Spot Websockets
- class kraken.spot.KrakenSpotWSClientV2(key: str = '', secret: str = '', callback: Callable | None = None, *, no_public: bool = False, beta: bool = False)
Bases:
KrakenSpotWSClientBase
This client only supports the Kraken Websocket API v2.
Class to access public and private/authenticated websocket connections.
… please use
kraken.spot.KrakenSpotWSClientV1
for accessing the Kraken’s Websocket API v1.This class holds up to two websocket connections, one private and one public. The core functionalities are un-/subscribing to websocket feeds and sending messages. See
kraken.spot.KrakenSpotWSClientV2.subscribe()
andkraken.spot.KrakenSpotWSClientV2.send_message()
for more information.When accessing private endpoints that need authentication make sure, that the
Access WebSockets API
API key permission is set in the user’s account. To place or cancel orders, querying ledger information or accessing live portfolio changes (fills, new orders, …) there are separate permissions that must be enabled if required.- Parameters:
key (str, optional) – API Key for the Kraken Spot API (default:
""
)secret (str, optional) – Secret API Key for the Kraken Spot API (default:
""
)url (str, optional) – Set a specific URL to access the Kraken REST API
no_public – Disables public connection (default:
False
). If not set or set toFalse
, the client will create a public and a private connection per default. If only a private connection is required, this parameter should be set toTrue
.beta (bool) – Use the beta websocket channels (maybe not supported anymore, default:
False
)
1import asyncio 2from kraken.spot import KrakenSpotWSClientV2 3 4 5class Client(KrakenSpotWSClientV2): 6 7 async def on_message(self, message): 8 print(message) 9 10 11async def main(): 12 13 client = Client() # unauthenticated 14 client_auth = Client( # authenticated 15 key="kraken-api-key", 16 secret="kraken-secret-key" 17 ) 18 19 # subscribe to the desired feeds: 20 await client.subscribe( 21 params={"channel": "ticker", "symbol": ["BTC/USD"]} 22 ) 23 # from now on the on_message function receives the ticker feed 24 25 while not client.exception_occur: 26 await asyncio.sleep(6) 27 28if __name__ == "__main__": 29 try: 30 asyncio.run(main()) 31 except KeyboardInterrupt: 32 pass
1import asyncio 2from kraken.spot import KrakenSpotWSClientV2 3 4 5async def main(): 6 async def on_message(message): 7 print(message) 8 9 client = KrakenSpotWSClientV2(callback=on_message) 10 await client.subscribe( 11 params={"channel": "ticker", "symbol": ["BTC/USD"]} 12 ) 13 14 while not client.exception_occur: 15 await asyncio.sleep(10) 16 17 18if __name__ == "__main__": 19 try: 20 asyncio.run(main()) 21 except KeyboardInterrupt: 22 pass
1import asyncio 2from kraken.spot import KrakenSpotWSClientV2 3 4async def on_message(message): 5 print(message) 6 7async def main(): 8 async with KrakenSpotWSClientV2( 9 key="api-key", 10 secret="secret-key", 11 callback=on_message 12 ) as session: 13 await session.subscribe( 14 params={"channel": "ticker", "symbol": ["BTC/USD"]} 15 ) 16 17 while True 18 await asyncio.sleep(6) 19 20 21if __name__ == "__main__": 22 try: 23 asyncio.run(main()) 24 except KeyboardInterrupt: 25 pass
- property active_private_subscriptions: list[dict] | Any
Returns the active private subscriptions
- Returns:
List of active private subscriptions
- Return type:
list[dict] | Any
- Raises:
ConnectionError – If there is no active private connection
- property active_public_subscriptions: list[dict] | Any
Returns the active public subscriptions
- Returns:
List of active public subscriptions
- Return type:
list[dict] | Any
- Raises:
ConnectionError – If there is no active public connection.
- get_ws_token() dict
Get the authentication token to establish the authenticated websocket connection. This is used internally and in most cases not needed outside.
- Returns:
The authentication token
- Return type:
dict
- async on_message(message: dict | list) None
Calls the defined callback function (if defined). In most cases you have to overwrite this function since it will receive all incoming messages that will be sent by Kraken.
