Futures REST

class kraken.futures.User(key: str = '', secret: str = '', url: str = '', *, sandbox: bool = False)

Bases: KrakenFuturesBaseAPI

Class that implements the Kraken Futures user client

If the sandbox environment is chosen, the keys must be generated from here: https://demo-futures.kraken.com/settings/api

Parameters:

  • key (str, optional) – Futures API public key (default: "")

  • secret (str, optional) – Futures API secret key (default: "")

  • url (str, optional) – Alternative URL to access the Futures Kraken API (default: https://futures.kraken.com)

  • sandbox (bool, optional) – If set to True the URL will be https://demo-futures.kraken.com (default: False)

Futures User: Create the user client
1>>> from kraken.futures import User
2>>> user = User() # unauthenticated
3>>> user = User(key="api-key", secret="secret-key") # authenticated
Futures User: Create the user client as context manager
1>>> from kraken.futures import User
2>>> with User(key="api-key", secret="secret-key") as user:
3...     print(user.get_wallets())
check_trading_enabled_on_subaccount(subaccountUid: str, *, extra_params: dict | None = None) → dict

Checks if trading is enabled or disabled on the specified subaccount.

Requires the General API - Full Access permission in the API key settings.

This endpoint is only available for institutional clients and is not tested so far and results in KrakenAuthenticationError.

Returns:

The open futures positions/orders

Return type:

dict

Futures User: Check if trading is enabled on a subaccount
1>>> from kraken.futures import User
2>>> user = User(key="api-key", secret="secret-key")
3>>> user.set_trading_on_subaccount(
4...    subaccountUid="778387bh61b-f990-4128-16a7-f4ab669a9b",
5... )
6{
7   "tradingEnabled": False
8}
get_account_log(before: str | int | None = None, count: str | int | None = None, from_: str | int | None = None, info: str | None = None, since: str | int | None = None, sort: str | None = None, to: str | None = None, *, extra_params: dict | None = None) → dict

Get the historical events of the user’s account. This is not available in the Kraken demo/sandbox environment.

Requires at least the General API - Read Only permission in the API key settings.

Parameters:

  • before (str | int, optional) – Filter to only return results before a specific timestamp or date

  • count (str | int, optional) – Defines the maximum number of results (max: 500)

  • from (str | int, optional) – Defines the first id to start with

  • info (str, optional) – Filter by info (e.g.,: futures liquidation)

  • since (str | int, optional) – Defines the first entry to begin with by item

  • sort (str, optional) – Sort the results

  • to (str, optional) – Id of the last entry

Returns:

The account log

Return type:

dict

Futures User: Get the user’s account log
 1>>> from kraken.futures import User
 2>>> user = User(key="api-key", secret="secret-key")
 3>>> user.get_account_log(before="2023-04-04T16:10:46.260Z", count=1)
 4{
 5    'accountUid': 'f7d5571c-6d10-4cf1-944a-048d25682ed0',
 6    'logs': [
 7        {
 8            'asset': 'eth',
 9            'contract': None,
10            'booking_uid': 'be3d0e19-887a-4a8e-b8f6-32b9ef7f04ab',
11            'collateral': None,
12            'date': '2023-04-04T16:10:46.260Z',
13            'execution': None,
14            'fee': None,
15            'funding_rate': None,
16            'id': 10,
17            'info': 'admin transfer',
18            'margin_account': 'ETH',
19            'mark_price': None,
20            'new_average_entry_price': None,
21            'new_balance': 2.6868286287,
22            'old_average_entry_price': None,
23            'old_balance': 0.0,
24            'realized_funding': None,
25            'realized_pnl': None,
26            'trade_price': None,
27            'conversion_spread_percentage': None
28        }
29    ], ...
30}
get_account_log_csv(*, extra_params: dict | None = None) → requests.Response

Return the account log as csv, for example to export it. This is not available in the Kraken demo/sandbox environment.

Requires at least the General API - Read Only permission in the API key settings.

