Derivatives Trading | 4003 | | Derivatives Market Data (L2) | 4002 | | Derivatives Market Data (L3) | 4004 | All connections use TCP with TLS 1.3. DNS records carry a 5-minute TTL — always resolve at connection time, never bind to static IPs. ## Authentication Authentication uses a **Spot FIX API Key**. The same key authorises both Spot and Derivatives sessions on the appropriate ports — no separate Derivatives FIX credentials are required. See [FIX authentication](/exchange/guides/fix/authentication) for the logon message structure, IP allow-listing, and CompID provisioning. ## Hours of operation FIX sessions operate 24/7 with a logical session rollover every day at **22:00 UTC**. The rollover lasts approximately 30 seconds. Both Trading and Market Data sequence numbers reset to `0` after rollover. ## Cancel scope Single-order cancels on FIX (`OrderCancelRequest`) only affect orders placed on the same FIX session. To cancel orders placed on another session — whether FIX, WebSocket, or REST — use `OrderMassCancelRequest` (Tag 35=q) or fall back to REST/WebSocket. ## Quick start Session establishment and parameters. Place an order on Spot or Derivatives. Order acknowledgements, fills, cancels, and rejects. Cancel all orders on the account, regardless of session. The full message catalog — `OrderCancelRequest`, `OrderCancelReplaceRequest`, `MarketDataRequest`, `OrderStatusRequest`, `ResendRequest`, `SequenceReset`, headers/trailers, and reject types — is available in the **Unified FIX** dropdown in the left navigation. Access to direct colocation requires VIP status, an executed NDA, and an Equinix London presence. Contact your Account Manager to begin onboarding. ## Related Session architecture, supported messages, performance, ports. Logon message and CompID setup. REST vs WebSocket vs FIX — sequencing, cancel scope, latency. Connectivity tiers, latency expectations, LOA process. # Execution Report Source: https://docs.kraken.com/exchange/api-reference/unified-fix/er Order responses and fill notifications via FIX
FIX session: trading 35=8
As soon as Kraken Trading Engine accepts the order, all order responses will be sent using the Execution Report message. This includes any fills, order status changes and confirmation of cancellation. *** 35=`8` Unique identifier of the order. ClOrdID of the previous action on this order. Condition: ExecType = Cancel Unique identifier for each execution report message. Unique order identifier generated by Kraken. Sequence number for every ExecType=Trade. This ID is unique by pair. Condition: ExecType = Trade Time of event expressed in UTC. Format: `YYYYMMDD-HH:MM:SS.uuu` The execution model of the order. For triggered orders, after the trigger the OrderType will reflect the new execution model of the order (market or limit). **Possible values:** * `1` : market * `2` : Limit * `3` : Stop-loss * `4` : Stop-loss-limit * `R` : Take-profit * `T` : Take-profit-limit * `U` : Trailing-stop * `V` : Trailing-stop-limit Side of the order. **Possible values:** * `1` : Buy * `2` : Sell Pair in the format BASE/QUOTE. Limit Price of the order placed in the Order Book. This field is denominated in Quote Currency. Condition: OrderType = Limit / Stop-Loss-Limit / Take-Profit-Limit / Trailing-stop-limit Stop Price for a Stop-Loss / Take-Profit / Stop-Loss-Limit or Take-Profit-Limit order. This field is denominated in Quote Currency. Condition: OrderType = Stop-Loss / Take-Profit / Stop-Loss-Limit / Trailing-stop / Trailing-stop-limit Price of the trade. Condition: ExecType = Trade Avg price of all trades on the order. Condition: ExecType = Trade Price that triggered for stop-loss, take-profit, stop-loss-limit, take-profit-limit, trailing\_stop or trailing\_stop\_limit. It can be different than the StopPx. Total quantity filled on the order so far. Quantity bought/sold on last trade. Condition: ExecType = Trade Quantity left on the order on the Book. Size of the original order. Iceberg qty of the original order. Describes the type of order event and determines the set of fields in the message. **Possible values:** * `0` : New — Order has been created and is live in the engine. * `4` : Canceled — The order has been cancelled. * `5` : Replace — The order has been replaced. * `A` : Pending New — Order request has been received and validated but the order is not live yet. Possible when EffectiveTime (Tag 168) is used on the New Order. * `C` : Expired — The order has expired. * `D` : Restated — The order has changed like a trigger event. * `F` : Trade — The order has received a fill. * `I` : Order Status — In response to an [Order Status Request](/exchange/api-reference/unified-fix/osr). Describes the status of the order. **Possible values:** * `0` : New — Order is live in the engine with no fills. * `1` : Partially Filled — Order is live in the engine with fills. * `2` : Filled — Order is fully filled and closed. * `4` : Canceled — Order is cancelled and closed. * `5` : Replaced — Order is Replaced successfully. * `A` : Pending New — Order is not live yet. For example when EffectiveTime is used. * `C` : Expired — Order is expired and closed. * `E` : Pending Replace — New parameter of the replace are not live yet. For example when EffectiveTime is used or a trade was in flight during the replace request. Full description for Cancellations or status of the order. **Possible values:** * `1` : GTC (Good till canceled) * `3` : IOC (Immediate or Cancel) * `4` : FOK (Fill or Kill) * `6` : GTD (Good till date) `1` where a fee is applicable or not present. Absolute fee value present on Fill Reports. Fees are cumulative from the previous trades. Fee Asset. **Possible values:** * `4` : Exchange Fee Define how the fee is charged. **Possible values:** * `2` : Percentage Cum Cost of the Trade (CumQty × AvgPx). Cost of a Single Trade (LastQty × LastPx). Unique ID that identifies the trade at exchange. Condition: ExecType = Trade Define if the trade was from a maker or taker order. **Possible values:** * `0` : Maker * `1` : Taker Condition: ExecType = Trade Number of subaccount that are part of the order. Always 1 for the broker accounts. Account ID of the Subaccount that this order is targeted to. Only available for broker accounts. Please contact your AM for further questions. It can happen in some scenario that trades are not reported in time through the FIX API. In that case the FIX API will detect it and send a ExecType=Restated execution report and use ExecRestatementReason to warn the client. **Possible values:** * `3` : Repricing of Order ```text New (ExecType=0) theme={null} 8=FIX.4.4|9=260|35=8|34=3|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:05.122|6=0|11=1744036325000000|14=0|17=EXEC002:TRD001|37=OQNCZM-NVAVC-AVD2LO|38=0.001|39=0|40=2|44=84000|54=1|55=BTC/USD|58=buy 0.001 BTC/USD @ limit 84000|59=1|60=20260407-14:32:05.000|150=0|151=0.001|381=0|10=144| ``` ```text Trade/Fill (ExecType=F) theme={null} 8=FIX.4.4|9=307|35=8|34=5|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:05.122|6=84000|11=1744036325000000|14=0.001|17=EXEC003:TRD001|31=84000|32=0.001|37=OQNCZM-NVAVC-AVD2LO|38=0.001|39=2|40=2|44=84000|54=1|55=BTC/USD|59=1|60=20260407-14:32:05.122|118=84|136=1|137=0.168|138=USD|139=4|150=F|151=0|381=84|1003=TRADE-001|5050=1|10=114| ``` ```text Canceled (ExecType=4) theme={null} 8=FIX.4.4|9=247|35=8|34=6|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:05.122|6=0|11=1744036325300000|14=0|17=EXEC004:TRD001|37=OTOTN4-LJ3P7-PUMZVZ|38=0.001|39=4|40=2|44=84000|54=1|55=BTC/USD|58=Order canceled by user|59=1|60=20260407-14:32:06.000|150=4|151=0|381=0|10=244| ``` ```text Replaced (ExecType=5) theme={null} 8=FIX.4.4|9=225|35=8|34=7|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:05.122|6=0|11=1744036325100000|14=0|17=EXEC005:TRD001|37=OQNCZM-NVAVC-AVD2LO|38=0.002|39=5|40=2|44=83500|54=1|55=BTC/USD|59=1|60=20260407-14:32:10.000|150=5|151=0.002|381=0|10=204| ``` ```text PendingNew (ExecType=A) theme={null} 8=FIX.4.4|9=260|35=8|34=3|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:05.122|6=0|11=1744036325000000|14=0|17=EXEC001:TRD001|37=OQNCZM-NVAVC-AVD2LO|38=0.001|39=A|40=2|44=84000|54=1|55=BTC/USD|58=buy 0.001 BTC/USD @ limit 84000|59=1|60=20260407-14:32:05.000|150=A|151=0.001|381=0|10=177| ``` ```text Expired (ExecType=C) theme={null} 8=FIX.4.4|9=242|35=8|34=9|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:05.122|6=0|11=1744036325400000|14=0|17=EXEC007:TRD001|37=OBCDEF-GHIJK-LMNOPQ|38=0.001|39=C|40=2|44=84000|54=1|55=BTC/USD|58=GTD order expired|59=6|60=20260407-14:32:10.000|150=C|151=0|381=0|10=238| ``` ```text OrderStatus (ExecType=I) theme={null} 8=FIX.4.4|9=225|35=8|34=8|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:05.122|6=0|11=1744036325000000|14=0|17=EXEC006:TRD001|37=OQNCZM-NVAVC-AVD2LO|38=0.001|39=0|40=2|44=84000|54=1|55=BTC/USD|59=1|60=20260407-14:32:05.000|150=I|151=0.001|381=0|10=218| ``` ```text New (ExecType=0) theme={null} 8=FIX.4.4|9=315|35=8|34=3|49=KRAKEN-DRV-TRD|56=CLIENT-DRV|52=20260407-14:32:05.122|6=0|11=a17d4971-f00d-4f67-94d1-e7d604104ed2|14=0|17=6B2NDTNHRQAAA:TRD001|37=9e58120f-40e0-44dc-beec-6d1b5ea9136c|38=0.001|39=0|40=2|44=84000|54=1|55=PF_XBTUSD|58=buy 0.001 PF_XBTUSD @ limit 84000|59=1|60=20260407-14:32:05.000|150=0|151=0.001|381=0|10=179| ``` ```text Trade/Fill (ExecType=F) theme={null} 8=FIX.4.4|9=364|35=8|34=5|49=KRAKEN-DRV-TRD|56=CLIENT-DRV|52=20260407-14:32:05.122|6=84000|11=a17d4971-f00d-4f67-94d1-e7d604104ed2|14=0.001|17=6B2NDTNHRQAAB:TRD001|31=84000|32=0.001|37=9e58120f-40e0-44dc-beec-6d1b5ea9136c|38=0.001|39=2|40=2|44=84000|54=1|55=PF_XBTUSD|59=1|60=20260407-14:32:05.122|118=84|136=1|137=0.042|138=USD|139=4|150=F|151=0|381=84|1003=TRADE-FUT-001|5050=1|10=207| ``` # Header & Trailer Source: https://docs.kraken.com/exchange/api-reference/unified-fix/header-trailer Standard FIX message header and trailer fields
FIX session: admin 35=\*
The baseline specification for this API is FIX 4.4. A standard header must be present at the start of every message in both directions. All messages sent in either direction should contain both **SenderCompID** and **TargetCompID**. These values will be communicated by Kraken during the onboarding process. ## Standard Header Must be `FIX.4.4` Length of message expressed as the number of characters in the message following the BodyLength field up to, and including, the delimiter immediately preceding the checksum tag (10). The message type. The sequence number for this message. Time of message transmission by the sender expressed in UTC. Format: `YYYYMMDD-HH:MM:SS.uuu` Identifies the party sending the message. Identifies the party receiving the message. If no data is available, this value is set to the SendingTime value. Format: `YYYYMMDD-HH:MM:SS.uuu` Condition: Required for retransmission of message Indicates possible retransmission of message with this sequence number. *** ## Standard Trailer Always the last field in a FIX message. # Logon Source: https://docs.kraken.com/exchange/api-reference/unified-fix/logon Authenticate and establish a FIX session
FIX session: admin 35=A
The Logon message (`35=A`) must be the **first message** sent after establishing the TCP connection. It authenticates the session and sets session-level parameters. If logon succeeds, Kraken responds with a Logon message. If it fails, Kraken sends a Logout with a reason, or silently closes the connection. All FIX connections require **TLS**. The server rejects plain TCP connections with a TLS alert. Use `TLSv1.2` or higher. Certificate verification can be skipped for UAT; use full verification in production. *** ## Session Types Kraken FIX offers two session types that use **different TargetCompIDs** and have different authentication requirements: | | Market Data | Trading | | --------------------------- | ------------------------------------- | --------------------------------- | | **TargetCompID (56)** | `KRAKEN-MD` | `KRAKEN-TRD` | | **Authentication required** | No | Yes (API Key + Password) | | **Fields 553, 554, 5025** | Not required | Required | | **Purpose** | Subscribe to order book, trades, OHLC | Place/cancel orders, account data | Spot and Derivatives use separate SenderCompIDs. Your Derivatives SenderCompID will have a `DRV` suffix. Both are provided by Kraken during onboarding. *** ## Fields 35=`A` Always set to `0` (None). Heartbeat interval in seconds. Recommended value: `60`. Your FIX API Key. Create it in [Kraken Pro settings](https://pro.kraken.com/app/settings/api) with **FIX** as the key type. Condition: Trading session only HMAC-SHA512 signature. See [Password Generation](#password-generation) below. Condition: Trading session only Current timestamp in milliseconds since Unix epoch, as a string. The nonce must be within **±5 seconds** of Kraken's server time. Clock drift is the most common cause of logon failures. Use NTP to keep your system clock in sync. Condition: Trading session only Associates this connection with another connection (e.g. linking a trading session to a market data session). If `Y`, both sides reset their sequence numbers to `1`. Use on initial connect or after a session reset. Default: `N`. Controls what happens to open orders if the session disconnects. **Possible values:** * `0` — Cancel all open orders placed during this session *(default)* * `1` — Leave open orders in place after disconnect Resets your ClOrdID sequence on re-logon. Use in emergencies only. Default: `N`. Applies to xStocks trading only. * `N` — Orders and execution reports use SPV token quantities *(default)* * `Y` — Orders and execution reports use underlying equity quantities (Kraken applies the multiplier automatically) *** ## Password Generation The password is computed as: ``` base64( HMAC-SHA512( base64decode(API_Secret), SHA256(MessageInput + Nonce) ) ) ``` **MessageInput** is the concatenation of these fields using the FIX separator (SOH = `\x01`): ``` 35=A +SOH+ 34= +SOH+ 49= +SOH+ 56=KRAKEN-TRD +SOH+ 553= +SOH ``` The API Secret must be **base64-decoded** before use as the HMAC key. Both the `Nonce` (tag 5025) and the value used in `MessageInput` must be **identical**. Generate nonce once and use it in both places. ```python Python theme={null} import base64 import hashlib import hmac import time SOH = "\x01" def get_password(msg_seq_num: str, sender_comp_id: str, api_key: str, api_secret: str): nonce = str(int(time.time() * 1000)) message_input = ( f"35=A{SOH}" f"34={msg_seq_num}{SOH}" f"49={sender_comp_id}{SOH}" f"56=KRAKEN-TRD{SOH}" f"553={api_key}{SOH}" ) sha256_hash = hashlib.sha256((message_input + nonce).encode("utf-8")).digest() hmac_hash = hmac.new(base64.b64decode(api_secret), sha256_hash, hashlib.sha512) password = base64.b64encode(hmac_hash.digest()).decode("utf-8") return password, nonce ``` ```javascript Node.js theme={null} const crypto = require('crypto'); const SOH = '\x01'; function getPassword(msgSeqNum, senderCompId, apiKey, apiSecret) { const nonce = Date.now().toString(); const messageInput = `35=A${SOH}` + `34=${msgSeqNum}${SOH}` + `49=${senderCompId}${SOH}` + `56=KRAKEN-TRD${SOH}` + `553=${apiKey}${SOH}`; const sha256Hash = crypto .createHash('sha256') .update(messageInput + nonce, 'utf8') .digest(); const password = crypto .createHmac('sha512', Buffer.from(apiSecret, 'base64')) .update(sha256Hash) .digest('base64'); return { password, nonce }; } ``` ```java Java theme={null} import javax.crypto.Mac; import javax.crypto.spec.SecretKeySpec; import java.security.MessageDigest; import java.util.Base64; public class FIXAuth { private static final char SOH = '\u0001'; public static String[] getPassword( String msgSeqNum, String senderCompId, String apiKey, String apiSecret) throws Exception { String nonce = String.valueOf(System.currentTimeMillis()); String messageInput = "35=A" + SOH + "34=" + msgSeqNum + SOH + "49=" + senderCompId + SOH + "56=KRAKEN-TRD" + SOH + "553=" + apiKey + SOH; byte[] sha256Hash = MessageDigest .getInstance("SHA-256") .digest((messageInput + nonce).getBytes("UTF-8")); Mac hmac = Mac.getInstance("HmacSHA512"); hmac.init(new SecretKeySpec(Base64.getDecoder().decode(apiSecret), "HmacSHA512")); String password = Base64.getEncoder().encodeToString(hmac.doFinal(sha256Hash)); return new String[]{ password, nonce }; } } ``` ```go Go theme={null} package main import ( "crypto/hmac" "crypto/sha256" "crypto/sha512" "encoding/base64" "fmt" "strconv" "time" ) const SOH = "\x01" func getPassword(msgSeqNum, senderCompID, apiKey, apiSecret string) (password, nonce string, err error) { nonce = strconv.FormatInt(time.Now().UnixMilli(), 10) messageInput := "35=A" + SOH + "34=" + msgSeqNum + SOH + "49=" + senderCompID + SOH + "56=KRAKEN-TRD" + SOH + "553=" + apiKey + SOH sha256Hash := sha256.Sum256([]byte(messageInput + nonce)) secretBytes, err := base64.StdEncoding.DecodeString(apiSecret) if err != nil { return "", "", fmt.Errorf("failed to decode API secret: %w", err) } mac := hmac.New(sha512.New, secretBytes) mac.Write(sha256Hash[:]) password = base64.StdEncoding.EncodeToString(mac.Sum(nil)) return password, nonce, nil } ``` ```csharp C# theme={null} using System; using System.Security.Cryptography; using System.Text; public static class FIXAuth { private const char SOH = '\x01'; public static (string Password, string Nonce) GetPassword( string msgSeqNum, string senderCompId, string apiKey, string apiSecret) { string nonce = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds().ToString(); string messageInput = $"35=A{SOH}" + $"34={msgSeqNum}{SOH}" + $"49={senderCompId}{SOH}" + $"56=KRAKEN-TRD{SOH}" + $"553={apiKey}{SOH}"; byte[] sha256Hash = SHA256.HashData(Encoding.UTF8.GetBytes(messageInput + nonce)); using var hmac = new HMACSHA512(Convert.FromBase64String(apiSecret)); string password = Convert.ToBase64String(hmac.ComputeHash(sha256Hash)); return (password, nonce); } } ``` *** ## Message Examples ```text Spot MD Logon (client → server) theme={null} 8=FIX.4.4|9=76|35=A|34=1|49=CLIENT|56=KRAKEN-MD|52=20260407-14:32:01.000|98=0|108=30|141=Y|10=089| ``` ```text Spot TRD Logon (client → server) theme={null} 8=FIX.4.4|9=77|35=A|34=1|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:01.000|98=0|108=30|141=Y|10=179| ``` ```text Spot TRD Logon Ack (server → client) theme={null} 8=FIX.4.4|9=77|35=A|34=1|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:01.000|98=0|108=30|141=Y|10=179| ``` ```text Futures TRD Logon (client → server) theme={null} 8=FIX.4.4|9=85|35=A|34=1|49=CLIENT-DRV|56=KRAKEN-DRV-TRD|52=20260407-14:32:01.000|98=0|108=30|141=Y|10=228| ``` ```text Futures TRD Logon Ack (server → client) theme={null} 8=FIX.4.4|9=85|35=A|34=1|49=KRAKEN-DRV-TRD|56=CLIENT-DRV|52=20260407-14:32:01.000|98=0|108=30|141=Y|10=228| ``` # Logout Source: https://docs.kraken.com/exchange/api-reference/unified-fix/logout Terminate a FIX session
FIX session: admin 35=5
The Logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages will be interpreted as an abnormal condition. Before actually closing the session, the logout initiator must wait for the opposite side to respond with a confirming logout message. Abnormal disconnection without logout will activate cancel-on-disconnect on the session. *** 35=`5` Reason for the logout. This will be used to explain why a logon failed. ```text Client-initiated Logout (client → server) theme={null} 8=FIX.4.4|9=60|35=5|34=10|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:10.000|10=137| ``` ```text Server Confirms Logout (server → client) theme={null} 8=FIX.4.4|9=59|35=5|34=8|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:10.000|10=104| ``` ```text Server-initiated Logout — Auth Failure (server → client) theme={null} 8=FIX.4.4|9=96|35=5|34=2|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:01.000|58=Logon failed: invalid credentials|10=129| ``` # Market Data Incremental Refresh Source: https://docs.kraken.com/exchange/api-reference/unified-fix/mdir Incremental order book and trade updates via FIX
FIX session: market-data 35=X
Incremental updates to the order book and trades following a [Market Data Snapshot Full Refresh](/exchange/api-reference/unified-fix/mdsfr). *** 35=`X` Unique request identifier. Asset Pair listed on the exchange. Number of entries following. If several entries are present they need to be parsed in order (for example creation and deletion of an entry in the book can happen in the same message). Always first field in this repeating group. **Possible values:** * `0` : New — Creation of an entry in the book * `1` : Update — Update of a quantity for an entry in the book * `2` : Delete — Removal of an entry from the subscribed depth (tag `271` greater than 0) or from the book entirely (tag `271=0`, cancelled or filled) **Possible values:** * `0` : Bid * `1` : Offer * `2` : Trade Unique identifier for this market data entry. Corresponding to the OrderID for Level 3 subscription. Price of the market data entry. Volume represented by the market data entry. The time the entry was inserted or amended or deleted. High-precision event time for this market data update. **Level 3 only.** When present with 5273, 5060 is the time the update was generated; 5273 is the queue entry time. Sample format: `2026-02-03T10:24:34.650069468Z` (ISO 8601, nanosecond fractional seconds, UTC). Queue entry time: when the order entered the book at this price level. **Level 3 only.** For L3, orders at the same price are ordered by this tag. Sample format: `2026-02-03T10:24:29.175114502Z` (ISO 8601, nanosecond fractional seconds, UTC). The order type of the taker order. **Possible values:** * `1` : market * `2` : Limit Condition: MDEntryType = Trade The side of the taker order. **Possible values:** * `1` : Buy * `2` : Sell Condition: MDEntryType = Trade Checksum to verify the orderbook update. See [Checksum article](/exchange/guides/fix/checksums). Condition: MDEntryType = Bid or Offer ```text Spot L2 Example theme={null} 8=FIX.4.4|9=213|35=X|34=100|56=MYCOMPID|49=KRAKEN-MD|52=20230707-13:42:27.230|55=BTC/USD|262=1|268=2|279=2|269=1|278=O30300.7|270=30300.7|271=0.0|273=13:42:27.208|279=0|269=1|278=O31941.0|270=31941.0|271=0.0031746|273=20:40:00.455|10=112| ``` ```text Futures L2 Example theme={null} 8=FIX.4.4|9=173|35=X|34=33402|49=KRAKEN-DRV-MD|52=20250303-14:13:24.905|56=MYCOMPID_DRV|55=PF_ETHUSD|262=1|268=1|279=0|269=0|278=B2372.7|270=2372.7|271=0.084|273=14:13:24.859|5041=3254665545|10=121| ``` ```text Futures L3 Example theme={null} 8=FIX.4.4|9=198|35=X|34=7|49=KRAKEN-DRV-MD|52=20250304-15:25:09.913|56=MYCOMPID_DRV|55=PF_ETHUSD|262=1|268=1|279=2|269=1|278=00bf007e-0039-00dd-0071-00ae00d700c8|270=2044.8|271=2.874|273=15:25:09.844|5041=3889519115|10=012| ``` # Market Data Request Source: https://docs.kraken.com/exchange/api-reference/unified-fix/mdr Subscribe to market data streams via FIX
FIX session: market-data 35=V
The MarketDataRequest message is used by the client system to request a market data stream for the order book and/or trades. In response, the FIX Server will begin sending out a [MarketDataSnapshot](/exchange/api-reference/unified-fix/mdsfr) if it is a valid request. Otherwise, the FIX Server will send out a [MarketDataRequestReject](/exchange/api-reference/unified-fix/mdrr) with the Text tag containing the reason for the rejection. Each subscription request needs to have a unique identifier set via tag MDReqID, which will be used to refer back to the client. It is also used to unsubscribe from market data. Market data updates are sent to clients using a [MarketDataSnapshotFullRefresh](/exchange/api-reference/unified-fix/mdsfr) message and then [MarketDataIncrementalRefresh](/exchange/api-reference/unified-fix/mdir) message. A full empty market data snapshot may be sent in case no more prices are received. These prices will stream continuously until the client requests to unsubscribe using a MarketDataRequest with the SubscriptionRequestType set to Unsubscribe (263=2). For the OrderBook, the client can request Level 2 or Level 3 depending on the value of the AggregatedBook tag. In case of a disconnection, the subscription will be cancelled. The Client will need to subscribe again after the reconnection. *** 35=`V` Unique request identifier. **Possible values:** * `1` : Snapshot + Updates * `2` : Disable previous snapshot + Update request **Possible values:** * `0` : Full depth of book (limited to 1000 for Level 2) * `1` : Top of Book * `10`, `25`, `100`, `500` and `1000` **Possible values:** * `1` : Incremental Refresh Only incremental Refresh is supported. Specify if the request is for Level 2 or Level 3. **Possible values:** * `Y` : one book entry per side per price. Aka Level 2. * `N` : Multiple entries per side per price allowed. Aka Level 3. Only Available for Derivatives. **Default value:** `Y` Level 3 is only available for MDEntryType BID and OFFER. Request will get rejected if used with MDEntryType TRADE. Repeating Group. Number of MDEntryTypes. Client can subscribe to bid/offer and/or trades. It is not possible to subscribe to only bid or only offer. **Possible values:** * `0` : Bid * `1` : Offer * `2` : Trade Number of pairs to subscribe to. Asset Pair listed on the exchange. ```text Spot Subscribe BTC/USD L2 (bid+ask, depth 10) theme={null} 8=FIX.4.4|9=117|35=V|34=2|49=CLIENT|56=KRAKEN-MD|52=20260407-14:32:01.000|262=MDSUB1|263=1|264=10|265=1|267=2|269=0|269=1|55=BTC/USD|10=244| ``` ```text Spot Unsubscribe theme={null} 8=FIX.4.4|9=111|35=V|34=3|49=CLIENT|56=KRAKEN-MD|52=20260407-14:32:10.000|262=MDSUB1|263=2|264=10|265=1|267=1|269=0|55=BTC/USD|10=223| ``` ```text Futures L2 Subscribe theme={null} 8=FIX.4.4|9=133|35=V|34=2|49=CLIENT-DRV|56=KRAKEN-DRV-MD|52=20260407-14:32:01.000|146=1|55=PF_ETHUSD|262=MDSUB2|263=1|264=0|265=1|267=3|269=0|269=1|269=2|10=197| ``` ```text Futures L3 Subscribe theme={null} 8=FIX.4.4|9=133|35=V|34=3|49=CLIENT-DRV|56=KRAKEN-DRV-MD|52=20260407-14:32:01.000|146=1|55=PF_ETHUSD|262=MDSUB3|263=1|264=0|265=1|266=N|267=2|269=0|269=1|10=121| ``` # Market Data Request Reject Source: https://docs.kraken.com/exchange/api-reference/unified-fix/mdrr Rejection of a market data subscription request via FIX
FIX session: market-data 35=Y
When a [Market Data Request](/exchange/api-reference/unified-fix/mdr) cannot be honored, the FIX Server responds with this reject message. *** 35=`Y` Unique request identifier. **Possible values:** * `0` : Unknown Symbol * `1` : Duplicate MDReqID * `4` : Unsupported SubscriptionRequestType * `5` : Unsupported MarketDepth * `6` : Unsupported MDUpdateType * `8` : Unsupported MDEntryType * `A` : Unsupported Scope * `B` : Level3 not available * `C` : Trade not available on this request Full description for rejection. ```text Unknown Symbol (MDReqRejReason=0) theme={null} 8=FIX.4.4|9=102|35=Y|34=3|49=KRAKEN-MD|56=CLIENT|52=20260407-14:32:01.000|262=MDSUB1|281=0|58=Unknown symbol: FOO/BAR|10=115| ``` ```text Duplicate MDReqID (MDReqRejReason=1) theme={null} 8=FIX.4.4|9=96|35=Y|34=4|49=KRAKEN-MD|56=CLIENT|52=20260407-14:32:01.000|262=MDSUB1|281=1|58=Duplicate MDReqID|10=106| ``` ```text Unsupported Market Depth (MDReqRejReason=5) theme={null} 8=FIX.4.4|9=108|35=Y|34=5|49=KRAKEN-MD|56=CLIENT|52=20260407-14:32:01.000|262=MDSUB2|281=5|58=Unsupported market depth: 100|10=006| ``` # Market Data Snapshot Full Refresh Source: https://docs.kraken.com/exchange/api-reference/unified-fix/mdsfr Full order book snapshot via FIX
FIX session: market-data 35=W
The initial response to a valid [Market Data Request](/exchange/api-reference/unified-fix/mdr) containing the full order book snapshot. *** 35=`W` Unique request identifier. Asset Pair listed on the exchange. Number of entries following. **Possible values:** * `0` : Bid * `1` : Offer Trades will only be transmitted via [Market Data Incremental Refresh](/exchange/api-reference/unified-fix/mdir) messages. Unique identifier for this market data entry. OrderID for the Level 3 subscription. Price of the market data entry. Volume represented by the market data entry. Time of market data entry. High-precision event time for this market data update. **Level 3 only.** When present with 5273, 5060 is the time the update was generated; 5273 is the queue entry time. Sample format: `2026-02-03T10:24:34.650069468Z` (ISO 8601, nanosecond fractional seconds, UTC). Queue entry time: when the order entered the book at this price level. **Level 3 only.** For L3, orders at the same price are ordered by this tag. Sample format: `2026-02-03T10:24:29.175114502Z` (ISO 8601, nanosecond fractional seconds, UTC). ```text Spot L2 Example theme={null} 8=FIX.4.4|9=208|35=W|34=21|49=KRAKEN-MD|52=20230707-13:49:11.245|56=MYCOMPID|55=BTC/USD|262=3|268=2|269=1|278=O30300.0|270=30300.0|271=8.44867022|273=13:49:07.307|269=0|278=B30299.9|270=30299.9|271=0.67373926|273=13:49:10.179|10=254| ``` ```text Futures L3 Example theme={null} 8=FIX.4.4|9=87775|35=W|34=2|49=KRAKEN-DRV-MD|52=20250304-15:25:09.911|56=MYCOMPID_DRV|55=PF_ETHUSD|262=1|268=10|269=1|278=00bf00ff-00bb-00f7-00ed-006f007f00de|270=2043.1|271=2.05|273=15:25:09.883|269=1|278=009e005a-00b9-0035-00ff-009e00ce007e|270=2043.9|271=2.05|273=15:25:09.767|...|10=000| ``` # New Order Single Source: https://docs.kraken.com/exchange/api-reference/unified-fix/nos Submit a new order via FIX
FIX session: trading 35=D
To submit a new order, the client needs to send a NewOrderSingle message. All orders are submitted from the client's perspective to Kraken exchange to place bid/offer on the Kraken Order book. A range of order types, Time-In-Force (TIF) and order flags can be specified by the parameters below. The supported order types are: * `market`: The full order quantity executes immediately at the best available price in the order book. * `limit`: The full order quantity is placed immediately with a limit price restriction to only trade at this price or better. * `stop-loss`: A market order is triggered when the reference price reaches the stop price (from an unfavourable direction). * `stop-loss-limit`: A limit order is triggered when the reference price reaches the stop price (from an unfavourable direction). * `take-profit`: A market order is triggered when the reference price reaches the stop price (from a favourable direction). * `take-profit-limit`: A limit order is triggered when the reference price reaches the stop price (from a favourable direction). * `trailing-stop`: A market order is triggered when the market reverts a specified distance from the peak price. * `trailing-stop-limit`: A limit order is triggered when the market reverts a specified distance from the peak price. *** 35=`D` Unique identifier of the order. The ID can be one of the following formats: * **Ever-Increasing Positive Numbers**: Ever-increasing positive numbers, such as microsecond timestamps, to ensure the uniqueness and sequential nature of the identifiers. (Spot only) **Example**: Using the current microsecond timestamp as the ClOrdID, such as `1623448294234000` (Max 18 characters) * **Timestamp-First v4 UUIDs** (required for Futures, supported for Spot): A COMB UUID where the first 48 bits (first two UUID fields) encode the current timestamp in **10-microsecond units** since the Unix epoch. Example: `a17d49af-1186-4984-bd10-29b8f232ee4d`, where `a17d49af-1186` encodes the timestamp `177559467882990` (= 10-μs units for a given moment). The server validates that this timestamp is within 120 seconds of server time. The execution model of the order. **Possible values:** * `1` : market * `2` : Limit * `3` : Stop-loss * `4` : Stop-loss-limit * `R` : Take-profit * `T` : Take-profit-limit * `U` : Trailing-stop * `V` : Trailing-stop-limit (Spot only) Limit Price of the order to be placed in the Order Book. This field is denominated in Quote Currency. Condition: OrderType = Limit / Stop-Loss-Limit / Take-Profit-Limit / Trailing-stop-limit Order quantity in terms of the base asset. Iceberg qty. This will indicate the Qty to show on the book. Only possible on Limit order. The Minimum value is 1 / 15 of order\_qty. (Spot only) Side of the order. **Possible values:** * `1` : Buy * `2` : Sell Pair in the format BASE/QUOTE. Time-in-force specifies how long an order remains in effect before being expired. **Possible values:** * `1` : GTC (Good till canceled) * `3` : IOC (Immediate or Cancel) * `4` : FOK (Fill or Kill) — The order must be filled in its entirety immediately or canceled entirely. (Spot only) * `6` : GTD (Good till date) - (Spot only) Time of order creation expressed in UTC. Format: `YYYYMMDD-HH:MM:SS.uuu` Expiration of the Order if not fully filled before it. Expressed in UTC. GTD orders can have an expiry time up to one month in future. (Spot only) Format: `YYYYMMDD-HH:MM:SS` Condition: TimeInForce = GTD Scheduled start time on the order expressed in UTC. The order won't be visible on the book and won't match before that time. (Spot only) If more than one instruction is applicable to an order, this field may contain multiple instructions separated by space. **Possible values:** * `E` : Reduce-Only — Reduces an existing margin position without opening an opposite long or short position worth more than the current value of your leveraged assets. * `P` : Post-Only — Cancels the order if it will take liquidity on arrival. Post only orders will always be posted passively in the book. * `v` : viqc — OrderQty (tag 38) expressed in quote currency. (Spot only) * `f` : Cumulative fee in base currency — base is the default for sell orders. (Spot only) * `q` : Cumulative fee in quote currency — quote is the default for buy orders. (Spot only) * `s` : Single fee — Mandatory and only supported fee option for derivatives — fee sent on the execution report are based on the trade. Defines the trigger price of the order. This field is denominated in Quote Currency. Condition: OrderType = Stop-Loss / Take-Profit / Stop-Loss-Limit / Trailing-stop / Trailing-stop-limit The reference price to track for triggering orders. **Possible values:** * `1` : Related to index price * `5` : Related to last trade price **Default value:** `5` Use margin account for the order funding. (Spot only) **Possible values:** * `0` : Margin disabled * `1` : Margin enabled **Default value:** `0` Self Trade Prevention (STP) is a protection feature to prevent users from inadvertently or deliberately trading against themselves. To prevent a self-match, one of the following STP modes can be used to define which order(s) will be expired. (Spot only) **Possible values:** * `0` : Cancel both — both arriving and resting orders will be canceled. * `1` : Cancel Newest — arriving order will be canceled. * `2` : Cancel Oldest — resting order will be canceled. **Default value:** `1` Number of subaccount that are part of the order. Always 1 for the broker accounts. Account ID of the Subaccount that this order is targeted to. Only available for Broker accounts. Please contact your AM for further questions. The engine will reject any order entered into the matching engine after this time. This provides extra protection against latency on time sensitive orders. The timestamp should be at least 2 seconds and at most 60 seconds in the future. Format: `YYYYMMDD-HH:MM:SS.uuu` *** **Order Validation** — Kraken will validate each order it receives by checking that the user sent all the required FIX fields for the order. * FIX field level validation will result in [session level reject](/exchange/api-reference/unified-fix/reject-session). * Business rule validation failures will result in rejection in the form of a [business level reject](/exchange/api-reference/unified-fix/reject-business). * Once the order is accepted and Acked, any further business rule validations will result in an [execution report](/exchange/api-reference/unified-fix/er) with an unsolicited cancel status. ```text Limit (GTC) theme={null} 8=FIX.4.4|9=148|35=D|34=2|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:05.000|11=1744036325000000|55=BTC/USD|54=1|40=2|44=84000|38=0.001|59=1|60=20260407-14:32:05.000|10=141| ``` ```text Market theme={null} 8=FIX.4.4|9=139|35=D|34=2|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:05.000|11=1744036325200000|55=BTC/USD|54=1|40=1|38=0.001|59=1|60=20260407-14:32:05.000|10=236| ``` ```text IOC theme={null} 8=FIX.4.4|9=148|35=D|34=2|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:05.000|11=1744036325300000|55=BTC/USD|54=1|40=2|44=84000|38=0.001|59=3|60=20260407-14:32:05.000|10=146| ``` ```text FOK theme={null} 8=FIX.4.4|9=148|35=D|34=2|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:05.000|11=1744036335000000|55=BTC/USD|54=1|40=2|44=84000|38=0.001|59=4|60=20260407-14:32:05.000|10=145| ``` ```text GTD theme={null} 8=FIX.4.4|9=170|35=D|34=2|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:05.000|11=1744036325400000|55=BTC/USD|54=1|40=2|44=84000|38=0.001|59=6|126=20260408-14:32:05|60=20260407-14:32:05.000|10=206| ``` ```text Post-Only theme={null} 8=FIX.4.4|9=153|35=D|34=2|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:05.000|11=1744036326000000|55=BTC/USD|54=1|40=2|44=83000|38=0.001|59=1|18=P|60=20260407-14:32:05.000|10=128| ``` ```text Stop-Loss theme={null} 8=FIX.4.4|9=148|35=D|34=2|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:05.000|11=1744036327000000|55=BTC/USD|54=2|40=3|99=80000|38=0.001|59=1|60=20260407-14:32:05.000|10=151| ``` ```text Stop-Loss-Limit theme={null} 8=FIX.4.4|9=157|35=D|34=2|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:05.000|11=1744036328000000|55=BTC/USD|54=2|40=4|99=80000|44=79500|38=0.001|59=1|60=20260407-14:32:05.000|10=068| ``` ```text Take-Profit theme={null} 8=FIX.4.4|9=148|35=D|34=2|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:05.000|11=1744036329000000|55=BTC/USD|54=2|40=R|99=90000|38=0.001|59=1|60=20260407-14:32:05.000|10=185| ``` ```text Take-Profit-Limit theme={null} 8=FIX.4.4|9=157|35=D|34=2|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:05.000|11=1744036330000000|55=BTC/USD|54=2|40=T|99=90000|44=90500|38=0.001|59=1|60=20260407-14:32:05.000|10=087| ``` ```text Trailing-Stop theme={null} 8=FIX.4.4|9=147|35=D|34=2|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:05.000|11=1744036331000000|55=BTC/USD|54=2|40=U|99=2000|38=0.001|59=1|60=20260407-14:32:05.000|10=125| ``` ```text Iceberg theme={null} 8=FIX.4.4|9=157|35=D|34=2|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:05.000|11=1744036332000000|55=BTC/USD|54=1|40=2|44=84000|38=0.15|1138=0.01|59=1|60=20260407-14:32:05.000|10=042| ``` ```text Margin theme={null} 8=FIX.4.4|9=155|35=D|34=2|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:05.000|11=1744036333000000|55=BTC/USD|54=1|40=2|44=84000|38=0.001|59=1|5001=1|60=20260407-14:32:05.000|10=191| ``` ```text Limit (COMB UUID + ExecInst=s) theme={null} 8=FIX.4.4|9=183|35=D|34=2|49=CLIENT-DRV|56=KRAKEN-DRV-TRD|52=20260407-14:32:05.000|11=a17d4971-f00d-4f67-94d1-e7d604104ed2|55=PF_XBTUSD|54=1|40=2|44=84000|38=0.001|59=1|18=s|60=20260407-14:32:05.000|10=163| ``` ```text Market theme={null} 8=FIX.4.4|9=173|35=D|34=3|49=CLIENT-DRV|56=KRAKEN-DRV-TRD|52=20260407-14:32:05.000|11=a17d4972-1001-4abc-def0-1234567890ab|55=PF_ETHUSD|54=2|40=1|38=0.01|59=1|18=s|60=20260407-14:32:05.000|10=179| ``` ```text Stop-Loss theme={null} 8=FIX.4.4|9=183|35=D|34=4|49=CLIENT-DRV|56=KRAKEN-DRV-TRD|52=20260407-14:32:05.000|11=a17d4973-1001-4abc-def0-1234567890ab|55=PF_XBTUSD|54=2|40=3|99=80000|38=0.001|59=1|18=s|60=20260407-14:32:05.000|10=157| ``` # Order Cancel Request Source: https://docs.kraken.com/exchange/api-reference/unified-fix/ocr Cancel a single order via FIX
FIX session: trading 35=F
Cancel a single GTD or GTC order. A successful order cancellation will result in an [execution report](/exchange/api-reference/unified-fix/er) with the OrdStatus set to 4 (Cancelled). Unsuccessful cancellation requests will result in a [business level reject](/exchange/api-reference/unified-fix/reject-business) message with the reason of the rejection. *** 35=`F` Unique identifier of the order. The ID can be one of the following formats: * **Ever-Increasing Positive Numbers**: Ever-increasing positive numbers, such as microsecond timestamps, to ensure the uniqueness and sequential nature of the identifiers. **Example**: Using the current microsecond timestamp as the ClOrdID, such as `1623448294234000` (Max 18 characters) * **Timestamp-First v4 UUIDs**: A timestamp-first v4 UUID might look like `1b4e28ba-2fa1-11d2-883f-0016d3cca427`, where the initial part (`1b4e28ba-2fa1`) of the UUID represents the timestamp. The timestamp granularity to generate the first part needs to be 10 microseconds maximum such as `162344829423400`. OrderId needs to match the one received on the ExecutionReports. Condition: One of ClOrdID or OrderID is required at least for the cancellation to be accepted Reference the Last ClOrdID used. If both OrderID and OrigClordid are present then only the OrderID will be used. Condition: One of ClOrdID or OrderID is required at least for the cancellation to be accepted Side of the order. **Possible values:** * `1` : Buy * `2` : Sell Pair in the format BASE/QUOTE. Time of order cancellation expressed in UTC. Format: `YYYYMMDD-HH:MM:SS.uuu` ```text Cancel request (client → server) theme={null} 8=FIX.4.4|9=163|35=F|34=5|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:06.000|11=1744036325300000|37=OQNCZM-NVAVC-AVD2LO|41=1744036325000000|54=1|55=BTC/USD|60=20260407-14:32:06.000|10=111| ``` ```text ER cancel response (server → client) theme={null} 8=FIX.4.4|9=267|35=8|34=6|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:06.000|6=0|11=1744036325300000|14=0|17=EXEC010:TRD001|37=OQNCZM-NVAVC-AVD2LO|38=0.001|39=4|40=2|41=1744036325000000|44=84000|54=1|55=BTC/USD|58=Order canceled by user|59=1|60=20260407-14:32:06.000|150=4|151=0|381=0|10=159| ``` ```text Cancel request (client → server) theme={null} 8=FIX.4.4|9=230|35=F|34=5|49=CLIENT-DRV|56=KRAKEN-DRV-TRD|52=20260407-14:32:06.000|11=a17d4975-2001-4abc-def0-1234567890ab|37=9e58120f-40e0-44dc-beec-6d1b5ea9136c|41=a17d4971-f00d-4f67-94d1-e7d604104ed2|54=1|55=PF_XBTUSD|60=20260407-14:32:06.000|10=188| ``` # Order Cancel Replace Request Source: https://docs.kraken.com/exchange/api-reference/unified-fix/ocrr Amend a working order via FIX (Spot only)