See
kraken.spot.KrakenSpotWSClientV1
andkraken.spot.KrakenSpotWSClientV2
for examples to use this function.- Parameters:
message (dict | list) – The message received sent by Kraken via the websocket connection
- property private_channel_names: list[str]
Returns the list of valid values for
channel
when un-/subscribing from/to private feeds that need authentication.See https://docs.kraken.com/websockets-v2/#channels for all channels.
Currently there is only one private channel (June 2023):
- Returns:
List of available private channel names
- Return type:
list[str]
- property private_methods: list[str]
Returns the list of available methods - parameters are similar to the REST API trade methods.
The available methods and their documentation are listed below (as of June 2023):
- Returns:
List of available methods
- Return type:
list[str]
- property public_channel_names: list[str]
Returns the list of valid values for
channel
when un-/subscribing from/to public feeds without authentication.See https://docs.kraken.com/websockets-v2/#channels for all channels.
The available public channels are listed below:
- Returns:
List of available public channel names
- Return type:
list[str]
- property return_unique_id: str
Returns a unique uuid string
- Returns:
uuid
- Return type:
str
- async send_message(message: dict, *, raw: bool = False) None
Sends a message via the websocket connection. For private messages the authentication token will be assigned automatically if
raw=False
.The user can specify a
req_d
within the message to identify corresponding responses via websocket feed.- Parameters:
message (dict) – The information to send
raw (bool, optional) – If set to
True
themessage
will be sent directly.
The following examples demonstrate how to use the
kraken.spot.KrakenSpotWSClientV2.send_message()
function. The client must be instantiated as described inkraken.spot.KrakenSpotWSClientV2
whereclient
uses public connections (without authentication) andclient_auth
must be instantiated using valid credentials since only this way placing or canceling orders can be done.Please note that the send_message function will automatically pass the authentication token (except for the case if
raw=True
).Placing orders using an authenticated websocket connection can be easily done as shown in the example below. See https://docs.kraken.com/websockets-v2/#add-order to retrieve more information about the available parameters.
1>>> await client_auth.send_message( 2... message={ 3... "method": "add_order", 4... "params": { 5... "limit_price": 1234.56, 6... "order_type": "limit", 7... "order_userref": 123456789, 8... "order_qty": 1.0, 9... "side": "buy", 10... "symbol": "BTC/USD", 11... }, 12... } 13... )
Placing orders as batch can be done by passing
batch_add
as method. Its parameters and limitations are described in https://docs.kraken.com/websockets-v2/#batch-add.1>>> await client_auth.send_message( 2... message={ 3... "method": "batch_add", 4... "params": { 5... "orders": [ 6... { 7... "limit_price": 1000.23, 8... "order_qty": 1, 9... "order_type": "limit", 10... "order_userref": 123456789, 11... "side": "buy", 12... }, 13... { 14... "limit_price": 500.21, 15... "order_qty": 2.12345, 16... "order_type": "limit", 17... "order_userref": 212345679, 18... "side": "sell", 19... "stp_type": "cancel_both", 20... }, 21... ], 22... "symbol": "BTC/USD", 23... "validate": True, 24... }, 25... } 26... )
Cancel orders as batch is available using the
batch_cancel
method as described in https://docs.kraken.com/websockets-v2/#batch-cancel.1>>> await client_auth.send_message( 2... message={ 3... "method": "batch_cancel", 4... "params": { 5... "orders": [ 6... "123456789", 7... "212345679", 8... "ORDER-ID123-4567890" 9... ], 10... }, 11... } 12... )
Cancel all orders can be used as the name suggests - to cancel all open orders (see https://docs.kraken.com/websockets-v2/#cancel-all-orders).
1>>> await client_auth.send_message( 2... message={ 3... "method": "cancel_all", 4... } 5... )
Death Man’s Switch is a useful utility to reduce the risk of losses due to network fuckups since it will cancel all orders if the call was not received by Kraken within a certain amount of time. See https://docs.kraken.com/websockets-v2/#cancel-all-orders-after for more information.