Futures User: Get the account log and export as CSV
1>>> from kraken.futures import User
2>>> user = User(key="api-key", secret="secret-key")
3>>> response = user.get_account_log_csv()
4>>> with open(f"account_log.csv", "wb") as file:
5...     for chunk in response.iter_content(chunk_size=512):
6...         if chunk:
7...             file.write(chunk)
get_execution_events(before: int | None = None, continuation_token: str | None = None, since: int | None = None, sort: str | None = None, tradeable: str | None = None, *, extra_params: dict | None = None) → dict

Retrieve the order/position execution events of this user. The returned continuation_token can be used to request more data.

Requires at least the General API - Read Only permission in the API key settings.

(If you are facing some timeout error, just set the clients attribute TIMEOUT temporarily to the desired amount in seconds.)

Parameters:

  • before (int, optional) – Filter by time

  • continuation_token (str, optional) – Token that can be used to continue requesting historical events

  • since (int, optional) – Filter by a specifying a start point

  • sort (str, optional) – Sort the results

  • tradeable (str, optional) – The asset to filter for

Returns:

The user-specific execution events

Return type:

dict

Futures User: Get the user’s historical execution events
 1>>> from kraken.futures import User
 2>>> user = User(key="api-key", secret="secret-key")
 3>>> user.get_execution_events(
 4...    tradeable="PF_SOLUSD",
 5...    since=1668989233,
 6...    before=1668999999,
 7...    sort="asc"
 8... )
 9{
10    'accountUid': 'f7d5571c-6d10-4cf1-944a-048d25682ed0',
11    'continuationToken': 'alp81a',
12    'elements': [{
13        'event': {
14            'execution': {
15                'execution': {
16                    'limitFilled': false,
17                    'makerOrder': {
18                        'accountUid': 'f7d5571c-6d10-4cf1-944a-048d25682ed0',
19                        'direction': 'Buy',
20                        'filled': '2332.12239',
21                        'lastUpdateTimestamp': 1605126171852,
22                        'limitPrice': '1234.56789',
23                        'orderType': 'lmt',
24                        'quantity': '1234.56789',
25                        'reduceOnly': false,
26                        'timestamp': 1605126171852,
27                        'tradeable': 'pi_xbtusd',
28                        'uid': 'f7d5571c-6d10-4cf1-944a-048d25682ed0'
29                    },
30                    'makerOrderData': {
31                        'fee': '12.56789',
32                        'positionSize': '2332.12239'
33                    },
34                    'markPrice': '27001.56',
35                    'oldTakerOrder': {
36                        'accountUid': 'f7d5571c-6d10-4cf1-944a-048d25682ed0',
37                        'direction': 'Buy',
38                        'filled': '2332.12239',
39                        'lastUpdateTimestamp': 1605126171852,
40                        'limitPrice': '27002.56789',
41                        'orderType': 'string',
42                        'quantity': '0.156789',
43                        'reduceOnly': false,
44                        'timestamp': 1605126171852,
45                        'tradeable': 'pi_xbtusd',
46                        'uid': 'f7d5571c-6d10-4cf1-944a-048d25682ed0'
47                    },
48                    'price': '2701.8163',
49                    'quantity': '0.156121',
50                    'takerOrder': {
51                        'accountUid': 'f7d5571c-6d10-4cf1-944a-048d25682ed0',
52                        'direction': 'Buy',
53                        'filled': '0.156121',
54                        'lastUpdateTimestamp': 1605126171852,
55                        'limitPrice': '2702.91',
56                        'orderType': 'lmt',
57                        'quantity': '0.156121',
58                        'reduceOnly': false,
59                        'timestamp': 1605126171852,
60                        'tradeable': 'pi_xbtusd',
61                        'uid': 'f7d5571c-6d10-4cf1-944a-048d25682ed0'
62                    },
63                    'takerOrderData': {
64                        'fee': '12.83671',
65                        'positionSize': '27012.91'
66                    },
67                    'timestamp': 1605126171852,
68                    'uid': 'f7d5571c-6d10-4cf1-944a-048d25682ed0',
69                    'usdValue': '2301.56789'
70                },
71            }
72        },
73        'timestamp': 1605126171852,
74        'uid': 'f7d5571c-6d10-4cf1-944a-048d25682ed0'
75    }, ...],
76    'len': 0,
77    'serverTime': '2023-04-06T21:11:31.677Z'
78}
get_notifications(*, extra_params: dict | None = None) → dict