FIX session: trading 35=G
The Order Cancel-Replace Request message (MsgType=G) is used by the Client to amend the replaceable fields of working orders which are Quantities and Prices. A successful order replacement request will result in an execution report with the OrdStatus. This message is available for **Spot only**. *** 35=`G` Unique identifier of the order. The ID can be one of the following formats: * **Ever-Increasing Positive Numbers**: Ever-increasing positive numbers, such as microsecond timestamps, to ensure the uniqueness and sequential nature of the identifiers. **Example**: Using the current microsecond timestamp as the ClOrdID, such as `1623448294234000` (Max 18 characters) * **Timestamp-First v4 UUIDs**: A timestamp-first v4 UUID might look like `1b4e28ba-2fa1-11d2-883f-0016d3cca427`, where the initial part (`1b4e28ba-2fa1`) of the UUID represents the timestamp. The timestamp granularity to generate the first part needs to be 10 microseconds maximum such as `162344829423400`. OrderID to be amended; needs to match the one received on the ExecutionReports. Reference the Last ClOrdID used. Side of the order. **Possible values:** * `1` : Buy * `2` : Sell Pair in the format BASE/QUOTE. Time of order cancellation expressed in UTC. Format: `YYYYMMDD-HH:MM:SS.uuu` Size of the order. Maximum qty shown in the market at any point in time for iceberg orders. The execution model of the order. **Possible values:** * `1` : market * `2` : Limit * `3` : Stop-loss * `4` : Stop-loss-limit * `R` : Take-profit * `T` : Take-profit-limit * `U` : Trailing-stop * `V` : Trailing-stop-limit Time-in-force specifies how long an order remains in effect before being expired. **Possible values:** * `1` : GTC (Good till canceled) * `3` : IOC (Immediate or Cancel) * `6` : GTD (Good till date) Limit Price of the order to be placed in the Order Book. This field is denominated in Quote Currency. Condition: OrderType = Limit / Stop-Loss-Limit / Take-Profit-Limit / Trailing-stop-limit Defines the trigger price of the order. This field is denominated in Quote Currency. Condition: OrderType = Stop-Loss / Take-Profit / Stop-Loss-Limit / Trailing-stop / Trailing-stop-limit Enable clients to place order using the Post-Only safeguard. **Possible values:** * `P` : Post-Only — Cancels the order if it will take liquidity on arrival. Post only orders will always be posted passively in the book. The engine will reject any order entered into the matching engine after this time. This provides extra protection against latency on time sensitive orders. The timestamp should be at least 2 seconds and at most 60 seconds in the future. Format: `YYYYMMDD-HH:MM:SS.uuu` ```text Amend Price and Qty (client → server) theme={null} 8=FIX.4.4|9=191|35=G|34=3|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:10.000|11=1744036325100000|37=OQNCZM-NVAVC-AVD2LO|41=1744036325000000|54=1|55=BTC/USD|60=20260407-14:32:10.000|38=0.002|40=2|44=83500|59=1|10=083| ``` ```text ER Replace Response (server → client) theme={null} 8=FIX.4.4|9=245|35=8|34=7|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:10.000|6=0|11=1744036325100000|14=0|17=EXEC011:TRD001|37=OQNCZM-NVAVC-AVD2LO|38=0.002|39=5|40=2|41=1744036325000000|44=83500|54=1|55=BTC/USD|59=1|60=20260407-14:32:10.000|150=5|151=0.002|381=0|10=136| ``` # Order Mass Cancel Request Source: https://docs.kraken.com/exchange/api-reference/unified-fix/omcr Cancel all open orders via FIX
FIX session: trading 35=q
This request is used by clients to cancel all open orders including untriggered orders and orders resting in the book. As a response to this request, Kraken will confirm each order cancellation through [execution report](/exchange/api-reference/unified-fix/er) type canceled. *** 35=`q` Unique identifier of the order. The ID can be one of the following formats: * **Ever-Increasing Positive Numbers**: Ever-increasing positive numbers, such as microsecond timestamps, to ensure the uniqueness and sequential nature of the identifiers. **Example**: Using the current microsecond timestamp as the ClOrdID, such as `1623448294234000` (Max 18 characters) * **Timestamp-First v4 UUIDs**: A timestamp-first v4 UUID might look like `1b4e28ba-2fa1-11d2-883f-0016d3cca427`, where the initial part (`1b4e28ba-2fa1`) of the UUID represents the timestamp. The timestamp granularity to generate the first part needs to be 10 microseconds maximum such as `162344829423400`. Time of order cancellation expressed in UTC. Format: `YYYYMMDD-HH:MM:SS.uuu` **Possible values:** * `1` : Cancel all orders created or replaced during the trading Session by Symbol * `6` : Cancel all orders created or replaced during the trading Session * `7` : Cancel all open orders created by the SenderCompID The pair in format BASE/QUOTE. Condition: MassCancelRequestType = 1 ```text Cancel All Orders for a Symbol (MassCancelRequestType=1) theme={null} 8=FIX.4.4|9=121|35=q|34=6|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:10.000|11=1744036340000000|55=BTC/USD|60=20260407-14:32:10.000|530=1|10=238| ``` ```text Cancel All Session Orders (MassCancelRequestType=6) theme={null} 8=FIX.4.4|9=110|35=q|34=7|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:10.000|11=1744036341000000|60=20260407-14:32:10.000|530=6|10=087| ``` ```text Cancel All Open Orders (MassCancelRequestType=7) theme={null} 8=FIX.4.4|9=110|35=q|34=8|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:10.000|11=1744036342000000|60=20260407-14:32:10.000|530=7|10=090| ``` # Order Status Request Source: https://docs.kraken.com/exchange/api-reference/unified-fix/osr Request current order status via FIX (Spot only)
FIX session: trading 35=H
This request is used by clients to obtain information about current order status on Kraken exchange. As a response to this request, Order Status is sent on [execution report](/exchange/api-reference/unified-fix/er) with ExecType = `I`. Tag 39 on this response would give away current order status. This message is available for **Spot only**. *** 35=`H` Unique identifier of the order. The ID can be one of the following formats: * **Ever-Increasing Positive Numbers**: Ever-increasing positive numbers, such as microsecond timestamps, to ensure the uniqueness and sequential nature of the identifiers. **Example**: Using the current microsecond timestamp as the ClOrdID, such as `1623448294234000` (Max 18 characters) * **Timestamp-First v4 UUIDs**: A timestamp-first v4 UUID might look like `1b4e28ba-2fa1-11d2-883f-0016d3cca427`, where the initial part (`1b4e28ba-2fa1`) of the UUID represents the timestamp. The timestamp granularity to generate the first part needs to be 10 microseconds maximum such as `162344829423400`. OrderId needs to match the one received on the ExecutionReports. Pair in the format BASE/QUOTE. ```text Order Status Request (client → server) theme={null} 8=FIX.4.4|9=113|35=H|34=6|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:10.000|11=1744036325000000|37=OQNCZM-NVAVC-AVD2LO|55=BTC/USD|10=255| ``` ```text ER OrderStatus Response (server → client, ExecType=I) theme={null} 8=FIX.4.4|9=225|35=8|34=8|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:10.000|6=0|11=1744036325000000|14=0|17=EXEC012:TRD001|37=OQNCZM-NVAVC-AVD2LO|38=0.001|39=0|40=2|44=84000|54=1|55=BTC/USD|59=1|60=20260407-14:32:05.000|150=I|151=0.001|381=0|10=206| ``` # Reject - Business Level Source: https://docs.kraken.com/exchange/api-reference/unified-fix/reject-business Business level message rejection via FIX
FIX session: admin 35=j
If Kraken needs to reject a message before it reaches the Trading engine and gets an OrderID, the order or cancellation will be rejected using a Business level reject. *** 35=`j` Sequence number of the rejected message. The MsgType `35` of the FIX message being referenced. The value of the ClOrdID field on the message being rejected. Code to identify reason for a Business Message Reject message. **Possible values:** * `0` : Others * `1` : Unknown ID * `2` : Unknown Instrument * `3` : Unsupported Message Type * `4` : Application not available * `5` : Conditionally Required Field Missing * `6` : Not Authorized * `101` : Unknown order * `104` : Order too old Full description for rejection. ```text Insufficient Funds (BusinessRejectReason=0) theme={null} 8=FIX.4.4|9=127|35=j|34=16|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:05.122|45=0|58=EOrder:Insufficient funds|372=D|379=1744036325000000|380=0|10=080| ``` ```text Order Minimum Not Met (BusinessRejectReason=0) theme={null} 8=FIX.4.4|9=130|35=j|34=18|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:05.000|45=0|58=EOrder:Order minimum not met|372=D|379=1744036334000000|380=0|10=015| ``` ```text Unknown Order on Cancel (BusinessRejectReason=101) theme={null} 8=FIX.4.4|9=124|35=j|34=17|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:06.000|45=0|58=EOrder:Unknown order|372=F|379=1744036325999000|380=101|10=206| ``` ```text Futures IOC — Would Enter Book (BusinessRejectReason=0) theme={null} 8=FIX.4.4|9=150|35=j|34=10|49=KRAKEN-DRV-TRD|56=CLIENT-DRV|52=20260407-14:32:05.122|45=0|58=IOC_WOULD_ENTER_BOOK|372=D|379=a17d4971-f00d-4f67-94d1-e7d604104ed2|380=0|10=242| ``` # Reject - Session Level Source: https://docs.kraken.com/exchange/api-reference/unified-fix/reject-session Session level message rejection via FIX
FIX session: admin 35=3
Kraken will disregard any message that is garbled, cannot be parsed or fails a data integrity check. These messages will be rejected using the Session Level reject. *** 35=`3` Sequence number of the rejected message. Condition: When rejected due to a specific tag The MsgType `35` of the FIX message being referenced. Refer to standard FIX 4.4 documentation. Full description for rejection. ```text Missing Mandatory Field (SessionRejectReason=1) theme={null} 8=FIX.4.4|9=123|35=3|34=14|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:05.122|45=12|371=54|372=D|373=1|58=Missing mandatory field: Side (54)|10=139| ``` ```text Invalid Field Value (SessionRejectReason=5) theme={null} 8=FIX.4.4|9=124|35=3|34=15|49=KRAKEN-TRD|56=CLIENT|52=20260407-14:32:05.122|45=13|371=40|372=D|373=5|58=Invalid value for tag 40: OrderType|10=042| ``` ```text Futures — COMB UUID Required for ClOrdID theme={null} 8=FIX.4.4|9=143|35=3|34=16|49=KRAKEN-DRV-TRD|56=CLIENT-DRV|52=20260407-14:32:05.122|45=3|371=11|372=D|373=5|58=COMB UUIDv4 required for ClOrdID on derivatives|10=054| ``` # Resend Request Source: https://docs.kraken.com/exchange/api-reference/unified-fix/resend-request Request retransmission of messages when a sequence gap is detected
FIX session: admin 35=2
The Resend Request message (`35=2`) is sent by either party when a sequence number gap is detected — that is, when an incoming message has a sequence number higher than expected. It requests the counterparty to retransmit all messages in the gap range. Upon receiving a Resend Request, the counterparty should respond with either: * The original messages with `PossDupFlag (43) = Y`, or * A [Sequence Reset](/exchange/api-reference/unified-fix/sequence-reset) with `GapFillFlag (123) = Y` to skip messages that are no longer available (e.g. administrative messages). *** ## Fields 35=`2` First message sequence number to be retransmitted. Last message sequence number to be retransmitted. Use `0` to request all messages from `BeginSeqNo` onwards (i.e. up to the current sequence). *** ## Sequence Reset — Gap Fill When a Resend Request is received, respond with a Sequence Reset using `GapFillFlag (123) = Y` and `NewSeqNo (36)` set to the sequence number *after* the gap. This tells the server the client is skipping over the requested range rather than replaying it. ```text Resend Request (server → client) theme={null} 8=FIX.4.4|9=58|35=2|34=114|49=KRAKEN-MD|56=damien|52=20260407-20:23:52.000|7=8|16=0|10=142| ``` ```text Sequence Reset GapFill (client → server) theme={null} 8=FIX.4.4|9=57|35=4|34=8|49=damien|56=KRAKEN-MD|52=20260407-20:23:52.000|123=Y|36=14|10=088| ``` **When to expect a Resend Request:** If your client reconnects to an existing session without resetting sequence numbers (`141=N`), or if a message is dropped in transit, the server will send a Resend Request for the missing range. Always be prepared to handle it. # Sequence Reset Source: https://docs.kraken.com/exchange/api-reference/unified-fix/sequence-reset Reset message sequence numbers via FIX
FIX session: admin 35=4
The Sequence Reset message is used to reset the incoming sequence number on the opposing side. *** 35=`4` Indicates that the Sequence Reset (4) message is replacing administrative or application messages which will not be resent. **Possible values:** * `Y` : Gap Fill message, MsgSeqNum field valid * `N` : Sequence Reset, ignore MsgSeqNum New sequence number. ```text Gap Fill — Skip a range of messages (client → server) theme={null} 8=FIX.4.4|9=70|35=4|34=8|49=CLIENT|56=KRAKEN-MD|52=20260407-14:32:01.000|123=Y|36=14|10=064| ``` ```text Hard Reset — Reset sequence to 1 (client → server) theme={null} 8=FIX.4.4|9=70|35=4|34=1|49=CLIENT|56=KRAKEN-TRD|52=20260407-14:32:01.000|123=N|36=1|10=083| ``` # Instrument List Source: https://docs.kraken.com/exchange/api-reference/unified-fix/sl Instrument parameters and status response via FIX
FIX session: market-data 35=y
This message provides the different parameters of each instrument that can be traded on Kraken as well as their status at the time of the request. *** 35=`y` Repeating Group describing all the Symbols available on Kraken exchange. Asset Pair listed on Kraken exchange. Minimum order quantity increment on an asset pair. Specifies the quantity decimal precision of the asset pair and currency. Minimum order quantity allowed on asset pair. Maximum order quantity allowed on asset pair. Minimum cost (price × qty) for new orders. Specifies the price decimal precision of the asset pair. Specifies the price increment allowed on the asset pair. **Possible values:** * `0` : Hidden * `1` : Online * `2` : Maintenance * `3` : CancelOnly * `4` : PostOnly * `5` : LimitOnly * `6` : Delisted * `7` : ReduceOnly Unique request identifier. Total number of securities. Only seen when fragmentation occurs. Indicates whether this message is the last in a sequence of messages when the Security List was delivered in multiple SecurityList messages. Only seen when fragmentation occurs. Unique response identifier. **Possible values:** * `0` : Valid request * `1` : Invalid or unsupported request * `2` : No Instruments found that match criteria * `4` : Instrument data temporarily unavailable Full description for rejection. ```text Instrument List Response (2 instruments) theme={null} 8=FIX.4.4|9=240|35=y|34=4|49=KRAKEN-MD|56=CLIENT|52=20260407-14:32:01.000|320=SLREQ1|322=SLRESP1|560=0|146=2|55=BTC/USD|562=0.00001|5010=5|5011=0.0001|5013=0.5|2349=1|5022=0.1|5032=1|55=ETH/USD|562=0.0001|5010=4|5011=0.001|5013=0.5|2349=2|5022=0.01|5032=1|10=103| ``` # Instrument List Request Source: https://docs.kraken.com/exchange/api-reference/unified-fix/slr Request a list of available instruments via FIX
FIX session: market-data 35=x
The InstrumentListRequest message is used to return a list of securities from the exchange that match the criteria provided on the request. We recommend that clients send an InstrumentListRequest on any new connection or reconnection as the status of the Instrument might have changed during the disconnection. *** 35=`x` Unique request identifier. **Possible values:** * `0` : Snapshot * `1` : Snapshot + Updates * `2` : Disable previous snapshot + Update request **Possible values:** * `0` : Single asset pair definition * `1` : SecurityType * `4` : All Securities **Possible values:** * `CASH` : Spot only instruments * `FUT` : Futures only instruments * `OPT` : Options only instruments * `TS` : Tokenized stocks only instruments, i.e. xStocks Condition: InstrumentListRequestType = 1 Format should be BASE/QUOTE. Condition: InstrumentListRequestType = 0 ```text Request All Securities (Snapshot) theme={null} 8=FIX.4.4|9=81|35=x|34=2|49=CLIENT|56=KRAKEN-MD|52=20260407-14:32:01.000|263=0|320=SLREQ1|559=4|10=240| ``` ```text Request Single Instrument theme={null} 8=FIX.4.4|9=92|35=x|34=3|49=CLIENT|56=KRAKEN-MD|52=20260407-14:32:01.000|263=0|320=SLREQ2|559=0|55=BTC/USD|10=140| ``` ```text Request All Spot Instruments (SecurityType=CASH) theme={null} 8=FIX.4.4|9=100|35=x|34=4|49=CLIENT|56=KRAKEN-MD|52=20260407-14:32:01.000|263=0|320=SLREQ3|559=1|167=CASH|10=088| ``` # Trading Session Status Source: https://docs.kraken.com/exchange/api-reference/unified-fix/tss Trading session status response via FIX (Spot only)
FIX session: market-data 35=h
Response to a [Trading Session Status Request](/exchange/api-reference/unified-fix/tssr) with the current market status. This message is available for **Spot only**. *** 35=`h` Unique request identifier. Trading Session identifier. **Possible values:** * `0` : unknown * `1` : Maintenance — Markets are offline for scheduled maintenance — new orders cannot be placed and existing orders cannot be cancelled. * `2` : Online — Markets are operating normally — all order types may be submitted and order matching can occur. * `101` : cancel\_only — Orders can be cancelled but new orders cannot be placed. No order matching will occur. * `102` : post\_only — Only limit orders using the `post_only` option can be submitted. Orders can be cancelled. No order matching will occur. **Possible values:** * `1` : UNKNOWNTRADINGSESSIONID * `100` : INVALIDREQUESTID * `101` : INVALIDSUBSTYPE * `102` : DUPLICATEREQUESTID * `103` : ALREADYSUBSCRIBED ```text Market Online (TradSesStatus=2) theme={null} 8=FIX.4.4|9=88|35=h|34=3|49=KRAKEN-MD|56=CLIENT|52=20260407-14:32:01.000|335=TSSREQ1|336=SESSION|340=2|10=048| ``` ```text Market Maintenance (TradSesStatus=1) theme={null} 8=FIX.4.4|9=88|35=h|34=4|49=KRAKEN-MD|56=CLIENT|52=20260407-14:32:01.000|335=TSSREQ1|336=SESSION|340=1|10=048| ``` # Trading Session Status Request Source: https://docs.kraken.com/exchange/api-reference/unified-fix/tssr Request trading session status via FIX (Spot only)
FIX session: market-data 35=g
This message will return the status of the market. You can subscribe to have snapshot only or updates as well. A specific status can also be available for individual instruments in the [Instrument List Request](/exchange/api-reference/unified-fix/slr). This message is available for **Spot only**. *** 35=`g` Unique request identifier. Trading Session identifier. **Possible values:** * `0` : Snapshot only * `1` : Snapshot + Updates ```text Snapshot-only Request (SubscriptionRequestType=0) theme={null} 8=FIX.4.4|9=88|35=g|34=3|49=CLIENT|56=KRAKEN-MD|52=20260407-14:32:01.000|263=0|335=TSSREQ2|336=SESSION|10=050| ``` ```text Subscribe to Updates (SubscriptionRequestType=1) theme={null} 8=FIX.4.4|9=88|35=g|34=2|49=CLIENT|56=KRAKEN-MD|52=20260407-14:32:01.000|263=1|335=TSSREQ1|336=SESSION|10=049| ``` # Changelog Source: https://docs.kraken.com/exchange/changelog A history of changes to Kraken's Exchange APIs ## 2026 ### 22 June 2026 — Derivatives REST v1 * **DEPRECATED** the Futures `Fee Schedules` endpoints and related fields (`feeScheduleUid`, `FeeSchedule`, `FeeScheduleVolumes`, `FeeTier`). Fee calculation for Futures trades has been migrated to a centralised Kraken fee service — use the Spot `GetTradeVolume` endpoint to determine the fee rate applied to your trades ### 16 June 2026 — Spot REST v1 * `TradeVolume` `pair` parameter now also accepts a list of `{ asset, aclass }` objects, enabling fee queries for non-forex classes (such as `derivatives` and `equity_pair`) * Added `fee_schedule` request parameter to `TradeVolume` to return the full per-pair fee schedule in the new `schedules` response field ### 18 May 2026 — Derivatives REST v1 * Added `unknown` value to multiple enums (order `direction`, `orderType`, `triggerSignal`, `triggerSide`, trailing-stop / max-deviation `unit`, and `HistoricalPositionUpdateElement` fields `positionChange`, `tradeType`, `updateReason`) as a fallback when the source value cannot be decoded ### 12 May 2026 — Spot REST v1 * Added `FOK` (fill-or-kill) value to `timeinforce` parameter on `AddOrder` and `AddOrderBatch` endpoints ### 7 May 2026 — Spot REST v1 * Added `broker` request body parameter to `AddOrder` and `AddOrderBatch` for qualified partners in Kraken's API Partner Program ### 30 April 2026 — Spot REST v1 * Added `execution_venue` query parameter to `AssetPairs` endpoint (filter by `international` or `bitnomial_exchange`) ### 28 April 2026 — Spot WS v2 * Added `execution_venue` subscription parameter to the `instrument` channel (one of `international`, `bitnomial-exchange`; defaults to `international`) ### 27 April 2026 — Spot REST v1 * Added `execution_venue` field to `AssetPairs` response (one of `international`, `bitnomial_exchange`) ### 11 March 2026 — Spot REST v1 * Added `GetApiKeyInfo` endpoint to retrieve API key configuration and usage *** ## 2025 ### 15 December 2025 — Spot REST v1 * Added `Level3` endpoint for individual order-level (L3) order book data * Added `GroupedBook` endpoint for aggregated order book data over configurable tick size ### 15 December 2025 — General Docs * Migrated blog content to guides section * Refreshed navigation menus for improved discoverability ### 2 December 2025 — Spot WS v2 * L3 WebSocket endpoint URL changed from `wss://ws-auth.kraken.com/v2` to `wss://ws-l3.kraken.com/v2` ### 13 November 2025 — Spot ALL * Deprecated `.F` asset values returned by `Balance` and `BalanceEx` endpoints ### 18 September 2025 — Spot ALL * Deprecated `no_mpp` parameter on `AddOrder`, `EditOrder`, and `AddOrderBatch` ### 5 September 2025 — Spot REST v1 * Added `asset_class` filter parameter to `Ticker` endpoint ### 15 August 2025 — Spot REST v1 * Added `asset_class` parameter to market data and trading endpoints for xStocks ### 15 August 2025 — Spot WS v2 * Added `rebased` parameter to `executions` and `balances` requests to specify xStocks mode ### 15 August 2025 — Spot WS v1 * Added `rebased` parameter to `openOrders` and `ownTrades` requests to specify xStocks mode ### 15 August 2025 — Spot FIX v1 * Added Tag `5051` to Logon requests to specify xStocks mode * Added `TS` SecurityType to `InstrumentListRequest` ### 4 August 2025 — Derivatives REST v1 * Announced upcoming authentication breaking change effective October 1st, 2025 ### 28 July 2025 — Spot REST v1 * Added documentation for `CreditLines` endpoint ### 24 June 2025 — Spot REST v1 * Fixed error message formatting on Account Data endpoints ### 29 May 2025 — Spot FIX v1 * Added Tag 78 and 79 for Subaccount Management for Broker accounts ### 28 May 2025 — Spot REST v1 * Moved OTC endpoints to Institutional menu section ### 28 May 2025 — Spot WS v2 * Added `user` field to `executions` and `balances` channels to help identify the account ### 8 May 2025 — Spot WS v1 (v1.9.6) * Added `stp_type` to `addOrder` providing self trade prevention options ### 8 May 2025 — Spot WS v2 (v2.0.10) * Added `timestamp` field to `level3` channel to help clients track market data sequence ### 8 March 2025 — Derivatives FIX v1 * FIX now supports futures trading *** ## 2024 ### 28 September 2024 — Spot FIX v1 * Added Tag `5050` `LiquidityInd` in `ExecutionReport` ### 27 September 2024 — Spot REST v1 * Added `AmendOrder` endpoint to modify order parameters * Added `OrderAmends` endpoint to retrieve an audit trail of amend transactions * Added `amended` flag to `OpenOrders` and `ClosedOrders` endpoints to identify amended orders ### 27 September 2024 — Spot WS v1 (v1.9.5) * Added `amendOrder` endpoint to modify order parameters * Added `amended` flag to `openOrders` channel to identify amended orders ### 27 September 2024 — Spot WS v2 (v2.0.9) * Added `amend_order` endpoint to modify order parameters * Added `amended` exec\_type to `executions` channel to identify amended orders ### 27 September 2024 — Spot FIX v1 * Added order cancel-replace request message `MsgType=G` to modify order parameters ### 5 September 2024 — Spot REST v1 * Added `cl_ord_id` parameter to query endpoints: `ClosedOrders`, `OpenOrders` ### 22 August 2024 — Spot WS v2 (v2.0.8) * Added `liquidated` flag to `executions` channel to show when an order has been liquidated * Added subscription rate limits to the `level3` market data feed ### 1 August 2024 — Spot WS v2 (v2.0.7) * `snap_trades` parameter now defaults to `false` * Added `ext_ord_id` field to `openOrders` and `executions` * Added `ext_exec_id` field to `ownTrades` and `executions` * Added `margin_borrow` flag to `ownTrades` and `executions` ### 27 June 2024 — Spot WS v2 (v2.0.6) * Deprecated `snapshot` and `snapshot_trades` in `executions` channel ### 24 June 2024 — Spot REST v1 * Added `cl_ord_id` parameter to order endpoints: `AddOrder`, `CancelOrder` ### 30 May 2024 — Spot WS v2 (v2.0.5) * Modified `balances` channel to always include wallet breakdown and cumulative balance * Added `asset_class` to `balances` channel for future expansion ### 23 May 2024 — Spot FIX v1.8 * Changed `ClOrdId` (Tag 11) and `OrigClOrdId` format and validation ### 21 May 2024 — Spot REST v1 * Added `country_code` parameter to `AssetPairs` ### 16 May 2024 — Spot WS v2 (v2.0.4) * Added `cl_ord_id` and `sender_sub_id` client order identifiers * Clarified that GTD expire time is one month ### 16 May 2024 — Spot WS v1 (v1.9.3) * Added `cl_ord_id` and `sender_sub_id` client order identifiers * Added `margin` indicator for leveraged orders ### 14 May 2024 — Spot REST v1 * Added `cl_ord_id` and `sender_sub_id` identifiers to order queries * Added `margin` indicator to leveraged orders ### 18 April 2024 — Spot FIX v1.7 * Added `iceberg` and `trailing-stop` order types to FIX ### 1 March 2024 — Spot REST v1 * Removed `Staking` section, deprecated and no longer supported ### 1 March 2024 — Spot WS v2 (v2.0.3) * Added `event_trigger` parameter to the `ticker` channel ### 15 February 2024 — Spot WS v2 (v2.0.2) * Added `cash_order_qty` to the `executions` channel ### 1 February 2024 — Spot REST v1 * Added `maker` and `ledgers` fields to `TradesHistory` and `QueryTrades` ### 10 January 2024 — Spot WS v1 (v1.9.2) * Narrowed range of valid offsets (from current time) for the `deadline` parameter ### 1 January 2024 — Spot REST v1 * Removed support for POST requests to all public endpoints * Added migration notes to `Balance` and `Ledger` endpoints *** ## 2023 ### 14 December 2023 — Spot WS v2 (v2.0.1) * Added `trailing-stop` and `trailing-stop-limit` order types * Added trigger protection during connectivity issues with index providers ### 14 December 2023 — Spot REST v1 * Added `trailing-stop` and `trailing-stop-limit` order types ### 7 December 2023 — Spot WS v2 (v2.0.0) * WebSocket v2 taken out of beta * Added `status` and `restated` values to `exec_type` * Added support for native amends in `level3` channel * Enabled `level3` channel in all environments * Added support for new ledger types in `balances` channel * Enabled `balances` channel in all environments * Deprecated `cancel_reason` in `executions` channel — use `reason` instead ### 1 November 2023 — Spot REST v1 * Added `WithdrawMethods` and `WithdrawAddresses` endpoints * Added `start`, `end`, `cursor`, and `limit` parameters to `WithdrawStatus` ### 30 October 2023 — Spot FIX v1.0.0 * Added Tag `5041` `ChecksumOrderBook` parameter ### 1 October 2023 — Spot REST v1 * Added `max_fee` parameter to `Withdraw` and minimum field in response ### 1 September 2023 — Spot REST v1 * Added `start`, `end`, `cursor`, and `limit` parameters to `DepositStatus` ### 1 August 2023 — Spot REST v1 * Added earn / balance service documentation ### 14 July 2023 — Spot WS v2 (beta) * Added support for `iceberg` order type ### 1 July 2023 — Spot REST v1 * Added private `BalanceEx` documentation ### 1 June 2023 — Spot FIX v1.0.0 * First version of FIX API in production beta ### 1 June 2023 — Spot REST v1 * Added `amount` parameter to `DepositAddresses` * Added `count` parameter to `Trades` ### 1 May 2023 — Spot REST v1 * Added `address` parameter to `Withdraw` * Added `since` parameter to `Spread` ### 3 April 2023 — Spot WS v2 (beta) * `OHLC` channel: added `interval` field to request parameters ### 22 March 2023 — Spot WS v2 (beta) * Edit Order request: added `limit_price` field, deprecated `price` field * `executions` channel: added `margin` field to order details * `instrument` channel: added additional support for `price_precision` ### 15 March 2023 — Spot WS v2 (beta) * `executions` channel: added `last_qty` and `last_price` fields to trade events * OHLC channel: added `interval` and `interval_begin` fields * Corrected default `time_in_force` settings ### 2 March 2023 — Spot WS v1 (v1.9.1) * Added `contingent` field on private open order feed * Enabled fast reconnect on WebSockets following trading engine maintenance ### 1 March 2023 — Spot REST v1 * Added `originators` parameter to `DepositStatus` ### 1 February 2023 — Spot REST v1 * Added long and short position limits to `AssetPairs` * Specified minimum and maximum number of txids and userrefs * Specified maximum number of responses for `DepositStatus` and `WithdrawStatus` * Added note to use `%2b` instead of `+` for URL encoding ### 1 January 2023 — Spot REST v1 * Removed requirement for `asset` in `DepositStatus` and `WithdrawStatus` * Documented `reduce_only` parameter * Added `consolidate_taker` to `TradesHistory`, `ClosedOrders`, and `QueryOrders` * Added Subaccounts section * Added `trade_id` to private `TradesHistory` *** ## 2022 ### 1 December 2022 — Spot REST v1 * Fixed pair parameter restriction on `TradeVolume` * `EditOrder` now allowed on margin orders ### 28 November 2022 — Spot WS v2 (beta) * Corrected several details in the `executions` channel ### 22 November 2022 — Spot WS v2 (beta) * Removed internal version from the About section * Multiple formatting and data corrections ### 1 November 2022 — Spot REST v1 * Added `tick_size` and `status` parameters to `AssetPairs` * Added `status` and `collateral_value` to `Assets` * Added `trade_id` to public `Trades` ### 1 October 2022 — Spot REST v1 * Documented `uv` (unexecuted value) field in `TradeBalance` * Added `costmin` trading parameter to `AssetPairs` * Ticker wildcard support — `pair` no longer required ### 1 September 2022 — Spot REST v1 * `AddOrder`, `EditOrder`, and `AddOrderBatch` now support iceberg orders ### 1 July 2022 — Spot REST v1 * Added support for restricting API keys to specified IP address(es) ### 1 June 2022 — Spot REST v1 * Added custom self trade prevention options ### 1 May 2022 — Spot REST v1 * New `AddOrderBatch` endpoint to send multiple new orders * New `CancelOrderBatch` endpoint to cancel multiple open orders ### 22 March 2022 — Spot WS v1 (v1.9.0) * Added support for `editOrder` ### 1 March 2022 — Spot REST v1 * New `EditOrder` endpoint to edit volume and price on open orders *** ## 2021 ### 1 December 2021 — Spot REST v1 * Added `trigger` optional parameter to `AddOrder` ### 31 March 2021 — Spot WS v1 (v1.8.3) * Added `deadline` support to `addOrder` ### 25 February 2021 — Spot WS v1 (v1.8.0) * Added `timeinforce` and Immediate-or-Cancel (IOC) support ### 4 February 2021 — Spot WS v1 (v1.7.1) * Changed close code to 1008 (Policy Violation) from 1013 * Added policy rule for maximum rate of subscriptions * Added new generic error type with optional internal error codes * Improved public market data snapshot performance ### 30 January 2021 — Spot WS v1 (v1.7.0) * Added `userref` field to `openOrders` and `ownTrades` update messages ### 13 January 2021 — Spot WS v1 (v1.6.1) * Added Dead Man's Switch (`cancelAllOrdersAfter`) REST endpoint * Fixed intermittent public data WebSocket feed latency *** ## 2020 ### 21 December 2020 — Spot WS v1 (v1.6.0) * Introduced `post_only` trading mode for maintenance procedure ### 5 December 2020 — Spot WS v1 (v1.5.0) * Added optional `ratecounter` argument for `openOrders` subscription * Added `maxratecount` and current `ratecount` reporting * Added `cancel_only` trading mode * Relaxed slow-consumer constraint on WebSocket connections * Maintained private WebSocket connections during maintenance * Improved public market data snapshot/stream synchronisation ### 18 November 2020 — Spot WS v1 (v1.4.1) * Added `cancelAll` REST endpoint ### 2 November 2020 — Spot WS v1 (v1.4.0) * Added `cancelAll` trading request functionality * Performance upgrade to `cancelOrder` request handling * Improved messages and close codes when closing WebSocket connections * Fixed incorrect error for `addOrder` with invalid pair ### 27 October 2020 — Spot WS v1 (v1.3.0) * Added sequence numbers on private feeds (`openOrders`, `ownTrades`) ### 12 October 2020 — Spot WS v1 (v1.2.1) * Eliminated trading rate limit penalty for filled orders * Performance improvement for REST real-time and historical market data * Rejected `market` conditional close orders * Fixed intermittent bug affecting Ticker REST endpoint ### 31 August 2020 — Spot WS v1 (v1.2.0) * Added `cancel_reason` to `openOrders` stream * Added optional `snapshot` parameter for `ownTrades` feed ### 22 June 2020 — Spot WS v1 (v1.1.0) * Added order book `checksum` ### 18 February 2020 — Spot WS v1 (v1.0.7) * Added `addOrder` and `cancelOrder` endpoints *** ## 2019 ### 1 October 2019 — Spot WS v1 (v1.0.6) * Introduced `openOrders` and `ownTrades` channels ### 4 February 2019 — Spot WS v1 (v1.0.5) * Fixed publishing of deleted price levels ### 23 January 2019 — Spot WS v1 (v1.0.4) * Added `connectionID` field to `systemStatus` message ### 18 January 2019 — Spot WS v1 (v1.0.3) * Added open prices on `ohlc` including 24-hour values * Increased timestamp precision to microseconds * Updated sandbox URL *** ## 2018 ### 24 December 2018 — Spot WS v1 (v1.0.2) * Changed timestamp field to string type ### 7 December 2018 — Spot WS v1 (v1.0.1) * Released WebSocket public market data sandbox v0.0.4 * Changed timestamp precision to milliseconds ### 28 November 2018 — Spot WS v1 (v1.0.0) * Released WebSocket public market data sandbox v0.0.3 # FIX Authentication Source: https://docs.kraken.com/exchange/guides/fix/authentication SenderCompID assignment, Logon message structure, password encoding, and session-level authentication for the Kraken Unified FIX API ## SenderCompID Every FIX message — including the initial [Logon](/exchange/api-reference/unified-fix/logon) — requires a `SenderCompID` (tag 49). This identifier is assigned to you by Kraken during onboarding. * **Spot** sessions use your standard SenderCompID * **Derivatives** sessions use a SenderCompID with a `DRV` suffix * Trading and Market Data sessions use the same SenderCompID but connect to different ports Contact your Account Manager to request your SenderCompID and connection details. ## API Key Setup Private trading sessions require an API Key with **FIX** permissions. Create one in [Kraken Pro settings](https://pro.kraken.com/app/settings/api). | Session | API Key type needed | | ------------------- | ---------------------------------------------- | | Spot trading | FIX key created under your Spot account | | Derivatives trading | FIX key created under your Derivatives account | We recommend using separate API Keys for Spot and Derivatives, even though the authentication mechanism is identical. ## Authentication Flow Market Data sessions authenticate with the SenderCompID alone. Trading sessions require an additional HMAC signature: 1. Generate a `Nonce` — current time in milliseconds since Unix epoch 2. Build the `MessageInput` string from fixed FIX fields 3. Compute `SHA256(MessageInput + Nonce)` 4. Sign it with `HMAC-SHA512` using your base64-decoded API Secret 5. base64-encode the result → this is your `Password` (tag 554) 6. Send the Logon with `UserName` (tag 553), `Password` (tag 554), and `Nonce` (tag 5025) See the [Logon](/exchange/api-reference/unified-fix/logon) page for the full field reference and code examples in Python, Node.js, Java, Go, and C#. # Book checksum (FIX) Source: https://docs.kraken.com/exchange/guides/fix/checksums How to maintain the order book and validate the CRC32 checksum on the FIX Market Data Incremental Refresh The [Market Data Incremental Refresh](/exchange/api-reference/unified-fix/mdir) message includes a CRC32 checksum (tag `5041`) with each update. Validating it confirms your local book is correctly synchronised with the exchange. The checksum is always calculated over the **top 10 price levels** regardless of subscription depth. Process all updates in a message before calculating the checksum. ## Book maintenance Each entry in the [Market Data Incremental Refresh](/exchange/api-reference/unified-fix/mdir) carries an update action: | Action | Meaning | | :--------------- | :------------------------------------ | | New (`279=0`) | A new price level was added | | Update (`279=1`) | The quantity at a price level changed | | Delete (`279=2`) | A price level was removed | ## Checksum calculation Prices and quantities in the FIX feed are sent as floats. To compute the checksum correctly, you must first determine the precision for each instrument from an [Security List Request](/exchange/api-reference/unified-fix/slr). ### Step 1 — get instrument precision Send a Security List Request for the instrument: ```text theme={null} 8=FIX.4.4|9=90|35=x|34=3|49=CLIENT|52=20231012-09:54:15.316|56=KRAKEN-MD|55=BTC/USD|320=SLS1000002|559=0|10=026| ``` The Security List response includes two precision fields: ```text theme={null} 8=FIX.4.4|9=177|35=y|49=KRAKEN-MD|56=CLIENT|34=3|52=20231012-09:54:15.317|320=SLS1000002|322=1697104455317568799|560=0|146=1|55=BTC/USD|562=0.00000001|5010=8|5011=0.0001|2349=1|5022=0.1|5032=1|10=068| ``` The two fields you need for checksum calculation: * `2349=1` — price precision is 1 decimal place * `5010=8` — quantity precision is 8 decimal places Store these values. They apply to all subsequent Market Data messages for this instrument. ### Step 2 — subscribe and receive snapshot Subscribe to Market Data for depth 10: ```text theme={null} 8=FIX.4.4|9=124|35=V|34=6|49=CLIENT|52=20231012-09:54:15.316|56=KRAKEN-MD|146=1|55=BTC/USD|262=0|263=1|264=10|265=1|267=3|269=1|269=0|269=2|10=170| ``` The [Market Data Full Refresh](/exchange/api-reference/unified-fix/mdsfr) response establishes your initial book state. No checksum is provided on the snapshot — only on subsequent incremental updates. ### Step 3 — calculate checksum on each incremental update Apply all entries in the [Market Data Incremental Refresh](/exchange/api-reference/unified-fix/mdir) to your local book before calculating the checksum. For each of the top 10 ask price levels, sorted by price **low to high**: * Format the price using the instrument's price precision → `28013.0` → `"28013.0"` * Remove `.` → `"280130"` * Remove leading zeros → `"280130"` * Format the quantity using the instrument's quantity precision → `0.00096506` → `"0.00096506"` * Remove `.` → `"000096506"` * Remove leading zeros → `"96506"` * Append `price + qty` to the asks string → `"28013096506"` For each of the top 10 bid price levels, sorted by price **high to low**, apply the same formatting and append to the bids string. Concatenate **asks + bids** strings, then pass the result to a CRC32 function. Cast the result to an unsigned 32-bit integer and compare to tag `5041` in the message. ### Example Incremental update received: ```text theme={null} 8=FIX.4.4|9=167|35=X|34=12|49=KRAKEN-MD|52=20231012-09:55:14.934|56=CLIENT|55=BTC/USD|262=0|268=1|279=1|269=1|278=O28013.0|270=28013.0|271=0.00096506|273=09:55:15.071|5041=3341325816|10=090| ``` Asks string (low → high, price precision=1, qty precision=8): ```text theme={null} 28013096506280398100000280665100000280933100000281200100000281467100000281735100000282002100000282270100000282537100000 ``` Bids string (high → low): ```text theme={null} 28003010000027999996375279699738604232770013500002757323200002713741000000270913400000267294100000267026100000266759100000 ``` Concatenated input to CRC32: ```text theme={null} 2801309650628039810000028066510000028093310000028120010000028146710000028173510000028200210000028227010000028253710000028003010000027999996375279699738604232770013500002757323200002713741000000270913400000267294100000267026100000266759100000 ``` Expected result: **`3341325816`** # FIX Introduction Source: https://docs.kraken.com/exchange/guides/fix/introduction Overview of the Kraken FIX 4.4 API — session architecture, supported messages, connectivity, and key design considerations The Kraken FIX API is a FIX 4.4 implementation for institutional and HFT clients. It provides the lowest-latency order entry path, deterministic message sequencing, cancel-on-disconnect, and session-based message replay. It covers both Spot and Derivatives markets via a single **Spot FIX API Key**. To get access, contact your Account Manager. ## Session architecture FIX sessions follow a sticky routing model: 1. **HAProxy** assigns the FIX Gateway instance with the fewest active connections on initial logon (round-robin selection). 2. **Stickiness at SenderCompID level** — once connected, all messages from that session follow the same path: FIX Gateway → OES → Trading Engine. 