1>>> await client_auth.send_message( 2... message={ 3... "method": "cancel_all_orders_after", 4... "params": {"timeout": 60}, 5... } 6... )
Canceling orders is a common task during trading and can be done as described in https://docs.kraken.com/websockets-v2/#cancel-order.
1>>> await client_auth.send_message( 2... message={ 3... "method": "cancel_order", 4... "params": { 5... "order_id": ["ORDER-ID123-456789", "ORDER-ID123-987654"], 6... }, 7... } 8... )
Editing orders can be done as shown in the example below. See https://docs.kraken.com/websockets-v2/#edit-order for more information.
1>>> await client_auth.send_message( 2... message={ 3... "method": "edit_order", 4... "params": { 5... "order_id": "ORDER-ID123-456789", 6... "order_qty": 2.5, 7... "symbol": "BTC/USD", 8... }, 9... } 10... )
Subscribing to websocket feeds can be done using the send_message function but it is recommended to use
kraken.spot.KrakenSpotWSClientV2.subscribe()
instead.1>>> await client.send_message( 2... message={ 3... "method": "subscribe", 4... "params": {"channel": "book", "snapshot": False, "symbol": ["BTC/USD"]}, 5... } 6... )
- async subscribe(params: dict, req_id: int | None = None) None
Subscribe to a channel/feed
Success or failures are sent over the websocket connection and can be received via the on_message or callback function.
When accessing private endpoints and subscription feeds that need authentication make sure that the
Access WebSockets API
API key permission is set in the users Kraken account.See https://docs.kraken.com/websockets-v2/#channels for all channels.
Please note that this function automatically assigns the
method
key and sets its value tosubscribe
. The authentication token is also assigned automatically, so only theparams
are needed here.- Parameters:
params (dict) – The subscription message
req_id (int, optional) – Identification number that will be added to the response message sent by the websocket feed.
Initialize your client as described in
kraken.spot.KrakenSpotWSClientV2
to run the following example:1>>> await client.subscribe( 2... params={"channel": "ticker", "symbol": ["BTC/USD"]} 3... )
- async unsubscribe(params: dict, req_id: int | None = None) None
Unsubscribe from a channel/feed
Success or failures are sent via the websocket connection and can be received via the on_message or callback function.
When accessing private endpoints and subscription feeds that need authentication make sure, that the
Access WebSockets API
API key permission is set in the users Kraken account.- Parameters:
params (dict) – The unsubscription message (only the params part)
Initialize your client as described in
kraken.spot.KrakenSpotWSClientV2
to run the following example:1>>> await client.unsubscribe( 2... params={"channel": "ticker", "symbol": ["BTC/USD"]} 3... )
- class kraken.spot.KrakenSpotWSClientV1(key: str = '', secret: str = '', callback: Callable | None = None, *, no_public: bool = False, beta: bool = False)
Bases:
KrakenSpotWSClientBase
Deprecated since version v2.2.0.
Class to access public and private/authenticated websocket connections.
This client only supports the Kraken Websocket API v1.
… please use
KrakenSpotWSClientV2
for accessing the Kraken Websockets API v2.This class holds up to two websocket connections, one private and one public.