Retrieve the latest notifications from the Kraken Futures API

Requires at least the General API - Read Only permission in the API key settings.

Returns:

Notifications

Return type:

dict

Futures User: Get the latest notifications
 1>>> from kraken.futures import User
 2>>> user = User(key="api-key", secret="secret-key")
 3>>> user.get_notifications()
 4{
 5   'result': 'success',
 6    'notifications': [{
 7        'type': 'general',
 8        'priority': 'high',
 9        'note': 'Market in post only mode until 4pm.'
10    }],
11    'serverTime': '2023-04-04T18:01:39.729Z'
12}
get_open_orders(*, extra_params: dict | None = None) → dict

Retrieve the open orders.

Requires at least the General API - Read Only permission in the API key settings.

Returns:

The open futures positions/orders

Return type:

dict

Futures User: Get open orders
 1>>> from kraken.futures import User
 2>>> user = User(key="api-key", secret="secret-key")
 3>>> user.get_open_orders()
 4{
 5    'result': 'success',
 6    'openOrders': [{
 7        'order_id': '2ce038ae-c144-4de7-a0f1-82f7f4fca864',
 8        'symbol': 'pi_ethusd',
 9        'side': 'buy',
10        'orderType': 'lmt',
11        'limitPrice': 1200,
12        'unfilledSize': 100,
13        'receivedTime': '2023-04-07T15:18:04.699Z',
14        'status': 'untouched',
15        'filledSize': 0,
16        'reduceOnly': False,
17        'lastUpdateTime': '2023-04-07T15:18:04.699Z'
18    }, {
19        'order_id': 'c8135f52-2a86-4e26-b629-43cc37da9dbf',
20        'symbol': 'pi_ethusd',
21        'side': 'buy',
22        'orderType': 'take_profit',
23        'limitPrice': 1860,
24        'stopPrice': 1880.4,
25        'unfilledSize': 10,
26        'receivedTime': '2023-04-07T15:14:25.995Z',
27        'status': 'untouched',
28        'filledSize': 0,
29        'reduceOnly': False,
30        'triggerSignal': 'last',
31        'lastUpdateTime': '2023-04-07T15:14:25.995Z'
32    }, {
33        'order_id': 'e58ed100-1fb8-4e6c-a5ea-1cf85b0f0654',
34        'symbol': 'pi_ethusd',
35        'side': 'buy',
36        'orderType': 'take_profit',
37        'limitPrice': 1860,
38        'stopPrice': 1880.4,
39        'unfilledSize': 10,
40        'receivedTime': '2023-04-07T15:12:08.131Z',
41        'status': 'untouched',
42        'filledSize': 0,
43        'reduceOnly': False,
44        'triggerSignal': 'last',
45        'lastUpdateTime': '2023-04-07T15:12:08.131Z'
46    }, {
47        'order_id': 'c8776f6e-c29e-4c6a-83ee-2d3cc6781cda',
48        'symbol': 'pf_ethusd',
49        'side': 'buy',
50        'orderType': 'take_profit',
51        'limitPrice': 1860,
52        'stopPrice': 5,
53        'unfilledSize': 0.5,
54        'receivedTime': '2023-04-07T14:57:37.849Z',
55        'status': 'untouched',
56        'filledSize': 0,
57        'reduceOnly': True,
58        'triggerSignal': 'last',
59        'lastUpdateTime': '2023-04-07T14:57:37.849Z'
60    }, ...],
61    'serverTime': '2023-04-07T15:30:29.911Z'
62}
get_open_positions(*, extra_params: dict | None = None) → dict

List the open positions of the user.