3. **Ordering guarantee** — NEW and CANCEL messages from the same session arrive at the Trading Engine in order. Spot and Derivatives have separate trading engines. Each FIX trading session connects to the appropriate engine based on the instrument being traded. This is distinct from WebSocket, where connections are load-balanced and two sequential messages may follow different paths to the trading engine's inbound queue. ## Supported messages | Message Type | Tag 35 | Spot | Derivatives | | :----------------------------------------- | :----: | :--: | :---------: | | NewOrderSingle | D | ✅ | ✅ | | OrderCancelRequest | F | ✅ | ✅ | | OrderCancelReplaceRequest (Amend) | G | ✅ | Coming soon | | ExecutionReport | 8 | ✅ | ✅ | | OrderStatusRequest | H | ✅ | ✅ | | OrderMassCancelRequest | q | ✅ | ✅ | | InstrumentListRequest / InstrumentList | — | ✅ | ✅ | | MarketDataRequest / Snapshot / Incremental | — | ✅ | ✅ | | TradingSessionStatusRequest / Status | — | ✅ | ✅ | On FIX, orders can only be cancelled if they were placed on the same FIX session. The exception is `OrderMassCancelRequest` (Tag 35=q), which cancels all orders on the account regardless of origin. WebSocket and REST can cancel orders from any source (FIX, WebSocket, REST, UI). Design your architecture accordingly. ## Order types All order types are handled at the Trading Engine level: | Order type | Spot | Derivatives | | :---------------------------------- | :--: | :---------: | | Market | ✅ | ✅ | | Limit | ✅ | ✅ | | Stop-Loss / Stop-Loss-Limit | ✅ | ✅ | | Take-Profit / Take-Profit-Limit | ✅ | ✅ | | Trailing-Stop / Trailing-Stop-Limit | ✅ | ✅ | | Iceberg (DisplayQty, Tag 1138) | ✅ | — | Synthetic order types (TWAP, etc.) are not yet available via FIX. They will be handled by a new Algo Engine in a future release. ## Cancel on Disconnect (CoD) Cancel on Disconnect is available for FIX sessions. When enabled, all open orders placed on the session are automatically cancelled on connection loss. CoD is configured at the session level during onboarding — contact your Account Manager to enable or modify. For manual intervention, `OrderMassCancelRequest` (Tag 35=q) cancels all orders immediately. ## ClOrdID rules Each `ClOrdID` (Tag 11) must be **unique within a trading session**. Reuse results in rejection. Recommended approaches: * UUIDs * Incrementing sequence numbers with a session prefix `ExecID` (Tag 17) is derived from `ClOrdID` at the FIX Gateway level (base32 encoded). If `ClOrdID` is a UUID, only the last 12 hex characters are recoverable from the `ExecID`. ## Self-Trade Prevention (STP) On **Spot**, STP is configured at the order level via FIX Tag 7928, or at the account level using `SenderSubID` (useful for brokers managing multiple sub-accounts): | Mode | Tag 7928 | Behaviour | | :------------ | :---------: | :-------------------------- | | Cancel Newest | 1 (default) | Arriving order is cancelled | | Cancel Oldest | 2 | Resting order is cancelled | | Cancel Both | 0 | Both orders are cancelled | On **Derivatives**, STP is managed at the account level via REST API. ## Risk and validation layers Orders pass through three validation layers before reaching the book: | Layer | Checks performed | | :------------------------ | :------------------------------------------------------ | | FIX Gateway | Message format validation, session authentication | | OES (Order Entry Service) | Account validation, instrument checks, geo-restrictions | | Trading Engine | Balance checks, self-trade prevention, order limits | Configurable client-side risk controls (fat-finger limits, max notional per order) are not currently offered. Contact your Account Manager for specific requirements. ## Hours of operation FIX sessions operate 24/7 with a logical session rollover every day at **22:00 UTC**. The rollover lasts approximately 30 seconds. Both Trading and Market Data sequence numbers reset to `0` after rollover. ## Connectivity Connections must use **TCP SSL with TLS 1.3**. ### Endpoints | Environment | Hostname | | :---------- | :---------------------------------- | | Production | `colo-london.vip-ws.kraken.com` | | UAT | `colo-london.vip-ws.uat.kraken.com` | DNS records carry a 5-minute TTL and must be treated as ephemeral. Always resolve DNS at connection time — do not bind to static IPs. ### FIX port allocation | Service | Port | | :--------------------------- | :--- | | Spot Market Data (L2) | 4000 | | Spot Trading | 4001 | | Derivatives Market Data (L2) | 4002 | | Derivatives Trading | 4003 | | Derivatives L3 Market Data | 4004 | | Spot L3 Market Data | 4005 | WebSocket and REST share TCP 443 (SSL/HTTPS). ### IP whitelisting Before logging on, your incoming IP addresses must be whitelisted. Kraken will provide your designated CompIDs, hostname, and ports during onboarding. ## Message replay FIX Gateways support standard sequence number-based replay. If a session reconnects with a lower-than-expected sequence number, the gateway replays `ExecutionReport`s from the requested sequence number, following FIX 4.4 gap-fill and resend request semantics. Duplicate messages (same sequence number) are handled per FIX protocol standards. If `PossDupFlag` (Tag 43) is set to `Y`, the message is treated as a possible duplicate. Messages with duplicate sequence numbers without the flag may trigger a sequence number resync. ## Rate limits FIX rate limits are at the **session level** for Derivatives — each FIX session has its own token bucket. For Spot, FIX shares a unified account-level bucket with WebSocket and REST. When a rate limit is reached, Kraken returns a business-level reject message on FIX. FIX sessions also include an automatic error rate safeguard: if a client generates too many errors per second, the session is automatically disconnected. The threshold can be raised on request through your Account Manager. See the [rate limits guide](/exchange/guides/general/ratelimits) for full details. ## Related guides Logon message, CompID setup, and session establishment Cross-connect specs, latency tiers, and how to apply for VIP access FIX vs WebSocket vs REST — sequencing, cancel scope, and latency OrdStatus and ExecType values in ExecutionReport (MsgType=8) Queue priority rules for reduce-only vs price/size amendments ClOrdID uniqueness, ExecID derivation, and best practices # Derivatives Introduction Source: https://docs.kraken.com/exchange/guides/futures/introduction Overview of the Kraken Derivatives (Futures) API — REST, WebSocket, and FIX access, conventions, and testing environment ## Platform overview The Kraken Derivatives platform provides access via REST, WebSocket, and FIX APIs. For FIX, refer to the [FIX introduction](/exchange/guides/fix/introduction) for session setup and authentication. The REST API provides secure access to your Derivatives account to: * Request current or historical price information * Check your account balance and PnL * View margin parameters and estimated liquidation thresholds * Place or cancel orders (individually or in batch) * View open orders, open positions, or trade history * Request a digital asset withdrawal The [WebSocket API](/exchange/guides/futures/websockets) provides real-time data channels, eliminating the need to periodically poll for frequently changing information. The API can be implemented in any language capable of managing HTTP requests. See [sample implementations](#sample-implementations) for code in Java, Python, C#, and Visual Basic .NET. ## Conventions ### Server time All timestamps are in Coordinated Universal Time (UTC). ### Unique identifiers ```text theme={null} c18f0c17-9971-40e6-8e5b-10df05d422f0 ``` Unique identifiers follow the UUID (Universally Unique Identifier) standard. ### Dates and times ```text theme={null} 2016-02-26T12:09:38.830Z ``` The API requires and returns dates in ISO 8601 format: `--
T::.Z`. The millisecond component `` is optional when provided as an argument. `Z` denotes UTC. ### Symbols The system identifies accounts, margin accounts, futures contracts, and indices through ticker symbols: | Symbol | Description | | :----------------- | :-------------------------------------------------------------- | | `xbt` | Bitcoin | | `xrp` | Ripple XRP | | `fi_xbtusd` | Bitcoin-Dollar Futures Margin Account | | `fi_xrpusd` | Ripple-Dollar Futures Margin Account | | `fi_xbtusd_180615` | Bitcoin-Dollar Futures, maturing 16:00 London time 15 June 2018 | | `in_xbtusd` | Bitcoin-Dollar Real-Time Index | | `rr_xbtusd` | Bitcoin-Dollar Reference Rate | ## Generate API keys 1. Sign in to your Derivatives account. 2. Click your **name** in the upper-right corner. 3. Select **Settings** from the drop-down menu. 4. Select the **Create Key** tab in the API panel. 5. Choose the access level: **General API:** No Access / Read Only / Full Access (excludes withdrawals) **Withdrawal API:** No Access / Full Access (controls withdrawal permissions) 6. Press **Create Key**. 7. Record your Public and Private keys somewhere safe. The private key is shown only once. You cannot view it again after closing this screen. API keys must be kept secure and never shared. If you cannot store your private key safely, do not generate it. ### Key limits Up to 50 keys can be created per account, each with a distinct nonce. ## API testing environment A fully functional demo environment is available at [demo-futures.kraken.com](https://demo-futures.kraken.com). It is completely separate from production and does not require existing account credentials. To get started: 1. Navigate to [demo-futures.kraken.com](https://demo-futures.kraken.com) 2. Click **Sign Up** — email and password are generated automatically 3. Accept the Demo Terms & Conditions and Privacy Policy 4. Note your credentials for reuse, then select **Complete Sign-Up** Once signed up, [generate API keys](#generate-api-keys) for testing. The demo API code is identical to production in terms of feeds, endpoints, and response structure. The only difference is the base URL: | Environment | Base URL | | :---------- | :-------------------------------- | | Production | `https://futures.kraken.com` | | Demo | `https://demo-futures.kraken.com` | **WebSocket (demo):** `wss://demo-futures.kraken.com/ws/v1` **REST (demo):** `https://demo-futures.kraken.com/derivatives/api/v3/tickers` ## API URLs **REST API:** ```text theme={null} https://futures.kraken.com/derivatives/api/v3/ https://futures.kraken.com/api/history/v2/ https://futures.kraken.com/api/charts/v1/ ``` **WebSocket:** ```text theme={null} wss://futures.kraken.com/ws/v1 ``` Direct access URLs for IP whitelisting are different from the above. Contact your Account Manager for whitelisted endpoint details. ## Sample implementations Sample implementations in Java, Python, C#, and Visual Basic .NET are available on GitHub: [github.com/krakenfx](https://github.com/krakenfx) If you have implemented the API in another language and would like to share it, contact support. # Derivatives Rate Limits Source: https://docs.kraken.com/exchange/guides/futures/ratelimits Request cost budgets and WebSocket connection limits for the Derivatives REST and WebSocket APIs These limits apply to Derivatives endpoints only. For Spot trading engine limits see [Spot trading limits](/exchange/guides/general/ratelimits). For Spot REST call counter limits see [REST rate limits](/exchange/guides/rest/ratelimits). ## REST Request Limits Request limits are determined from cost associated with each API call and rate limiting budgets depend on which path the endpoint uses. Public endpoints do not have a cost and therefore do not count against any rate limiting budget. For `/derivatives` endpoints, clients can spend up to 500 every 10 seconds. The below table displays the cost associated with each API call for `/derivatives` endpoints: | Endpoint | Cost | | :---------------------------------------- | ----------------- | | sendorder | 10 | | editorder | 10 | | cancelorder | 10 | | batchorder | 9 + size of batch | | accounts | 2 | | openpositions | 2 | | fills (without lastFillTime specified) | 2 | | fills (with lastFillTime specified) | 25 | | cancelallorders | 25 | | cancelallordersafter | 25 | | withdrawaltospotwallet | 100 | | openorders | 2 | | orders/status | 1 | | unwindqueue | 200 | | GET leveragepreferences | 2 | | PUT leveragepreferences | 10 | | GET pnlpreferences | 2 | | PUT pnlpreferences | 10 | | transfer | 10 | | transfer/subaccount | 10 | | subaccount/:subaccountUid/trading-enabled | 2 | | self-trade-strategy | 2 | On the [Batch Order](/api-reference/order-management/batch-order-management) endpoint, the cost is 9 + size of the batch of the requests. For example, a batch of 10 order requests, (send, edit, and or cancel) sent through the Batch Order endpoint would cost 19. If the API limit is exceeded, the API will return `error` equal to `apiLimitExceeded`. For the FIX API the API Limit is done at the `CompID` level. For `/history` endpoints, clients have a pool of up to 100 tokens that continually replenishes at a rate of 100 every 10 minutes. The below table displays the cost associated with each API call for `/history` endpoints. The accountlog rate limit cost varies on the optional 'count' parameter (default count is 500): | Endpoint | Cost | | :-------------------------------- | ---- | | historicalorders | 1 | | historicaltriggers | 1 | | historicalexecutions | 1 | | accounglogcsv | 6 | | accountlog (count: 1 - 25) | 1 | | accountlog (count: 26 - 50) | 2 | | accountlog (count: 51 - 1000) | 3 | | accountlog (count: 1001 - 5000) | 6 | | accountlog (count: 5001 - 100000) | 10 | ### Example The following shows the return of call of the `sendorder` endpoint where the API limit has been exceeded. ```json theme={null} { "result": "error", "serverTime": "2016-02-25T09:45:53.818Z", "error": "apiLimitExceeded" } ``` ## Websocket Limits There are limits to both the number of connections a client can have open concurrently and the number of requests an individual connection can make. Limit values are subject to change and additional limits may be added in the future. The current limits are: | Resource | Allowance | Replenish Period | | ----------- | --------- | ---------------- | | Connections | 100 | N/A | | Requests | 100 | 1 second | # Derivatives REST Source: https://docs.kraken.com/exchange/guides/futures/rest Authentication, request format, and response structure for the Derivatives REST API ## Authentication **Authentication Flow for v3 endpoints:** We have updated the authentication flow for `/derivatives/*` endpoints as of 20th February 2024 to align with best practices and ensure higher security standards. For more information, see [Upcoming Changes](#upcoming-changes). Calls to endpoints requiring authentication must include the following HTTP headers: `APIKey` and `Authent`. A third header, `Nonce`, may also be included (this is optional). | Header name | Value | | | ----------- | -------------------------------- | -------- | | APIKey | Public api key (not the secret!) | required | | Authent | Authentication string | required | | Nonce | A unique incrementing nonce | optional | Some HTTP endpoints allow performing sensitive operations such as placing orders or requesting a digital asset withdrawal. These private endpoints can therefore be called only through encrypted requests, and an authentication string (`Authent`) must be included in each such request. `Authent` is computed from the following inputs: ### PostData `postData` represents the parameters sent to an HTTP endpoint, formatted as a `&` concatenated string in the form `=`. The specific parameters required vary by endpoint. *Example:* `symbol=fi_xbtusd_180615` ### Nonce `Nonce` is a continuously incrementing integer parameter. A good nonce is your system time in milliseconds (in string format). Our system tolerates nonces that are out of order for a brief period of time. Nonce is **not** required. *Example:* `1415957147987` Many authentication issues are related with incorrect `Nonce`. A new pair of api keys will automatically reset the nonce and resolve these issues. ### Endpoint Path `endpointPath` This is the URL extension of the endpoint. *Example:* `/api/v3/orderbook` ### API Secret The `api_secret` is obtained as described under \[generate-api-keys]. *Example:* `rttp4AzwRfYEdQ7R7X8Z/04Y4TZPa97pqCypi3xXxAqftygftnI6H9yGV+OcUOOJeFtZkr8mVwbAndU3Kz4Q+eG` ### Authent Based on these inputs, `Authent` needs to be computed as follows: 1. Concatenate `postData` + `Nonce` + `endpointPath` 2. Hash the result of step 1 with the [SHA-256 algorithm](https://en.wikipedia.org/wiki/SHA-2) 3. [Base64-decode](https://en.wikipedia.org/wiki/Base64) your `api_secret` 4. Use the result of step 3 to hash the result of the step 2 with the [HMAC-SHA-512 algorithm](https://en.wikipedia.org/wiki/Hash-based_message_authentication_code) 5. [Base64-encode](https://en.wikipedia.org/wiki/Base64) the result of step 4 ### Upcoming Changes | Before | After | | ----------------------------------------------------------------------------------------------------------------------------- | ----------------------------------------------------------------------------------------------------------------------------------------------------- | | Users were required to hash query string parameters before url-encoding for Authent generation, e.g., `greeting=hello world`. | The authentication process will now require hashing the full, url-encoded URI component as it appears in the request, e.g., `greeting=hello%20world`. | This update is particularly relevant for the batchorder endpoint, which accepts a JSON body in its query parameters. For the time being, this change is backward compatible. The API will accept both Authent generation methods described above. However, we aim to phase out the old method (hashing decoded query string parameters) on October 1st, 2025 to maintain the highest security standards. We strongly encourage all users to transition to the new method as soon as possible to ensure seamless service continuity. ### Authentication example Inclusion of HTTP headers in Java where `apiKey`, `nonce`, and `authent` are determined as described in this section. For full working examples in different programming languages, see \[Sample Implementations]\[sample-implementations]. ```java theme={null} String url = "https://futures.kraken.com/derivatives/api/v3/sendOrder"; URL obj = new URL(url); HttpURLConnection con = (HttpURLConnection) obj.openConnection(); ... con.setRequestProperty("APIKey", apiKey); con.setRequestProperty("Nonce", nonce); con.setRequestProperty("Authent", authent); ``` ## Calls and Returns ### Calls Calls to endpoints that do not change the state of the server should be submitted with request type `GET` and with request parameters submitted in the URL. Calls to endpoints that do change the state of the server should be submitted with request type `POST` or `PUT` and with request parameters submitted in the request body. ### Returns > Example response of a successful call to the `sendorder` endpoint. ```json theme={null} { "result": "success", "serverTime": "2016-02-25T09:45:53.818Z", "sendStatus": { "receivedTime": "2016-02-25T09:45:53.601Z", "status": "placed", "order_id": "c18f0c17-9971-40e6-8e5b10df05d422f0" } } ``` The API's returns are in JSON format. If the call was successful, the return includes the requested information or feedback on the requested action. If a call was successful, the `result` key in the root structure will have the value `success`. > Example response of a successful call to the `sendorder` endpoint where the desired operation was not performed. ```json theme={null} { "result":"success", "serverTime":"2016-02-25T09:45:53.818Z", "sendStatus":{ "receivedTime":"2016-02-25T09:45:53.601Z", "status":"insufficientAvailableFunds" } } ``` Note that if a call comes back with `result` equal to `success`, this merely means that the request has been received and assessed successfully. It does not necessarily mean that the desired operation has been performed. Details on the operation's status are returned in a status key, where applicable. # Derivatives WebSocket Source: https://docs.kraken.com/exchange/guides/futures/websockets Authentication, subscriptions, and real-time feeds for the Kraken Derivatives WebSocket API ## Endpoint ```text theme={null} wss://futures.kraken.com/ws/v1 ``` ## Keeping the connection alive Send a ping request at least every 60 seconds to keep the connection open. See the [sample implementation](https://github.com/CryptoFacilities/WebSocket-v1-Python/blob/master/cfWebSocketApiV1.py#L138) for reference. ## Snapshots and updates Most feeds send a snapshot of the current state first, followed by real-time incremental updates. ## Authentication Private feeds require a signed challenge. The process: 1. Connect to the WebSocket endpoint. 2. Send a request to obtain a challenge (using your `api_key`). 3. Sign the challenge with your `api_secret` (see [Sign challenge](#sign-challenge) below). 4. Include both `original_challenge` and `signed_challenge` in every subscribe/unsubscribe message for private feeds. ## Sign challenge ### Signing steps Given a `challenge` string: 1. Hash the challenge with [SHA-256](https://en.wikipedia.org/wiki/SHA-2) 2. [Base64-decode](https://en.wikipedia.org/wiki/Base64) your `api_secret` 3. Hash the result of step 1 with the result of step 2 using [HMAC-SHA-512](https://en.wikipedia.org/wiki/Hash-based_message_authentication_code) 4. [Base64-encode](https://en.wikipedia.org/wiki/Base64) the result of step 3 The result of step 4 is the `signed_challenge`. ### Example | Field | Value | | :----------------- | :----------------------------------------------------------------------------------------- | | `challenge` | `c100b894-1729-464d-ace1-52dbce11db42` | | `api_secret` | `7zxMEF5p/Z8l2p2U7Ghv6x14Af+Fx+92tPgUdVQ748FOIrEoT9bgT+bTRfXc5pz8na+hL/QdrCVG7bh9KpT0eMTm` | | `signed_challenge` | `4JEpF3ix66GA2B+ooK128Ift4XQVtc137N9yeg4Kqsn9PI0Kpzbysl9M1IeCEdjg0zl00wkVqcsnG4bmnlMb3A==` | The challenge is a [UUID](https://en.wikipedia.org/wiki/Universally_unique_identifier) string. ## Subscribe request ```json theme={null} { "event": "subscribe", "feed": "ticker", "product_ids": [ "PI_XBTUSD", "FI_ETHUSD_210625" ] } ``` For private feeds, include the challenge fields: ```json theme={null} { "event": "subscribe", "feed": "open_orders", "api_key": "", "original_challenge": "", "signed_challenge": "" } ``` # Spot Atomic Amends Source: https://docs.kraken.com/exchange/guides/general/amends How atomic amends work, how they differ from legacy edit transactions, and which fields can be modified in-place without losing queue priority The atomic amend model is a fast, single phase transaction that enables clients to modify order parameters in-place within the trading engine. A single order will be maintained across the lifetime of amend transactions. Each amended order will: * Keep the same order identifiers assigned by Kraken and/or client. * Keep the execution information on the order for any previous fills. * Keep queue priority in the order book where possible. **Example**: using `AmendOrder` endpoint to modify both order quantity and limit price by client order identifier. ```json theme={null} { "nonce": 1695828490, "cl_ord_id": "6d1b345e-2821-40e2-ad83-4ecb18a06876", "order_qty": "1.25", "limit_price": "690795" } ``` ## How atomic amends compare to legacy edit transactions ### Legacy Edit Transactions The legacy `editOrder` endpoints are implemented using a **cancel-new** transaction model in the engine. This offers an effective and clean model for adjusting many of the core order attributes but also has some disadvantages. The cancel-new model has multiple phases: a cancel phase, a creation phase for a new order, and a copy phase for order attributes. Latency is introduced as each phase requires validation, persistence, and new identifiers. Caveats are introduced because the cancel phase loses some order state. Fill information for any executions is attached to the previous order and cannot be copied to the new one. From a client perspective, legacy edit transactions have the following limitations: * Latency is introduced due to multiple phases of processing and persistence. * The client needs to chain order identifiers to track changes to an order. * Orders always lose priority in the price queue. * The loss of fill information on the order makes the transaction difficult to use when trading around the market price. ### Atomic Amend Benefits Atomic amends address these limitations with significant performance gains: * Atomic amends are **faster than legacy edit transactions** within the engine due to a reduction in phases. * Atomic amends are **faster than creating a new order** given they adjust the existing order in the book. * Given the efficiency increase, **higher rate limits** are available on atomic amends. See [trading engine limits](/exchange/guides/general/ratelimits). * Due to better handling of race conditions, systematic clients are no longer required to initiate their own cancel-new transactions, reducing risk, number of transactions, I/O, and latency. ### API Support The atomic amend transactions are supported in the following APIs: * REST [/AmendOrder](/api-reference/trading/amend-order) * WebSocket v2 [amend\_order](/exchange/api-reference/spot-websocket-v2/amend_order) and v1 [amendOrder](/exchange/api-reference/spot-websocket-v1/amendorder) * FIX [cancel-replace 35=G](/exchange/api-reference/unified-fix/ocrr) The amend history for an order can be retrieved using the REST [/OrderAmends](/api-reference/account-data/get-order-amends) endpoint. ### Amending Below Fill Quantity To keep the behaviour consistent with the client intentions (i.e. not to trade above given order quantity), amending the order quantity to below the filled quantity will be accepted. The order quantity will be amended to match the filled quantity and the remaining order is canceled back to the client. In terms of rate limits, if an order is cancelled by an amend it has the standard cancel rate limit penalty. ## Supported Fields The atomic amend model allows modification of the price and quantity fields. Single or multiple parameters can be amended in a transaction. * Order limit price. * Order trigger price. * Order quantity. * Display quantity on iceberg orders. All other order attributes are not amendable. If the order type, margin characteristics or the lifetime attributes (start, end, time-in-force) need to be changed then cancel the existing order and resend a new one. ## Identifiers The order to be amended can be identified by either: * **Kraken order identifier**: the Kraken order identifier is unique over all order history and is received following the creation of a new order, e.g. `OGYHBI-KTAUP-5TC3HO`. * **Client order identifier**: `cl_ord_id` are generated by the client and passed as a parameter on new orders, they are enforced to be unique over open orders and can be a UUID or text string, e.g.`2c6be801-1f53-4f79-a0bb-4ea1c95dfae9`. ### Post Only For changes to limit price, an additional `post_only` attribute can be added to the transaction. The `post_only` flag will cause the amend to be rejected if the transaction would cause an immediate match in the book. This prevents clients from inadvertently crossing the spread and taking liquidity. ## Queue Priority The matching engine uses a central limit order book (CLOB) model that matches orders on a price-time priority basis. Keeping queue priority can be important, especially for illiquid assets. The impact of an amend on queue priority depends on which field is amended, see table below. | Field | Amend Up | Amend Down | Notes | | ----------------- | :------------------------------------------------------------------------------------------------------------------ | :----------------------------------------------------- | :------------------------------------------------------------ | | Order Quantity | Order placed at back of price queue. | Order maintains position in price queue. | | | Display Quantity | Displayed order maintains position in the price queue, the next iceberg reload will be at the new display quantity. | Displayed order maintains position in the price queue. | Iceberg orders only. | | Order Limit Price | Order placed at back of new price queue. | Order placed at back of new price queue. | | | Trigger Price | No impact. | No impact. | Trigger based orders are placed in the book after triggering. | ## Iceberg Order Types Iceberg orders show display size resting in the price queue with the remaining order quantity hidden. When the display quantity fully fills, the iceberg order appends the more quantity to the back of the visible price queue from the hidden residual. The iceberg display size parameter is a maximum quantity to show in the book, the amount of quantity in the market at any time can be less than display size but never more. Amending display size will always try to maintain queue priority: amending down will maintain existing queue position and amending up will come into effect next reload cycle. To avoid very granular trading of iceberg orders, there is a restriction on display size which must be greater than or equal to 1/15 of order remaining size. This validation is performed on amendment of both display quantity and order quantity for iceberg orders. ## Chaining of Unacknowledged Requests For the FIX API, chaining of *unacknowledged* amends and cancels is fully supported. They are guaranteed to be processed in sequence by the API layer and the trading engine. For websockets API, the sequence of *unacknowledged* amends and cancels is **not** guaranteed. The sequence of transactions is not deterministic, the API hot path depends on the load balancing of processes and threads. ## Caveats * Orders with conditional close terms attached are not supported by the atomic amend model. # Choose your protocol Source: https://docs.kraken.com/exchange/guides/general/api-comparison REST, WebSocket, and FIX — differences, trade-offs, and when to use each Kraken's Spot and Derivatives markets run on **separate trading engines**, each with its own endpoints and latency characteristics. The right protocol combination depends on which market you trade. Spot offers three protocols. They share the same rate limit counter — choose based on your latency requirements and feature needs. | | REST | WebSocket | Unified FIX | | :-------------------- | :--------------: | :--------------: | :-----------------: | | Connection model | Request/response | Persistent | Persistent session | | Latency profile | Higher, variable | Low | Lowest (colocation) | | Market data | ✅ | ✅ | ✅ | | Order entry | ✅ | ✅ | ✅ | | Account data | ✅ | ✅ | — | | L3 order book | ✅ | ✅ (v2 only) | ✅ | | Order amend | ✅ | ✅ | ✅ (MsgType=G) | | Cancel on disconnect | — | — | ✅ | | FIX message replay | — | — | ✅ | | Funding / Earn | ✅ | — | — | | Subaccount management | ✅ | — | — | | FIX broker allocation | — | — | ✅ (Tags 78/79) | | Authentication | HMAC-SHA512 | Token (via REST) | Spot FIX API Key | | Colocation | — | ✅ | ✅ | Best for: operational tasks that don't require real-time streaming — checking balances, querying order history, managing deposits and withdrawals, Earn, sub-account transfers. Not recommended for: latency-sensitive order entry or real-time market data. Each request incurs a full HTTP round-trip. Base URL: `https://api.kraken.com` Best for: most systematic trading use cases. Real-time order updates, market data streaming, L3 book, and order entry in a single persistent connection. The recommended choice for new integrations. Limitations: no Funding or Earn endpoints (use REST for those), no cancel-on-disconnect. Endpoint: `wss://ws.kraken.com/v2` Best for: institutional and HFT clients requiring the lowest latency, deterministic message sequencing, cancel-on-disconnect, and session-based message replay. Available for colocated deployments alongside WebSocket. Uses a **Spot FIX API Key** pre-configured with the correct permissions. Covers both Spot and Derivatives in a single session. Limitations: requires NDA and VIP status for production colocation. Cannot cancel orders from a different FIX session. No account data endpoints. Derivatives has its own trading engine with a separate REST API and WebSocket feed. For lowest-latency order management, use the Unified FIX API. | | REST | WebSocket | Unified FIX | | :------------------- | :--------------: | :--------------------: | :-----------------: | | Connection model | Request/response | Persistent (streaming) | Persistent session | | Latency profile | Higher, variable | Low | Lowest (colocation) | | Market data | ✅ | ✅ | ✅ | | Order entry | ✅ | — | ✅ | | Account data | ✅ | ✅ | — | | L3 order book | — | — | ✅ | | Order amend | ✅ | — | ✅ (MsgType=G) | | Cancel on disconnect | — | — | ✅ | | FIX message replay | — | — | ✅ | | Authentication | HMAC-SHA512 | API Key | Spot FIX API Key | | Colocation | ✅ | ✅ | ✅ | Derivatives WebSocket is for **streaming market data and account updates only**. Order entry is handled via REST or Unified FIX. Both REST and WebSocket are available for colocated Derivatives deployments. Best for: order management, position queries, account data, funding, and any operation requiring a confirmed response. Available in colocation. Base URL: `https://futures.kraken.com/derivatives/api/v3` Best for: real-time market data feeds, account balance updates, and position streaming. Not used for order entry — pair with REST or Unified FIX for order management. Endpoint: `wss://futures.kraken.com/ws/v1` Available in colocation alongside REST. Best for: lowest-latency order management on Derivatives. Covers both Spot and Derivatives via a single **Spot FIX API Key** — no separate Derivatives FIX credentials required. Provides deterministic message sequencing, cancel-on-disconnect, and session-based message replay. Available in colocation. When trading both markets, each has its own trading engine. The Unified FIX API is the only protocol that covers both markets in a single session. | Protocol | Spot | Derivatives | Colocation | | :-------------------- | :--: | :-----------: | :--------: | | Spot REST | ✅ | — | — | | Spot WebSocket | ✅ | — | ✅ | | Derivatives REST | — | ✅ | ✅ | | Derivatives WebSocket | — | ✅ (streaming) | ✅ | | Unified FIX | ✅ | ✅ | ✅ | **Recommended setup:** | Need | Protocol | | :--------------------------------- | :------------------------------ | | Spot order entry, low latency | WebSocket v2 or Unified FIX | | Derivatives order entry | Unified FIX or Derivatives REST | | Spot market data | Spot WebSocket v2 | | Derivatives market data | Derivatives WebSocket | | Balances, history, funding | Spot REST | | Lowest latency across both markets | Unified FIX (colocation) | Rate limits are separate: Spot limits are shared across Spot REST, WebSocket, and the Spot leg of FIX. Derivatives limits run independently on a per-session basis for FIX and per-account for REST. ## Rate limits | Protocol | Rate limit scope | | :--------------- | :-------------------------------------------------- | | Spot REST | Account level — shared with Spot WebSocket and FIX | | Spot WebSocket | Account level — shared with Spot REST and FIX | | Spot FIX | Account level — shared with Spot REST and WebSocket | | Derivatives FIX | Session level — each FIX session has its own bucket | | Derivatives REST | Account level — separate from Derivatives FIX | If you run parallel order management systems across multiple protocols on Spot, they share a single rate counter. A burst on one will affect capacity on the others. ## Symbol formats The same instrument has different identifiers across protocols: | Instrument | REST | WebSocket | FIX (Symbol) | | :-------------------------- | :---------------------- | :---------- | :----------- | | Bitcoin / USD | `XXBTZUSD` or `XBT/USD` | `BTC/USD` | `XBT/USD` | | Ethereum / USD | `XETHZUSD` or `ETH/USD` | `ETH/USD` | `ETH/USD` | | BTC Perpetual (Derivatives) | `PI_XBTUSD` | `PI_XBTUSD` | `PI_XBTUSD` | WebSocket v2 and REST accept the more readable format (e.g. `BTC/USD`). FIX uses the same short format. REST also accepts the legacy Kraken format (e.g. `XXBTZUSD`) for backwards compatibility. ## Cancel scope | Protocol | Can cancel orders placed via | | :--------------------------- | :----------------------------- | | REST | Any source (REST, WS, FIX, UI) | | WebSocket | Any source (REST, WS, FIX, UI) | | FIX (single order cancel) | **Same FIX session only** | | FIX (OrderMassCancelRequest) | All orders on the account | This is a critical architectural consideration. If your FIX session disconnects and reconnects as a new session, you cannot cancel orders from the previous session using FIX `OrderCancelRequest` — you must use `OrderMassCancelRequest` or fall back to REST/WebSocket. ## Sequencing guarantees **FIX (sticky routing):** Each FIX session is bound to a specific FIX Gateway instance and follows a deterministic path to the trading engine. New orders and cancels from the same session arrive in order at the engine. **WebSocket (non-sticky):** Connections are load-balanced. Two messages sent on the same connection may follow different paths and arrive out of order at the engine's inbound queue. **REST:** No ordering guarantees between separate HTTP requests. For strategies where the sequence of a cancel and a new order matters (e.g. cancel-replace at a specific price), FIX provides the strongest guarantee. ## WebSocket v1 vs v2 | Feature | v1 | v2 | | :------------------ | :------------ | :----------------- | | Message format | Array | Object | | L3 order-by-order | — | ✅ | | Book checksum | Updates only | Snapshot + updates | | Timestamp precision | Epoch sec, μs | ISO 8601, μs | | Trade ID | — | Sequential int | | New features | Frozen | Active development | v1 is maintained for existing integrations. All new integrations should use v2. ## Related guides Set up your first API key and place your first order How order states and transitions work across all protocols Low-latency connectivity tiers — from cloud to cross-connect Handle disconnects, re-subscription, and state reconciliation How rate limits work across REST, WebSocket, and FIX Full list of error codes and how to handle them # Spot Client Order Identifiers Source: https://docs.kraken.com/exchange/guides/general/clordid How to use cl_ord_id — client-assigned order identifiers — to track and manage orders across REST, WebSocket, and FIX The `cl_ord_id` parameter enables clients to tag orders with their own text or UUID identifiers for tracking and managing transactions across all Kraken APIs. ## What is cl\_ord\_id? The `cl_ord_id` terminology is borrowed from Financial Information eXchange (FIX) protocol. It is a parameter used as a "client order identifier" for tracking and managing transactions. ### Why cl\_ord\_id matters It's essential for clients to communicate about specific orders without confusion, and the `cl_ord_id` provides a unique identifier for each open order. The client assigns a `cl_ord_id` on order placement and Kraken uses this identifier to provide status updates back to the client. Kraken verifies `cl_ord_id` uniqueness across open orders for each client. FIX protocol extends this uniqueness check to across open orders and FIX session. The `cl_ord_id` is particularly important when it comes to managing flow. If a client wants to cancel or amend an order, they can provide the `cl_ord_id` of that order in the request. ## Comparing Order Identifiers Kraken has a range of order identifiers with different characteristics. The client can choose the combination of identifiers to best fit their requirements. | Characteristic | cl\_ord\_id | Kraken Id | Userref | | ------------------- | --------------------------------------------------- | --------------------------------------------------------------------- | ---------------------------------------------- | | Format | string | string | number | | Encoding | UUID, free text | Kraken proprietary | +/- integer | | Example | `d15708c1-dbb6-465d-b77d-47258319cc90` | `OCNNCT-MEB2I-2XGM7L` | `123948576` | | Enforced Uniqueness | Open orders (+ FIX session) per client | Open and closed orders for all clients | None | | Assigned By | Client | Kraken | Client | | Good For | Managing daily flow with client preferred id format | Record keeping (unique across all orders over time) and managing flow | Tagging groups of orders with single reference | `cl_ord_id` and `userref` are mutually exclusive — they cannot both be used on the same order. ## Format and Performance `cl_ord_id` supports 3 different formats, depending on the length of the string: | Format | Description | Example | | ---------- | ------------------------------------------ | -------------------------------------- | | Long UUID | 32 hex characters separated with 4 dashes | `6d1b345e-2821-40e2-ad83-4ecb18a06876` | | Short UUID | 32 hex characters with no dashes | `da8e4ad59b78481c93e589746b0cf91f` | | Free text | Free format ASCII text up to 18 characters | `meme-20240509-00010` | Under the covers, the strings are stored as a 128-bit integer for efficiency and performance. A 128-bit integer is much more space efficient than a 36-character string. Operations and indexing on integers is more efficient than strings, meaning checking uniqueness and queries for orders can be much faster. ## Example: Order Management with UUID **New Order:** Client creates a new passive order with UUID as `cl_ord_id` ```json theme={null} { "method": "add_order", "params": { "order_type": "limit", "side": "buy", "limit_price": 60299.9, "order_qty": 1.0, "symbol": "BTC/USD", "cl_ord_id": "0835958d-c526-4ad8-aea8-af54836de47e" } } ``` **Cancel Order:** Client cancels the order using `cl_ord_id` (a list of identifiers is supported) ```json theme={null} { "method": "cancel_order", "params": { "cl_ord_id": [ "0835958d-c526-4ad8-aea8-af54836de47e" ] } } ``` ## FIX Protocol Guidelines In the FIX protocol, the Tags ClOrdID and OrigClOrdID (Tags `11` and `41`) are mapped to the ClOrdID format as described above. This means that these order parameters are no longer limited to INT32. Instead, FIX ClOrdID now supports UUIDs. The adoption of UUIDs, specifically timestamp-first version 4 UUIDs, significantly improves the efficiency and uniqueness of order identifiers. Unlike traditional INT32 identifiers, UUIDs offer a virtually limitless address space, greatly reducing the risk of identifier collisions and enhancing the robustness of the trading system. ### Timestamp-First v4 UUIDs * **Structure**: Timestamp-first v4 UUIDs start with a timestamp, ensuring that each generated UUID