When accessing private endpoints that need authentication make sure, that the
Access WebSockets API
API key permission is set in the user’s account. To place or cancel orders, querying ledger information or accessing live portfolio changes (fills, new orders, …) there are separate permissions that must be enabled if required.- Parameters:
key (str, optional) – API Key for the Kraken Spot API (default:
""
)secret (str, optional) – Secret API Key for the Kraken Spot API (default:
""
)url (str, optional) – Set a specific URL to access the Kraken REST API
no_public – Disables public connection (default:
False
). If not set or set toFalse
, the client will create a public and a private connection per default. If only a private connection is required, this parameter should be set toTrue
.beta (bool) – Use the beta websocket channels (maybe not supported anymore, default:
False
)
1import asyncio 2from kraken.spot import KrakenSpotWSClientV1 3 4 5class Client(KrakenSpotWSClientV1): 6 7 async def on_message(self, message): 8 print(message) 9 10 11async def main(): 12 13 client = Client() # unauthenticated 14 client_auth = Client( # authenticated 15 key="kraken-api-key", 16 secret="kraken-secret-key" 17 ) 18 19 # subscribe to the desired feeds: 20 await client.subscribe( 21 subscription={"name": ticker}, 22 pair=["XBTUSD", "DOT/EUR"] 23 ) 24 # from now on the on_message function receives the ticker feed 25 26 while not client.exception_occur: 27 await asyncio.sleep(6) 28 29if __name__ == "__main__": 30 try: 31 asyncio.run(main()) 32 except KeyboardInterrupt: 33 pass
1import asyncio 2from kraken.spot import KrakenSpotWSClientV1 3 4 5async def main() -> None: 6 async def on_message(message) -> None: 7 print(message) 8 9 client = KrakenSpotWSClientV1(callback=on_message) 10 await client.subscribe( 11 subscription={"name": "ticker"}, 12 pair=["XBT/USD"] 13 ) 14 15 while not client.exception_occur: 16 await asyncio.sleep(10) 17 18 19if __name__ == "__main__": 20 try: 21 asyncio.run(main()) 22 except KeyboardInterrupt: 23 pass
1import asyncio 2from kraken.spot import KrakenSpotWSClientV1 3 4async def on_message(message): 5 print(message) 6 7async def main() -> None: 8 async with KrakenSpotWSClientV1( 9 key="api-key", 10 secret="secret-key", 11 callback=on_message 12 ) as session: 13 await session.subscribe( 14 subscription={"name": "ticker"}, 15 pair=["XBT/USD"] 16 ) 17 18 while True 19 await asyncio.sleep(6) 20 21 22if __name__ == "__main__": 23 try: 24 asyncio.run(main()) 25 except KeyboardInterrupt: 26 pass
- property active_private_subscriptions: list[dict] | Any
Returns the active private subscriptions
- Returns:
List of active private subscriptions
- Return type:
list[dict] | Any
- Raises:
ConnectionError – If there is no active private connection
- property active_public_subscriptions: list[dict] | Any
Returns the active public subscriptions
- Returns:
List of active public subscriptions
- Return type:
list[dict] | Any
- Raises:
ConnectionError – If there is no active public connection.
- async cancel_all_orders() None
Cancel all open Spot orders.
Requires the
Access WebSockets API
andCancel/close orders
API key permissions.- Raises:
KrakenAuthenticationError – If the websocket is not connected or the connection is not authenticated
- Returns:
None
Initialize your client as described in
kraken.spot.KrakenSpotWSClientV1
to run the following example:1>>> await client_auth.cancel_all_orders()
- async cancel_all_orders_after(timeout: int = 0) None
Set a Death Man’s Switch
Requires the
Access WebSockets API
andCancel/close orders
API key permissions.- Parameters:
timeout (int) – Set the timeout in seconds to cancel the orders after, set to
0
to reset.- Raises:
KrakenAuthenticationError – If the websocket is not connected or the connection is not authenticated
- Returns:
None
Initialize your client as described in
kraken.spot.KrakenSpotWSClientV1
to run the following example:1>>> await client_auth.cancel_all_orders_after(timeout=60)
- async cancel_order(txid: list[str]) None
Cancel a specific order or a list of orders.
Requires the
Access WebSockets API
andCancel/close orders
API key permissions.- Parameters:
txid (list[str]) – A single or multiple transaction ids as list
- Raises:
KrakenAuthenticationError – If the websocket is not connected or the connection is not authenticated
- Returns:
None
Initialize your client as described in
kraken.spot.KrakenSpotWSClientV1
to run the following example:1>>> await client_auth.cancel_order(txid=["OBGFYP-XVQNL-P4GMWF"])
- create_order(ordertype: str, side: str, pair: str, volume: str | float, price: str | float | None = None, price2: str | float | None = None, leverage: str | float | None = None, oflags: str | list[str] | None = None, starttm: str | int | None = None, expiretm: str | int | None = None, deadline: str | None = None, userref: str | int | None = None, close_ordertype: str | None = None, close_price: str | float | None = None, close_price2: str | float | None = None, timeinforce: str | int | None = None, *, truncate: bool = False, validate: bool = False) None
Create an order and submit it.