Requires at least the General API - Read Only permission in the API key settings.

Returns:

Information about the open positions

Return type:

dict

Futures User: Get the user’s open positions
 1>>> from kraken.futures import User
 2>>> user = User(key="api-key", secret="secret-key")
 3>>> user.get_open_positions()
 4{
 5    'result': 'success',
 6    'openPositions': [
 7        {
 8            'side': 'short',
 9            'symbol': 'pi_xbtusd',
10            'price': 27523.749993345933,
11            'fillTime': '2023-04-05T12:31:21.410Z',
12            'size': 8000,
13            'unrealizedFunding': 0.00005879463852989987
14        },
15    ],
16    'serverTime': '2023-04-06T16:12:15.410Z'
17}
get_order_events(before: int | None = None, continuation_token: str | None = None, since: int | None = None, sort: str | None = None, tradeable: str | None = None, *, extra_params: dict | None = None) → dict

Retrieve information about the user-specific order events including opened, closed, filled, etc. The returned continuation_token can be used to request more data.

Requires at least the General API - Read Only permission in the API key settings.

Parameters:

  • before (int, optional) – Filter by time

  • continuation_token (str, optional) – Token that can be used to continue requesting historical events

  • since (int, optional) – Filter by a specifying a start point

  • sort (str, optional) – Sort the results

  • tradeable (str, optional) – The asset to filter for

Returns:

The user-specific order events

Return type:

dict

Futures User: Get the user’s historical order events
 1>>> from kraken.futures import User
 2>>> user = User(key="api-key", secret="secret-key")
 3>>> user.get_order_events(tradeable="PF_SOLUSD", since=1668989233, before=1668999999, sort="asc")
 4{
 5    'accountUid': 'f7d5571c-6d10-4cf1-944a-048d25682ed0',
 6    'continuationToken': 'simb178',
 7    'elements': [{
 8        'event': {
 9            'OrderPlaced': {
10                'order': {
11                    'accountUid': 'f7d5571c-6d10-4cf1-944a-048d25682ed0',
12                    'direction': 'Sell',
13                    'filled': '12.011',
14                    'lastUpdateTimestamp': 1605126171852,
15                    'limitPrice': '28900.0',
16                    'orderType': 'string',
17                    'quantity': '13.12',
18                    'reduceOnly': false,
19                    'timestamp': 1605126171852,
20                    'tradeable': 'pi_xbtusd',
21                    'uid': 'f7d5571c-6d10-4cf1-944a-048d25682ed0'
22                },
23                'reason': 'string',
24                'reducedQuantity': 'string'
25            }
26        },
27        'timestamp': 1605126171852,
28        'uid': 'f7d5571c-6d10-4cf1-944a-048d25682ed0'
29    }, ...],
30    'len': 10,
31    'serverTime': '2023-04-05T12:31:42.677Z'
32}
get_subaccounts(*, extra_params: dict | None = None) → dict

List the subaccounts of the user.

Requires at least the General API - Read Only permission in the API key settings.

Returns:

Information about the user owned subaccounts

Return type:

dict

Futures User: Get the user’s subaccounts
1>>> from kraken.futures import User
2>>> user = User(key="api-key", secret="secret-key")
3>>> user.get_subaccounts()
4{
5    'result': 'success',
6    'serverTime': '2023-04-04T18:03:33.696Z',
7    'masterAccountUid': 'f7d5571c-6d10-4cf1-944a-048d25682ed0',
8    'subaccounts': []
9}
get_trigger_events(before: int | None = None, continuation_token: str | None = None, since: int | None = None, sort: str | None = None, tradeable: str | None = None, *, extra_params: dict | None = None) → dict

Retrieve information about trigger events.

The returned continuation_token can be used to request more data.

Requires at least the General API - Read Only permission in the API key settings.