is unique and sequential based on the time of creation. * **Uniqueness**: These UUIDs combine the uniqueness of version 4 UUIDs with the time-based ordering, making them ideal for high-frequency trading environments. * **Compatibility**: They are fully compatible with existing systems that support UUIDs, ensuring a smooth transition and integration. ### Implementation Guidelines To improve the efficiency of the FIX API, clients are required to send a ClOrdID of either: * **Ever-Increasing Positive Numbers**: Clients can use ever-increasing positive numbers, such as nanosecond timestamps, to ensure the uniqueness and sequential nature of the identifiers. * *Example*: Using the current microsecond timestamp as the ClOrdID, such as `1623448294234000` (the field is max 18 characters) * **Timestamp-First v4 UUIDs**: Alternatively, clients can adopt timestamp-first v4 UUIDs, which provide a robust and scalable solution for order identification. * *Example*: A timestamp-first v4 UUID might look like `1b4e28ba-2fa1-11d2-883f-0016d3cca427`, where the initial part (`1b4e28ba-2fa1`) of the UUID represents the timestamp. # Colocation and connectivity Source: https://docs.kraken.com/exchange/guides/general/colocation Low-latency connectivity options for Kraken's trading infrastructure, from cloud to direct cross-connect Kraken's core trading infrastructure — both Spot and Derivatives engines — is hosted at Equinix in London. This page covers connectivity options and latency expectations. ## Connectivity tiers | Option | Typical RTT | Requirements | APIs available | | :-------------------------------- | :---------- | :--------------------------------------- | :------------------- | | Direct colocation (cross-connect) | \~200 μs | VIP status, NDA, Equinix London presence | FIX, WebSocket, REST | | Beeks Financial Cloud | \~200 μs | Beeks VPS or Bare Metal subscription | FIX, WebSocket, REST | | AWS London (eu-west-2) | \~2 ms | IP whitelisting or VPC Peering | FIX, WebSocket, REST | | BSO / Avelacom (Tokyo) | \~140 ms | Provider subscription | FIX, WebSocket, REST | | BSO / Avelacom (US ↔ London) | \~60 ms | Provider subscription | FIX, WebSocket, REST | REST is available at all connectivity tiers but is not optimised for low-latency order entry. Use FIX or WebSocket for latency-sensitive trading. ## Direct colocation Direct colocation gives you a physical cross-connect to Kraken's infrastructure at Equinix London. **Requirements:** * VIP client status (existing volume threshold or qualifying planned volume) * NDA signed with Kraken (datacenter location and cross-connect specs are disclosed under NDA) * Infrastructure in Equinix London (or plans to deploy) Once approved, Kraken issues two Letters of Authorization (LOAs) for provisioning dual diverse cross-connects. Contact your Account Manager to begin the onboarding process. ## Beeks Financial Cloud Beeks provides managed VPS and Bare Metal hosting in Equinix London, in the same campus as Kraken's infrastructure. Latency is comparable to direct cross-connect (\~200 μs app-level RTT). Beeks is the recommended path for clients who want ultra-low latency without managing their own Equinix cage. Contact [Beeks](https://www.beeksgroup.com) to set up a subscription, then coordinate with your Kraken Account Manager for connectivity. ## AWS London Connect via public endpoints with IP whitelisting (all tiers) or VPC Peering (VIP clients). * Latency: \~2 ms * IP whitelisting instructions are provided during onboarding * Suitable for systematic strategies that are not latency-critical ## Global connectivity (BSO / Avelacom) For clients connecting from Tokyo or the US, Kraken partners with BSO and Avelacom for dedicated low-latency cross-border connectivity. | Route | Typical latency | | :------------- | :-------------- | | London ↔ Tokyo | \~140 ms | | London ↔ US | \~60 ms | Both providers offer private, dedicated fiber — not shared internet. Kraken is provider-agnostic; choose based on your existing relationships and geographic requirements. ## Related guides FIX 4.4 session setup, hours of operation, and connectivity details Logon message and session authentication Latency and feature trade-offs across REST, WebSocket, and FIX # Error messages Source: https://docs.kraken.com/exchange/guides/general/errors All error codes returned by the Kraken Spot REST API, organized by category, with causes and handling guidance Kraken API errors follow a consistent format: a string beginning with a capital-E category prefix, followed by a colon-separated description. Every response includes an `error` array — if non-empty, the request failed. ```json theme={null} { "error": ["EAPI:Invalid key"], "result": {} } ``` ## Authentication errors **Cause:** The `API-Key` header is missing, malformed, or refers to a key that has been deleted or revoked. **Fix:** Verify the key exists in your Kraken account under Settings → API. Regenerate if needed and update your client. Repeated occurrences trigger `EGeneral:Temporary lockout`. **Cause:** The `API-Sign` header does not match the expected HMAC-SHA512 signature. **Common causes:** * Wrong API secret (base64-decoded correctly?) * Nonce or POST body included in the wrong order * Extra whitespace or encoding issue in the payload **Fix:** Review the [authentication guide](/exchange/guides/rest/authentication) and reproduce the signature step-by-step. Use the API test endpoint `/0/private/Balance` with a minimal payload to isolate the issue. **Cause:** The nonce submitted is less than or equal to the last accepted nonce for this API key. **Fix:** Use a monotonically increasing nonce. The most reliable source is the current Unix timestamp in milliseconds. If multiple threads share the same API key, use a counter with a mutex, not the system clock. **Cause:** Too many sequential `EAPI:Invalid key` errors. The account is temporarily locked to prevent brute-force attempts. **Fix:** Wait for the lockout to expire (typically a few minutes). Do not retry with the same invalid key — each attempt resets the timer. **Cause:** The API key exists and authenticated correctly, but does not have the permission required for this endpoint. **Fix:** Check which permissions the key has under Settings → API. Add the required permission or use a different key that has it. **Cause:** The account has been temporarily suspended, usually due to security concerns or compliance review. **Fix:** Contact Kraken support. **Cause:** The account email has not been verified. **Fix:** Complete email verification before making authenticated requests. **Cause:** Too many authentication attempts in a short period. **Fix:** Back off and retry. Do not hammer the auth endpoints. ## Order errors **Cause:** The account does not have enough available balance to place this order (for the quote currency on buys, base currency on sells). **Fix:** Check your balance via `/0/private/Balance` or `BalanceEx`. Account for any fees that will be deducted. **Cause:** The order volume is below the `ordermin` for this pair. **Fix:** Query `/0/public/AssetPairs` and check the `ordermin` field. Increase the order size. **Cause:** The total cost (price × volume) is below the `costmin` for this pair. **Fix:** Check `costmin` in `/0/public/AssetPairs`. Increase price or volume so their product exceeds the minimum. **Cause:** The price submitted is not a valid multiple of the pair's `tick_size`. **Fix:** Round your price to the nearest valid tick. `tick_size` is returned by `/0/public/AssetPairs`. **Cause:** The submitted price is zero, negative, or otherwise invalid. **Fix:** Validate price inputs before sending. Market orders should not include a price parameter. **Cause:** The account's order rate limit counter has reached its threshold. **Fix:** See the [rate limits guide](/exchange/guides/rest/ratelimits). Slow down order placement and cancellation. Consider using `amend` instead of cancel + replace. **Cause:** The account has too many open orders. **Fix:** Cancel some open orders before placing new ones. See [rate limits](/exchange/guides/rest/ratelimits) for the open order cap by tier. **Cause:** The domain rate limit (master + all sub-accounts) has been reached. **Fix:** Rate limit is shared across all sub-accounts. Reduce order activity across the whole account group. See [sub-accounts](/exchange/guides/general/subaccounts). **Cause:** Too many scheduled (trigger) orders are open simultaneously. **Fix:** Cancel some scheduled orders before adding more. **Cause:** The account has reached the maximum number of open margin positions. **Fix:** Close existing positions before opening new ones. | Error | Cause | | :-------------------------------------- | :------------------------------------------------------------------------------- | | `EOrder:Reduce only:Non-PC` | Reduce-only flag submitted on a non-perpetual-contract pair | | `EOrder:Reduce only:No position exists` | Reduce-only order submitted but no open position exists for this market | | `EOrder:Reduce only:Position is closed` | Order would flip the position — it partially fills and the remainder is canceled | **Fix:** Only use `reduce_only` when you have an open position in the matching direction. **Cause:** The referenced position ID does not exist or belongs to a different account. **Fix:** Verify the position ID via `/0/private/OpenPositions`. ## Margin errors **Cause:** The account tier or account type is not eligible for margin trading. **Fix:** Upgrade your account tier or complete margin trading verification. Check eligibility in your account settings. **Cause:** The order would exceed the account's total margin allowance. **Fix:** Reduce position size or close existing positions. **Cause:** The account has insufficient equity or collateral to support this position. **Fix:** Add funds or reduce open position size to restore margin level. **Cause:** The order would cause the account to exceed the maximum allowed position size for this pair. **Fix:** Check the pair's position size limit. Reduce order size. **Cause:** Kraken's exchange-side margin pool does not have sufficient funds for this trade. This is a platform-level constraint, not an account issue. **Fix:** Retry later. If this persists, contact support. ## Service errors **Cause:** The matching engine or API is offline, typically during a maintenance window. **Fix:** Check the [system status](https://status.kraken.com) page. Implement backoff and retry logic. Subscribe to the `status` WebSocket channel for advance notice. **Cause:** The market is in `cancel_only` mode — no new orders can be placed, only cancellations. **Fix:** Wait for the market to return to normal. Check `SystemStatus` endpoint or the `status` WebSocket channel. **Cause:** The market is in `post_only` mode — only maker orders are accepted. **Fix:** Submit limit orders with `post_only=true`, or wait for normal mode to resume. **Cause:** The request timed out before the trading engine processed it. Can occur if the `deadline` parameter was set too short, or under high load. **Fix:** Increase your deadline or remove it. Before retrying, check `OpenOrders` — the order may have been placed despite the timeout. ## General errors **Cause:** The request payload is malformed, missing required parameters, or contains invalid values. **Fix:** Validate all parameters against the endpoint documentation before sending. Check for incorrect types (string vs number), missing required fields, or unknown parameters. **Cause:** Index pricing is unavailable for stop or profit orders on this pair. **Fix:** Use a limit price instead of an index-based trigger for this pair. **Cause:** An unexpected error occurred on Kraken's side. The error may include a numeric code (e.g. `EGeneral:Internal error:5`). **Fix:** Retry with exponential backoff. If the error persists, contact Kraken support with the full request details and timestamp. **Cause:** The trade request is structurally invalid. **Fix:** Review the endpoint documentation. Ensure all required fields are present and correctly typed. **Cause:** The account does not have the permissions required to perform this action. **Fix:** Contact Kraken support or check account tier requirements. ## Funding errors | Error | Cause | | :-------------------------- | :--------------------------------------------------------------------------------------------------- | | `EFunding:Max fee exceeded` | Withdrawal fee exceeds the `max_fee` set in the `Withdraw` request — increase `max_fee` or remove it | | `EBM:limit exceeded:CAL` | Exceeded Canadian Acquisition Limits for this cryptocurrency | ## Related guides Signature generation, nonce management, and EAPI error fixes Which permissions to grant to avoid EGeneral:Permission denied How rate limit counters work and how to avoid EOrder:Rate limit exceeded ## Error handling patterns | Scenario | Recommended approach | | :--------------------------------------------- | :-------------------------------------------------------------------- | | `EAPI:Invalid key` or `EAPI:Invalid signature` | Do not retry — fix the authentication logic first | | `EAPI:Invalid nonce` | Do not retry the same nonce — generate a fresh one | | `EService:Unavailable` | Retry with exponential backoff (start at 1s, cap at 60s) | | `EService:Deadline elapsed` | Check `OpenOrders` before retrying — the order may have placed | | `EOrder:Rate limit exceeded` | Back off and reduce order frequency; check counter via `TradeBalance` | | `EGeneral:Internal error` | Retry with backoff; escalate to support if persistent | | Any `EOrder:Insufficient*` | Check balances before retrying; do not retry immediately | # Spot Example Clients Source: https://docs.kraken.com/exchange/guides/general/examples Community and official API client libraries for Spot REST and WebSocket in Python, Go, Java, and more ## Official and community clients In order to achieve maximum performance, security and flexibility for your particular needs, Kraken strongly encourage the implementation of this API with your own code, and to minimise reliance on third party software. That being said, in order to aid with rapid development and prototyping, we're in the process of producing 'official' API clients in Python and Golang that will be actively maintained, coincident with the release of newer versions of both our Websockets and REST APIs. In the meantime, our Client Engagement team has compiled a number of [code snippets, examples and Postman collections](https://support.kraken.com/hc/en-us/sections/360003946512-Example-API-Code) that many find useful. ### Third Party Software The following are some third party API client code libraries that may be useful when writing your own API client. | Language | Link | | -------- | :--------------------------------------------------------------------------------------------------------- | | C++ | [https://github.com/voidloop/krakenapi](https://github.com/voidloop/krakenapi) | | Golang | [https://github.com/Beldur/kraken-go-api-client](https://github.com/Beldur/kraken-go-api-client) | | Python 3 | [https://github.com/veox/python3-krakenex](https://github.com/veox/python3-krakenex) | | Python 3 | [https://github.com/btschwertfeger/python-kraken-sdk](https://github.com/btschwertfeger/python-kraken-sdk) | | Julia | [https://github.com/btschwertfeger/KrakenEx.jl](https://github.com/btschwertfeger/KrakenEx.jl) | The following is some third party sample code that can be referenced when writing your own API client. | Language | Type of Example | Link | | -------- | ------------------------- | :----------------------------------------------------------------------------------------------- | | Python 3 | WebSocket order book feed | [https://github.com/voidloop/krakenapi](https://github.com/voidloop/krakenapi) | | Golang | WebSocket client | [https://github.com/Beldur/kraken-go-api-client](https://github.com/Beldur/kraken-go-api-client) | Please keep in mind that neither Payward nor the third party authors are responsible for losses due to bugs or improper use of the APIs. Payward has performed an initial review of the safety of the third party code before listing them, but cannot vouch for any changes added since then, or for those that may be stale. Please [contact our API support team](https://support.kraken.com/hc/en-us/forms/360000104043) if you have any concerns/questions. # Historical data Source: https://docs.kraken.com/exchange/guides/general/historical-data How to access OHLCV history, trade ticks, and order book snapshots for backtesting and research Kraken's public REST endpoints provide historical market data without authentication. This page covers what's available, the limits per call, and how to paginate efficiently for bulk collection. ## Available data types | Data type | Endpoint | Depth | Authenticated | | :------------------ | :-------------------------- | :------------------------- | :------------ | | OHLCV candles | `GET /0/public/OHLC` | Up to 720 candles per call | No | | Trade ticks | `GET /0/public/Trades` | Up to 1000 trades per call | No | | Order book snapshot | `GET /0/public/Depth` | Up to 500 levels per side | No | | Grouped book | `GET /0/public/GroupedBook` | Configurable tick size | No | | L3 order book | `POST /0/private/Level3` | Full book | Yes | ## OHLCV candles The `OHLC` endpoint returns candlestick data for a given interval. ```bash theme={null} GET /0/public/OHLC?pair=XBTUSD&interval=1440&since=1700000000 ``` **Parameters:** | Parameter | Values | Default | | :--------- | :-------------------------------------------------------------------- | :--------------- | | `pair` | Instrument name (e.g. `XBTUSD`) | Required | | `interval` | `1`, `5`, `15`, `30`, `60`, `240`, `1440`, `10080`, `21600` (minutes) | `1` | | `since` | Unix timestamp — return candles after this time | Oldest available | **Response structure:** ```json theme={null} { "result": { "XXBTZUSD": [ [1700000000, "37000.0", "37500.0", "36800.0", "37200.0", "37100.0", "150.5", 320], ... ], "last": 1700086400 } } ``` Each candle: `[time, open, high, low, close, vwap, volume, count]` **Pagination:** use the `last` value from the response as the `since` parameter in your next call to page forward. **Depth limits:** * Maximum 720 candles per call * Daily candles (`interval=1440`): \~720 days (\~2 years) per call * Minute candles (`interval=1`): 720 minutes (\~12 hours) per call **Practical tip for collecting a year of daily data:** ```python theme={null} import requests, time def fetch_ohlcv(pair, interval, since=None): params = {"pair": pair, "interval": interval} if since: params["since"] = since r = requests.get("https://api.kraken.com/0/public/OHLC", params=params) data = r.json() result = list(data["result"].values())[0] # candles last = data["result"]["last"] return result, last all_candles = [] since = None while True: candles, last = fetch_ohlcv("XBTUSD", 1440, since) if not candles: break all_candles.extend(candles) if since == last: break since = last time.sleep(1) # respect rate limits ``` ## Trade ticks The `Trades` endpoint returns a time-ordered list of public trades. ```bash theme={null} GET /0/public/Trades?pair=XBTUSD&since=1700000000000000000&count=1000 ``` **Parameters:** | Parameter | Description | | :-------- | :--------------------------------------------------- | | `pair` | Instrument name | | `since` | Nanosecond timestamp — return trades after this time | | `count` | Max trades per call (up to 1000) | **Response structure:** ```json theme={null} { "result": { "XXBTZUSD": [ ["37200.00000", "0.05000000", 1700000001.1234, "b", "l", "", 12345678], ... ], "last": "1700000100000000000" } } ``` Each trade: `[price, volume, time, buy/sell, market/limit, miscellaneous, trade_id]` **Pagination:** use `last` as the `since` value in the next call. The `since` value is in nanoseconds. **Rate limit note:** the Trades endpoint is public and subject to IP-based rate limits. For bulk historical collection, introduce a delay between requests (100–200ms) to avoid throttling. ## Order book snapshots The `Depth` endpoint returns the current order book at the time of the request. It is not a historical endpoint — it reflects the live state. ```bash theme={null} GET /0/public/Depth?pair=XBTUSD&count=100 ``` For L3 (order-by-order) book data, use the authenticated `Level3` endpoint: ```bash theme={null} POST /0/private/Level3 # body: pair=XBT/USD ``` L3 data includes individual `OrderID` values, enabling reconciliation with `ExecutionReport` data from FIX or the `executions` WebSocket channel. ## Futures historical data Futures provides dedicated historical endpoints under the Futures REST API: | Data | Endpoint | | :----------------------- | :----------------------------------------------------- | | OHLCV candles | `GET /api/charts/v1/{tick_type}/{symbol}/{resolution}` | | Trade history (fills) | `GET /derivatives/api/v3/history` | | Historical funding rates | `GET /derivatives/api/v3/historicalfundingrates` | ```bash theme={null} # Get BTC perpetual daily candles GET https://futures.kraken.com/api/charts/v1/trade/PI_XBTUSD/1D # Get historical funding rates GET https://futures.kraken.com/derivatives/api/v3/historicalfundingrates?symbol=PI_XBTUSD ``` ## Building a backtesting dataset A practical approach for collecting a clean historical dataset: Start with daily candles to get a broad picture, then drill into minute candles for the periods you need. Use the pagination pattern above. Trade ticks give you the actual execution prices and sizes. Useful for modelling slippage and for tick-by-tick backtesting. Each OHLC candle includes VWAP. Cross-check your collected trade ticks against the VWAP to verify completeness and catch any pagination gaps. Thin markets or API collection gaps can leave missing candles. Decide upfront how to handle them: forward-fill with the previous close, or exclude those periods from your strategy. Kraken does not provide a bulk historical data dump or websocket replay service. For very deep history (years of tick data) consider supplementing with third-party data providers. ## Rate limits for data collection Historical data endpoints are public but rate-limited per IP. Recommended safe intervals: | Endpoint | Safe delay between calls | | :------- | :----------------------- | | `OHLC` | 1 second | | `Trades` | 1–2 seconds | | `Depth` | 1 second | If you need faster collection, distribute requests across multiple IPs or use the FIX market data feed for real-time capture going forward. ## Related guides FIX and WebSocket for real-time market data capture IP-based rate limits for public data endpoints Stream live market data for forward capture alongside historical backfill # Spot Level 3 Market Data Source: https://docs.kraken.com/exchange/guides/general/l3-data Individual order visibility in the Kraken order book — queue priority, fill probability, and how to access L3 data via WebSocket, FIX, and REST Level 3 (L3) market data provides visibility of individual orders in the order book. This insight enables determination of queue priorities, resting times, fill probabilities, and many other analytics to help make better informed trading decisions. ## Market Data Levels Overview Using the Kraken API channels as a reference: | Level | Description | WebSocket channel | FIX | REST | | ------ | :--------------------------------------------------------------------- | ----------------- | ------------- | ---- | | **L1** | Top of the book (best bid/offer) and recent trade data | `ticker` | — | ✅ | | **L2** | Individual price levels with aggregated order quantities at each level | `book` | ✅ (port 4000) | ✅ | | **L3** | Individual orders in the book with order IDs and timestamps | `level3` | ✅ (port 4005) | ✅ | ## Order Visibility The Level 3 feed shows orders **resting** in the visible order book. The book will never be crossed (i.e. no overlapping buy and sell orders). Therefore, this feed excludes: * In-flight orders * Unmatched market orders * Untriggered stop-loss and take-profit orders * Hidden quantity of `iceberg` orders ## Use Cases Level 3 data enables advanced trading analytics: * **Queue Priority Analysis**: Understand your position in the order queue at each price level * **Resting Time Metrics**: Track how long orders have been in the book * **Fill Probability Estimation**: Estimate likelihood of order execution based on queue depth * **Market Microstructure Analysis**: Study order flow patterns and participant behavior * **Liquidity Analysis**: Assess true market depth beyond aggregated views ## REST API The `/private/Level3` endpoint provides a snapshot of the Level 3 order book. ### Example Request ```json theme={null} { "nonce": 1695828490, "pair": "BTC/USD", "depth": 10 } ``` ### Example Response ```json theme={null} { "error": [], "result": { "pair": "BTC/USD", "bids": [ { "price": "90509.00000", "qty": "0.04902300", "order_id": "ONLALL-67PF5-3CAQCL", "timestamp": 1765628335242269554 }, { "price": "90509.00000", "qty": "0.00010000", "order_id": "OZMMNG-E5B3K-4DCURI", "timestamp": 1765628346024196738 }, { "price": "90509.00000", "qty": "0.14670600", "order_id": "OGXZBL-RDLER-I45MMN", "timestamp": 1765628373027400852 }, { "price": "90506.80000", "qty": "1.65733300", "order_id": "O3YQDB-56ZLD-PYJJCD", "timestamp": 1765628373581704382 } ], "asks": [ { "price": "90509.10000", "qty": "0.00110900", "order_id": "OVT3GM-4OLSW-L4PPLG", "timestamp": 1765628340224297666 }, { "price": "90509.10000", "qty": "0.02771600", "order_id": "OBT7YM-NK4AM-3Z6CZR", "timestamp": 1765628349238326760 }, { "price": "90509.10000", "qty": "0.88510000", "order_id": "OPFXIF-2BHGV-3NJJTE", "timestamp": 1765628369865693932 }, { "price": "90509.50000", "qty": "0.34119400", "order_id": "OWMYX7-E63XJ-RHV64F", "timestamp": 1765628363316840374 } ] } } ``` ## Websockets For real-time Level 3 data, use the `level3` channel on the authenticated websockets connection. The channel provides: * Initial snapshot of the order book * Real-time updates as orders are added, modified, or removed * Sequence numbers for synchronization ### Building the Book The `level3` channel synchronizes the initial snapshot and subsequent stream of updates in a similar mechanism to the `book` feed. Only a single subscription request is required to build the book—the channel handles snapshot and update synchronization automatically. ### Checksum Verification Optional checksum verification provides an additional check that the client version of the book has been constructed correctly and is synchronized to the exchange. The checksum can be verified in production on every update or periodically depending on requirements. Some clients generate the checksum in the development environment only when building their book models. See the [Level 3 checksum guide](/exchange/guides/websockets/l3-checksum-v2) for detailed checksum calculation instructions. ## FIX L3 market data is available via FIX on **port 4005** (Spot L3 Market Data). The FIX feed provides individual order-level data with `OrderID` (Tag 278 / `MDEntryID`) enabling direct reconciliation with `ExecutionReport`s. * Depth options: 0 (full book), 10, 100, or 1000 levels * Timestamps: Tag 273 with microsecond precision and full date * Available over direct colocation and Beeks at `colo-london.vip-ws.kraken.com` FIX L3 and WebSocket v2 L3 both carry `OrderID`, so fills in `ExecutionReport`s can be deterministically matched against book entries. This is not possible with L2 data. ## Performance Considerations The latency differences between the `level3` and `book` feeds will be negligible compared to the transport time. However, here are some performance considerations: * **Direct Stream**: `level3` is a direct stream of order events from the matching engine. The `book` feed contains cumulative data which is aggregated extremely efficiently in the engine. Consider both channels as streams from the matching engine with a thin API layer. * **Payload Size**: `level3` data payload is larger than `book`. It takes more time to encode, transmit over the wire, and decode since it describes all orders in the book, not just cumulative quantity at a price level. * **Channel Load**: The channels are hosted on different market data stacks. `level3` uses an authenticated channel while `book` uses a public channel. Typically, the authenticated channel has less load than the public channel (but this may not always be the case). * **Checksum Computation**: `level3` checksum takes longer to compute than `book` checksum since it also verifies the sequence of orders in a price level. * **Latency Metrics**: The timestamps in both feeds enable clients to create latency metrics for detailed performance tracking. # Order lifecycle Source: https://docs.kraken.com/exchange/guides/general/order-lifecycle Every order state, transition, and how to observe them across REST, WebSocket, and FIX Understanding how an order moves through states is critical for systematic trading. This page documents every state, what triggers each transition, and how to observe them across the three API protocols. ## State machine ``` ┌─────────────────────────────┐ │ PENDING │ │ Order received, not yet │ │ validated by trading engine │ └──────────────┬──────────────┘ │ ┌──────────────▼──────────────┐ │ OPEN │ │ Resting in the order book │ └──────────────┬──────────────┘ │ ┌────────────────────┼────────────────────┐ │ │ │ ┌───────────▼────────┐ ┌────────▼────────┐ ┌────────▼────────┐ │ PARTIALLY FILLED │ │ FILLED │ │ CANCELED │ │ Some qty matched │ │ Fully matched │ │ Canceled by │ │ remainder rests │ │ │ │ user or system │ └───────────┬────────┘ └─────────────────┘ └─────────────────┘ │ ┌───────────▼──────────────────────────────────────────────┐ │ CLOSED (fully filled from partial, or canceled partial) │ └──────────────────────────────────────────────────────────┘ ``` ## States | State | Description | | :------------------ | :------------------------------------------------------------------------------------ | | `pending` | Order has been accepted but not yet processed by the trading engine | | `open` | Order is live in the order book, awaiting a match | | `partially_filled` | One or more partial fills have occurred; remainder is still open | | `filled` (closed) | Order has been fully matched | | `canceled` (closed) | Order was canceled — by the user, by COD, by `cancelAllOrdersAfter`, or by the system | | `expired` (closed) | GTD (Good Till Date) order whose expiry time was reached | ## State transitions | From | To | Trigger | | :----------------- | :----------------- | :------------------------------------------------------------------------- | | — | `pending` | Order accepted by OES/FIX Gateway | | `pending` | `open` | Validated and placed in the order book | | `pending` | `canceled` | Validation failure (insufficient funds, invalid params, rate limit) | | `open` | `partially_filled` | Partial match in the trading engine | | `open` | `filled` | Full match in the trading engine | | `open` | `canceled` | User cancel, COD disconnect, `cancelAllOrdersAfter` deadline, `cancelAll` | | `open` | `expired` | GTD order expiry reached | | `partially_filled` | `partially_filled` | Additional partial fill | | `partially_filled` | `filled` | Final fill clears remaining quantity | | `partially_filled` | `canceled` | Remaining quantity canceled (IOC residual, user cancel, reduce-only limit) | ## Observing state by API ### REST Use `OpenOrders` to see live orders and `ClosedOrders` / `QueryOrders` for historical state. The `status` field returns the current state string. ```bash theme={null} # All open orders POST /0/private/OpenOrders # Specific order (open or closed) POST /0/private/QueryOrders # body: txid=ORDERTXID1 ``` Response includes: * `status`: `open`, `pending`, `closed`, `canceled`, `expired` * `vol_exec`: volume filled so far * `reason`: populated on cancellation (e.g. `"User requested"`, `"Order would trigger immediately"`) * `amended`: boolean, `true` if the order was ever amended ### WebSocket v2 Subscribe to the `executions` channel for real-time state changes. Every state transition produces a message. ```json theme={null} { "channel": "executions", "type": "snapshot" | "update", "data": [{ "exec_type": "new" | "trade" | "canceled" | "expired" | "amended" | "status" | "restated" | "liquidated", "order_status": "new" | "partially_filled" | "filled" | "canceled" | "expired", "order_id": "ABCDE-12345-XXXXX", "qty": 1.0, "filled_qty": 0.5, "reason": "..." }] } ``` Key `exec_type` values: | `exec_type` | Meaning | | :----------- | :------------------------------------------------------------- | | `new` | Order placed in the book | | `trade` | Partial or full fill | | `canceled` | Order canceled | | `expired` | GTD expiry | | `amended` | Order was amended (price, quantity, or both) | | `status` | State confirmation with no change (e.g. on reconnect snapshot) | | `restated` | Order state was restated, typically after a system event | | `liquidated` | Order was forcibly closed by the risk system | ### WebSocket v1 Subscribe to `openOrders` for live state updates. The feed sends a snapshot on subscribe, then incremental updates. ```json theme={null} [ { "ORDERTXID": { "status": "open", "vol_exec": "0.50000000" } }, [{"sequence": 4}] ] ``` ### FIX ExecutionReport (MsgType=8) is the primary message for order state. Key tags: | Tag | Field | Values | | :-- | :---------- | :------------------------------------------------------------------------------------------------------------ | | 39 | `OrdStatus` | `0`=New, `1`=Partial fill, `2`=Filled, `4`=Canceled, `6`=Pending cancel, `8`=Rejected, `C`=Expired | | 150 | `ExecType` | `0`=New, `1`=Partial fill, `2`=Fill, `4`=Canceled, `8`=Rejected, `C`=Expired, `D`=Restated, `G`=Trade correct | | 58 | `Text` | Human-readable reason on rejection or cancellation | | 14 | `CumQty` | Total quantity filled | | 151 | `LeavesQty` | Remaining open quantity | ## Amendment and queue priority When you amend an order, queue priority behaviour depends on what changed: | Amendment type | Queue priority | | :------------------- | :--------------------------------------------------- | | Reduce quantity only | Preserved — the order keeps its time priority | | Increase quantity | Lost — order moves to back of queue at that price | | Change price | Lost — order moves to back of queue at the new price | For market-making strategies: reducing size without changing price preserves priority. This is a key advantage of `AmendOrder` over cancel-replace (`CancelOrder` + `AddOrder`). ## Special cancellation triggers **Cancel on Disconnect (COD) — FIX only** When a FIX session disconnects, all orders placed on that session are automatically canceled. COD is configured at the session level during onboarding. **Dead Man's Switch — all APIs** `CancelAllOrdersAfter` sets a countdown timer. If not refreshed before expiry, all open orders are canceled. Use this as a safety net against connectivity issues. ```bash theme={null} POST /0/private/CancelAllOrdersAfter # body: timeout=60 (seconds) ``` Refresh it periodically from your trading loop. Cancel it by setting `timeout=0`. **IOC — Immediate or Cancel** Orders with `time_in_force=IOC` fill immediately at the available best price and the unfilled remainder is instantly canceled with `reason: "Immediate or cancel"`. **Reduce-only cancellation** If a reduce-only order would flip a position, it matches as much as possible and the remainder is canceled with `EOrder:Reduce only:Position is closed`. ## Self-trade prevention Self-trade prevention (STP) prevents your orders from matching against each other. Configure at the order level: | Mode | FIX Tag 7928 | REST `stp_type` | Behaviour | | :---------------------- | :----------- | :-------------- | :------------------------- | | Cancel newest (default) | `1` | `cancel-newest` | Arriving order is canceled | | Cancel oldest | `2` | `cancel-oldest` | Resting order is canceled | | Cancel both | `0` | `cancel-both` | Both orders are canceled | ## Related guides Choose between REST, WebSocket, and FIX for order management Order error codes and cancellation reason strings Reconcile order state after a disconnect Amend price or quantity without losing queue priority How order placement and cancellation consume rate limit FIX MsgType=8 — full field reference for order state messages # Spot Trading Limits Source: https://docs.kraken.com/exchange/guides/general/ratelimits Per-pair rate counters, decay rates, and open order limits enforced by the Spot trading engine across REST, WebSocket, and FIX These limits apply to all protocols (REST, WebSocket, FIX). For REST-specific call counter limits see [REST rate limits](/exchange/guides/rest/ratelimits). For Derivatives limits see [Derivatives rate limits](/exchange/guides/futures/ratelimits). The engine has two categories of limits: * Rate of transactions. * Open order count. The limits are agnostic of the API used, i.e. there is a shared limit across REST, Websockets and FIX. ## Transaction Rate Limits Each client has a rate counter **per pair**, the count starts at 0 and the count is incremented on each transaction by a given amount depending on the transaction type. The count is decremented over time by a decay rate based on client tier. When the rate counter threshold is reached, the engine will generate `EOrder:Rate limit exceeded` rejection message. Note, most clients will never reach the trading rate threshold and the restriction is designed to protect the market / platform when clients trading at higher frequencies with a larger quantity of orders. ### Incrementing the rate counter The table below shows the increase in the rate counter for different transactions: * **Fixed count**: this is always applied on receipt of the transaction (even if the transaction fails validation). * **Decaying count**: this is an additional count depending on the resting time of the order. The size of the count depends on the number of seconds since the order was created or amended. | Transaction | Fixed | \< 5s | \< 10s | \< 15s | \< 45s | \< 90s | \< 300s | | :----------- | ------ | ------- | ------- | ------- | ------- | ------- | ------- | | Add Order | +1 | - | - | - | - | - | - | | Amend Order | +1 | +3 | +2 | +1 | - | - | - | | Edit Order | +1 | +6 | +5 | +4 | +2 | +1 | - | | Cancel Order | - | +8 | +6 | +5 | +4 | +2 | +1 | | Batch Add | +(n/2) | - | - | - | - | - | - | | Batch Cancel | - | +(8\*n) | +(6\*n) | +(5\*n) | +(4\*n) | +(2\*n) | (1\*n) | Note, for batch orders: * `n` represents the number of orders in a batch. * If the rate counter in the batch exceeds maximum for a batch cancel, the requests in batch are still accepted. #### Example: rate counter increase over short order lifetime Scenario: a client sends a new order and amends the price after 7 seconds. After a further 36 seconds, the client cancels the order from the book, what would be the increase to the rate counter? | Description | Rate Count Change | Rate Count Total | | :-------------------------- | ----------------- | ---------------- | | Add order - fixed | +1 | 1 | | Amend order - fixed | +1 | 2 | | Amend order - decay \< 15s | +2 | 4 | | Cancel order - decay \< 45s | +4 | 8 | The client will have accumulated a total rate counter value of **8** for this specific pair. This simple example shows the *increase* in rate counter only. In practise the rate counter is also decrementing over time, this will be covered in the next section. ### Decrementing the rate counter The rate counter is decreased by a **decay rate every second**, the decay rate varies by client tier. | | Starter Tier | Intermediate Tier | Pro Tier | | ----------------------- | ------------ | ----------------- | -------- | | Rate counter decay rate | -1 | -2.34 | -3.75 | #### Example: rate counter decrease over 10 seconds Scenario: a intermediate tier client has entered a burst of 50 orders and waited 10 seconds, what would be the new rate counter value at the end of the period? ```text theme={null} rate counter = (50 orders * add order) - (10 seconds * intermediate decay rate) = (50 * 1) - (10 * 2.34) = 26.6 ``` ### Exceeding rate counter threshold When the rate counter exceeds the threshold for the client tier, further transactions will be restricted with `EOrder:Rate limit exceeded` rejection until the rate counter has decayed below the threshold. | | Starter Tier | Intermediate Tier | Pro Tier | | ---------------------- | ------------ | ----------------- | -------- | | Rate counter threshold | 60 | 125 | 180 | ### Additional rate counter information * The rate counter values can be monitored in the websockets feeds [openOrders (v1)](/exchange/api-reference/spot-websocket-v1/openorders) or [executions (v2)](/exchange/api-reference/spot-websocket-v2/executions). * A [rate counter calculator](https://support.kraken.com/hc/en-us/articles/360061656951-Trading-rate-limit-calculator) is available in the support pages. ## Open Order Limits The open order limit is the maximum number of open orders **per pair**. When the open order threshold is reached, the engine will generate `EOrder:Orders limit exceeded` rejection message. The maximum open order limit varies per client tier. | | Starter Tier | Intermediate Tier | Pro Tier | | ------------------------ | ------------ | ----------------- | -------- | | Max open orders per pair | 60 | 80 | 225 | # Sub-accounts and multi-account management Source: https://docs.kraken.com/exchange/guides/general/subaccounts How to structure and operate multiple accounts via the API — sub-account creation, fund transfers, and FIX broker management Institutional clients and professional traders often need to manage multiple accounts — separate strategies, separate risk buckets, or managing on behalf of clients. This page covers the API capabilities for multi-account setups. ## Sub-account model A **master account** can create and manage **sub-accounts** (also called subaccounts). Each sub-account: * Has its own balance * Can