Requires the
Access WebSockets API
andCreate and modify orders
API key permissions.- Parameters:
ordertype (str) – The type of order, one of:
limit
,market
,stop-loss
,take-profit
,stop-loss-limit
,settle-position
,take-profit-limit
(see: https://support.kraken.com/hc/en-us/sections/200577136-Order-types)side (str) – The side - one of
buy
,sell
pair (str) – The asset pair to trade
volume (str | float) – The volume of the order that is being created
price (str | float, optional) – The limit price for
limit
orders or the trigger price for orders withordertype
one ofstop-loss
,stop-loss-limit
,take-profit
, andtake-profit-limit
price2 (str | float, optional) – The second price for
stop-loss-limit
andtake-profit-limit
orders (see the referenced Kraken documentation for more information)leverage (str | float, optional) – The leverage
oflags (str | list[str], optional) – Order flags like
post
,fcib
,fciq
,nomp
,viqc
(see the referenced Kraken documentation for more information)starttm (str | int, optional) – Unix timestamp or seconds defining the start time (default:
"0"
)expiretim (str) – Unix timestamp or time in seconds defining the expiration of the order (default:
"0"
- i.e., no expiration)deadline (str) – RFC3339 timestamp + {0..60} seconds that defines when the matching engine should reject the order.
userref (int) – User reference id for example to group orders
close_ordertype (str, optional) – Conditional close order type, one of:
limit
,stop-loss
,take-profit
,stop-loss-limit
,take-profit-limit
close_price (str | float, optional) – Conditional close price
close_price2 (str | float, optional) – Second conditional close price
timeinforce (str, optional) – How long the order remains in the orderbook, one of:
GTC
,IOC
,GTD
(see the referenced Kraken documentation for more information)truncate (bool, optional) – If enabled: round the
price
andvolume
to Kraken’s maximum allowed decimal places. See https://support.kraken.com/hc/en-us/articles/4521313131540 fore more information about decimals.validate (bool, optional) – Validate the order without placing on the market (default:
False
)
- Raises:
KrakenAuthenticationError – If the websocket is not connected or the connection is not authenticated
ValueError – If input is not correct
- Return type:
None
Initialize your client as described in
kraken.spot.KrakenSpotWSClientV1
to run the following example:1>>> await client_auth.create_order( 2... ordertype="market", 3... pair="XBTUSD", 4... side="buy", 5... volume=0.001 6... ) 7>>> await client_auth.create_order( 8... ordertype="limit", 9... side="buy", 10... pair="XBTUSD", 11... volume=0.02, 12... price=23000, 13... expiretm=120, 14... oflags=["post", "fcib"] 15... )
- edit_order(orderid: str, reqid: str | int | None = None, pair: str | None = None, price: str | float | None = None, price2: str | float | None = None, volume: str | float | None = None, oflags: str | list[str] | None = None, newuserref: str | int | None = None, *, truncate: bool = False, validate: bool = False) None
Edit an open order that was placed on the Spot market.
Requires the
Access WebSockets API
andCreate and modify orders
API key permissions.- Parameters:
orderId (str) – The orderId of the order to edit
reqid (str | int, optional) – Filter by reqid
pair (str, optional) – Filter by pair
price (str | int | float, optional) – Set a new price
price2 (str | int | float, optional) – Set a new second price
volume (str | int | float, optional) – Set a new volume
oflags (str | list[str], optional) – Set new oflags (overwrite old ones)
newuserref (str | int, optional) – Set a new user reference id
truncate (bool, optional) – If enabled: round the
price
andvolume
to Kraken’s maximum allowed decimal places. See https://support.kraken.com/hc/en-us/articles/4521313131540 fore more information about decimals.validate (bool, optional) – Validate the input without applying the changes (default:
False
)
- Raises:
KrakenAuthenticationError – If the websocket is not connected or the connection is not authenticated
ValueError – If input is not correct
- Return type:
None
Initialize your client as described in
kraken.spot.KrakenSpotWSClientV1
to run the following example:1>>> await client_auth.edit_order( 2... orderId="OBGFYP-XVQNL-P4GMWF", 3... volume=0.75, 4... pair="XBTUSD", 5... price=20000 6... )
- get_ws_token() dict
Get the authentication token to establish the authenticated websocket connection. This is used internally and in most cases not needed outside.
