Futures Websocket
The examples presented below serve to demonstrate the usage of the Futures websocket clients provided by python-kraken-sdk to access Kraken’s Websocket API v1 and v2 .
For questions, feedback, additions, suggestions for improvement or problems python-kraken-sdk/discussions or python-kraken-sdk/issues may be helpful.
Example access and usage for Kraken Futures Websocket API
1#!/usr/bin/env python
2# -*- coding: utf-8 -*-
3# Copyright (C) 2023 Benjamin Thomas Schwertfeger
4# GitHub: https://github.com/btschwertfeger
5#
6
7"""
8Module that provides an example usage for the Kraken Futures websocket client.
9"""
10
11from __future__ import annotations
12
13import asyncio
14import logging
15import logging.config
16import os
17import time
18from contextlib import suppress
19from typing import Union
20
21from kraken.futures import KrakenFuturesWSClient
22
23logging.basicConfig(
24 format="%(asctime)s %(module)s,line: %(lineno)d %(levelname)8s | %(message)s",
25 datefmt="%Y/%m/%d %H:%M:%S",
26 level=logging.INFO,
27)
28logging.getLogger("requests").setLevel(logging.WARNING)
29logging.getLogger("urllib3").setLevel(logging.WARNING)
30
31
32async def main() -> None:
33 """Create a client and subscribe to channels/feeds"""
34
35 key = os.getenv("FUTURES_API_KEY")
36 secret = os.getenv("FUTURES_SECRET_KEY")
37
38 # Custom client
39 class Client(KrakenFuturesWSClient):
40 """Can be used to create a custom trading strategy"""
41
42 async def on_message(self: Client, message: Union[list, dict]) -> None:
43 """Receives the websocket messages"""
44 logging.info(message)
45 # … apply your trading strategy here
46 # … you can also combine this with the Futures REST clients
47
48 # _____Public_Websocket_Feeds___________________
49 client = Client()
50 # print(client.get_available_public_subscription_feeds())
51
52 products = ["PI_XBTUSD", "PF_SOLUSD"]
53 # subscribe to a public websocket feed
54 await client.subscribe(feed="ticker", products=products)
55 await client.subscribe(feed="book", products=products)
56 # await client.subscribe(feed='trade', products=products)
57 # await client.subscribe(feed='ticker_lite', products=products)
58 # await client.subscribe(feed='heartbeat')
59 # time.sleep(2)
60
61 # unsubscribe from a websocket feed
62 time.sleep(2) # in case subscribe is not done yet
63 # await client.unsubscribe(feed='ticker', products=['PI_XBTUSD'])
64 await client.unsubscribe(feed="ticker", products=["PF_XBTUSD"])
65 await client.unsubscribe(feed="book", products=products)
66 # ...
67
68 # _____Private_Websocket_Feeds_________________
69 if key and secret:
70 client_auth = Client(key=key, secret=secret)
71 # print(client_auth.get_available_private_subscription_feeds())
72
73 # subscribe to a private/authenticated websocket feed
74 await client_auth.subscribe(feed="fills")
75 await client_auth.subscribe(feed="open_positions")
76 # await client_auth.subscribe(feed='open_orders')
77 # await client_auth.subscribe(feed='open_orders_verbose')
78 # await client_auth.subscribe(feed='deposits_withdrawals')
79 # await client_auth.subscribe(feed='account_balances_and_margins')
80 # await client_auth.subscribe(feed='balances')
81 # await client_auth.subscribe(feed='account_log')
82 # await client_auth.subscribe(feed='notifications_auth')
83
84 # authenticated clients can also subscribe to public feeds
85 # await client_auth.subscribe(feed='ticker', products=['PI_XBTUSD', 'PF_ETHUSD'])
86
87 # time.sleep(1)
88 # unsubscribe from a private/authenticated websocket feed
89 await client_auth.unsubscribe(feed="fills")
90 await client_auth.unsubscribe(feed="open_positions")
91 # ...
92
93 while not client.exception_occur: # and not client_auth.exception_occur:
94 await asyncio.sleep(6)
95
96
97if __name__ == "__main__":
98 with suppress(KeyboardInterrupt):
99 asyncio.run(main())
100 # the websocket client will send {'event': 'asyncio.CancelledError'} via on_message
101 # so you can handle the behavior/next actions individually within you strategy
102
103# ============================================================
104# Alternative - as ContextManager:
105
106# from kraken.futures import KrakenFuturesWSClient
107# import asyncio
108
109# async def on_message(message):
110# print(message)
111
112# async def main() -> None:
113# async with KrakenFuturesWSClient(callback=on_message) as session:
114# await session.subscribe(feed="ticker", products=["PF_XBTUSD"])
115# while True:
116# await asyncio.sleep(6)
117
118# if __name__ == "__main__":
119# try:
120# asyncio.run(main())
121# except KeyboardInterrupt:
122# pass