have its own API keys * Shares the master account's trading rate limit via the Domain Rate Limit (5× the individual account limit, pooled across all sub-accounts) * Is accessible from the master account via the sub-account management endpoints ## Creating a sub-account ```bash theme={null} POST /0/private/CreateSubaccount # Required permissions: Create & Modify Orders (on master account) ``` **Parameters:** | Parameter | Description | | :--------- | :---------------------------------- | | `username` | Unique username for the sub-account | | `email` | Email address for the sub-account | ```json theme={null} { "error": [], "result": true } ``` After creation, the sub-account owner receives an email to complete setup. ## Transferring funds between accounts Use `AccountTransfer` to move funds between master and sub-accounts in either direction. ```bash theme={null} POST /0/private/AccountTransfer ``` **Parameters:** | Parameter | Description | | :-------- | :------------------------------------------- | | `asset` | Asset to transfer (e.g. `XBT`, `ETH`, `USD`) | | `amount` | Amount to transfer | | `from` | Sending account (username or account ID) | | `to` | Receiving account (username or account ID) | ```json theme={null} { "error": [], "result": { "transfer_id": "TOH3AS2-LPCWR8-JDQGEU", "status": "complete" } } ``` Transfers between accounts are instant and do not incur fees. Both accounts must be under the same master account. ## Per-account API keys Each sub-account can have its own API keys with independent permission sets. This lets you: * Give a market data service read-only keys on a sub-account * Give a strategy read/write keys scoped to that sub-account only * Revoke a single key without affecting other strategies Generate keys via [Settings → API](https://www.kraken.com/u/security/api) while logged in to the specific sub-account. ## Domain rate limit Spot rate limits normally apply at the account level. When using sub-accounts, the **Domain Rate Limit** applies: the master account and all sub-accounts share a pooled limit equal to **5× the individual account limit**. This gives multi-strategy setups significantly more throughput than running everything on a single account. | Account type | Spot rate limit | | :----------------------------- | :----------------------- | | Single account (Starter) | Counter threshold: 60 | | Single account (Intermediate) | Counter threshold: 125 | | Single account (Pro) | Counter threshold: 180 | | Domain (master + sub-accounts) | 5× individual tier limit | ## FIX broker allocation model Tags 78 and 79 are not sub-account management — they are part of the **FIX broker model**, which allows a prime broker to allocate orders to client accounts within a single FIX session. This is distinct from Kraken's sub-account feature. | FIX Tag | Name | Description | | :------ | :------------- | :-------------------------------------------- | | 78 | `NoAllocs` | Number of allocation entries | | 79 | `AllocAccount` | Client account identifier for this allocation | A broker uses this to route orders on behalf of multiple end clients without opening a separate FIX session per client. The broker holds a single FIX session and tags each order with the target client account. FIX broker allocation via Tags 78/79 was added in May 2025. Contact your Account Manager to enable this for your FIX session. ## Portfolio-level view To aggregate balances across master + all sub-accounts, call `Balance` or `BalanceEx` once per account. There is no single endpoint that returns an aggregated portfolio view — you must sum across accounts programmatically. ```python theme={null} accounts = ["master", "sub1", "sub2", "sub3"] total_balances = {} for account in accounts: # Use the API key for each account balances = get_balance(api_key=keys[account]) for asset, amount in balances.items(): total_balances[asset] = total_balances.get(asset, 0) + float(amount) ``` ## Futures sub-accounts Futures has its own sub-account management: ```bash theme={null} # List sub-accounts GET /derivatives/api/v3/subaccounts # Check trading enabled status GET /derivatives/api/v3/subaccount/{subaccountUid}/trading-enabled # Enable/disable trading PUT /derivatives/api/v3/subaccount/{subaccountUid}/trading-enabled ``` Futures also supports cross-account transfers: ```bash theme={null} POST /derivatives/api/v3/transfer/subaccount ``` ## Common patterns **Strategy isolation:** create one sub-account per strategy. Each strategy has its own balance, its own API keys, and its own risk perimeter. A blown strategy can't draw from other strategies' funds. **Read-only monitoring:** create a sub-account with Query Funds + Query Open Orders keys only. Use this for your monitoring dashboard, keeping trading keys separate. **Gradual rollout:** fund a sub-account with a small allocation while testing a new strategy in production. Scale up by transferring more funds once validated. ## Related guides Configure independent permission sets for each sub-account's keys Domain rate limit — how throughput pools across master and sub-accounts Sub-account management across REST and FIX (Tags 78/79) # Exchange overview Source: https://docs.kraken.com/exchange/guides/overview Spot and Derivatives trading APIs — REST, WebSocket, and FIX for algorithmic trading, market making, and HFT Kraken's Exchange APIs give you programmatic access to two separate trading engines — **Spot** and **Derivatives** — each with its own endpoints, rate limits, and authentication flows. ## Markets | | Spot | Derivatives | | :-------------- | :-------------------------------------------------------------- | :--------------------------------------------------- | | Markets | 700+ crypto pairs | Perpetuals and dated contracts on BTC, ETH, and more | | Order types | Limit, market, stop, take-profit, trailing stop, IOC, post-only | Limit, market, stop, take-profit, IOC | | Base URL (REST) | `https://api.kraken.com` | `https://futures.kraken.com` | | WebSocket | `wss://ws.kraken.com/v2` | `wss://futures.kraken.com/ws/v1` | | Sandbox | UAT available on request via Account Manager | `https://demo-futures.kraken.com` (self-service) | ## Protocols All three protocols are available for both Spot and Derivatives, but with different capabilities on each engine. | Protocol | Best for | | :------------ | :--------------------------------------------------------------------------------- | | **REST** | Account operations, funding, one-off queries | | **WebSocket** | Real-time market data, order management, and balance updates | | **FIX 4.4** | Institutional and HFT — deterministic sequencing, cancel-on-disconnect, colocation | See [Choose your protocol](/exchange/guides/general/api-comparison) for a full feature matrix, latency comparison, and guidance on which protocol to use. ## Workflows | Workflow | What you need | Where to start | | :---------------------- | :------------------------------------------------------- | :----------------------------------------------------------- | | **Market data** | Public endpoints — no API key needed | REST `GET /0/public/*` or WebSocket public channels | | **Algorithmic trading** | Private order endpoints + real-time execution data | REST or WebSocket v2 `executions` channel | | **Market making** | Low-latency order entry, live book, cancel-on-disconnect | WebSocket v2 or FIX | | **Account management** | Balances, ledger, funding | REST private endpoints | | **HFT** | Deterministic sequencing, colocation, FIX replay | FIX 4.4 or WebSocket (Spot); REST or WebSocket (Derivatives) | | **Sub-accounts** | Multi-account management | REST `CreateSubaccount`, FIX Tags 78/79 | | **Earn** | Allocate/deallocate to staking products | REST Earn endpoints | ## Feature matrix | Feature | Spot REST | Spot WebSocket | Spot FIX | Derivatives REST | Derivatives WebSocket | Derivatives FIX | | :----------- | :-------: | :------------: | :------: | :--------------: | :-------------------: | :-------------: | | Market data | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | | Order entry | ✅ | ✅ | ✅ | ✅ | — | ✅ | | Account data | ✅ | ✅ | — | ✅ | ✅ | — | | Funding | ✅ | — | — | ✅ | — | — | | Earn | ✅ | — | — | — | — | — | | Subaccounts | ✅ | — | — | ✅ | — | — | ## Performance and hosting For latency-sensitive strategies, Kraken offers connectivity options from AWS London (\~2 ms) to direct colocation at Equinix London (\~200 μs). See [Colocation and connectivity](/exchange/guides/general/colocation) for the full breakdown. ## Getting started Detailed comparison of REST, WebSocket, and FIX for each market Understand which permissions to enable for your use case Nonce management and HMAC-SHA512 signature generation How order states and transitions work across all protocols Common errors and how to fix them How rate limits work across REST, WebSocket, and FIX # API key permissions Source: https://docs.kraken.com/exchange/guides/rest/api-keys Which API key permissions to enable for each use case When creating an API key at [Settings → API](https://www.kraken.com/u/security/api), Kraken asks you to select permissions. Granting too few causes `EGeneral:Permission denied` errors. Granting too many exposes you to unnecessary risk if the key is compromised. ## Permissions by use case | Use case | Required permissions | | :---------------------------------------- | :------------------------------------------------------------------------------------------------------------ | | Market data only (public endpoints) | None — public endpoints require no key | | Read account balances | Query Funds | | Read order history and positions | Query Open Orders & Trades, Query Closed Orders & Trades | | Algorithmic spot trading | Query Funds, Query Open Orders & Trades, Create & Modify Orders, Cancel/Close Orders | | Market making | Query Funds, Query Open Orders & Trades, Create & Modify Orders, Cancel/Close Orders, **Get WebSocket Token** | | Funding operations (deposits/withdrawals) | Query Funds, Deposit Funds, Withdraw Funds | | Full institutional access | All of the above | | Read-only monitoring dashboard | Query Funds, Query Open Orders & Trades, Query Closed Orders & Trades | | Sub-account management | Query Funds, Create & Modify Orders, Cancel/Close Orders | ## Permission descriptions | Permission | What it enables | | :--------------------------- | :----------------------------------------------------------------------------------------------------- | | Query Funds | `Balance`, `BalanceEx`, `TradeBalance` | | Query Open Orders & Trades | `OpenOrders`, `QueryOrders`, `TradesHistory`, `QueryTrades`, `OpenPositions` | | Query Closed Orders & Trades | `ClosedOrders`, `QueryOrders`, `TradesHistory`, `QueryTrades` | | Create & Modify Orders | `AddOrder`, `EditOrder`, `AmendOrder`, `AddOrderBatch` | | Cancel/Close Orders | `CancelOrder`, `CancelAll`, `CancelAllOrdersAfter`, `CancelOrderBatch` | | Query Ledger Entries | `Ledgers`, `QueryLedgers` | | Export Data | `AddExport`, `ExportStatus`, `RetrieveExport`, `RemoveExport` | | Access WebSocket API | `GetWebSocketsToken` — required for authenticated WebSocket subscriptions | | Deposit Funds | `DepositMethods`, `DepositAddresses`, `DepositStatus` | | Withdraw Funds | `WithdrawMethods`, `WithdrawAddresses`, `WithdrawInfo`, `Withdraw`, `WithdrawStatus`, `WithdrawCancel` | | Earn | `Earn/Strategies`, `Earn/Allocations`, `Earn/Allocate`, `Earn/Deallocate` | ## Security best practices **Use IP whitelisting.** Lock your API key to the IP addresses your trading system runs from. This single measure prevents almost all key misuse even if the key is leaked. **Use separate keys per purpose.** Give your market data service a read-only key. Give your order management system a trading key. Give your accounting system a ledger query key. If one is compromised, the blast radius is contained. **Never embed keys in source code.** Use environment variables or a secrets manager. Rotate keys periodically. **Set the minimum permissions required.** A key used only for placing orders does not need `Withdraw Funds`. Withdrawal permissions should only be enabled on keys that genuinely need to move funds, and those keys should have strict IP whitelisting. A compromised key with withdrawal permissions is a direct financial risk. ## WebSocket authentication WebSocket private channels (executions, balances, open orders) require a short-lived token rather than your API key directly. Obtain it via the REST endpoint before opening your WebSocket connection: ```bash theme={null} POST /0/private/GetWebSocketsToken ``` The token is valid for 15 minutes. Your API key must have the **Access WebSocket API** permission enabled. ```json theme={null} { "error": [], "result": { "token": "WW91ciBhdXRoZW50aWNhdGlvbiB0b2tlbiBnb2VzIGhlcmUu", "expires": 900 } } ``` Use this token in your WebSocket subscription messages — never send your API key directly over WebSocket. ## Related guides HMAC-SHA512 signature generation and nonce management Issue independent API keys per sub-account for strategy isolation How to use your WebSocket token in subscription messages # Spot REST Authentication Source: https://docs.kraken.com/exchange/guides/rest/authentication HMAC-SHA512 signature generation, nonce management, API-Key header, and two-factor authentication for the Spot REST API ## Authentication Parameters For the REST API, the following parameters are used for authentication to endpoints which contain private data: * `API-Key` HTTP header parameter: the public key from your API key-pair. * `API-Sign` HTTP header parameter: encrypted signature of message. * `nonce` payload parameter: always increasing, unsigned 64-bit integer. * `otp` payload parameter: one-time-password and is only required if additional 2FA is configured for API. ## Setting the API-Key Parameter The value for the `API-Key` HTTP header parameter is your **public** API key. An API key-pair is required to access the authenticated endpoints, see [How to Create an API Key](https://support.kraken.com/hc/en-us/articles/360000919966-How-to-create-an-API-key). From your API key-pair, clearly identify which key is public and which key is private. * The **public** key is sent in the `API-Key` header parameter. * The **private** key is **never** sent, it is only used to encode the signature for `API-Sign` header parameter. ## Setting the API-Sign Parameter The value for the `API-Sign` HTTP header parameter is a signature generated from encoding your **private** API key, nonce, encoded payload, and URI path. ```text theme={null} HMAC-SHA512 of (URI path + SHA256(nonce + POST data)) and base64 decoded secret API key ``` Note: The URI path used for API-Sign should be the part starting with "/0/private" of the API URL. ### Examples The following is a specific example of a signature generated with a particular private key, nonce, and payload corresponding to a new limit order (buy 1.25 XBTUSD at \$37,500).If your code is generating a different signature (`API-Sign`) for this example, then there is likely an issue with your application of the above methodology. Code snippets for generating the signature in Python, Golang and Node.js follow below. | Field | Value | | --------------- | :------------------------------------------------------------------------------------------- | | Private Key | kQH5HW/8p1uGOVjbgWA7FunAmGO8lsSUXNsu3eow76sz84Q18fWxnyRzBHCd3pd5nE9qa99HAZtuZuj6F1huXg== | | Nonce | 1616492376594 | | Encoded Payload | nonce=1616492376594\&ordertype=limit\&pair=XBTUSD\&price=37500\&type=buy\&volume=1.25 | | URI Path | /0/private/AddOrder | | **API-Sign** | **4/dpxb3iT4tp/ZCVEwSnEsLxx0bqyhLpdfOpc6fn7OR8+UClSV5n9E6aSS8MPtnRfp32bAb0nmbRn6H8ndwLUQ==** | ```py theme={null} import urllib.parse import hashlib import hmac import base64 def get_kraken_signature(urlpath, data, secret): if isinstance(data, str): encoded = (str(json.loads(data)["nonce"]) + data).encode() else: encoded = (str(data["nonce"]) + urllib.parse.urlencode(data)).encode() message = urlpath.encode() + hashlib.sha256(encoded).digest() mac = hmac.new(base64.b64decode(secret), message, hashlib.sha512) sigdigest = base64.b64encode(mac.digest()) return sigdigest.decode() api_sec = "kQH5HW/8p1uGOVjbgWA7FunAmGO8lsSUXNsu3eow76sz84Q18fWxnyRzBHCd3pd5nE9qa99HAZtuZuj6F1huXg==" payload = { "nonce": "1616492376594", "ordertype": "limit", "pair": "XBTUSD", "price": 37500, "type": "buy", "volume": 1.25 } signature = get_kraken_signature("/0/private/AddOrder", payload, api_sec) print("API-Sign: {}".format(signature)) ``` ```go theme={null} package main import ( "crypto/hmac" "crypto/sha256" "crypto/sha512" "encoding/base64" "net/url" "fmt" "encoding/json" "strings" ) func getKrakenSignature(urlPath string, data interface{}, secret string) (string, error) { var encodedData string switch v := data.(type) { case string: var jsonData map[string]interface{} if err := json.Unmarshal([]byte(v), &jsonData); err != nil { return "", err } encodedData = jsonData["nonce"].(string) + v case map[string]interface{}: dataMap := url.Values{} for key, value := range v { dataMap.Set(key, fmt.Sprintf("%v", value)) } encodedData = v["nonce"].(string) + dataMap.Encode() default: return "", fmt.Errorf("invalid data type") } sha := sha256.New() sha.Write([]byte(encodedData)) shaSum := sha.Sum(nil) message := append([]byte(urlPath), shaSum...) secretDecoded, err := base64.StdEncoding.DecodeString(secret) if err != nil { return "", err } mac := hmac.New(sha512.New, secretDecoded) mac.Write(message) macSum := mac.Sum(nil) sigDigest := base64.StdEncoding.EncodeToString(macSum) return sigDigest, nil } func main() { apiSecret := "kQH5HW/8p1uGOVjbgWA7FunAmGO8lsSUXNsu3eow76sz84Q18fWxnyRzBHCd3pd5nE9qa99HAZtuZuj6F1huXg==" payload := map[string]interface{}{ "nonce": "1616492376594", "ordertype": "limit", "pair": "XBTUSD", "price": 37500, "type": "buy", "volume": 1.25, } signature, err := getKrakenSignature("/0/private/AddOrder", payload, apiSecret) if err != nil { fmt.Println("Error generating signature:", err) return } fmt.Printf("API-Sign: %s\n", signature) } ``` ```js theme={null} const crypto = require('crypto'); const querystring = require('querystring'); // Function to get Kraken signature function getKrakenSignature(urlPath, data, secret) { let encoded; if (typeof data === 'string') { const jsonData = JSON.parse(data); encoded = jsonData.nonce + data; } else if (typeof data === 'object') { const dataStr = querystring.stringify(data); encoded = data.nonce + dataStr; } else { throw new Error('Invalid data type'); } const sha256Hash = crypto.createHash('sha256').update(encoded).digest(); const message = urlPath + sha256Hash.toString('binary'); const secretBuffer = Buffer.from(secret, 'base64'); const hmac = crypto.createHmac('sha512', secretBuffer); hmac.update(message, 'binary'); const signature = hmac.digest('base64'); return signature; } const apiSec = 'kQH5HW/8p1uGOVjbgWA7FunAmGO8lsSUXNsu3eow76sz84Q18fWxnyRzBHCd3pd5nE9qa99HAZtuZuj6F1huXg=='; const payload = { nonce: '1616492376594', ordertype: 'limit', pair: 'XBTUSD', price: 37500, type: 'buy', volume: 1.25, }; const signature = getKrakenSignature('/0/private/AddOrder', payload, apiSec); console.log(`API-Sign: ${signature}`); ``` ## Setting the nonce Parameter The value for the `nonce` payload body parameter is an always increasing, unsigned 64-bit integer for each request that is made with a particular API key. While a simple counter would provide a valid nonce, a more usual method of generating a valid nonce is to use e.g. a UNIX timestamp in milliseconds. There is no way to reset the nonce for an API key to a lower value, so be sure to use a nonce generation method that won't produce numbers less than the previous nonce. Too many requests with invalid nonces (EAPI:Invalid nonce) can result in temporary bans. Problems can arise from requests arriving out of order due to API keys being shared across processes, or from system clock drift/recalibration. An optional "nonce window" can be configured to specify a tolerance between nonce values. Additional info can be found in our [support pages](https://support.kraken.com/hc/en-us/articles/360000906023-What-is-a-nonce-). ### Examples The following are some examples of how to generate valid millisecond resolution nonce values in different programming languages: ```py theme={null} import time api_nonce = str(int(time.time() * 1000)) ``` ```go theme={null} import ( "fmt" "time" ) apiNonce := fmt.Sprintf("%d", time.Now().UnixMilli()) ``` ```js theme={null} const apiNonce = Date.now().toString(); ``` ## Setting the otp Parameter The optional value for the `otp` payload body parameter is your one-time-password. This parameter is only required if two-factor authentication (2FA) is enabled for the API key and action in question. The 2FA authentication is not needed for Websocket and FIX APIs. # Spot REST Earn Source: https://docs.kraken.com/exchange/guides/rest/earn How to allocate and deallocate funds to Kraken Earn strategies, check allocation status, and understand geo restrictions The earn API allows interacting with all of Kraken's yield generating products. It replaces the old `/staking` part of the API. The different available earn products are represented by earn strategies. This corresponds to the legacy `Staking/Assets`. `Stake`/`Unstake` are replaced by `Allocate`/`Deallocate`. ## Available Earn endpoints * `Strategies` - list all earn strategies for which you are eligible or have a balance. * `Allocations` - lists the balance in your earn account for each strategy. Requires the `Query Funds` API key permission. * `Allocate`/`Deallocate` - allocate/deallocate to an earn strategy through an async operation. Requires the `Earn Funds` API key permission. * `AllocateStatus`/`DeallocateStatus` - verifies the state of the last allocation/deallocation. Requires the `Earn Funds` or `Query Funds` API key permission. ## Common workflows ### Determine which funds are earning rewards 1. Call `Strategies` to obtain information about the relevant strategy. The `lock_type` field shows whether bonding/unbonding funds are earning yield. The relevant fields are `bonding_rewards`/`unbonding_rewards`. 2. Call `Allocations` for the relevant strategy. From the previous step, for strategies where bonding/unbonding does not earn yield, substract these balances from `amount_allocated.total` to determine which balances are currently earning. ### Get allocatable balance Call `/0/private/BalanceEx`, subtract `hold_trading` amount. Remaining balance is available for allocation to a strategy. ### Geo restrictions Some earn strategies are not available in all geographic regions. `Strategies` will return only strategies available to the caller. # Spot REST Introduction Source: https://docs.kraken.com/exchange/guides/rest/introduction Overview of the Kraken Spot REST API organisation, requests, responses, and error handling ## OpenAPI spec Download the Spot REST OpenAPI spec (YAML) Download the Derivatives REST OpenAPI spec (YAML) ## API Organisation The Spot REST API is organised by function, covering a wide range of services: * [Market Data](/api-reference/market-data/get-order-book) * [Account Data](/api-reference/account-data/get-account-balance) * [Trading](/api-reference/trading/add-order) * [Funding](/api-reference/funding/get-deposit-addresses) * [Subaccounts](/api-reference/subaccounts/create-subaccount) * [Earn](/api-reference/earn/allocate-earn-funds) * [WebSocket Authentication](/api-reference/trading/get-websockets-token) ## Requests, Responses and Errors ### Requests Request payloads supports Json encoding (`Content-Type: application/json`) as well as form-encoded (`Content-Type: application/x-www-form-urlencoded`). We recommend clients to specify `User-Agent` in the headers of all their requests. This will help us optimize interactions and improve the overall efficiency and security of the API. ### Responses Responses are JSON encoded and contain one or two top-level keys (`result` and `error` for successful requests or those with warnings, or only `error` for failed or rejected requests) ### Example Request: ```text theme={null} GET ``` Successful response: ```json theme={null} { "error": [], "result": { "status": "online", "timestamp": "2021-03-22T17:18:03Z" } } ``` Error response: ```json theme={null} { "error": [ "EGeneral:Invalid arguments:ordertype" ] } ``` ### Error Details HTTP status codes are generally not used by our API to convey information about the state of requests and any errors or warnings are denoted in the `error` field of the response as described above. Status codes **other** than 200 indicate that there was an issue with the request reaching our servers. Error messages follow the general format "\\: \" * \ : `E` for error, `W` for warning. * \ : `General`, `Auth`, `API`, `Query`, `Order`, `Trade`, `Funding`, or `Service`. * \ : a text string that describes the reason for the error. ```text theme={null} i.e., "EGeneral: Invalid arguments:ordertype" ``` Additional information can be found on the [error reference](/exchange/guides/general/errors) guide or the [support center](https://support.kraken.com/hc/en-us/articles/360001491786-API-error-messages). ## Related guides HMAC-SHA512 signature, nonce management, and API-Key header Which permissions to enable for each use case Full list of error codes and handling strategies How the REST rate counter works When to use REST vs WebSocket vs FIX # Spot REST Rate Limits Source: https://docs.kraken.com/exchange/guides/rest/ratelimits REST API call counter, tier-based limits and decay rates, and matching engine limits that apply across all Spot protocols ## REST Specific Limits Every REST API user has a "call counter" which starts at `0`. Ledger/trade history calls increase the counter by `2`. All other API calls increase this counter by `1` (except AddOrder, CancelOrder which operate on a different limiter detailed further below). | Tier | Max API Counter | API Counter Decay | | ------------ | --------------- | ----------------- | | Starter | 15 | -0.33/sec | | Intermediate | 20 | -0.5/sec | | Pro | 20 | -1/sec | The user's counter is reduced every couple of seconds depending on their verification tier. Each API key's counter is separate, and if the counter exceeds the maximum value, subsequent calls using that API key would be rate limited. If the rate limits are reached, additional calls will be restricted for a few seconds (or possibly longer if calls continue to be made while the rate limits are active). Master accounts and subaccounts share the same default trading rate limits as determined by the master account's tier. ## Matching engine limits In addition to the REST-specific limits, the trading engine has its own limits applicable to all protocols. See [Trading engine limits](/exchange/guides/general/ratelimits) and [Derivatives rate limits](/exchange/guides/futures/ratelimits). ## Errors * "EAPI:Rate limit exceeded" if the REST API counter exceeds the user's maximum. * "EService: Throttled: \[UNIX timestamp]" if there are too many concurrent requests. Try again after \[timestamp]. Additional information can be found on our [support center](https://support.kraken.com/hc/en-us/articles/206548367-What-are-the-API-rate-limits-). # Spot WebSocket Authentication Source: https://docs.kraken.com/exchange/guides/websockets/authentication How to obtain a WebSocket authentication token via the REST API and use it to subscribe to private channels ## Overview The Spot WebSocket API uses token-based authentication. To subscribe to private channels (`ownTrades`, `openOrders`), first obtain a short-lived token via the REST API, then include it in each subscription message. Tokens are valid for **15 minutes**. Obtain a fresh token before reconnecting or when the current one nears expiry. ## Step 1: Obtain a WebSocket token Call the [GetWebSocketsToken](/api-reference/trading/get-websockets-token) REST endpoint using your API key and secret. Authentication uses the same HMAC-SHA512 signing as all other private REST endpoints — see [REST Authentication](/exchange/guides/rest/authentication) for the full algorithm. ```py theme={null} import urllib.parse import hashlib import hmac import base64 import time import requests def get_kraken_signature(urlpath, data, secret): encoded = (str(data["nonce"]) + urllib.parse.urlencode(data)).encode() message = urlpath.encode() + hashlib.sha256(encoded).digest() mac = hmac.new(base64.b64decode(secret), message, hashlib.sha512) return base64.b64encode(mac.digest()).decode() api_key = "YOUR_API_KEY" api_secret = "YOUR_API_SECRET" nonce = str(int(time.time() * 1000)) data = {"nonce": nonce} headers = { "API-Key": api_key, "API-Sign": get_kraken_signature("/0/private/GetWebSocketsToken", data, api_secret), } response = requests.post( "https://api.kraken.com/0/private/GetWebSocketsToken", headers=headers, data=data, ) token = response.json()["result"]["token"] print(f"Token: {token}") ``` ```go theme={null} package main import ( "crypto/hmac" "crypto/sha256" "crypto/sha512" "encoding/base64" "encoding/json" "fmt" "io" "net/http" "net/url" "strings" "time" ) func getKrakenSignature(urlPath string, data url.Values, secret string) (string, error) { nonce := data.Get("nonce") encoded := nonce + data.Encode() sha := sha256.Sum256([]byte(encoded)) message := append([]byte(urlPath), sha[:]...) secretDecoded, err := base64.StdEncoding.DecodeString(secret) if err != nil { return "", err } mac := hmac.New(sha512.New, secretDecoded) mac.Write(message) return base64.StdEncoding.EncodeToString(mac.Sum(nil)), nil } func main() { apiKey := "YOUR_API_KEY" apiSecret := "YOUR_API_SECRET" nonce := fmt.Sprintf("%d", time.Now().UnixMilli()) data := url.Values{"nonce": {nonce}} sig, err := getKrakenSignature("/0/private/GetWebSocketsToken", data, apiSecret) if err != nil { panic(err) } req, _ := http.NewRequest("POST", "https://api.kraken.com/0/private/GetWebSocketsToken", strings.NewReader(data.Encode())) req.Header.Set("API-Key", apiKey) req.Header.Set("API-Sign", sig) req.Header.Set("Content-Type", "application/x-www-form-urlencoded") resp, err := http.DefaultClient.Do(req) if err != nil { panic(err) } defer resp.Body.Close() body, _ := io.ReadAll(resp.Body) var result struct { Result struct { Token string `json:"token"` } `json:"result"` } json.Unmarshal(body, &result) fmt.Printf("Token: %s\n", result.Result.Token) } ``` ```js theme={null} const crypto = require('crypto'); const querystring = require('querystring'); function getKrakenSignature(urlPath, data, secret) { const encoded = data.nonce + querystring.stringify(data); const sha256Hash = crypto.createHash('sha256').update(encoded).digest(); const message = urlPath + sha256Hash.toString('binary'); const secretBuffer = Buffer.from(secret, 'base64'); const hmac = crypto.createHmac('sha512', secretBuffer); hmac.update(message, 'binary'); return hmac.digest('base64'); } async function getWebSocketToken(apiKey, apiSecret) { const nonce = Date.now().toString(); const data = { nonce }; const signature = getKrakenSignature('/0/private/GetWebSocketsToken', data, apiSecret); const response = await fetch('https://api.kraken.com/0/private/GetWebSocketsToken', { method: 'POST', headers: { 'API-Key': apiKey, 'API-Sign': signature, 'Content-Type': 'application/x-www-form-urlencoded', }, body: new URLSearchParams(data), }); const result = await response.json(); return result.result.token; } const token = await getWebSocketToken('YOUR_API_KEY', 'YOUR_API_SECRET'); console.log('Token:', token); ``` ## Step 2: Subscribe to a private channel Include the token in your WebSocket subscription message: ```json theme={null} { "event": "subscribe", "subscription": { "name": "ownTrades", "token": "WW91ciBhdXRoZW50aWNhdGlvbiB0b2tlbiBnb2VzIGhlcmUu" } } ``` A single token can be used for multiple subscriptions within the same session (e.g., subscribing to both `ownTrades` and `openOrders` simultaneously). ## Token expiry and refresh Tokens expire **15 minutes** after creation. To maintain uninterrupted access: * Obtain a new token before the current one expires by calling `GetWebSocketsToken` again * After reconnecting, re-subscribe using the fresh token For WebSocket reconnection patterns and session management, see the [Reconnection guide](/exchange/guides/websockets/reconnection). ## Error handling If you subscribe with an invalid or expired token, the server returns an error in the subscription status message: ```json theme={null} { "errorMessage": "Token is expired", "event": "subscriptionStatus", "status": "error", "subscription": { "name": "ownTrades" } } ``` On receiving this error, call `GetWebSocketsToken` to obtain a fresh token, then re-subscribe. # Book checksum (WebSocket v1) Source: https://docs.kraken.com/exchange/guides/websockets/book-checksum-v1 How to maintain the order book and validate the CRC32 checksum on the WebSocket v1 book channel The `book` channel includes a CRC32 checksum with each update message. Validating it confirms your local book is correctly synchronised with the exchange. Checksum verification is optional. You can validate on every update or periodically depending on throughput requirements. The checksum is always calculated over the **top 10 price levels** regardless of subscription depth. Processing order matters. Price level updates arrive in the correct sequence from the exchange — the last entries in the array are the most recent. Do not sort by timestamp, as multiple updates for the same price level can occur within a single microsecond. Checksums are not sent in snapshot messages — only in update messages. The checksum field (`"c"`) appears in the last bid or ask map structure in the message. ### Example `book` update ```json theme={null} [ 0, { "a": [ ["0.05120", "0.00000500", "1582905486.493008"], ["0.05275", "0.00000500", "1582905486.493034"] ] }, { "b": [ ["0.04765", "0.00000500", "1582905486.493008"], ["0.04940", "0.00000500", "1582905486.493034"] ], "c": "974947235" }, "book-1000", "BTC/USD" ] ``` ## Checksum calculation ### Algorithm Apply all price level updates in the message to your local book before calculating the checksum. For each of the top 10 ask price levels, sorted by price **low to high**: * Remove `.` from the price → `"0.05000"` → `"005000"` * Remove leading zeros → `"005000"` → `"5000"` * Apply the same formatting to the volume * Append `price + volume` to the asks string For example, price `"0.05000"` with volume `"0.00000304"` formats as `"5000304"`. Timestamps are not included. For each of the top 10 bid price levels, sorted by price **high to low**, apply the same formatting and append to the bids string. Concatenate **asks + bids** strings, then pass the result to a CRC32 function. Cast the result to an unsigned 32-bit integer and compare to the `"c"` field in the message. ### Example Input book state: ```json theme={null} { "as": [ ["0.05005", "0.00000500", "1582905487.684110"], ["0.05010", "0.00000500", "1582905486.187983"], ["0.05015", "0.00000500", "1582905484.480241"], ["0.05020", "0.00000500", "1582905486.645658"], ["0.05025", "0.00000500", "1582905486.859009"], ["0.05030", "0.00000500", "1582905488.601486"], ["0.05035", "0.00000500", "1582905488.357312"], ["0.05040", "0.00000500", "1582905488.785484"], ["0.05045", "0.00000500", "1582905485.302661"], ["0.05050", "0.00000500", "1582905486.157467"] ], "bs": [ ["0.05000", "0.00000500", "1582905487.439814"], ["0.04995", "0.00000500", "1582905485.119396"], ["0.04990", "0.00000500", "1582905486.432052"], ["0.04980", "0.00000500", "1582905480.609351"], ["0.04975", "0.00000500", "1582905476.793880"], ["0.04970", "0.00000500", "1582905486.767461"], ["0.04965", "0.00000500", "1582905481.767528"], ["0.04960", "0.00000500", "1582905487.378907"], ["0.04955", "0.00000500", "1582905483.626664"], ["0.04950", "0.00000500", "1582905488.509872"] ] } ``` Concatenated input to CRC32 (newlines added for readability): ```text theme={null} 50055005010500501550050205005025500 50305005035500504050050455005050500 50005004995500499050049805004975500 49705004965500496050049555004950500 ``` Expected result: **`974947235`** # Book checksum (WebSocket v2) Source: https://docs.kraken.com/exchange/guides/websockets/book-checksum-v2 How to maintain the order book and validate the CRC32 checksum on the WebSocket v2 book channel The `book` channel includes a CRC32 checksum with each update. Validating it confirms your local book is correctly synchronised with the exchange. Checksum verification is optional. You can validate on every update or periodically depending on throughput requirements. The checksum is always calculated over the **top 10 price levels** regardless of subscription depth. ## Maintaining the book * Process all price level updates in a message before calculating the checksum. * An update with `"qty": 0` means that price level should be removed. * After each update, truncate your book to the subscribed depth — you will not receive `"qty": 0` for levels that fall out of scope. ## Checksum calculation Parse `price` and `qty` fields using a decimal or string decoder to preserve full precision through deserialisation. ```python theme={null} async for bytes in websocket: message = json.loads(bytes, parse_float=Decimal) self.on_message(message) ``` ### Algorithm For each of the top 10 ask price levels, sorted by price **low to high**: * Remove `.` from `price` → `"45285.2"` → `"452852"` * Remove leading zeros → `"452852"` → `"452852"` * Remove `.