- Returns:
The authentication token
- Return type:
dict
- async on_message(message: dict | list) None
Calls the defined callback function (if defined). In most cases you have to overwrite this function since it will receive all incoming messages that will be sent by Kraken.
See
kraken.spot.KrakenSpotWSClientV1
andkraken.spot.KrakenSpotWSClientV2
for examples to use this function.- Parameters:
message (dict | list) – The message received sent by Kraken via the websocket connection
- property private_channel_names: list[str]
Returns the private subscription names
- Returns:
List of private subscription names (
ownTrades
,openOrders
)- Return type:
list[str]
- property public_channel_names: list[str]
Returns the public subscription names
- Returns:
List of public subscription names (
ticker
,spread
,book
,ohlc
,trade
,*
)- Return type:
list[str]
- property return_unique_id: str
Returns a unique uuid string
- Returns:
uuid
- Return type:
str
- async send_message(message: dict, *, private: bool = False, raw: bool = False) None
Sends a message via the websocket connection. For private messages the authentication token will be assigned automatically if
raw=False
.The user can specify a
reqid
within the message to identify corresponding responses via websocket feed.- Parameters:
message (dict) – The content to send
private (bool, optional) – Use authentication (default:
False
)raw (bool, optional) – If set to
True
themessage
will be sent directly.
- async subscribe(subscription: dict, pair: list[str] | None = None) None
Subscribe to a channel
Success or failures are sent over the websocket connection and can be received via the on_message callback function.
When accessing private endpoints and subscription feeds that need authentication make sure, that the
Access WebSockets API
API key permission is set in the users Kraken account.- Parameters:
subscription (dict) – The subscription message
pair (list[str], optional) – The pair to subscribe to
Initialize your client as described in
kraken.spot.KrakenSpotWSClientV1
to run the following example:1>>> await client.subscribe( 2... subscription={"name": ticker}, 3... pair=["XBTUSD", "DOT/EUR"] 4... )
- async unsubscribe(subscription: dict, pair: list[str] | None = None) None
Unsubscribe from a feed
Success or failures are sent via the websocket connection and can be received via the on_message or callback function.
When accessing private endpoints and subscription feeds that need authentication make sure, that the
Access WebSockets API
API key permission is set in the users Kraken account.- Parameters:
subscription (dict) – The subscription to unsubscribe from
pair (list[str], optional) – The pair or list of pairs to unsubscribe
Initialize your client as described in
kraken.spot.KrakenSpotWSClientV1
to run the following example:1>>> await client.unsubscribe( 2... subscription={"name": ticker}, 3... pair=["XBTUSD", "DOT/EUR"] 4... )
- class kraken.spot.OrderbookClientV2(depth: int = 10, callback: Callable | None = None)
Bases:
object
This client is using the Kraken Websocket API v2
The orderbook client can be used for instantiation and maintaining one or multiple order books for Spot trading on the Kraken cryptocurrency exchange. It uses websockets to subscribe to book feeds and receives book updates, calculates the checksum and will publish the raw message to the
on_book_update()
function or to the specified callback function.get()
can be used to access a specific book of this client - they will always be up-to date when used from withinon_book_update()
.The client will resubscribe to the book feed(s) if any errors occur and publish the changes to the mentioned function(s). This is required to compute the correct checksum internally.
This class has a default book depth of 10. Available depths are: 10, 25, 50, 100, 500, 1000. This client can handle multiple books - but only for one depth. When subscribing to books with different depths, please use separate instances of this class.