` from `qty` → `"0.00100000"` → `"000100000"` * Remove leading zeros → `"000100000"` → `"100000"` * Append `price + qty` to the asks string → `"452852100000"` For each of the top 10 bid price levels, sorted by price **high to low**, apply the same formatting and append to the bids string. Concatenate **asks + bids** strings, then pass the result to a CRC32 function. Cast the result to an unsigned 32-bit integer and compare to the `checksum` field in the message. ### Example Input snapshot: ```json theme={null} { "channel": "book", "type": "snapshot", "data": [{ "symbol": "BTC/USD", "bids": [ {"price": "45283.5", "qty": "0.10000000"}, {"price": "45283.4", "qty": "1.54582015"}, {"price": "45282.1", "qty": "0.10000000"}, {"price": "45281.0", "qty": "0.10000000"}, {"price": "45280.3", "qty": "1.54592586"}, {"price": "45279.0", "qty": "0.07990000"}, {"price": "45277.6", "qty": "0.03310103"}, {"price": "45277.5", "qty": "0.30000000"}, {"price": "45277.3", "qty": "1.54602737"}, {"price": "45276.6", "qty": "0.15445238"} ], "asks": [ {"price": "45285.2", "qty": "0.00100000"}, {"price": "45286.4", "qty": "1.54571953"}, {"price": "45286.6", "qty": "1.54571109"}, {"price": "45289.6", "qty": "1.54560911"}, {"price": "45290.2", "qty": "0.15890660"}, {"price": "45291.8", "qty": "1.54553491"}, {"price": "45294.7", "qty": "0.04454749"}, {"price": "45296.1", "qty": "0.35380000"}, {"price": "45297.5", "qty": "0.09945542"}, {"price": "45299.5", "qty": "0.18772827"} ], "checksum": 3310070434 }] } ``` Asks string (low → high): ```text theme={null} 45285210000045286415457195345286615457110945289615456091145290215890660452918154553491452947445474945296135380000452975994554245299518772827 ``` Bids string (high → low): ```text theme={null} 452835100000004528341545820154528211000000045281010000000452803154592586452790799000045277633101034527753000000045277315460273745276615445238 ``` Concatenated input to CRC32: ```text theme={null} 45285210000045286415457195345286615457110945289615456091145290215890660452918154553491452947445474945296135380000452975994554245299518772827452835100000004528341545820154528211000000045281010000000452803154592586452790799000045277633101034527753000000045277315460273745276615445238 ``` Expected result: **`3310070434`** # Spot WebSocket Introduction Source: https://docs.kraken.com/exchange/guides/websockets/introduction WebSocket v1 and v2 endpoints, connection details, version differences, and general considerations for the Spot WebSocket API Websockets is a bi-directional protocol helping you build fast, real-time, event-driven applications. This sections contains a summary of the connection details and versions. ## Connection Details The websocket URLs to connect to our trading environments are: | Environment | API | Public Data | Private Data (authentication required) | | ----------- | --- | ---------------------------- | -------------------------------------- | | Primary | v2 | wss\://ws.kraken.com/v2 | wss\://ws-auth.kraken.com/v2 | | Primary | v1 | wss\://ws.kraken.com | wss\://ws-auth.kraken.com | | Beta | v2 | wss\://beta-ws.kraken.com/v2 | wss\://beta-ws-auth.kraken.com/v2 | | Beta | v1 | wss\://beta-ws.kraken.com | wss\://beta-ws-auth.kraken.com | * **Primary**: Production API and production trading engine. * **Beta**: Beta API and production trading engine. Beta receives API software updates prior to the primary platform. A beta connection may required to access new or enhanced features, this will be indicated by the API guides or the support team ## Websockets Versions We have 2 versions of websockets for spot: v1 and v2. Websockets v2 cleans up a number idiosyncrasies and ambiguities from v1 with the overall aim to enable easier integration with applications. It is intended that v1 will be maintained but future enhancements will be developed in v2. Each version is described separately in the API pages: * WebSocket v2: [API Reference](/exchange/api-reference/spot-websocket-v2/add_order) * WebSocket v1: [API Reference](/exchange/api-reference/spot-websocket-v1/addorder) ## Websockets v2 The latest version of websockets has been completely re-designed to enable simpler and faster integration with applications: ### Cleaner Document Structure * It has a FIX-like design, FIX is standard communication protocol across the financial industry, enabling a more familiar experience across all of our APIs. * Pair symbols have been aligned into the more readable "BTC/USD" format. * The timestamps use the RFC3339 format `2021-05-11T19:47:09.896860Z` which are readable, parsable and easy to sort. * Prices and quantities are published as a number type for ease of processing. The values contain the same precision as the engine and full precision can be maintained when decoded as a decimal or a string instead of the default json parser setting (usually float). This offers ease of processing and precision where required. * Payloads are normalised JSON objects with no/minimal positional or variable length fields, to allow for maximum future flexibility without breaking client code. * The message structure is consistent (i.e. predictable dictionary keys) and is more readable for both human and machine clients. **Example:** Add a `trailing-stop` order which triggers when the market reverts 1% from trough price ```json theme={null} { "method": "add_order", "params": { "order_type": "trailing-stop", "side": "buy", "order_qty": 100, "symbol": "MATIC/USD", "triggers": { "reference": "last", "price": 1.0, "price_type": "pct" }, "token": "G38a1tGFzqGiUCmnegBcm8d4nfP3tytiNQz6tkCBYXY" } } ``` ### Order Transactions and Requests #### Requests * All requests accept an optional, client-specified integer request identifier (`req_id`) for matching up the response, when returned. The uniqueness of the `req_id` is not enforced by the exchange. * Warnings are generated on `add_order` transactions when deprecated fields are detected. #### Responses All responses to requests have a standardised response: * `time_in` and `time_out` describe when our server received the request and sent the response, to help further isolate and measure network/client/server latency. * `success` indicates if the request was handled successfully. * `result` includes details specific to the type of request. * `error` if present, gives details of what error occurred. Additionally, the responses now contain advisory messages, highlighting deprecated fields or upcoming changes to the request / channel. ### Channels Additional event driven streams have been added: * `level3`: streams the orders that constitute the central limit order book. This offers an additional level of granularity over level2 `book` channel. This feed enables queue priority and a range of order book analytics to be calculated. * `balance`: streams the client asset balances and transactions from your account ledger. ## FAQs The Frequently Asked Questions (FAQs) section tries to answer the most common questions that users can encounter. ### Connection times out The server closes any open websocket connection within approximately one minute of inactivity. Any, for example a [ping](/exchange/api-reference/spot-websocket-v2/ping), request can be used to keep the connection alive. ### EOrder:Reduce only:Non-PC The "**EOrder:Reduce only:Non-PC**" error response indicated to a problem with the Permitted Client (PC). For more information please see the Kraken support article [Margin trading and Permitted Client self-certification for Ontario, Canada clients](https://support.kraken.com/hc/en-us/articles/6474011237268#whataretherequirementsforontariocanadaresidentstocontinuemargintrading). ### XBT/USD pair is missing If you are getting the error "**Currency pair not supported XBT/USD**" that is because we are using `BTC` instead of `XBT` for bitcoin in v2. Please use the [instrument](/exchange/api-reference/spot-websocket-v2/instrument) channel to fetch the list of pairs which can be subscribed to via WebSockets API. ## General Considerations (v1 and v2 connections) * Transport Layer Security (TLS) with Server Name Indication (SNI) is required in order to establish a Kraken WebSockets API connection. See [Cloudflare's "What is SNI?" guide](https://www.cloudflare.com/learning/ssl/what-is-sni/) for more details. * All messages sent and received via websockets are encoded in JavaScript Object Notation (JSON) format. * Timestamps should not be considered unique and not be considered as aliases for transaction identifiers (IDs). Also, the granularity of timestamps is not representative of transaction rates. * At least one private message should be subscribed to keep the authenticated client connection open. * Cloudflare imposes a connection/re-connection rate limit---per Internet Protocol (IP) address---of approximately 150 attempts per rolling 10 minutes. If the reconnection rate limit is exceeded, the IP address is banned for 10 minutes. ### Instrument supported * For websocket v1, Please use REST API endpoint [AssetPairs](/api-reference/market-data/get-tradable-asset-pairs) to fetch the list of pairs which can be subscribed via WebSockets API. For example, field 'wsname' gives the supported pairs name which can be used to subscribe. * For websocket v2, Please use websocket endpoint [instrument](/exchange/api-reference/spot-websocket-v2/instrument) on Websocket v2 channel to fetch the list of pairs which can be subscribed via WebSockets API. The `pairs` array contains the supported pair names (see field`symbol`). ### Recommended reconnection behaviour * Normal operation: Attempt reconnection instantly up to a handful of times if the websocket is dropped randomly. * After maintenance or extended downtime: Attempt to reconnect no more quickly than once every five (5) seconds. There is no advantage to reconnecting more rapidly after maintenance during `cancel_only` mode. For full reconnection patterns including exponential backoff, state reconciliation, and the Dead Man's Switch, see [Reconnection and resilience](/exchange/guides/websockets/reconnection). ## Related guides Obtain a WebSocket token via REST before subscribing to private channels Handle disconnects, re-subscription, and order state reconciliation WebSocket v1 vs v2 feature differences and when to use each executions channel — order states and exec\_type values explained # L3 checksum (WebSocket v2) Source: https://docs.kraken.com/exchange/guides/websockets/l3-checksum-v2 How to maintain the level3 order book and validate the CRC32 checksum on the WebSocket v2 level3 channel The `level3` channel includes a CRC32 checksum with each update. Validating it confirms your local book is correctly synchronised with the exchange, including the order sequence within each price level. Checksum verification is optional. You can validate on every update or periodically depending on throughput requirements. The checksum is always calculated over the **top 10 price levels** regardless of subscription depth. The `level3` checksum logic is similar to the `book` feed — see the [Book checksum (v2)](/exchange/guides/websockets/book-checksum-v2) guide. The key difference is that `level3` iterates through individual orders within each price level, so it also verifies queue priority. ## Maintaining the book * Process all orders in a message before calculating the checksum. * A price level with no remaining orders or quantity should be removed from your book. * After each update, truncate your book to the subscribed depth. If a price level drops out of scope, all orders at the next available price level will be published to maintain the subscription depth. ## Checksum calculation Parse `limit_price` and `order_qty` fields using a decimal or string decoder to preserve full precision through deserialisation. ```python theme={null} async for bytes in websocket: message = json.loads(bytes, parse_float=Decimal) self.on_message(message) ``` ### Algorithm For each of the top 10 ask price levels, sorted by price **low to high**, iterate through each order in the price level: * Remove `.` from `limit_price` → `"44939.5"` → `"449395"` * Remove leading zeros → `"449395"` → `"449395"` * Remove `.` from `order_qty` → `"4.52308393"` → `"452308393"` * Remove leading zeros → `"452308393"` → `"452308393"` * Append `limit_price + order_qty` to the asks string → `"449395452308393"` For each of the top 10 bid price levels, sorted by price **high to low**, iterate through each order in the price level and apply the same formatting, appending to the bids string. Concatenate **asks + bids** strings, then pass the result to a CRC32 function. Cast the result to an unsigned 32-bit integer and compare to the `checksum` field in the message. ### Example Input snapshot: ```json theme={null} { "channel": "level3", "type": "snapshot", "data": [{ "symbol": "BTC/USD", "checksum": 1063832831, "bids": [ {"order_id": "OTCFZG-YOE2Q-LQKNM3", "limit_price": "44939.4", "order_qty": "0.88968699", "timestamp": "2024-01-08T12:26:39.526146327Z"}, {"order_id": "OFGP5R-B3E7G-54EZD6", "limit_price": "44939.4", "order_qty": "0.45210000", "timestamp": "2024-01-08T12:26:39.530287934Z"}, {"order_id": "OMPHVY-IZPJ4-KOKA3P", "limit_price": "44939.4", "order_qty": "0.10000000", "timestamp": "2024-01-08T12:26:39.576380340Z"}, {"order_id": "OAI5QZ-AMPLW-NBNO72", "limit_price": "44939.4", "order_qty": "0.14296323", "timestamp": "2024-01-08T12:26:39.602118534Z"}, {"order_id": "O7VFZI-CTFWH-FF6EIR", "limit_price": "44939.4", "order_qty": "0.25000000", "timestamp": "2024-01-08T12:26:41.780601700Z"}, {"order_id": "O472V3-ZG4EZ-OLD66C", "limit_price": "44939.4", "order_qty": "0.10292988", "timestamp": "2024-01-08T12:26:43.087136366Z"}, {"order_id": "OEK26P-BGPUK-LDHMD2", "limit_price": "44939.4", "order_qty": "0.33880000", "timestamp": "2024-01-08T12:26:43.822433365Z"}, {"order_id": "OSMYPE-S5VOC-YSS3WM", "limit_price": "44939.4", "order_qty": "1.28140860", "timestamp": "2024-01-08T12:26:45.066096694Z"}, {"order_id": "OJPMIN-NXZL5-SOWP6V", "limit_price": "44937.1", "order_qty": "0.03346877", "timestamp": "2024-01-08T12:26:39.691304329Z"}, {"order_id": "O6PUGE-SQWYQ-TRJEEE", "limit_price": "44934.7", "order_qty": "0.35630000", "timestamp": "2024-01-08T12:26:44.129718463Z"}, {"order_id": "OPUOGC-Q532V-3OKLPM", "limit_price": "44930.2", "order_qty": "0.22734299", "timestamp": "2024-01-08T12:26:30.769031831Z"}, {"order_id": "OCIU7J-VB3CI-HPULSF", "limit_price": "44930.2", "order_qty": "0.01000000", "timestamp": "2024-01-08T12:26:36.054352106Z"}, {"order_id": "ORWVAF-LJFLY-ZWEHDQ", "limit_price": "44930.2", "order_qty": "0.05550000", "timestamp": "2024-01-08T12:26:36.635882793Z"}, {"order_id": "OYRAHE-PI5AN-7KOQ4E", "limit_price": "44930.2", "order_qty": "0.70000000", "timestamp": "2024-01-08T12:26:37.296554518Z"}, {"order_id": "OGBHYU-UILDD-6DLLYJ", "limit_price": "44930.2", "order_qty": "0.15000000", "timestamp": "2024-01-08T12:26:41.222733191Z"}, {"order_id": "O74ZBU-K2TKC-R76XSW", "limit_price": "44928.0", "order_qty": "0.00105240", "timestamp": "2024-01-08T12:26:23.542563322Z"}, {"order_id": "OQVTQF-Y56MR-BM6LWL", "limit_price": "44919.6", "order_qty": "0.33870000", "timestamp": "2024-01-08T12:26:42.808132842Z"}, {"order_id": "OYEH6U-ZCHA2-3HFR3W", "limit_price": "44919.5", "order_qty": "0.07610000", "timestamp": "2024-01-08T12:26:34.269600037Z"}, {"order_id": "OLGPG7-HVKXU-J6SANK", "limit_price": "44912.0", "order_qty": "0.35630000", "timestamp": "2024-01-08T12:26:34.961292766Z"}, {"order_id": "OHGC3L-FRZQ3-UIVZRU", "limit_price": "44909.7", "order_qty": "0.06690000", "timestamp": "2024-01-08T12:26:31.912880024Z"}, {"order_id": "O73C6Y-VZXYA-H4LDFY", "limit_price": "44901.9", "order_qty": "0.00088982", "timestamp": "2024-01-08T12:26:42.883315043Z"} ], "asks": [ {"order_id": "OFVLAA-HRSSP-BK75KB", "limit_price": "44939.5", "order_qty": "4.52308393", "timestamp": "2024-01-08T12:18:05.770906486Z"}, {"order_id": "OYBAMK-O5DKX-WMPUTM", "limit_price": "44939.5", "order_qty": "0.00111261", "timestamp": "2024-01-08T12:18:12.847426441Z"}, {"order_id": "O3DRCT-J5M2S-KYV526", "limit_price": "44939.5", "order_qty": "0.00100000", "timestamp": "2024-01-08T12:26:42.108176464Z"}, {"order_id": "OF3X3A-72WZY-6EKA5F", "limit_price": "44939.5", "order_qty": "0.01000000", "timestamp": "2024-01-08T12:26:43.955098263Z"}, {"order_id": "OF5UA6-6IIZ2-YGQTSJ", "limit_price": "44950.0", "order_qty": "0.10334926", "timestamp": "2024-01-08T12:25:52.800473795Z"}, {"order_id": "OSDOZX-7UZ6Y-QDNPVI", "limit_price": "44953.0", "order_qty": "0.00064537", "timestamp": "2024-01-08T12:24:58.086806970Z"}, {"order_id": "OV7KTS-A2TWV-3XKRIA", "limit_price": "44955.0", "order_qty": "0.00250000", "timestamp": "2024-01-08T12:21:52.257936228Z"}, {"order_id": "OOF2V5-RYOHC-GLRNPM", "limit_price": "44959.6", "order_qty": "0.35630000", "timestamp": "2024-01-08T12:26:44.202823127Z"}, {"order_id": "OTVOVS-QLST3-3JG7JI", "limit_price": "44959.6", "order_qty": "0.35630000", "timestamp": "2024-01-08T12:26:44.203383999Z"}, {"order_id": "OGZCIU-RDQ77-DAAL3P", "limit_price": "44960.1", "order_qty": "0.00338072", "timestamp": "2024-01-08T12:26:42.724829715Z"}, {"order_id": "OVLG3E-HYBQM-CWNGCY", "limit_price": "44960.2", "order_qty": "0.88967575", "timestamp": "2024-01-08T12:26:12.935924248Z"}, {"order_id": "OWEOFO-HUCJC-T37MVO", "limit_price": "44967.0", "order_qty": "3.14392283", "timestamp": "2024-01-08T12:26:39.474431925Z"}, {"order_id": "OVYTHY-D2N76-5QYREQ", "limit_price": "44978.5", "order_qty": "0.06778960", "timestamp": "2024-01-08T12:26:41.229379178Z"}, {"order_id": "OFO525-PHRVS-236RMN", "limit_price": "44979.2", "order_qty": "0.35630000", "timestamp": "2024-01-08T12:26:20.271584488Z"} ] }] } ``` Asks string (low → high, order by order within each level): ```text theme={null} 44939545230839344939511126144939510000044939510000004495001033492644953064537449550250000449596356300004495963563000044960133807244960288967575449670314392283449785677896044979235630000 ``` Bids string (high → low, order by order within each level): ```text theme={null} 449394889686994493944521000044939410000000449394142963234493942500000044939410292988449394338800004493941281408604493713346877449347356300004493022273429944930210000004493025550000449302700000004493021500000044928010524044919633870000449195761000044912035630000449097669000044901988982 ``` Concatenated input to CRC32: ```text theme={null} 44939545230839344939511126144939510000044939510000004495001033492644953064537449550250000449596356300004495963563000044960133807244960288967575449670314392283449785677896044979235630000449394889686994493944521000044939410000000449394142963234493942500000044939410292988449394338800004493941281408604493713346877449347356300004493022273429944930210000004493025550000449302700000004493021500000044928010524044919633870000449195761000044912035630000449097669000044901988982 ``` Expected result: **`1063832831`** # Reconnection and resilience Source: https://docs.kraken.com/exchange/guides/websockets/reconnection How to handle WebSocket disconnections, re-subscription, and state reconciliation WebSocket connections will disconnect — during maintenance windows, network hiccups, or load balancer recycling. A resilient client handles this transparently. This page covers the patterns you need. ## Connection lifecycle A WebSocket connection to Kraken goes through these phases: 1. **Connect** — TCP + TLS handshake to `wss://ws.kraken.com/v2` 2. **Authenticate** (private channels) — obtain a token via `GetWebSocketsToken` and send it in the subscription 3. **Subscribe** — send subscription messages for each channel you need 4. **Receive snapshot** — Kraken sends the current state for stateful channels (book, open orders, balances) 5. **Stream updates** — incremental updates from there on 6. **Disconnect** — connection closes (server or network) 7. **Reconnect** — repeat from step 1 ## Detecting disconnects Kraken sends periodic `heartbeat` messages. If you stop receiving them, the connection is likely dead. Subscribe to the heartbeat channel after connecting: ```json theme={null} {"method": "subscribe", "params": {"channel": "heartbeat"}} ``` A heartbeat arrives roughly every second: ```json theme={null} {"channel": "heartbeat"} ``` **Recommended approach:** set a deadline timer (e.g. 5 seconds). If no message of any kind arrives within the deadline, close and reconnect. Don't rely solely on TCP close events — connections can go silent without a clean close. ## Reconnection with backoff Use exponential backoff with jitter to avoid thundering-herd reconnection storms: ```python theme={null} import asyncio, random, websockets, json async def connect_with_backoff(uri, handler): delay = 1.0 max_delay = 60.0 while True: try: async with websockets.connect(uri) as ws: delay = 1.0 # reset on successful connect await handler(ws) except Exception as e: jitter = random.uniform(0, delay * 0.1) print(f"Disconnected: {e}. Reconnecting in {delay:.1f}s") await asyncio.sleep(delay + jitter) delay = min(delay * 2, max_delay) ``` ## Re-subscribing after reconnect After reconnecting you must re-subscribe to all channels. Kraken does not automatically restore subscriptions. Keep a local registry of your active subscriptions and replay them on every connect: ```python theme={null} subscriptions = [ {"method": "subscribe", "params": {"channel": "book", "symbol": ["BTC/USD"], "depth": 10}}, {"method": "subscribe", "params": {"channel": "executions", "token": token}}, {"method": "subscribe", "params": {"channel": "balances", "token": token}}, ] async def on_connect(ws): for sub in subscriptions: await ws.send(json.dumps(sub)) ``` ## State reconciliation after reconnect On subscribe, Kraken sends a **snapshot** of the current state for stateful channels. Use this to rebuild your local state rather than trying to merge with your pre-disconnect state — the snapshot is authoritative. ### Order book When you subscribe to `book`, you receive a full snapshot first: ```json theme={null} {"channel": "book", "type": "snapshot", "data": [...all levels...]} ``` Followed by incremental updates: ```json theme={null} {"channel": "book", "type": "update", "data": [...changed levels...]} ``` **On reconnect:** discard your existing book, wait for the snapshot, rebuild from scratch. Do not attempt to merge deltas from before and after the reconnect gap. **Checksum validation:** after each update, validate the CRC32 checksum included in the message. If it fails, unsubscribe and re-subscribe to force a fresh snapshot. ```python theme={null} def validate_checksum(book, expected_checksum): # Construct string from top 10 asks and bids # Format: price_without_dot + qty_without_dot, repeated # See checksum guide for full algorithm pass ``` ### Open orders Subscribe to `executions` to receive live order state. On reconnect, the snapshot contains all currently open orders. After reconnecting, call `QueryOrders` via REST to cross-check against the snapshot for any orders that transitioned during the reconnect window: ```python theme={null} # REST cross-check after reconnect open_orders = rest_client.query_open_orders() ws_snapshot_ids = {o["order_id"] for o in ws_snapshot} for order in open_orders: if order["txid"] not in ws_snapshot_ids: # Order exists on exchange but not in WS snapshot — handle pass ``` ### Balances The `balances` channel snapshot on reconnect reflects current state. No additional REST call needed unless you need sub-second precision during the gap. ## Token refresh for private channels WebSocket tokens expire after 15 minutes. If your connection lives longer than that, you need to refresh the token and re-authenticate. **Recommended:** fetch a new token just before subscribing (not when the connection opens), so the token is fresh. For long-running connections, fetch a new token proactively before each reconnect: ```python theme={null} async def get_fresh_token(): response = await rest_client.post("/0/private/GetWebSocketsToken") return response["result"]["token"] async def reconnect(): token = await get_fresh_token() # Use token in subscription messages ``` ## Using `cancelAllOrdersAfter` as a safety net Enable the Dead Man's Switch before going live. It ensures that if your client fails to reconnect and stops refreshing, all open orders will be canceled automatically: ```python theme={null} # Set a 60-second countdown — refresh this every ~30 seconds from your trading loop rest_client.post("/0/private/CancelAllOrdersAfter", {"timeout": 60}) # Cancel the switch when you shut down cleanly rest_client.post("/0/private/CancelAllOrdersAfter", {"timeout": 0}) ``` ## System status Subscribe to the `status` channel to receive notifications about planned maintenance and trading mode changes: ```json theme={null} {"method": "subscribe", "params": {"channel": "status"}} ``` Status updates include: ```json theme={null} { "channel": "status", "data": [{ "api_version": "v2", "connection_id": 12345678, "system": "online", "version": "2.0.9" }] } ``` `system` values: `online`, `maintenance`, `cancel_only`, `post_only`, `limit_only`. When `maintenance` is received, stop sending orders and prepare to reconnect. ## Sequence numbers (WebSocket v1) WebSocket v1 private feeds (`openOrders`, `ownTrades`) include sequence numbers. On reconnect, compare the first sequence number in the new snapshot against your last received sequence number to detect gaps. If a gap is detected, fall back to REST (`OpenOrders`, `ClosedOrders`) to reconstruct the missed state before resuming from the new WebSocket feed. ## Maintenance windows FIX sessions have a logical session rollover every day at **22:00 UTC**. This lasts approximately 30 seconds. Sequence numbers reset to 0. Reconnect and re-establish the session after the rollover. WebSocket connections during maintenance receive a `status: maintenance` message. Reconnect attempts during the window will fail — implement your backoff so you retry automatically once the window ends. ## Related guides How to obtain and refresh WebSocket tokens Order states and how to reconcile them after a disconnect Access WebSocket API permission required for private channels Validate your order book state after reconnect # kraken-cli Source: https://docs.kraken.com/home/cli Single-binary CLI for Spot and Derivatives trading — scripting, automation, paper trading, and AI agent workflows! kraken-cli is a single compiled binary for trading and account management across the Kraken exchange. No runtime dependencies. One install covers Spot, Derivatives, xStocks, Forex, Earn, and Subaccounts. Source, releases, and changelog Expose all 151 commands as tools for AI agents via the built-in MCP server ## Install ```bash theme={null} curl --proto '=https' --tlsv1.2 -LsSf \ https://github.com/krakenfx/kraken-cli/releases/latest/download/kraken-cli-installer.sh | sh ``` Supported on macOS (Apple Silicon and Intel), Linux (x86\_64 and ARM64), and Windows via WSL. Release binaries are Minisign-verified. Verify the install: ```bash theme={null} kraken status && kraken ticker BTCUSD ``` ## What it covers 151 commands across 13 groups. Six asset classes in one binary: | Asset class | Examples | Notes | | :----------------------------- | :----------------------------- | :------------------------------ | | Crypto spot | BTC, ETH, SOL (1,400+ pairs) | Default engine | | xStocks (tokenized equities) | AAPL, TSLA, SPY (79 assets) | `--asset-class tokenized_asset` | | Forex | EUR/USD, GBP/USD (11 pairs) | `--asset-class forex` | | Perpetual futures | 317 contracts | Futures engine | | Inverse and fixed-date futures | BTC, ETH, SOL | Futures engine | | Earn / staking | Flexible and bonded strategies | `kraken earn` | ### Command groups | Group | Commands | Auth required | | :------------ | :------: | :-----------: | | market | 10 | No | | account | 18 | Yes | | trade | 9 | Yes | | funding | 10 | Yes | | earn | 6 | Yes | | subaccount | 2 | Yes | | futures | 39 | Mixed | | paper | 10 | No | | futures-paper | 17 | No | | websocket | 15 | Mixed | | futures-ws | 9 | Mixed | | auth | 4 | No | | utility | 2 | No | ## Paper trading The CLI's built-in paper trading engine runs against live prices with no authentication required. It is the recommended way to test strategies and integrations. ```bash theme={null} # Spot paper trading kraken paper balance kraken paper order buy BTCUSD 0.001 --type limit --price 50000 kraken paper positions # Futures paper trading kraken futures paper balance kraken futures paper order buy PF_XBTUSD 1 --type limit --price 50000 ``` Paper and live trading share the same command interface — switching to live is a matter of removing the `paper` subcommand and providing credentials. ## Scripting and automation All 151 commands support `-o json` output and consistent exit codes (0 = success, non-zero = failure), making them composable in shell scripts and CI pipelines: ```bash theme={null} # Cancel all open orders on BTC/USD kraken spot orders cancel-all --pair BTC/USD # Stream the live order book to a file kraken spot ws book --symbol BTC/USD >> book.jsonl # Fetch balance as JSON, filter with jq kraken account balance -o json | jq '.XXBT' ``` Stdout always produces valid JSON on success or an error envelope on failure. Stderr carries diagnostics only. Never parse stderr for data. ## Account management ```bash theme={null} kraken balance kraken open-orders -o json kraken account trades ``` ## Dead man's switch Cancel all open orders if your process stops sending heartbeats: ```bash theme={null} kraken spot cancel-after --timeout 60 ``` ## Authentication Credentials are resolved in this order: 1. Command-line flags (`--api-key`, `--api-secret`) 2. Environment variables (`KRAKEN_API_KEY`, `KRAKEN_API_SECRET`) 3. Config file (`~/.config/kraken/config.toml`) Run the setup wizard to configure interactively: ```bash theme={null} kraken setup ``` Generate API keys at [Settings → API](https://www.kraken.com/u/security/api) for Spot, or in the Futures interface for Derivatives. Grant only the permissions your workflow needs. ## Interactive shell For exploratory sessions: ```bash theme={null} kraken shell ``` ## AI agent integration The CLI is designed for machine consumption: structured JSON output, stable error categories, and predictable exit codes. See the [MCP server](/home/mcp) page to expose all commands as tools for LLM agents. Agent resources shipped with the CLI: | Resource | Purpose | | :-------------------------- | :------------------------------------- | | `AGENTS.md` | Full agent integration guide | | `CONTEXT.md` | Runtime context for tool-using agents | | `agents/tool-catalog.json` | 151 commands with parameter schemas | | `agents/error-catalog.json` | 9 error categories with retry guidance | | `skills/` | 50 goal-oriented workflow packages | | `CLAUDE.md` | Claude-specific guidance | # Quickstart Source: https://docs.kraken.com/home/guides/quickstart From Kraken account to your first programmatic trade in minutes This guide walks you through the complete setup from creating your API key to placing your first order programmatically. If you don't have one, sign up at [kraken.com](https://www.kraken.com). You'll need to complete identity verification before accessing trading APIs. Spot trading requires a verified account. Futures trading requires additional activation — see your account settings. Go to [Settings → API](https://www.kraken.com/u/security/api) and click **Add key**. For this quickstart, enable these permissions: * **Query Funds** — read balances * **Query Open Orders & Trades** — read order status * **Create & Modify Orders** — place orders Copy your API key and private key. The private key is only shown once. Store your private key securely. Never commit it to version control or share it. For production use, restrict the key to specific IP addresses. Check that the API is reachable and your system clock is correct. The `Time` endpoint requires no authentication: ```bash theme={null} curl https://api.kraken.com/0/public/Time ``` Expected response: ```json theme={null} { "error": [], "result": { "unixtime": 1700000000, "rfc1123": "Thu, 1 Jan 2026 00:00:00 +0000" } } ``` Your system clock must be within a few seconds of real time. An incorrect clock is the most common cause of `EAPI:Invalid nonce` errors. Your first authenticated request. The nonce must be a strictly increasing integer — using the current timestamp in milliseconds works well. ```bash cURL theme={null} API_KEY="your_api_key" API_SECRET="your_private_key" NONCE=$(date +%s%3N) DATA="nonce=$NONCE" API_PATH="/0/private/Balance" SIGNATURE=$(echo -n "${NONCE}${DATA}" | \ openssl dgst -sha256 -binary | \ cat <(echo -n "$API_PATH") - | \ openssl dgst -sha512 -binary -hmac "$(echo "$API_SECRET" | base64 -d)" | \ base64) curl -X POST "https://api.kraken.com${API_PATH}" \ -H "API-Key: $API_KEY" \ -H "API-Sign: $SIGNATURE" \ -d "$DATA" ``` ```python Python theme={null} import time, base64, hashlib, hmac, urllib.parse, requests api_key = "your_api_key" api_secret = "your_private_key" def kraken_request(url_path, data): nonce = str(int(time.time() * 1000)) data["nonce"] = nonce postdata = urllib.parse.urlencode(data) encoded = (nonce + postdata).encode() message = url_path.encode() + hashlib.sha256(encoded).digest() mac = hmac.new(base64.b64decode(api_secret), message, hashlib.sha512) sig = base64.b64encode(mac.digest()).decode() return requests.post( "https://api.kraken.com" + url_path, headers={"API-Key": api_key, "API-Sign": sig}, data=data ).json() print(kraken_request("/0/private/Balance", {})) ``` Both Spot and Futures provide UAT environments for validating your integration before going live. **Spot UAT** is available on request — contact your Account Manager. Once provisioned, it uses a separate base URL and isolated API keys but mirrors the full production trading stack. **Futures sandbox** is self-service at `https://demo-futures.kraken.com`. Generate a separate API key on the demo platform to get started immediately. ```bash theme={null} # Futures sandbox — get available instruments curl https://demo-futures.kraken.com/derivatives/api/v3/instruments # Place a limit order (buy 1 BTC perpetual at $90,000) curl -X POST https://demo-futures.kraken.com/derivatives/api/v3/sendorder \ -H "APIKey: your_sandbox_api_key" \ -H "Authent: your_signature" \ -d "orderType=lmt&symbol=PF_XBTUSD&side=buy&size=1&limitPrice=90000" ``` The Futures demo environment resets periodically. It is intended for integration validation, not persistent backtesting. ## Next steps Understand which permissions to enable for each use case Deep dive into nonce management and signature generation Understand trading rate limits and how to stay within them Switch to WebSocket for real-time order updates and market data Common errors and how to fix them Choose between REST, WebSocket, and FIX for your use case # MCP server Source: https://docs.kraken.com/home/mcp Expose all Kraken CLI commands as tools for AI agents via the built-in Model Context Protocol server kraken-cli ships a built-in [Model Context Protocol](https://modelcontextprotocol.io) server over stdio. It exposes all 151 CLI commands as structured tools that any MCP-compatible AI agent can call — Claude, Cursor, GitHub Copilot, Windsurf, and others. The MCP server is part of the CLI binary. [Install the CLI](/home/cli) first. ## Quickstart ```bash theme={null} kraken mcp ``` This starts the server with the default safe service set: `market` (public data), `account` (read-only), and `paper` (paper trading). No credentials required for market and paper. ## Client setup Run once to register the server for your user: ```bash theme={null} claude mcp add --scope user kraken -- kraken mcp -s market,account,paper ``` For all services including live trading: ```bash theme={null} claude mcp add --scope user kraken -- kraken mcp -s all ``` Verify it is registered: ```bash theme={null} claude mcp list ``` Edit `~/Library/Application Support/Claude/claude_desktop_config.json` (macOS) or `%APPDATA%\Claude\claude_desktop_config.json` (Windows): ```json theme={null} { "mcpServers": { "kraken": { "command": "kraken", "args": ["mcp", "-s", "market,account,paper"] } } } ``` Restart Claude Desktop to pick up the change. Create or edit `~/.cursor/mcp.json` (global) or `.cursor/mcp.json` in your project: ```json theme={null} { "mcpServers": { "kraken": { "command": "kraken", "args": ["mcp", "-s", "market,account,paper"] } } } ``` Reload the Cursor window after saving. Create or edit `.vscode/mcp.json` in your workspace: ```json theme={null} { "servers": { "kraken": { "type": "stdio", "command": "kraken", "args": ["mcp", "-s", "market,account,paper"] } } } ``` Edit `~/.codeium/windsurf/mcp_config.json`: ```json theme={null} { "mcpServers": { "kraken": { "command": "kraken", "args": ["mcp", "-s", "market,account,paper"] } } } ``` Restart Windsurf to apply. ## Services Pass `-s ` to control which command groups are exposed. Multiple services are comma-separated. | Service | Auth | Risk level | What it exposes | | :-------------- | :---- | :--------- | :------------------------------------------------ | | `market` | No | None | Ticker, orderbook, trades, OHLC, spreads | | `account` | Yes | Read-only | Balances, open orders, trade history, positions | | `paper` | No | None | Spot paper trading (live prices, no real capital) | | `futures-paper` | No | None | Futures paper trading | | `trade` | Yes | Dangerous | Place, amend, and cancel live Spot orders | | `futures` | Mixed | Dangerous | Futures order entry and market data | | `earn` | Yes | Dangerous | Staking allocations and deallocations | | `funding` | Yes | Dangerous | Withdrawals and transfers | | `subaccount` | Yes | Dangerous | Subaccount creation and transfers | | `auth` | No | Read-only | Credential validation | | `all` | Mixed | Mixed | All of the above | **Default** (no `-s` flag): `market`, `account`, `paper`. ### Dangerous tools Tools marked dangerous (order placement, withdrawals, transfers) require the calling agent to pass `acknowledged: true` in the tool input unless the server was started with `--allow-dangerous`. This gives you a confirmation gate at the tool level without relying on the agent's judgment alone. ```bash theme={null} # Require per-call acknowledgement for dangerous tools kraken mcp -s all # Disable the acknowledgement gate (use in trusted, controlled environments only) kraken mcp -s all --allow-dangerous ``` ## Authentication Set credentials as environment variables before starting the server: ```bash theme={null} export KRAKEN_API_KEY="your-key" export KRAKEN_API_SECRET="your-secret" kraken mcp -s market,account,trade ``` Or use the CLI config file (set up once with `kraken setup`). The server inherits credentials from the CLI's standard resolution order. ## What agents can do With the default safe service set, an agent can: * Query live prices, orderbooks, and recent trades for any pair * Check account balances and open orders * Place and cancel paper trades against live prices * Stream real-time market data With `trade` added, an agent can place, amend, and cancel live orders. With `funding`, it can initiate withdrawals. Scope services to the minimum your workflow requires. ## Safety notes * The MCP server runs locally over stdio and is not exposed as a network service * Use minimum-permission API keys scoped to what the agent actually needs * The default service set (`market`, `account`, `paper`) is read-only for live funds * Treat agent sessions with live trading scope the same as a logged-in user session * Set position size limits and pair allowlists at the API key level on Kraken's settings page ## Agent resources The CLI ships supplementary resources for agent integration: | Resource | Purpose | | :-------------------------- | :--------------------------------------------------------------- | | `AGENTS.md` | Full integration guide with patterns and constraints | | `CONTEXT.md` | Runtime context injected at session start | | `agents/tool-catalog.json` | All 151 commands with parameter schemas in machine-readable form | | `agents/error-catalog.json` | 9 error categories with retry guidance | | `skills/` | 50 pre-built workflow packages for common trading tasks | | `CLAUDE.md` | Claude-specific guidance for the CLI | # SDKs Source: https://docs.kraken.com/home/sdks/index Official Kraken SDKs for Spot and Derivatives — Go SDK and community libraries Single-binary CLI for Spot and Derivatives trading. 151 commands, paper trading, scripting, and AI agent support. Built-in MCP server that exposes all CLI commands as tools for LLM agents. ## api-go [api-go](https://github.com/krakenfx/api-go) is the official Go module for building integrations against the Spot and Derivatives APIs. ### Install ```bash theme={null} go get github.com/krakenfx/api-go/v2/... ``` ### What it covers * Spot and Derivatives REST (public and authenticated endpoints) * Spot and Derivatives WebSocket (public data streams and private channels) * Order operations: add, amend, cancel * Real-time order book construction with CRC32 checksum validation * Instrument and asset lookups, account data retrieval ### Example ```go theme={null} client := krakenapi.New(apiKey, apiSecret) resp, err := client.AddOrder(krakenapi.AddOrderOptions{ Pair: "XBTUSD", Type: "buy", OrderType: "limit", Price: "60000", Volume: "0.01", }) ``` ## Community libraries These libraries are not officially maintained by Kraken. Review before using in production. | Library | Language | Scope | Repository | | :----------------- | :------- | :-------------------- | :--------------------------------------------------------------------------------------- | | kraken-wsclient-py | Python | WebSocket only (Spot) | [github.com/krakenfx/kraken-wsclient-py](https://github.com/krakenfx/kraken-wsclient-py) | | kraken-api-client | PHP | REST (example only) | [github.com/krakenfx/kraken-api-client](https://github.com/krakenfx/kraken-api-client) | # Support Source: https://docs.kraken.com/home/support/index Get help with Kraken API integrations — support channels, status monitoring, and contact options ## API status Check real-time health and incident history for all Kraken APIs at [status.kraken.com](https://status.kraken.com). ## Help center Browse troubleshooting guides, FAQs, and account-related support at [support.kraken.com](https://support.kraken.com). ## Contact For API-specific issues, send a full copy of your request including your IP address and all headers to [api@kraken.com](mailto:api@kraken.com). | Topic | Contact | | :----------------------- | :---------------------------------------------------------- | | General API support | [api@kraken.com](mailto:api@kraken.com) | | Institutional onboarding | [institutional@kraken.com](mailto:institutional@kraken.com) | | Embed / B2B partnerships | [embed@kraken.com](mailto:embed@kraken.com) | | Market data licensing | [marketdata@kraken.com](mailto:marketdata@kraken.com) | # Start building with Kraken Source: https://docs.kraken.com/index Build on Kraken — spot, derivatives, OTC, custody, and crypto payments over REST, WebSocket, and FIX.

Start building
with Kraken

Build on Kraken — spot, derivatives, OTC, custody, and crypto payments over REST, WebSocket, and FIX.
```python Python theme={null} import krakenex api = krakenex.API() api.key = 'API_KEY' api.secret = 'API_SECRET' resp = api.query_private('AddOrder', { 'pair': 'XXBTZUSD', 'type': 'buy', 'ordertype': 'limit', 'price': '50000', 'volume': '1.0', }) print(resp['result']) ``` ```javascript Node.js theme={null} const KrakenClient = require('kraken-api'); const kraken = new KrakenClient( process.env.API_KEY, process.env.API_SECRET ); const resp = await kraken.api('AddOrder', { pair: 'XXBTZUSD', type: 'buy', ordertype: 'limit', price: '50000', volume: '1.0', }); console.log(resp.result); ``` ```bash cURL theme={null} curl -X POST "https://api.kraken.com/0/private/AddOrder" \ -H "API-Key: $API_KEY" \ -H "API-Sign: $API_SIGN" \ -d "nonce=$NONCE" \ -d "ordertype=limit" \ -d "type=buy" \ -d "pair=XXBTZUSD" \ -d "price=50000" \ -d "volume=1.0" ```
## Browse by product ## Kraken CLI ## Need help integrating? Browse account and product FAQs. Real-time API health and uptime. Open a ticket with API support. # Custody REST Source: https://docs.kraken.com/institutional/api-reference/custody-rest Kraken Custody REST API reference Reference documentation for the Kraken Custody REST API. # OTC REST Source: https://docs.kraken.com/institutional/api-reference/otc-rest Kraken OTC REST API reference Reference documentation for the Kraken OTC REST API. # Institutional API reference Source: https://docs.kraken.com/institutional/api-reference/overview OTC, Custody, and Prime — pick the service and protocol for your workflow Kraken's Institutional APIs cover three services. **OTC** and **Custody** are single-protocol; **Prime** offers REST, FIX, and WebSocket against the same accounts. All Institutional APIs require onboarding through your Account Manager. See the [Institutional overview](/institutional/guides/overview) for use cases and access requirements. ## OTC Off-book block trading with negotiated quotes — request, accept, and reconcile large trades. Quote requests, active and historical quotes, exposures. ## Custody Programmatic management of segregated wallets, deposits, withdrawals, and reconciliation. Vaults, balances, deposit/withdraw methods, custody tasks and activities. ## Prime Institutional brokerage with three protocol surfaces against the same Prime accounts and keys. API-user management, key lifecycle, and settlement batches. FIX 4.4 order management and market data — co-located, deterministic. Real-time order events, balances, exposures, and RFQ flows. ## Not sure where to start? Authenticate requests to the Custody REST API. Authenticate and subscribe to Prime WebSocket channels. # Execution Report Source: https://docs.kraken.com/institutional/api-reference/prime-fix/er FIX message used to acknowledge or reject orders, and to relay order status and fill updates. The ExecutionReport message is used to acknowledge/reject an order or changes to an order, and to relay order status and fill updates. MsgType 8 Unique identifier for Order as assigned by the client. Must be `<= 36 characters`. UUIDs are recommended. Set to the ClOrdID of the previous accepted order when responding to a Cancel or Cancel/Replace request. Required when exectype=Cancel. Unique identifier of most recent order as assigned by Customer. The symbol of the currency pair to place an order on in the format `BASE-QUOTE`. Side of the order.