1from typing import Any 2from kraken.spot import OrderbookClientV2 3import asyncio 4 5class OrderBook(OrderbookClientV2): 6 async def on_book_update(self: "OrderBook", pair: str, message: 7 list) -> None: 8 '''This function must be overloaded to get the recent updates.''' 9 book: dict[str, Any] = self.get(pair=pair) bid:s 10 list[tuple[str, str]] = list(book["bid"].items()) ask: 11 list[tuple[str, str]] = list(book["ask"].items()) 12 13 print("Bid Volume Ask Volume") for level in 14 range(self.depth): 15 print( 16 f"{bid[level][0]} ({bid[level][1]}) {ask[level][0]} 17 ({ask[level][1]})" 18 ) 19 20async def main() -> None: 21 orderbook: OrderBook = OrderBook(depth=10) await orderbook.add_book( 22 pairs=["XBT/USD"] # we can also subscribe to more currency 23 pairs 24 ) 25 26 while not orderbook.exception_occur: 27 await asyncio.sleep(10) 28 29if __name__ == "__main__": 30 try: 31 asyncio.run(main()) 32 except KeyboardInterrupt: 33 pass
1from typing import Any 2from kraken.spot import OrderbookClientV2 3import asyncio 4 5async def my_callback(self: "OrderBook", pair: str, message: dict) -> None: 6 '''This function do not need to be async.''' 7 print(message) 8 9async def main() -> None: 10 orderbook: OrderBook = OrderBook(depth=100, callback=my_callback) 11 await orderbook.add_book( 12 pairs=["XBT/USD"] # we can also subscribe to more currency 13 pairs 14 ) 15 16 while not orderbook.exception_occur: 17 await asyncio.sleep(10) 18 19if __name__ == "__main__": 20 try: 21 asyncio.run(main()) 22 except KeyboardInterrupt: 23 pass
- async add_book(pairs: list[str]) None
Add an orderbook to this client. The feed will be subscribed and updates will be published to the
on_book_update()
function.- Parameters:
pairs (list[str]) – The pair(s) to subscribe to
depth (int) – The book depth
- property depth: int
Return the fixed depth of this orderbook client.
- property exception_occur: bool
Can be used to determine if any critical error occurred within the websocket connection. If so, the function will return
True
and the client instance is most likely not usable anymore. So this is the switch lets the user know, when to delete the current one and create a new one.- Returns:
True
if any critical error occurred elseFalse
- Return type:
bool
- get(pair: str) dict | None
Returns the orderbook for a specific
pair
.- Parameters:
pair (str) – The pair to get the orderbook from
- Returns:
The orderbook of that
pair
.- Return type:
dict
- static get_first(values: tuple) float
This function is used as callback for the
sorted
method to sort a tuple/list by its first value and while ensuring that the values are floats and comparable.- Parameters:
values (tuple) – A tuple of string values
- Returns:
The first value of
values
as float.- Return type:
float
- async on_book_update(pair: str, message: dict) None
This function will be called every time the orderbook gets updated. It needs to be overloaded if no callback function was defined during the instantiation of this class.
- Parameters:
pair (str) – The currency pair of the orderbook that has been updated.
message (dict) – The book message sent by Kraken
- async on_message(message: list | dict) None
This function must not be overloaded - it would break this client!
It receives and processes the book related websocket messages and is only publicly visible for those who understand and are willing to mock it.
- async remove_book(pairs: list[str]) None
Unsubscribe from a subscribed orderbook.
- Parameters:
pairs (list[str]) – The pair(s) to unsubscribe from
depth (int) – The book depth
- class kraken.spot.OrderbookClientV1(depth: int = 10, callback: Callable | None = None)
Bases:
object
This client is using the Kraken Websocket API v1
Please use
kraken.spot.OrderbookClientV2
to access the Kraken Websocket API v2.The orderbook client can be used for instantiation and maintaining one or multiple orderbooks for Spot trading on the Kraken cryptocurrency exchange. It connects to the websocket feed(s) and receives the book updates, calculates the checksum and will publish the changes to the
on_book_update()
function or to the specified callback function.The
get()
function can be used to access a specific book of this client.The client will resubscribe to the book feed(s) if any errors occur and publish the changes to the mentioned function(s).