    Possible values:
  • 1 : Buy
  • 2 : Sell
 Size of the order. Price of the order. Required when OrderType=Limit/LimitAllIn. Time of event expressed in UTC. Format: YYYYMMDD-HH:MM:SS.uuu Unique identifier of most recent order as assigned by Customer. Sequence number for every ExecType=Trade. This ID unique by pair. Required when ExecType=Trade. Describes the type of order event and determines the set of fields in the message.
    Possible Values:
  • 0 : New
  • 3 : Done for day
  • 4 : Canceled
  • 5 : Replaced
  • 6 : Pending Cancel
  • 8 : Rejected
  • A : Pending New
  • E : Pending Replace
  • F : Trade
    Possible Values:
  • 1 : GTC (Good till canceled)
  • 3 : IOC (Immediate or Cancel)
  • 4 : Fill Or Kill (FOK)
 The execution model of the order.
    Possible values:
  • 1 : market
  • 2 : Limit
 Describes the status of the order.
    Possible Values:
  • 0 : New
  • 1 : Partially Filled
  • 2 : Filled
  • 3 : Done for day
  • 4 : Canceled
  • 5 : Replaced
  • 6 : Pending Cancel
  • 8 : Rejected
  • A : Pending New
  • E : Pending Replace
 Quantity open for further execution. If OrdStatus(39) is 4 (Canceled), 3 (Done For Day), or 8 (Rejected) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Calculated average price of all fills on this order. Required when ExecType=Trade. Reason for rejection. Required when ExecType=Rejected.
    Possible values:
  • 0 : Broker / exchange option
  • 1 : Unknown symbol
  • 2 : Exchange closed
  • 3 : Order exceeds limit
  • 5 : Unknown order
  • 6 : Duplicate of an existing order
  • 7 : Duplicate of a verbally communicated order
  • 8 : Stale order
 Price of the last trade. Required when ExecType=Trade. Quantity bought or sold on the last trade. Required when ExecType=Trade. Last amount traded (i.e. quantity \* price) expressed in units of counter currency. Required when ExecType=Trade. Cumulative amount traded (i.e. quantity \* price) expressed in units of counter currency. Required when ExecType=Trade. Cumulative fee amount expressed in units of fee currency. Required when ExecType=Trade. Fee amount for the last trade expressed in units of fee currency. Required when ExecType=Trade. Currency of the fee for the last trade. Required when ExecType=Trade. Whether or not the order is canceled on disconnect. Required when ExecType=Trade.
    Possible values:
  • N : No
  • Y : Yes
 The current decision status of the order. Required when ExecType=Trade. Default: A
    Possible values:
  • A : Active
  • P : Paused
  • U : Pending Pause
  • R : Pending Resume
  • W : Waiting for StartTime
  • T : Waiting for Trigger
Paused or staged orders can be edited or resumed from the Customer UI. Pending statuses are intermediate states. Full description for Cancellations or status of the order. ```text theme={null} 8=FIX.4.4|9=366|35=8|34=2|49={{ Customer }}|52=20220915-18:30:01.393|56=CUSTOMER|1=default|6=0|11=id-220912164936074-1152|14=0|17=ba22dbe1-cb33-4fcb-9613-921006afdebd|37=94869628-b862-43e4-bd2d-be85e4295bd4|38=1.00000000|39=8|40=2|44=1630.123|54=2|55=ETH-USD|58=Unable to submit market order - please try again later.|59=1|60=20220915-14:30:01.000|103=0|150=8|151=1.00000000|20030=N|20032=A|10=205| ``` # Header & Trailer Source: https://docs.kraken.com/institutional/api-reference/prime-fix/header-trailer Standard FIX message header and trailer fields required in every FIX message. Every FIX message must include a standard header and trailer. The header contains essential routing and sequence information, while the trailer provides message integrity verification. FIX.4.4. Must be the first field in the message. Must be the second field in the message. Must be the third field in the message. Provided by Customer during onboarding. Provided by Customer during onboarding. Message sequence number. Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. Required when the message may be duplicate of another message sent under a different sequence number. Time of message transmission expressed in UTC. Format: YYYYMMDD-HH:MM:SS.uuu (required). Required for message re-sent as a result of a ResendRequest. If data is not available set to same value as SendingTime (52). Format: YYYYMMDD-HH:MM:SS.uuu Three byte, simple checksum. See the FIX spec for details. # Heartbeat Source: https://docs.kraken.com/institutional/api-reference/prime-fix/heartbeat FIX message used to maintain session connectivity and confirm the application is functioning normally. The Heartbeat message is used to maintain session connectivity and indicate that the application is functioning normally. Heartbeat messages are sent periodically based on the HeartBtInt from Logon, in response to Test Request messages, or when no other messages have been sent within the heartbeat interval. MsgType 0 Required when the heartbeat is the result of a Test Request message. # Logon Source: https://docs.kraken.com/institutional/api-reference/prime-fix/logon Authenticate and establish a FIX session using HMAC SHA-256 signature-based authentication. The Logon message is used to authenticate and establish a FIX session. It includes signature-based authentication using HMAC SHA-256. MsgType A Note same value used by both sides. Indicates both sides of a FIX session should reset sequence numbers. Contains signature (see below for creating a signature). Contains the API Key for the Customer user. **Logon Request:** ```text theme={null} 8=FIX.4.4|9=143|35=A|34=1|49=CUSTOMER|52=20220915-18:29:58.756|56={{ Customer }}|95=44|96=ZduZiNxyxS7_4UPDesOryd9KVEecg9LAqqTRR79Pp20=|98=0|108=60|141=Y|554=PMsU9ypImeJ0ad9X39ngzPYRA|10=248| ``` **Logon Response:** ```text theme={null} 8=FIX.4.4|9=78|35=A|34=1|49={{ Customer }}|52=20220915-18:29:58.765|56=CUSTOMER|98=0|108=60|141=Y|10=255| ``` ## Creating a Signature The signature is created by concatenating: * SendingTime (52) as a string * ASCII 01 value * SeqNum (34) as a string * ASCII 01 value * SenderCompID (49) * ASCII 01 value * TargetCompID (56) This string is then signed using the HMAC SHA-256 Algorithm and the API Secret for the API Key. ### Sample Java Code ```java theme={null} /** * Takes a Message, an apiKey and apiSecret and uses the HMAC-SHA256 algorithm to * sign a FIX message by appending the sending-time sequenceNumber, SenderCompID * and TargetCompID with \u0001 separator and signing using the secret, putting it * into the RawBytes in Base64 encoding. */ private static void signLogon(final Message message, final SessionID sessionId, final String apiKey, final String apiSecret) throws FieldNotFound { final var senderCompId = sessionId.getSenderCompID(); final var targetCompId = sessionId.getTargetCompID(); final var sendingTime = message.getString(SendingTime.FIELD); final var seqNum = message.getInt(MsgSeqNum.FIELD); final var sep = "\u0001"; final var hmac = sign(apiSecret, sendingTime + sep + seqNum + sep + senderCompId + sep + targetCompId); message.setString(Password.FIELD, apiKey); message.setInt(RawDataLength.FIELD, hmac.length()); message.setString(RawData.FIELD, hmac); } private static String sign(final String apiSecret, final String data) { final var mac = HmacUtils.getInitializedMac(HmacAlgorithms.HMAC_SHA_256, apiSecret.getBytes()); final var encodedBytes = mac.doFinal(data.getBytes()); final var encoder = Base64.getUrlEncoder(); //URL Safe Base64 return encoder.encodeToString(encodedBytes); } ``` **Dependencies** This sample relies on Apache Commons-Codec and QuickFIX for Java. # Logout Source: https://docs.kraken.com/institutional/api-reference/prime-fix/logout FIX message used to initiate or confirm the termination of a FIX session. The Logout message is used to initiate or confirm the termination of a FIX session. MsgType 5 Optional text message. # Market Data Request Source: https://docs.kraken.com/institutional/api-reference/prime-fix/mdr FIX message to request market data for a specific symbol. Request market data for a specific symbol. Note that exactly one of either Depth, or SizeBucket must be specified. For example, specifying both Depth and SizeBuckets will result in an error. MsgType V Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType(263) = 2 (Disable previous Snapshot + Updates Request). Subscription type for market data.
    Possible values:
  • 0 : Snapshot
  • 1 : Snapshot + Updates (Subscribe)
  • 2 : Unsubscribe
 Depth of market for Book Snapshot / Incremental updates. Exactly one of tag 264 or tag 20020 must be specified.
    Possible values:
  • 0 : Full book depth
  • 1 : Top of book
  • 2 and above : Book depth (number of levels)
 Type of liquidity to be included.
    Possible values:
  • 0 : Indicative
  • 1 : Tradeable (i.e., Firm)
 A list of sizes to return price levels for. Used to ask for prices of aggregated sizes. Exactly one of tag 264 or tag 20020 must be specified. Only supported with MDUpdateType(265) = 0 (Full refresh). Identifies a single size bucket. Required if NoSizeBucketsSegments is used. The symbol of the currency pair to subscribe to. For example, BTC-USD. ```text theme={null} 8=FIX.4.4|9=186|35=V|34=2|49=CUSTOMER_MD|52=20220930-13:28:06.146|56={{ Customer }}|262=id-220929160342682-26|263=1|264=0|265=0|1070=1|146=1|55=ETH-USD|267=2|269=0|269=1|20020=4|20021=1|20021=2|20021=5|20021=10|10=226| ``` # Market Data Request Reject Source: https://docs.kraken.com/institutional/api-reference/prime-fix/mdrr FIX message used to reject invalid market data requests. The Market Data Request Reject message is used to reject invalid market data requests. MsgType Y Refers to the MDReqID of the request. Free-format text string explaining the rejection reason. # Market Data Snapshot Full Refresh Source: https://docs.kraken.com/institutional/api-reference/prime-fix/mdsfr FIX message providing a complete refresh of market data for a requested symbol. The Market Data Snapshot Full Refresh message provides a complete refresh of market data for a requested symbol. MsgType W Refers to the MDReqID of the request. Symbol updated by the Market Data Entry. Number of entries following. Type of market data entry. Required if NoMDEntries(268) > 0.
    Possible values:
  • 0 : Bid
  • 1 : Offer
 Price of the Market Data Entry. Quantity represented by the Market Data Entry. Date of Market Data Entry. Time of Market Data Entry. ```text theme={null} 8=FIX.4.4|9=608|35=W|34=2|49={{ Customer }}|52=20220930-13:28:06.454|56=CUSTOMER_MD|55=ETH-USD|262=id-220929160342682-26|268=8|269=0|270=1320.43|271=1.00000000|272=20220930|273=13:28:06.401|269=0|270=1320.43|271=2.00000000|272=20220930|273=13:28:06.401|269=0|270=1320.43|271=5.00000000|272=20220930|273=13:28:06.401|269=0|270=1320.43|271=10.00000000|272=20220930|273=13:28:06.401|269=1|270=1323.42|271=1.00000000|272=20220930|273=13:28:06.401|269=1|270=1323.42|271=2.00000000|272=20220930|273=13:28:06.401|269=1|270=1323.42|271=5.00000000|272=20220930|273=13:28:06.401|269=1|270=1323.42|271=10.00000000|272=20220930|273=13:28:06.401|10=247| ``` # New Order Single Source: https://docs.kraken.com/institutional/api-reference/prime-fix/nos Submit a new order to the Kraken order book via FIX. To submit a new order, the client needs to send a NewOrderSingle message. All orders are submitted from the client's perspective to Kraken exchange to place bid/offer on the Kraken Order book. A range of order types, Time-In-Force (TIF) and order flags can be specified by the parameters below. The supported order types are: * `market`: The full order quantity executes immediately at the best available price in the order book. * `limit`: The full order quantity is placed immediately with a limit price restriction to only trade at this price or better. * `limitallin`: The limit order price and quantity includes the fees. MsgType D The specific account for this order. Required if multiple accounts are enabled. Unique identifier for Order as assigned by the client. Must be `<= 36 characters`. UUIDs are recommended. The symbol of the currency pair to place an order on in the format `BASE-QUOTE`. Side of the order.
    Possible values:
  • 1 : Buy
  • 2 : Sell
 The execution model of the order.
    Possible values:
  • 1 : market
  • 2 : Limit
  • A : LimitAllIn
 Order quantity in terms of the base asset. The currency the quantity is specified in. If not specified, defaults to the base currency for the symbol. Limit price of the order to be placed in the Order Book. Required when OrderType=Limit/LimitAllIn. Specifies how long the order remains in effect.
    Possible values:
  • 1 : GTC (Good till canceled)
  • 3 : IOC (Immediate or Cancel)
  • 4 : Fill Or Kill (FOK)
Business timestamp for this request. Format: YYYYMMDD-HH:MM:SS.uuu Optional expiration time for the order. Only valid on orders with TimeInForce=1 (GTC). Required when TimeinForce=GTD. Format: YYYYMMDD-HH:MM:SS Time at which this order will activate and begin sending orders to the market. Format: YYYYMMDD-HH:MM:SS.uuu Allows Specifying an Order Strategy Type.
    Possible values:
  • StopLimit : This strategy will only place the order once the specified stop price has been met. For a Buy StopLimit order, the stop price must be *above* the current market price. For a Sell StopLimit order, the stop price must be *below* the current market price.
  • TakeProfitLimit : This strategy will only place the order once the specified take profit price has been met. For a Buy TakeProfitLimit order, the take profit price must be *below* the current market price. For a Sell TakeProfitLimit order, the take profit price must be *above* the current market price.
 The number of strategy parameter repeating groups The name of the StrategyParameter being set The value for the StrategyParameter being set Whether or not this order should be canceled when this session is disconnected. Possible values: Y, N. Default: Y ```text theme={null} 8=FIX.4.4|9=147|35=D|34=2|49=CUSTOMER|52=20220915-18:30:01.335|56={{ Customer }}|11=id-220912164936074-1152|38=1|40=2|44=1630.123|54=2|55=ETH-USD|59=1|60=20220915-14:30:01|10=228| ``` # Order Cancel Request Source: https://docs.kraken.com/institutional/api-reference/prime-fix/ocr Cancel an existing order via FIX. Cancel an existing order. A successful order cancellation will result in an [execution report](/institutional/api-reference/prime-fix/er) with the OrdStatus set to 4 (Cancelled). Unsuccessful cancellation requests will result in a [business level reject](/institutional/api-reference/prime-fix/ocrej) message with the reason of the rejection. MsgType F Unique identifier for Order as assigned by the client. Must be `<= 36 characters`. UUIDs are recommended. ClOrdID(11) of the previous non-rejected order. One of ClOrdID or OrderID is required at least for the cancellation to be accepted. The symbol of the currency pair to place an order on in the format `BASE-QUOTE`. Side of the order.
    Possible values:
  • 1 : Buy
  • 2 : Sell
 Time of order cancellation expressed in UTC. Format: YYYYDD-HH:MM:SS.uuu # Order Cancel Reject Source: https://docs.kraken.com/institutional/api-reference/prime-fix/ocrej Response message used to reject invalid order cancel or cancel/replace requests. The OrderCancelReject message is used to reject invalid cancel or cancel/replace requests. MsgType 9 ClOrdID(11) which could not be canceled/replaced. ClOrdID of the previous accepted order. Unique identifier of most recent order as assigned by Customer. If CxlRejReason="Unknown order", then will be "NONE". Business timestamp for this reject. Format: YYYYMMDD-HH:MM:SS.uuu Identifies current status of order.
    Possible values:
  • 0 : New
  • 1 : Partially filled
  • 2 : Filled
  • 4 : Canceled
  • 6 : Pending Cancel (i.e. result of Order Cancel Request)
  • 8 : Rejected
  • A : Pending New
  • E : Pending Replace (i.e. result of Order Cancel/Replace Request)
 Identifies the type of request that a Cancel Reject is in response to.
    Possible values:
  • 1 : Order cancel request
  • 2 : Order cancel/replace request
 Code to identify reason for cancel rejection.
    Possible values:
  • 0 : Too late to cancel
  • 1 : Unknown order
  • 2 : Broker / Exchange Option
  • 3 : Order already in Pending Cancel or Pending Replace status
 Free-format text string. # Order Cancel Replace Request Source: https://docs.kraken.com/institutional/api-reference/prime-fix/ocrr Amend the price, quantity, or other attributes of an existing FIX order. The Order Cancel-Replace Request message (MsgType=G) is used to amend the price, quantity, or markets of an existing order. MsgType G Unique identifier for Order as assigned by the client. Must be `<= 36 characters`. UUIDs are recommended. ClOrdID(11) of the previous non-rejected order. The symbol of the currency pair to place an order on in the format `BASE-QUOTE`. Side of the order.
    Possible values:
  • 1 : Buy
  • 2 : Sell
 The execution model of the order.
    Possible values:
  • 1 : market
  • 2 : Limit
  • A : LimitAllIn
 Order quantity in terms of the base asset. Limit price of the order to be placed in the Order Book. Required when OrderType=Limit/LimitAllIn. Business timestamp for this request. Format: YYYYMMDD-HH:MM:SS.uuu # Resend Request Source: https://docs.kraken.com/institutional/api-reference/prime-fix/resend-request FIX message used to request retransmission of messages when a sequence gap is detected. The Resend Request message is used to request retransmission of messages from the counterparty when a sequence gap is detected. When a sequence gap is detected (i.e., when the incoming message sequence number is greater than expected), a Resend Request should be sent to request retransmission of the missing messages. MsgType 2 First message sequence number to be resent. Last message sequence number to be resent. Set to 0 to request all messages from BeginSeqNo onwards. # Sequence Reset Source: https://docs.kraken.com/institutional/api-reference/prime-fix/sequence-reset FIX message used to reset sequence numbering or indicate that a range of sequence numbers will not be transmitted. The Sequence Reset message is used to reset the sequence numbering or to indicate that a range of sequence numbers will not be transmitted. It can be used as a Gap Fill to indicate that no messages were sent in a range of sequence numbers, or as a Sequence Reset to reset the sequence number to a new value. MsgType 4 Indicates whether this is a gap fill message.
    Possible values:
  • Y : Gap Fill - indicates no messages were sent in a range of sequence numbers
  • N or not present : Sequence Reset - resets sequence number to new value
 New sequence number for next message. # Session Reject Source: https://docs.kraken.com/institutional/api-reference/prime-fix/session-reject FIX message used to reject a received message at the session level due to protocol violations. The Session Reject message is used to reject a received message at the session level due to protocol violations or other session-related issues. MsgType 3 MsgSeqNum of rejected message. The tag number of the FIX field being referenced. The MsgType of the FIX message being referenced. Code to identify reason for a session-level Reject message. Where possible, message to explain reason for rejection. # Security List Source: https://docs.kraken.com/institutional/api-reference/prime-fix/sl FIX response message returning the list of securities matching a Security List Request. The Security List message is used to return a list of securities that matches the criteria specified in the Security List Request. MsgType y Unique ID to identify this request. Identifier for the SecurityList message. Result of the Security Request Identified by the SecurityReqID.
    Possible values:
  • 0 : Valid Request
  • 1 : Invalid or Unsupported Request
  • 2 : No instruments found that match the selection criteria
  • 3 : Not authorized to retrieve instrument data
  • 4 : Instrument data temporarily unavailable
  • 5 : Request for instrument data not supported
 Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of related symbols. Component Block \ required if 560=0. Common "human understood" representation of the security. Internal Customer ID for Security - for information only. The trading lot size of a security. Minimum Trading Volume for a security. The smallest difference between quoted prices for this instrument. Maximum Size for an order on this security. ```text theme={null} 8=FIX.4.4|9=243|35=y|34=3|49={{ Customer }}|52=20220930-13:28:16.514|56=CUSTOMER|146=2|55=ETH-USD|48=2|561=0.00000001|562=0.00000001|969=0.00001|1140=1000.00|55=BTC-USD|48=24|561=0.00000001|562=0|969=0.01|1140=1000.00|320=id-220929160342682-27|322=1BQM22QR01G00|560=0|10=153| ``` # Security List Request Source: https://docs.kraken.com/institutional/api-reference/prime-fix/slr FIX message to request the list of securities available for trading. Request a list of securities available for trading. MsgType x Unique ID to identify this request. Identifies the type of Security List Request.
    Possible values:
  • 4 : ALL\_SECURITIES
 ```text theme={null} 8=FIX.4.4|9=88|35=x|34=3|49=CUSTOMER|52=20220930-13:28:16.451|56={{ Customer }}|320=id-220929160342682-27|559=4|10=156| ``` # Test Request Source: https://docs.kraken.com/institutional/api-reference/prime-fix/test-request FIX message used to force a Heartbeat from the counterparty. The Test Request message is used to force a Heartbeat from the other side of the connection. When a Test Request is sent, the recipient must respond with a Heartbeat message containing the same TestReqID value. MsgType 1 Unique identifier for the test request. # Prime REST Source: https://docs.kraken.com/institutional/api-reference/prime-rest Programmatic access to Kraken Prime — API-user management, key lifecycle, and settlement The Prime REST API provides programmatic access to Kraken's Prime brokerage services. Use it to manage Prime API users and their keys, and to drive the settlement lifecycle for Prime trading activity. For trade execution and live exposure data, pair Prime REST with the [Prime WebSocket API](/institutional/api-reference/prime-websocket/authentication) (real-time) or the [Prime FIX API](/institutional/api-reference/prime-fix/logon) (session-based, deterministic ordering). Access to Prime requires onboarding. Contact [prime\_trading@kraken.com](mailto:prime_trading@kraken.com) or your Account Manager to begin. ## Connection ```text theme={null} https://api.kraken.com/0 ``` ## Authentication Prime REST uses the same HMAC-SHA512 signature scheme as the Spot REST API. See the [Spot REST authentication guide](/exchange/guides/rest/authentication) for the exact request signing flow — the algorithm, headers, and nonce handling are identical. The API key permissions, however, are scoped to Prime resources. ## Typical workflow Call [`CreatePrimeApiUser`](/api-reference/api-users/create-prime-api-user) with either a `Viewer` (read-only) or `Trader` (read + trade) role. Call [`CreatePrimeApiUserKey`](/api-reference/api-user-keys/create-prime-api-user-key) to issue credentials for the user. **The API secret is returned once at creation time** — store it securely; it cannot be retrieved later. Execute trades over Prime WebSocket or Prime FIX using the issued credentials. Trades book against your Prime credit line. At the end of a trading period, call [`CreatePrimeSettlementBatch`](/api-reference/settlement/create-prime-settlement-batch) to capture all unsettled trades into a batch. Each batch contains legs representing the net position per asset. For each leg in the batch, call [`SettlePrimeSettlementBatchAsset`](/api-reference/settlement/settle-prime-settlement-batch-asset) to initiate the transfer. Track progress via [`GetPrimeSettlementBatch`](/api-reference/settlement/get-prime-settlement-batch). ## Endpoint groups Create, list, get, and update Prime API users. Manage user roles. Issue, list, update, and delete API keys for a Prime user. Snapshot trades into batches and settle each leg. ## Roles | Role | Access | | :------- | :------------------------------------------------------------------------------ | | `Viewer` | Read-only — query orders, balances, and exposure | | `Trader` | Read + trade — submit and amend orders, in addition to all `Viewer` permissions | The role is set at user creation and can be changed via [`UpdatePrimeApiUserRoles`](/api-reference/api-users/update-prime-api-user-roles). ## Key lifecycle API keys are tied to an API user, not directly to a Prime account. A user may have multiple keys; revoking a key does not affect other keys for the same user. * **`CreatePrimeApiUserKey`** — issues a key pair; the secret is returned once and never persisted server-side. * **`UpdatePrimeApiUserKey`** — rotate the IP allow-list or other key metadata. * **`DeletePrimeApiUserKey`** — immediate revocation; subsequent requests signed with the deleted key fail authentication. ## Related Real-time order entry, executions, exposure, and balance streaming. Session-based order entry with deterministic ordering and replay. HMAC-SHA512 signing flow shared with Prime REST. REST vs WebSocket vs FIX trade-offs. # Authentication Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/authentication Authenticate WebSocket connections to the Kraken Prime API using HMAC-SHA256 signed headers. Authenticated connection. Connect to: `wss://wss.prime.kraken.com/ws/v1` WebSocket connections must be authenticated by signing the request and sending the signature in HTTP headers. ## Connection Headers | Header | Type | Description | | ---------------- | ------ | ---------------------------------------------------------------- | | **ApiKey** | string | Your Kraken API key | | **ApiSign** | string | base64-encoded signature | | **ApiTimestamp** | string | An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z` | The signature is a base64 encoded sha256 HMAC using the API secret of the following: ``` GET\n\n\n ``` For example: ``` GET\n2019-02-13T05:17:32.000000Z\nwss.sandbox.prime.kraken.com\n/ws/v1 ``` ```python theme={null} # to install websocket lib: # $ pip install websocket-client from websocket import create_connection import datetime import hmac import hashlib import base64 api_key = "" api_secret = "" utc_now = datetime.datetime.utcnow() utc_datetime = utc_now.strftime("%Y-%m-%dT%H:%M:%S.000000Z") 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()) ``` ## Environments | Environment | WebSocket Endpoint | | -------------- | ------------------------------------------ | | **Sandbox** | `wss://wss.sandbox.prime.kraken.com/ws/v1` | | **Production** | `wss://wss.prime.kraken.com/ws/v1` | ## API Keys If you do not have an API key and a signature assigned, you will need to obtain them first. You can do so by contacting Kraken support staff at: [prime\_trading@kraken.com](mailto:prime_trading@kraken.com). You will need separate API Keys for connecting to the sandbox and production environments. ## Rate Limits There is no limit to how many concurrent websocket connections you're allowed, though this may change in the future. If you expect to have more than \~10 active connections, please contact [prime\_trading@kraken.com](mailto:prime_trading@kraken.com). # Balance Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/balance Authenticated channel for streaming real-time account balance updates. Authenticated channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Request for stream of Balance updates. Provides real-time account balance information. ## Subscribe Request Request ID - will be echoed back in the response structure. Request type. Value: `subscribe` Array containing the Balance stream configuration. Subscription name. Value: `Balance` Optional list of currencies to filter these balance updates by, default is all available currencies. If provided, will provide converted equivalent amounts of each currency in the provided Equivalent Currency. ```json theme={null} { "reqid": 11, "type": "subscribe", "streams": [ { "name": "Balance", "EquivalentCurrency": "USD" } ] } ``` ## Response A number that relates this response to a request. The type of message sent. An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. If this is initial data for a request, the initial flag will be set. The sequence number for this response per request. "Update" or "Remove" - tells the client if the given entity should be removed or added/updated. Array of Balance data. Currency of this balance update. Current balance amount in the specified currency. Amount available for trading right now. If requested equivalent balance amount, will provide a Balance update in the specified equivalent currency. Requested Equivalent Currency. Amount of this balance in the equivalent currency. Equivalent amount of amount available for trading right now. ```json theme={null} { "reqid": 11, "type": "Balance", "ts": "2021-09-16T16:17:06.892914Z", "initial": true, "seqNum": 1, "data": [ { "Currency": "USD", "Amount": "-1928479.77953598", "AvailableAmount": "-1928479.77953598", "Equivalent": { "Currency": "USD", "Amount": "-1928479.78", "AvailableAmount": "-1928479.78" } }, { "Currency": "BTC", "Amount": "40.15480673", "AvailableAmount": "40.15480673", "Equivalent": { "Currency": "USD", "Amount": "1930241.56", "AvailableAmount": "1930241.56" } } ] } ``` # Currency Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/currency Public channel for streaming available currencies used within trading. Public channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Request for stream of available currencies used within trading. On initial request, a snapshot of all available currencies is provided. All subsequent messages are deltas to the currency snapshot. ## Subscribe Request Request ID - will be echoed back in the response structure. Request type. Value: `subscribe` Array containing the Currency stream configuration. Subscription name. Value: `Currency` Optional list of currency symbols to filter the subscription on. ```json theme={null} { "reqid": 3, "type": "subscribe", "streams": [ { "name": "Currency" } ] } ``` ## Response A number that relates this response to a request. The type of message sent. An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. If this is initial data for a request, the initial flag will be set. The sequence number for this response per request. "Update" or "Remove" - tells the client if the given entity should be removed or added/updated. Array of Currency data. Timestamp of message publication as nanoseconds since the Unix epoch. "Update" or "Remove" where the latter indicates the Currency is no longer available. Possible values: `Update`, `Remove` System ID for Currency - for information only. Symbol for currency. Minimum increment for Currency. Default increment used in all Market Data and Orders. Description of Currency. ```json theme={null} { "reqid": 3, "type": "Currency", "ts": "2021-09-14T22:11:47.512168Z", "initial": true, "seqNum": 1, "data": [ { "Timestamp": 1676936489075207000, "UpdateAction": "Update", "CurrencyID": 2, "Symbol": "USD", "MinIncrement": "0.01", "DefaultIncrement": "0.01", "Description": "U.S. Dollar" }, { "Timestamp": 1676936515053193000, "UpdateAction": "Update", "CurrencyID": 17, "Symbol": "ETH", "MinIncrement": "0.00000001", "DefaultIncrement": "0.0001", "Description": "Ethereum" } ] } ``` # Currency Conversion Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/currency-conversion Public channel for streaming real-time currency conversion rates. Public channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Request for stream of currency conversion rates. ## Subscribe Request Request ID - will be echoed back in the response structure. Request type. Value: `subscribe` Array containing the Currency Conversion stream configuration. Subscription name. Value: `CurrencyConversion` Quote currency to base the conversion rates on. List of currencies and securities to generate conversion rates for; defaults to all available currencies. Optional throttle interval for conversion rate updates. Minimal/default value: 10s. Optional param to indicate what conversion rate percent change should trigger sending out an update. Minimal/default value: 0.0001 which means 1 bps. ```json theme={null} { "reqid": 4, "type": "subscribe", "streams": [ { "name": "CurrencyConversion", "EquivalentCurrency": "USD", "Currencies": ["BTC", "ETH", "BCH-USD"], "Throttle": "15s", "Tolerance": "0.0002" } ] } ``` ## Response A number that relates this response to a request. The type of message sent. An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. If this is initial data for a request, the initial flag will be set. The sequence number for this response per request. "Update" or "Remove" - tells the client if the given entity should be removed or added/updated. Array of CurrencyConversion data. Timestamp of message publication. Currency symbol for equivalent currency. Currency symbol for base currency on conversion. Currency conversion rate. Status of the conversion rate. Path used for the conversion. ```json theme={null} { "reqid": 4, "type": "CurrencyConversion", "ts": "2021-09-14T22:16:18.604996Z", "initial": true, "seqNum": 1, "data": [ { "Timestamp": "2021-09-14T22:16:18.604674Z", "EquivalentCurrency": "USD", "Currency": "ETH", "Rate": "3368.16", "Status": "Online", "ConversionPath": "(ETH-USD)" }, { "Timestamp": "2021-09-14T22:16:18.604674Z", "EquivalentCurrency": "USD", "Currency": "BTC", "Rate": "46841.35", "Status": "Online", "ConversionPath": "(BTC-USD)" } ] } ``` # Execution Report Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/execution-report Authenticated channel for streaming all order responses and lifecycle updates. Authenticated channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Request stream of Execution Reports. All order responses and updates are sent as ExecutionReport messages. ## Subscribe Request Request ID - will be echoed back in the response structure. Request type. Value: `subscribe` Array containing the ExecutionReport stream configuration. Subscription name. Value: `ExecutionReport` If provided, the subscription will return execution reports that were published at or after this time. An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z. If provided, the subscription will return execution reports that were published before this time. If provided, Symbol of the security to get the executions for. If provided, comma-separated statuses of orders to include e.g. New,Filled. If provided, filter by OrderID. If provided, filter by RFQID. ```json theme={null} { "reqid": 5, "type": "subscribe", "streams": [ { "name": "ExecutionReport", "StartDate": "2021-09-14T00:00:00.000000Z" } ] } ``` ## Response A number that relates this response to a request. The type of message sent. An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. If this is initial data for a request, the initial flag will be set. The sequence number for this response per request. "Update" or "Remove" - tells the client if the given entity should be removed or added/updated. Array of ExecutionReport data. Timestamp of the message. Symbol of the order security. Server assigned Order ID, will be a UUID. Client assigned Order ID for the last request. Original client assigned Order ID. Time of original order submission. Server assigned ID of this update, will be a UUID. Order side. Possible values: `Buy`, `Sell` Transaction time. Describes the specific execution. Possible values: `New`, `Trade`, `Canceled`, `Replaced`, `PendingCancel`, `Stopped`, `Rejected`, `PendingNew`, `Restated`, `PendingReplace`, `CancelRejected`, `ReplaceRejected`, `PendingResume`, `Resumed`, `PendingPause`, `Paused`, `Triggered`, `Started` Identifies current status of order. Possible values: `New`, `PartiallyFilled`, `Filled`, `Canceled`, `PendingCancel`, `Rejected`, `PendingNew`, `PendingReplace` Order quantity. Order type. Possible values: `Market`, `Limit`, `RFQ` Order limit price, required when OrdType=Limit. Currency of Quantity. Quantity open for further execution. Total quantity filled. Always in Currency units. Average filled price of the order. Only valid if CumQty > 0. Does not include fees. Specifies how long the order remains in effect. Possible values: `GoodTillCancel`, `FillAndKill`, `FillOrKill` Last price, specified when ExecType=Trade. Last qty, specified when ExecType=Trade. Last amount, specified when ExecType=Trade. Last fee, specified when ExecType=Trade. Total amount filled. Always in Amount currency. Currency of Amount. The customer user associated with this execution report. ```json theme={null} { "reqid": 6, "type": "ExecutionReport", "ts": "2021-09-14T22:23:11.920903Z", "initial": false, "seqNum": 2, "data": [ { "Timestamp": "2021-09-14T22:23:11.903074Z", "Symbol": "BTC-USD", "OrderID": "1b6b882b-e2fc-4774-ad2d-9db4df536f29", "ClOrdID": "58b9adb0-15aa-11ec-b0a2-2554a9e1e7a4", "SubmitTime": "2021-09-14T22:23:11.903074Z", "ExecID": "4b423f54-4a54-4679-9ee7-1f5f417ec5f5", "Side": "Buy", "TransactTime": "2021-09-14T22:23:11.883000Z", "ExecType": "PendingNew", "OrdStatus": "PendingNew", "OrderQty": "0.20000000", "OrdType": "Market", "Currency": "BTC", "LeavesQty": "0.20000000", "CumQty": "0", "AvgPx": "0", "TimeInForce": "FillOrKill", "LastPx": "0", "LastQty": "0", "LastAmt": "0", "LastFee": "0", "CumAmt": "0", "AmountCurrency": "USD", "CustomerUser": "tom@company.com" } ] } ``` # Exposure Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/exposure Authenticated channel for streaming real-time credit utilization and exposure limit information. Authenticated channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Request for stream of Exposure updates. Provides real-time credit utilization and exposure limit information. ## Subscribe Request Request ID - will be echoed back in the response structure. Request type. Value: `subscribe` Array containing the Exposure stream configuration. Subscription name. Value: `Exposure` ```json theme={null} { "reqid": 11, "type": "subscribe", "streams": [ { "name": "Exposure" } ] } ``` ## Response A number that relates this response to a request. The type of message sent. An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. If this is initial data for a request, the initial flag will be set. The sequence number for this response per request. "Update" or "Remove" - tells the client if the given entity should be removed or added/updated. Array of Exposure data. The currency all exposure values are expressed in. Current credit utilization expressed in the ExposureCurrency. Credit limit expressed in the ExposureCurrency. Status of the exposure information. Possible values: `Online`, `Offline` The last time the credit was updated. ```json theme={null} { "reqid": 11, "type": "Exposure", "ts": "2021-09-16T16:17:06.892914Z", "initial": true, "seqNum": 1, "data": [ { "ExposureCurrency": "USD", "Exposure": "1000000", "ExposureLimit": "5000000", "Status": "Online", "Timestamp": "2021-09-16T16:17:06.892914Z" } ] } ``` # Market Data Snapshot Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/market-data-snapshot Public channel for streaming real-time bid/offer levels for a security. Public channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Request stream of MarketDataSnapshot messages. To stream security pricing with real-time bid/offer levels. ## Subscribe Request Request ID - will be echoed back in the response structure. Request type. Value: `subscribe` Array containing the MarketDataSnapshot stream configuration. Subscription name. Value: `MarketDataSnapshot` Security to request (e.g. `BTC-USD`). Optional throttle duration for updates, defaults to configured MinMarketDataThrottle. Valid time units are "ns", "us", "ms", "s". Price increment for levels to enable price bucketing. Maximum number of bid/offer levels to stream prices for. A list of sizes to return price levels for; defaults to configured Security SizeBuckets. ```json theme={null} { "reqid": 5, "type": "subscribe", "streams": [ { "name": "MarketDataSnapshot", "Symbol": "BTC-USD" } ] } ``` ## Response A number that relates this response to a request. The type of message sent. An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. If this is initial data for a request, the initial flag will be set. The sequence number for this response per request. "Update" or "Remove" - tells the client if the given entity should be removed or added/updated. Array of MarketDataSnapshot data. Timestamp of update in ISO-8601 UTC format. Security for update. Status of update. Possible values: `Online`, `Offline` Full list of Bids. Limit price of the level. Size on this level. Full list of Offers. Limit price of the level. Size on this level. ```json theme={null} { "reqid": 5, "type": "MarketDataSnapshot", "ts": "2026-06-17T11:47:35.341672Z", "initial": true, "seqNum": 1, "data": [ { "Timestamp": "2026-06-17T11:47:35.340139Z", "Symbol": "BTC-USD", "Status": "Online", "Bids": [ { "Price": "64805.0", "Size": "0.50000000" }, { "Price": "64805.0", "Size": "2.50000000" } ], "Offers": [ { "Price": "64807.9", "Size": "0.50000000" }, { "Price": "64807.9", "Size": "2.50000000" } ] } ] } ``` # New Order Single Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/new-order-single Authenticated command to submit a new order against available liquidity or an open RFQ. Authenticated channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Command used to submit a new order either against any provided liquidity or an open RFQ. Results of this command will be visible in the ExecutionReport and Trade streams which will track the lifecycle of the order. ## Request Request ID. Command type. Value: `NewOrderSingle` Order data array. Symbol of the security to submit an order on (e.g. `BTC-USD`). Unique Client Order ID for this request. Format: UUID Side of the order. Possible values: `Buy`, `Sell` Order quantity in units of Currency. Order type. Possible values: `Market`, `Limit`, `RFQ` Order limit price. Required when `OrdType` is `Limit`. Optional when `OrdType` is `RFQ` — include it only to validate against a limit price; if omitted, the order executes at the quoted price. The currency that the quantity is specified in. If not specified, defaults to the base currency for the symbol. Specifies how long the order remains in effect. Possible values: `GoodTillCancel`, `FillAndKill`, `FillOrKill`. RFQ orders are always executed as `FillOrKill`; you may omit this field and the platform applies that behavior. Optional order strategy to use for algorithmic orders. Possible values: `SteadyPace`, `StopLimit` Optional QuoteID to trade on. Must be specified when OrdType=RFQ. Optional RFQID to trade on. Must be specified when OrdType=RFQ. Optional allowed price slippage for Limit order placed against RFQ. Transaction timestamp. Format: ISO-8601 UTC (e.g. `2019-02-13T05:17:32.000000Z`) Strategy-specific parameters. Required keys depend on `Strategy` — see [Supported Order Strategies](#supported-order-strategies) below. For `SteadyPace`, `ClipSize` and `ClipInterval` are required. Use this for a standard resting limit order with no algorithmic strategy: ```json theme={null} { "reqid": 12, "type": "NewOrderSingle", "data": [ { "Symbol": "BTC-USD", "ClOrdID": "4d489920-15da-11ec-b5e7-7f4881f01b7d", "Side": "Buy", "TransactTime": "2021-09-15T04:06:28.530000Z", "OrderQty": "0.01", "OrdType": "Limit", "Price": "43000", "Currency": "BTC", "TimeInForce": "GoodTillCancel" } ] } ``` When `Strategy` is `SteadyPace`, include the required clip parameters in `Parameters`. `ErrorAction` is optional and controls behavior when a clip fails. ```json theme={null} { "reqid": 12, "type": "NewOrderSingle", "data": [ { "Symbol": "BTC-USD", "ClOrdID": "4d489920-15da-11ec-b5e7-7f4881f01b7d", "Side": "Buy", "TransactTime": "2021-09-15T04:06:28.530000Z", "OrderQty": "0.01", "OrdType": "Limit", "Price": "43000", "Currency": "BTC", "TimeInForce": "GoodTillCancel", "Strategy": "SteadyPace", "Parameters": { "ClipSize": "0.001", "ClipInterval": "1m", "ErrorAction": "Pause" } } ] } ``` Accept an open quote by sending `NewOrderSingle` with `OrdType` set to `RFQ`. Use `QuoteID` and `RFQID` from the latest `Open` update on the [Quote](/institutional/api-reference/prime-websocket/quote) stream. `Price` is optional — omit it to trade at the quoted price, or set it to enforce a limit. ```json theme={null} { "reqid": 41, "type": "NewOrderSingle", "data": [ { "Symbol": "BTC-USD", "ClOrdID": "4d489920-15da-11ec-b5e7-7f4881f01b7d", "Side": "Buy", "TransactTime": "2021-09-15T04:06:28.530000Z", "OrderQty": "0.30000000", "OrdType": "RFQ", "QuoteID": "20e240c5-9a82-4731-809e-91b3a2bf2f49", "RFQID": "8688ceab-ea67-416c-8ce1-9b63d6c0fe4e" } ] } ``` ## Accepting a quote (RFQ) To trade against an open RFQ: 1. Subscribe to [Quote](/institutional/api-reference/prime-websocket/quote), [Execution Report](/institutional/api-reference/prime-websocket/execution-report), and [Trade](/institutional/api-reference/prime-websocket/trade). 