This class has a fixed book depth. Available depths are: {10, 25, 50, 100}
1from typing import Any 2from kraken.spot import OrderbookClientV1 3import asyncio 4 5class OrderBook(OrderbookClientV1): 6 async def on_book_update(self: "OrderBook", pair: str, message: list) -> None: 7 '''This function must be overloaded to get the recent 8 updates.''' book: Dict[str, Any] = self.get(pair=pair) bid: 9 list[tuple[str, str]] = list(book["bid"].items()) ask: 10 list[tuple[str, str]] = list(book["ask"].items()) 11 12 print("Bid Volume Ask Volume") for level in 13 range(self.depth): 14 print( 15 f"{bid[level][0]} ({bid[level][1]}) {ask[level][0]} 16 ({ask[level][1]})" 17 ) 18 19async def main() -> None: 20 orderbook: OrderBook = OrderBook(depth=10) await orderbook.add_book( 21 pairs=["XBT/USD"] # we can also subscribe to more currency 22 pairs 23 ) 24 25 while not orderbook.exception_occur: 26 await asyncio.sleep(10) 27 28if __name__ == "__main__": 29 try: 30 asyncio.run(main()) 31 except KeyboardInterrupt: 32 pass
1from typing import Any 2from kraken.spot import OrderbookClientV1 3import asyncio 4 5# … use the Orderbook class defined in the example before 6async def my_callback(self: "OrderBook", pair: str, message: list) -> None: 7 '''This function do not need to be async.''' print(message) 8 9async def main() -> None: 10 orderbook: OrderBook = OrderBook(depth=100, callback=my_callback) 11 await orderbook.add_book( 12 pairs=["XBT/USD"] # we can also subscribe to more currency 13 pairs 14 ) 15 16 while not orderbook.exception_occur: 17 await asyncio.sleep(10) 18 19if __name__ == "__main__": 20 try: 21 asyncio.run(main()) 22 except KeyboardInterrupt: 23 pass
- async add_book(pairs: list[str]) None
Add an orderbook to this client. The feed will be subscribed and updates will be published to the
on_book_update()
function.- Parameters:
pairs (list[str]) – The pair(s) to subscribe to
depth (int) – The book depth
- property depth: int
Return the fixed depth of this orderbook client.
- property exception_occur: bool
Can be used to determine if any critical error occurred within the websocket connection. If so, the function will return
True
and the client instance is most likely not usable anymore. So this is the switch lets the user know, when to delete the current one and create a new one.- Returns:
True
if any critical error occurred elseFalse
- Return type:
bool
- get(pair: str) dict | None
Returns the orderbook for a specific
pair
.- Parameters:
pair (str) – The pair to get the orderbook from
- Returns:
The orderbook of that
pair
.- Return type:
dict
1# … 2class Orderbook(OrderbookClientV1): 3 4 async def on_book_update( 5 self: "Orderbook", 6 pair: str, 7 message: list 8 ) -> None: 9 book: dict[str, Any] = self.get(pair="XBT/USD") 10 ask: list[tuple[str, str]] = list(book["ask"].items()) 11 bid: list[tuple[str, str]] = list(book["bid"].items()) 12 # ask and bid are now in format [price, (volume, timestamp)] 13 # … and include the whole orderbook
- static get_first(values: tuple) float
This function is used as callback for the
sorted
method to sort a tuple/list by its first value and while ensuring that the values are floats and comparable.- Parameters:
values (tuple) – A tuple of string values
- Returns:
The first value of
values
as float.- Return type:
float
- async on_book_update(pair: str, message: list) None
This function will be called every time the orderbook gets updated. It needs to be overloaded if no callback function was defined during the instantiation of this class.
- Parameters:
pair (str) – The currency pair of the orderbook that has been updated.
message (str) – The message sent by Kraken causing the orderbook to update.
- async on_message(message: list | dict) None
This function should not be overloaded - this would break this client!
It receives and processes the book related websocket messages and is only publicly visible for those who understand and are willing to mock it.
- async remove_book(pairs: list[str]) None
Unsubscribe from a subscribed orderbook.
- Parameters:
pairs (list[str]) – The pair(s) to unsubscribe from
depth (int) – The book depth