2. Send a [Quote Request](/institutional/api-reference/prime-websocket/quote-request) and wait for `QuoteStatus` `Open`. 3. Send `NewOrderSingle` with `OrdType` `RFQ`, `QuoteID` and `RFQID` from the `Open` quote, matching `Side`/`Symbol`/`OrderQty`, and optional `Price` if you need limit validation. RFQ orders are always executed as `FillOrKill` — you may omit `TimeInForce`. 4. Monitor execution and trade streams for fill or reject. The quote moves to `Filled` when accepted. Command requests do not return a direct ack; results arrive on the subscribed streams. ## Supported Order Strategies The **Limit Example** tab above omits `Strategy` entirely — suitable for a single resting limit order. Set `Strategy` when you need algorithmic execution; each strategy requires its own `Parameters` fields. ### SteadyPace A schedule-based algorithm that divides an order into suborders (clips) and submits them at equal, user-defined intervals. **Required parameters:** | Parameter | Type | Description | | -------------- | ------ | ---------------------------------------------------------------- | | `ClipSize` | Qty | Quantity sent on each clip (must be less than total `OrderQty`). | | `ClipInterval` | string | Interval between clips (e.g. `1m`, `30s`). | **Optional parameters:** | Parameter | Type | Description | | ------------- | ------- | --------------------------------------------------------- | | `StartTime` | string | ISO-8601 UTC time when the schedule begins sending clips. | | `EndTime` | string | ISO-8601 UTC expire time for the order. | | `Variance` | decimal | Randomization factor applied to clip sizes. | | `ErrorAction` | string | Behavior when a clip fails (e.g. `Pause`). | Omitting `ClipSize` or `ClipInterval` while `Strategy` is `SteadyPace` produces an incomplete request. Use the **SteadyPace Example** tab above for a copy-paste-ready payload. ### StopLimit This strategy will only place the order once the specified stop price has been met. **Parameters:** * `TriggerPrice` (Price, required): The price that must be met to trigger execution of the order. * `EndTime` (string, optional): Optional expire time for the order. # Order Updates Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/order Authenticated channel for streaming real-time order status updates. Authenticated channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Request stream of Order updates. An Order update having a data field containing an array that has a similar structure to ExecutionReport. ## Subscribe Request Request ID - will be echoed back in the response structure. Request type. Value: `subscribe` Array containing the Order stream configuration. Subscription name. Value: `Order` If provided, the subscription will return orders that were submitted after this time. An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z. If provided, the subscription will return orders that were submitted before this time. If provided, Symbol of the security to get the orders for. If provided, comma-separated Statuses of orders to include e.g. New,Filled. If provided, filter by OrderID. If provided, filter by RFQID. ```json theme={null} { "reqid": 7, "type": "subscribe", "streams": [ { "name": "Order", "StartDate": "2021-09-14T00:00:00.000000Z" } ] } ``` ## Response A number that relates this response to a request. The type of message sent. An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. If this is initial data for a request, the initial flag will be set. The sequence number for this response per request. "Update" or "Remove" - tells the client if the given entity should be removed or added/updated. Array of Order data with a similar structure to ExecutionReport. Timestamp of the message. Symbol of the order security. Server assigned Order ID, will be a UUID. Client assigned Order ID for the last request. "Buy" or "Sell". Describes the specific execution. Identifies current status of order. Order quantity. Order type. Currency of Quantity. The customer user associated with this order. ```json theme={null} { "reqid": 7, "type": "Order", "ts": "2021-09-14T22:26:44.518538Z", "initial": false, "seqNum": 3, "data": [ { "Timestamp": "2021-09-14T22:26:44.505519Z", "Symbol": "BTC-USD", "OrderID": "b35b1c3b-a304-4224-919f-9db1319de188", "ClOrdID": "d7635e40-15aa-11ec-b0a2-2554a9e1e7a4", "SubmitTime": "2021-09-14T22:26:44.457050Z", "ExecID": "c73fcf77-aaa1-46e7-9260-f625d6416646", "Side": "Buy", "ExecType": "New", "OrdStatus": "New", "OrderQty": "0.10000000", "OrdType": "Market", "Currency": "BTC", "LeavesQty": "0.10000000", "CumQty": "0", "AvgPx": "0", "TimeInForce": "FillOrKill", "LastPx": "0", "LastQty": "0", "LastAmt": "0", "LastFee": "0", "CumAmt": "0", "DecisionStatus": "Active", "AmountCurrency": "USD", "CustomerUser": "tom@company.com" } ] } ``` # Order Cancel Replace Request Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/order-cancel-replace-request Authenticated command to modify an open order's price, quantity, or strategy. Authenticated channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Command used to modify an open order. Results of this command will be visible in the Order and ExecutionReport streams. ## Request Request ID. Command type. Value: `OrderCancelReplaceRequest` Replace request data array. Symbol of the security to submit an order on. Unique Client Order ID for this request, usually a UUID. Client Order ID of the order to cancel, one of OrderID, OrigClOrdID is required. Order ID of the order to cancel, one of OrderID, OrigClOrdID is required. Order quantity in units of Currency. Order limit price, required for Limit orders. An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z. Optional order strategy to use. For algorithmic orders Pegged, TWAP, FullAmount, TimeSliced, and SteadyPace are supported. Optional expire time for the order. An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z. Optional order strategy parameters. Timestamp of the message. ```json theme={null} { "reqid": 14, "type": "OrderCancelReplaceRequest", "data": [ { "Price": "44000", "Symbol": "BTC-USD", "OrderID": "16a55364-4248-4575-aa0b-dddd3f694ca3", "ClOrdID": "b5e52570-15da-11ec-b5e7-7f4881f01b7d", "TransactTime": "2021-09-15T04:09:24.039000Z", "OrderQty": "0.5", "Parameters": { "ErrorAction": "Pause" } } ] } ``` # Order Cancel Request Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/order-cancel-request Authenticated command to cancel an open order. Authenticated channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Command used to cancel an open order. Results of this command will be visible in the Order and ExecutionReport streams. ## Request Request ID. Command type. Value: `OrderCancelRequest` Cancel request data array. Symbol of the security to submit an order on. Unique Client Order ID for this request, usually a UUID. Client Order ID of the order to cancel, one of OrderID, OrigClOrdID is required. Order ID of the order to cancel, one of OrderID, OrigClOrdID is required. An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z. Timestamp of the message. ```json theme={null} { "reqid": 13, "type": "OrderCancelRequest", "data": [ { "Symbol": "BTC-USD", "ClOrdID": "c0be17e0-15da-11ec-b5e7-7f4881f01b7d", "OrderID": "16a55364-4248-4575-aa0b-dddd3f694ca3", "TransactTime": "2021-09-15T04:09:42.238000Z" } ] } ``` # Order Control Request Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/order-control-request Authenticated command to pause or resume an open order. Authenticated channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Command used to Pause or Resume an open order. Results of this command will be visible in the Order and ExecutionReport streams. ## Request Request ID. Command type. Value: `OrderControlRequest` Control request data array. Unique Client Order ID for this request, usually a UUID. Client Order ID of the order to submit the control request for, one of OrderID, OrigClOrdID is required. Order ID of the order to submit the control request for, one of OrderID, OrigClOrdID is required. An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z. Action to apply on the order. Possible values: `Pause`, `Resume` Timestamp of the message. ```json theme={null} { "reqid": 17, "type": "OrderControlRequest", "data": [ { "ClOrdID": "9eb07120-15da-11ec-b5e7-7f4881f01b7d", "OrderID": "16a55364-4248-4575-aa0b-dddd3f694ca3", "TransactTime": "2021-09-15T04:10:00.000000Z", "Action": "Pause" } ] } ``` # Ping Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/ping Optional client-initiated ping to verify connectivity; server responds with a Pong message. Public channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Pings may be optionally initiated by the client. They are not required to keep the session alive. On a valid request, the server responds with a `Pong` message. If `data` is omitted or empty, the server responds with an `error` message instead. ## Request A unique number that identifies this ping request. Request type. Value: `Ping` An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. Non-empty list of objects that is forwarded in the `Pong` response. Must contain at least one object; an empty array is rejected. ```json theme={null} { "reqid": 2, "type": "Ping", "ts": "2024-01-13T05:17:32.000000Z", "data": [ {} ] } ``` ## Response The request ID from the ping request. Response type. Value: `Pong` Sequence number, always 0 for ping/pong when present. This field may be omitted from the response. An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. Objects forwarded from the ping request `data` array. ```json theme={null} { "reqid": 2, "type": "Pong", "ts": "2024-01-13T05:17:32.002500Z", "data": [ {} ] } ``` Returned when `data` is omitted or empty. The request ID from the ping request. Response type. Value: `error` Sequence number for the error response. Error responses use `seq`, not `seqNum`. An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. Error details. Error code. Human-readable error message. If `data` is omitted: ```json theme={null} { "reqid": 2, "type": "Ping", "ts": "2024-01-13T05:17:32.000000Z" } ``` The server responds with: ```json theme={null} { "reqid": 2, "type": "error", "seq": 1, "ts": "2024-01-13T05:17:32.002500Z", "error": { "code": 1, "msg": "missing Ping data" } } ``` If `data` is an empty array, the same error is returned. ## Notes * `data` is required and must contain at least one object. Requests that omit `data`, or send `"data": []`, are rejected with `"missing Ping data"`. * Any objects included in `data` are echoed back unchanged in the `Pong` response. * `seqNum` may be omitted from successful `Pong` responses. * Error responses use `seq` (not `seqNum`) and include an `error` object with `code` and `msg` fields. # Quote Updates Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/quote Authenticated channel for streaming real-time quote responses from RFQ requests. Authenticated channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Request stream of Quotes. All quote responses are sent as Quote updates. To request a quote, send a QuoteRequest message. The server responds with one or many Quote messages as the streaming prices update. ## Subscribe Request Request ID - will be echoed back in the response structure. Request type. Value: `subscribe` Array containing the Quote stream configuration. Subscription name. Value: `Quote` If provided, the subscription will return quotes for rfqs that were submitted after this time. If provided, the subscription will return quotes for rfqs that were submitted before this time. If provided, Symbol of the security to filter quotes for. If provided, filter by RFQID. ```json theme={null} { "reqid": 6, "type": "subscribe", "streams": [ { "name": "Quote", "StartDate": "2021-09-14T00:00:00.000000Z" } ] } ``` ## Response A number that relates this response to a request. The type of message sent. An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. If this is initial data for a request, the initial flag will be set. The sequence number for this response per request. "Update" or "Remove" - tells the client if the given entity should be removed or added/updated. Array of Quote data. Timestamp of the message. Symbol of the order security. Currency of Quantity. Server-assigned RFQID. Present from `PendingNew` onward. Client assigned Quote Req ID for the quote request. Status of the quote. Possible values: `PendingNew`, `Open`, `PendingCancel`, `Canceled`, `PendingFill`, `Filled`, `Rejected` Server assigned ID for this quote update. Quote request reject reason, specified when `QuoteStatus` is `Rejected`. Time of original quote request submission. Order quantity. Currency of Amount. End time of RFQ. Quote side. Possible values: `Buy`, `Sell` The price of the trade if the quote is filled. The quantity of the trade if the quote is filled. The amount of the trade if the quote is filled. Bid quote price. Bid quote amount in units of AmountCurrency. Offer quote price. Offer quote amount in units of AmountCurrency. Expire time for the current streaming quote. Present on `Open` updates with live bid/offer prices. The customer user associated with this quote. Market account associated with this quote. ```json theme={null} { "reqid": 9, "type": "Quote", "ts": "2021-09-14T22:31:27.214025Z", "initial": false, "seqNum": 3, "data": [ { "Timestamp": "2021-09-14T22:31:27.204209Z", "Symbol": "BTC-USD", "Currency": "BTC", "RFQID": "8688ceab-ea67-416c-8ce1-9b63d6c0fe4e", "QuoteReqID": "7feb22f0-15ab-11ec-b0a2-2554a9e1e7a4", "QuoteStatus": "Open", "QuoteID": "20e240c5-9a82-4731-809e-91b3a2bf2f49", "SubmitTime": "2021-09-14T22:31:27.183751Z", "OrderQty": "0.30000000", "AmountCurrency": "USD", "EndTime": "2021-09-14T22:31:42.183751Z", "BidPx": "46836.27", "BidAmt": "14050.88", "OfferPx": "46879.47", "OfferAmt": "14063.85", "ValidUntilTime": "2021-09-14T22:31:28.204209Z", "CustomerUser": "tom@company.com" } ] } ``` ## RFQ workflow A typical RFQ flow looks like this: 1. Subscribe to the [Quote](/institutional/api-reference/prime-websocket/quote) stream. 2. Send a [Quote Request](/institutional/api-reference/prime-websocket/quote-request) to open an RFQ and receive streaming prices. 3. When ready to trade, send a [New Order Single](/institutional/api-reference/prime-websocket/new-order-single) with `OrdType` set to `RFQ` and `QuoteID` and `RFQID` from the latest `Open` quote update. See the **RFQ Example** tab on that page. 4. Monitor fills on the [Execution Report](/institutional/api-reference/prime-websocket/execution-report) and [Trade](/institutional/api-reference/prime-websocket/trade) streams. To withdraw an open RFQ without trading, use [Quote Cancel Request](/institutional/api-reference/prime-websocket/quote-cancel-request). # Quote Cancel Request Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/quote-cancel-request Authenticated command to cancel an open RFQ. Authenticated channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Command used to cancel an open RFQ. Results of this command will be visible in the Quote stream. ## Request Request ID. Command type. Value: `QuoteCancelRequest` Quote cancel request data array. QuoteReqID from the request to cancel. RFQID to cancel, required and must align with QuoteReqID. An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z. ```json theme={null} { "reqid": 16, "type": "QuoteCancelRequest", "data": [ { "QuoteReqID": "8e9540d0-15db-11ec-b5e7-7f4881f01b7d", "RFQID": "f47bfb99-4d1e-4179-b62c-a96e83cc93ba", "TransactTime": "2021-09-15T04:15:24.581000Z" } ] } ``` # Quote Request Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/quote-request Authenticated command to open a new RFQ and request a streaming quote. Authenticated channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Command used to request a quote thereby opening a new RFQ. Results of this command will be visible in the Quote stream. ## Request Request ID. Command type. Value: `QuoteRequest` Quote request data array. Symbol of the security to submit an order on. The currency that the quantity is specified in. Unique ID for this request, usually a UUID. Optional side for a one sided request. Possible values: `Buy`, `Sell`. Leave blank for a two way quote. Requested quantity in units of Currency. An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z. Timestamp of the message. Optional parameters for the quote request. ```json theme={null} { "reqid": 15, "type": "QuoteRequest", "data": [ { "QuoteReqID": "8e9540d0-15db-11ec-b5e7-7f4881f01b7d", "OrderQty": "0.75", "Currency": "BTC", "Symbol": "BTC-USD", "TransactTime": "2021-09-15T04:15:27.581000Z", "Parameters": {} } ] } ``` ## Notes To generate a `QuoteReqID`, we recommend using a UUID4 or another globally unique identifier. `QuoteReqID` must be unique and with length less than or equal to 36 characters. Quote responses are delivered on the [Quote](/institutional/api-reference/prime-websocket/quote) stream. To accept a quote, see [New Order Single](/institutional/api-reference/prime-websocket/new-order-single) (`OrdType=RFQ`). # Security Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/security Public channel for streaming the list of available securities and real-time updates to their properties. Public channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Request for stream of available securities for trading. On initial request, a snapshot of all available securities is provided. All subsequent messages are deltas to the securities snapshot. Kraken maintains a security master which contains up-to-date information about the securities supported over API that are available to trade. ## Subscribe Request Request ID - will be echoed back in the response structure. Request type. Value: `subscribe` Array containing the Security stream configuration. Subscription name. Value: `Security` Optional list of symbols to filter the subscription on. ```json theme={null} { "reqid": 2, "type": "subscribe", "streams": [ { "name": "Security" } ] } ``` ## Response A number that relates this response to a request. The type of message sent. An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. If this is initial data for a request, the initial flag will be set. The sequence number for this response per request. "Update" or "Remove" - tells the client if the given entity should be removed or added/updated. Array of Security data. Timestamp of message publication in ISO-8601 UTC format. "Update" or "Remove" where the latter indicates the Security is no longer available. System ID for Security - for information only. Symbol for security. Minimum Price Increment for Security. Minimum Size Increment for Security. This increment is used to validate orders and RFQS expressed in base currency of the security. Minimum Amount Increment for Security. This increment is used to validate orders and RFQS expressed in quote currency of the security. Minimum Size for an Order on this Security. Maximum Size for an Order on this Security. Currency in which the Security is quoted. Base currency for the Security. Date this security was Disabled. Default price increment used in all Market Data and Orders. Default size increment used in all Market Data and Orders. String specification describing the price display. String specification describing the size display. Normal size of Security. Product type of Security. Currency in which any position on this Security is tracked. Currency in which any settlement on this Security is negotiated. Notional Multiplier of Security. Expiration of Security. Default array of Size Buckets for Market Data Snapshot Streams. Display symbol for Security. Description of Security. Security rank. ```json theme={null} { "reqid": 2, "type": "Security", "ts": "2021-09-14T22:11:47.512168Z", "initial": true, "seqNum": 1, "data": [ { "Timestamp": "2021-09-14T22:11:47.512168Z", "UpdateAction": "Update", "SecurityID": 2, "Symbol": "ETH-USD", "MinPriceIncrement": "0.01", "MinSizeIncrement": "0.00000001", "MinAmtIncrement": "0.01", "MinimumSize": "0.00000001", "MaximumSize": "10000000", "QuoteCurrency": "USD", "BaseCurrency": "ETH", "DefaultPriceIncrement": "0.01", "DefaultSizeIncrement": "0.0001", "PriceDisplaySpec": "M.m", "SizeDisplaySpec": "M.m", "NormalSize": "2", "ProductType": "Spot", "PositionCurrency": "ETH", "SettlementCurrency": "USD", "NotionalMultiplier": "1", "SizeBuckets": [ { "Size": "0" } ], "DisplaySymbol": "ETH-USD", "Description": "Ethereum/U.S. Dollar", "Rank": 2 } ] } ``` # Subscribe Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/subscribe Send a subscription request to begin a stream of data from the Prime WebSocket API. Public channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Send a subscription request to begin a stream of data. An example request that subscribes to data. ## Request Request ID - will be echoed back in the response structure. Request type for initializing a subscription. Value: `subscribe` Optional user generated tag to attach to stream data. Streams to subscribe to. Subscription name (e.g., "Security", "MarketDataSnapshot", "ExecutionReport"). Any required or optional parameters described for the subscription names. An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. ```json theme={null} { "reqid": 1, "type": "subscribe", "streams": [ { "name": "MarketDataSnapshot", "Symbol": "BTC-USD" } ], "ts": "2019-02-13T05:17:32.000000Z" } ``` ## Response A number that relates this response to a request. The sequence number for this response per request. seqNum begins at 1 on the first message with this reqid and increments by one for each message sent on this reqid. The type of message sent. This document describes all valid message types. An optional tag from the stream request. An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. If this is initial data for a request, the initial flag will be set. "Update" or "Remove" - tells the client if the given entity should be removed or added/updated. The total number of records for this stream. Array of response data structured per subscription type. If paging, tag for next page of data. ```json theme={null} { "reqid": 1, "type": "MarketDataSnapshot", "ts": "2026-06-17T11:27:06.865086Z", "initial": true, "seqNum": 1, "data": [ { "Timestamp": "2026-06-17T11:27:06.863369Z", "Symbol": "BTC-USD", "Status": "Online", "Bids": [ { "Price": "64647.0", "Size": "0.50000000" }, { "Price": "64647.0", "Size": "2.50000000" } ], "Offers": [ { "Price": "64648.0", "Size": "0.50000000" }, { "Price": "64648.0", "Size": "2.50000000" } ] } ] } ``` ## Notes * `reqid` cannot be equal to 0. * `seqNum` is for debug purposes only, the client is not required to do any sequencing. * If a request requires responses with different types, then multiple responses may have the `initial` flag set for different types. * `action` is either `Update` or `Remove` and tells the client if the given entity should be removed or added/updated. The key for a given entity depends on the message type. # Trade Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/trade Authenticated channel for streaming real-time trade fill updates. Authenticated channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Request stream of Trade messages. Upon subscription, the server will return all Trade for this client as long as the optional constraints are satisfied. Server will also send a Trade update when the order receives more fills or new fills arrive on a new order. ## Subscribe Request Request ID - will be echoed back in the response structure. Request type. Value: `subscribe` Array containing the Trade stream configuration. Subscription name. Value: `Trade` If provided, the subscription will return trades that were executed after this time. An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z. If provided, the subscription will return trades that were executed before this time. If provided, Symbol of the security to get the orders for. If provided, filter by OrderID. If provided, filter by RFQID. ```json theme={null} { "reqid": 8, "type": "subscribe", "streams": [ { "name": "Trade", "StartDate": "2021-09-14T00:00:00.000000Z" } ] } ``` ## Response A number that relates this response to a request. The type of message sent. An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. If this is initial data for a request, the initial flag will be set. The sequence number for this response per request. "Update" or "Remove" - tells the client if the given entity should be removed or added/updated. Array of Trade data. Timestamp of the message. Security symbol for this trade (e.g. `BTC-USD`). Server assigned Order ID, will be a UUID. Server assigned Trade ID, will be a UUID. Trade side. Possible values: `Buy`, `Sell` Transaction time. Describes the specific execution (e.g. Pending Cancel) while OrdStatus will always identify the current order status (e.g. Partially Filled). Currency of Quantity. Order limit price, required when OrdType=Limit. Trade quantity. Trade amount. Trade fee. Fee currency. Status of the trade. Possible values: `Pending`, `Confirmed`, `Canceled` Side of the aggressing order. Possible values: `Buy`, `Sell` Server assigned QuoteID for RFQ Orders. Currency of Amount. Currency in which the trade was dealt. Market account associated with this trade. Revision number for this trade update. Source of the trade (e.g. `Dealer`). Action for this trade update (e.g. `New`). Server assigned RFQID for RFQ Orders. The customer user associated with this trade. ```json theme={null} { "reqid": 8, "type": "Trade", "ts": "2021-09-14T22:29:32.255949Z", "initial": true, "seqNum": 1, "data": [ { "Timestamp": "2021-09-14T22:23:11.989845Z", "Symbol": "BTC-USD", "OrderID": "1b6b882b-e2fc-4774-ad2d-9db4df536f29", "TradeID": "a0ec46f2-6d0e-451a-a4f1-2a0be7d32d26", "Side": "Buy", "TransactTime": "2021-09-14T22:23:11.964531Z", "ExecType": "Trade", "Currency": "BTC", "Price": "47085.090668824440", "Quantity": "0.20000000", "Amount": "9417.02", "Fee": "0", "CustomerUser": "tom@company.com", "TradeStatus": "Confirmed", "AggressorSide": "Buy", "AmountCurrency": "USD", "DealtCurrency": "BTC" } ] } ``` # User Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/user Authenticated channel for streaming updates for the current customer user. Authenticated channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Request for updates for this customer user. No subscription parameters required. ## Subscribe Request Request ID - will be echoed back in the response structure. Request type. Value: `subscribe` Array containing the User stream configuration. Subscription name. Value: `User` ```json theme={null} { "reqid": 10, "type": "subscribe", "streams": [ { "name": "User" } ] } ``` ## Response A number that relates this response to a request. The type of message sent. An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z`. If this is initial data for a request, the initial flag will be set. The sequence number for this response per request. "Update" or "Remove" - tells the client if the given entity should be removed or added/updated. Array of User data. Server assigned ID of this Customer User. Email of Customer User. Friendly name for customer user. List of user config settings. Timestamp of config setting update. Customer User for this config setting. Setting whether config is enabled, values Enabled or Disabled. User config key. Configuration value, JSON-serialized and transmitted as a string. Escaped characters in the wire format are normal JSON encoding. List of permissions for the customer user. Market account authorizations mapping market accounts to their respective permissions. ```json theme={null} { "reqid": 10, "type": "User", "ts": "2021-09-15T03:33:07.545223Z", "initial": true, "seqNum": 1, "data": [ { "CustomerUserID": "174K1Q9GC0C00", "Email": "tom@company.com", "DisplayName": "Tom", "Config": [ { "Timestamp": 1628004805337309202, "CustomerUserID": "174K1Q9GC0C00", "Key": "recentSymbols", "Value": "{\"BTC-USD\":[1626111502357],\"ADA-USD\":[1626732116743],\"BCH-USD\":[1628004751665]}" }, { "Timestamp": 1628004805377207692, "CustomerUserID": "174K1Q9GC0C00", "Key": "symbol", "Value": "\"BTC-USD\"" } ], "Permissions": [ "read::orders", "write::orders", "read::marketdata", "read::entity" ], "MarketAccountAuthorizations": { "market-account-1": [ "read::orders", "read::marketdata", "read::entity" ], "market-account-2": ["read::orders", "read::marketdata", "read::entity"] } } ] } ``` # User Config Source: https://docs.kraken.com/institutional/api-reference/prime-websocket/user-config Authenticated command to update user configuration settings for the session user. Authenticated channel. Connect to: `wss://wss.prime.kraken.com/ws/v1` Command used to update user config on behalf of session user. Results of this command will be visible in the User stream. ## Request Request ID. Command type. Value: `UserConfig` User config data array. Key of config. Configuration value, JSON-serialized and transmitted as a string. Escaped characters in the wire format are normal JSON encoding. Optional mode on config. Possible values: `Enabled`, `Disabled` Timestamp of the message. ```json theme={null} { "reqid": 18, "type": "UserConfig", "data": [ { "Key": "symbol", "Value": "\"ETH-BTC\"" } ] } ``` # Changelog Source: https://docs.kraken.com/institutional/changelog A history of changes to Kraken's Institutional APIs ## 2025 ### 14 February 2025 — Custody REST v1 * Corrected `BalanceEx` endpoint to use POST method ### 12 February 2025 — Custody REST v1 * Added documentation for Institutional Custody endpoints # Custody REST Authentication Source: https://docs.kraken.com/institutional/guides/custody-rest-auth How to authenticate API requests to the Custody REST API using API keys, signatures, and nonces. The Custody REST API uses API keys to authenticate and authorize API requests. A secure authentication process is enforced to ensure high security both when creating API keys and when making API calls. To authenticate API requests, you must first create an API user and obtain API key credentials. ## API Users and Access Control API users function similarly to human users in that they are assigned roles, permissions, and vault access at the time of creation. When an API user interacts with the system, these settings are enforced to control which data they can access and which actions they can perform. However, unlike regular users, API users cannot log in to the Custody application. Their interaction with the system is limited strictly to API calls, making them an essential component for programmatic access while maintaining strict security boundaries. ## Creating a new API Key A system administrator must initiate the creation of a new API user before generating an API key: 1. Log in to your Custody environment 2. Navigate to Settings → Users → API Users 3. Submit a request for a new API user and complete the two-factor authentication (2FA) process 4. The request will appear under Tasks → Pending until it is approved by the Admin Quorum 5. Once approved, open the request details to view the API key information 6. The admin user who submitted the request can access the API key and secret from the API key details page Only the admin user who created the API user request can view the API key and secret. Store these credentials securely. For security reasons, the API key and secret will not be viewable again after they are generated. API key credentials are a prime target for malicious actors. Ensure you follow security best practices to protect them. ## Authentication Parameters For the REST API, the following parameters are used for authentication to endpoints which contain private data: * `API-Key` HTTP header parameter: the public key from your API key-pair. * `API-Sign` HTTP header parameter: encrypted signature of message. * `nonce` payload parameter: always increasing, unsigned 64-bit integer. ## Setting the API-Key Parameter The value for the `API-Key` HTTP header parameter is your **public** API key. An API key-pair is required to access the authenticated endpoints. From your API key-pair, clearly identify which key is public and which key is private. * The **public** key is sent in the `API-Key` header parameter. * The **private** key is **never** sent, it is only used to encode the signature for `API-Sign` header parameter. ## Setting the API-Sign Parameter The value for the `API-Sign` HTTP header parameter is a signature generated from encoding your **private** API key, nonce, encoded payload, and URI path. ```text theme={null} HMAC-SHA512 of (URI path + SHA256(nonce + POST data)) and base64 decoded secret API key ``` Note: The URI path used for API-Sign should be the part starting with "/0/private" of the API URL. ### Examples The following is a specific example of a signature generated with a particular private key, nonce, and payload corresponding to a new limit order (buy 1.25 XBTUSD at \$37,500). If your code is generating a different signature (`API-Sign`) for this example, then there is likely an issue with your application of the above methodology. Code snippets for generating the signature in Python, Golang and Node.js follow below. | Field | Value | | --------------- | :------------------------------------------------------------------------------------------- | | Private Key | kQH5HW/8p1uGOVjbgWA7FunAmGO8lsSUXNsu3eow76sz84Q18fWxnyRzBHCd3pd5nE9qa99HAZtuZuj6F1huXg== | | Nonce | 1616492376594 | | Encoded Payload | nonce=1616492376594 | | URI Path | /0/private/GetCustodyTask?id=TGWOJ4JQPOTZT2 | | **API-Sign** | **2rM09q8HG7LvjivBitQUybwZ/DSeO8+i0U/at/wclH2Jma6gMaE/0Nw9dyLR+ykMd5eWCngSL4K58i6uJzXDCw==** | ```py theme={null} import urllib.parse import hashlib import hmac import base64 def get_kraken_signature(urlpath, data, secret): if isinstance(data, str): encoded = (str(json.loads(data)["nonce"]) + data).encode() else: encoded = (str(data["nonce"]) + urllib.parse.urlencode(data)).encode() message = urlpath.encode() + hashlib.sha256(encoded).digest() mac = hmac.new(base64.b64decode(secret), message, hashlib.sha512) sigdigest = base64.b64encode(mac.digest()) return sigdigest.decode() api_sec = "kQH5HW/8p1uGOVjbgWA7FunAmGO8lsSUXNsu3eow76sz84Q18fWxnyRzBHCd3pd5nE9qa99HAZtuZuj6F1huXg==" payload = { "nonce": 1616492376594, } signature = get_kraken_signature("/0/private/GetCustodyTask?id=TGWOJ4JQPOTZT2", payload, api_sec) print("API-Sign: {}".format(signature)) ``` ```go theme={null} package main import ( "crypto/hmac" "crypto/sha256" "crypto/sha512" "encoding/base64" "net/url" "fmt" "encoding/json" "strings" ) func getKrakenSignature(urlPath string, data interface{}, secret string) (string, error) { var encodedData string switch v := data.(type) { case string: var jsonData map[string]interface{} if err := json.Unmarshal([]byte(v), &jsonData); err != nil { return "", err } encodedData = jsonData["nonce"].(string) + v case map[string]interface{}: dataMap := url.Values{} for key, value := range v { dataMap.Set(key, fmt.Sprintf("%v", value)) } encodedData = v["nonce"].(string) + dataMap.Encode() default: return "", fmt.Errorf("invalid data type") } sha := sha256.New() sha.Write([]byte(encodedData)) shasum := sha.Sum(nil) message := append([]byte(urlPath), shaSum...) mac := hmac.New(sha512.New, base64.StdEncoding.DecodeString(secret)) mac.Write(message) macsum := mac.Sum(nil) sigDigest := base64.StdEncoding.EncodeToString(macSum) return sigDigest, nil } func main() { apiSecret := "kQH5HW/8p1uGOVjbgWA7FunAmGO8lsSUXNsu3eow76sz84Q18fWxnyRzBHCd3pd5nE9qa99HAZtuZuj6F1huXg==" payload := map[string]interface{}{ "nonce": 1616492376594, } signature, err := getKrakenSignature("/0/private/GetCustodyTask?id=TGWOJ4JQPOTZT2", payload, apiSec) if err != nil { fmt.Println("Error generating signature:", err) return } fmt.Printf("API-Sign: %s\n", signature) } ``` ```js theme={null} const crypto = require('crypto'); const querystring = require('querystring'); // Function to get Kraken signature function getKrakenSignature(urlPath, data, secret) { let encoded; if (typeof data === 'string') { const jsonData = JSON.parse(data); encoded = jsonData.nonce + data; } else if (typeof data === 'object') { const dataStr = querystring.stringify(data); encoded = data.nonce + dataStr; } else { throw new Error('Invalid data type'); } const sha256Hash = crypto.createHash('sha256').update(encoded).digest(); const message = urlPath + sha256Hash.toString('binary'); const secretBuffer = Buffer.from(secret, 'base64'); const hmac = crypto.createHmac('sha512', secretBuffer); hmac.update(message, 'binary'); const signature = hmac.digest('base64'); return signature; } const apiSec = 'kQH5HW/8p1uGOVjbgWA7FunAmGO8lsSUXNsu3eow76sz84Q18fWxnyRzBHCd3pd5nE9qa99HAZtuZuj6F1huXg=='; const payload = JSON.stringify({ nonce: 1616492376594, }); const signature = getKrakenSignature('/0/private/GetCustodyTask?id=TGWOJ4JQPOTZT2', payload, apiSec); console.log(`API-Sign: ${signature}`); ``` ## Setting the nonce Parameter The value for the `nonce` payload body parameter is an always increasing, unsigned 64-bit integer for each request that is made with a particular API key. While a simple counter would provide a valid nonce, a more usual method of generating a valid nonce is to use e.g. a UNIX timestamp in milliseconds. There is no way to reset the nonce for an API key to a lower value, so be sure to use a nonce generation method that won't produce numbers less than the previous nonce. Too many requests with invalid nonces (EAPI:Invalid nonce) can result in temporary bans. Problems can arise from requests arriving out of order due to API keys being shared across processes, or from system clock drift/recalibration. An optional "nonce window" can be configured to specify a tolerance between nonce values. ### Examples The following are some examples of how to generate valid millisecond resolution nonce values in different programming languages: ```py theme={null} import time api_nonce = time.time_ns() ``` ```js theme={null} const api_nonce = Date.now() ``` ```php theme={null} $api_nonce = explode(' ', microtime()); $api_nonce = $api_nonce[1].substr($api_nonce[0], 2, 3); ``` # Institutional overview Source: https://docs.kraken.com/institutional/guides/overview OTC trading, custody, and prime brokerage APIs — designed for institutions managing large positions or client assets Kraken's Institutional platform covers four distinct services, each purpose-built for a specific use case. Access to all Institutional APIs requires onboarding through your Kraken Account Manager. ## Services overview | Service | What it does | Protocol | | :------------------ | :------------------------------------------------------------------------------- | :-------- | | **OTC** | Execute large block trades off the order book with minimal market impact | REST | | **Custody** | Secure digital asset storage with segregated accounts, deposits, and withdrawals | REST | | **Prime FIX** | Low-latency institutional order management via FIX 4.4 | FIX 4.4 | | **Prime WebSocket** | Real-time market data, order updates, and account event streaming | WebSocket | ## What can I build? Use the **OTC REST** API to request quotes and execute large trades at negotiated prices, avoiding slippage on the public order book. Suitable for single-asset and cross-asset block trades. Use the **Custody REST** API to manage segregated wallets, automate deposit monitoring, initiate withdrawals, and reconcile client balances programmatically. Use **Prime FIX** for deterministic, low-latency order routing with cancel-on-disconnect, session-based message replay, and co-location at Equinix London. Designed for systematic and HFT workflows. Use **Prime WebSocket** to stream live order book data, fills, open positions, and account balances into your own execution or risk systems. ## Choosing your protocol | Need | Use | | :--------------------------------------- | :-------------------------- | | Large off-book trade at a specific price | OTC REST | | Programmatic custody and asset movement | Custody REST | | Low-latency order management with replay | Prime FIX | | Real-time fills and position data | Prime WebSocket | | Combined order entry + data streaming | Prime FIX + Prime WebSocket | ## Getting started All Institutional API access requires onboarding. Contact your Account Manager or reach out at [institutional@kraken.com](mailto:institutional@kraken.com) to: * Request API credentials for the services you need * Arrange co-location if using Prime FIX * Complete any required NDA or compliance documentation How to authenticate requests to the Custody REST API How to authenticate and subscribe to Prime WebSocket channels # Prime WebSocket Authentication Source: https://docs.kraken.com/institutional/guides/prime-websocket-auth How to authenticate WebSocket connections to the Kraken Prime API using HMAC-SHA256 signed headers. Authenticated connection. Connect to: `wss://wss.prime.kraken.com/ws/v1` WebSocket connections must be authenticated by signing the request and sending the signature in HTTP headers. ## Connection Headers | Header | Type | Description | | ---------------- | ------ | ---------------------------------------------------------------- | | **ApiKey** | string | Your Kraken API key | | **ApiSign** | string | base64-encoded signature | | **ApiTimestamp** | string | An ISO-8601 UTC string of the form `2019-02-13T05:17:32.000000Z` | The signature is a base64 encoded sha256 HMAC using the API secret of the following: ``` GET\n\n\n ``` For example: ``` GET\n2019-02-13T05:17:32.000000Z\nwss.sandbox.prime.kraken.com\n/ws/v1 ``` ```python theme={null} # to install websocket lib: # $ pip install websocket-client from websocket import create_connection import datetime import hmac import hashlib import base64 api_key = "" api_secret = "" utc_now = datetime.datetime.utcnow() utc_datetime = utc_now.strftime("%Y-%m-%dT%H:%M:%S.000000Z") 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()) ``` ## Environments | Environment | WebSocket Endpoint | | -------------- | ------------------------------------------ | | **Sandbox** | `wss://wss.sandbox.prime.kraken.com/ws/v1` | | **Production** | `wss://wss.prime.kraken.com/ws/v1` | ## API Keys If you do not have an API key and a signature assigned, you will need to obtain them first. You can do so by contacting Kraken support staff at: [prime\_trading@kraken.com](mailto:prime_trading@kraken.com). You will need separate API Keys for connecting to the sandbox and production environments. ## Rate Limits There is no limit to how many concurrent websocket connections you're allowed, though this may change in the future. If you expect to have more than \~10 active connections, please contact [prime\_trading@kraken.com](mailto:prime_trading@kraken.com).