Parameters:

  • before (int, optional) – Filter by time

  • continuation_token (str, optional) – Token that can be used to continue requesting historical events

  • since (int, optional) – Filter by a specifying a start point

  • sort (str, optional) – Sort the results

  • tradeable (str, optional) – The asset to filter for

Returns:

The user-specific trigger events

Return type:

dict

Futures User: Get the user’s historical trigger events
 1>>> from kraken.futures import User
 2>>> user = User(key="api-key", secret="secret-key")
 3>>> user.get_trigger_events(
 4...     tradeable="PF_SOLUSD",
 5...     since=1668989233,
 6...     before=1668999999,
 7...     sort="asc"
 8... )
 9{
10    "accountUid": "f7d5571c-6d10-4cf1-944a-048d25682ed0",
11    "continuationToken": "c3RyaW5n",
12    "elements": [{
13        "event": {
14            "OrderTriggerPlaced": {
15                "order": {
16                    "accountId": 0.0,
17                    "accountUid": "f7d5571c-6d10-4cf1-944a-048d25682ed0",
18                    "direction": "Buy",
19                    "lastUpdateTimestamp": 1605126171852,
20                    "limitPrice": "29000.0",
21                    "orderType": "lmt",
22                    "quantity": "1.0",
23                    "reduceOnly": false,
24                    "timestamp": 1605126171852,
25                    "tradeable": "pi_xbtusd",
26                    "triggerOptions": {
27                        "trailingStopOptions": {
28                            "maxDeviation": "0.1",
29                            "unit": "Percent"
30                        },
31                        "triggerPrice": "29200.0",
32                        "triggerSide": "Sell",
33                        "triggerSignal": "trade"
34                    },
35                    "uid": "f7d5571c-6d10-4cf1-944a-048d25682ed0"
36                },
37                "reason": "maxDeviation triggered"
38            }
39        },
40        "timestamp": 1605126171852,
41        "uid": "f7d5571c-6d10-4cf1-944a-048d25682ed0"
42    }, ...],
43    "len": 10,
44    "serverTime": "2022-03-31T20:38:53.677Z"
45}
get_unwind_queue(*, extra_params: dict | None = None) → dict

Retrieve information about the percentile of the open position in case of unwinding.

Requires at least the General API - Read Only permission in the API key settings.

Returns:

Information about unwind queue

Return type:

dict

Futures User: Get the user’s unwind queue
 1>>> from kraken.futures import User
 2>>> user = User(key="api-key", secret="secret-key")
 3>>> user.get_unwind_queue()
 4{
 5    'result': 'success',
 6    'serverTime': '2023-04-04T18:05:01.328Z',
 7    'queue': [
 8        { 'symbol': 'PF_UNIUSD', 'percentile': 20 }
 9    ]
10}
get_wallets(*, extra_params: dict | None = None) → dict

Lists the current wallet balances of the user.

Requires at least the General API - Read Only permission in the API key settings.

Returns:

Information about the current balances of the user

Return type:

dict

Futures User: Get the user’s wallets
 1>>> from kraken.futures import User
 2>>> user = User(key="api-key", secret="secret-key")
 3>>> user.get_wallets()
 4{
 5    'result': 'success',
 6    'accounts': {
 7        'fi_xbtusd': {
 8            'auxiliary': {
 9                'usd': 0,
10                'pv': 0.0,
11                'pnl': 0.0,
12                'af': 0.0,
13                'funding': 0.0
14            },
15            'marginRequirements': {
16                'im': 0.0,
17                'mm': 0.0,
18                'lt': 0.0,
19                'tt': 0.0
20            },
21            'triggerEstimates': {
22                'im': 0,
23                'mm': 0,
24                'lt': 0,
25                'tt': 0
26            },
27            'balances': {
28                'xbt': 0.0
29            },
30            'currency': 'xbt',
31            'type': 'marginAccount'
32        },
33        'cash': {
34            'balances': {
35                'eur': 4567.7117591172,
36                'gbp': 4002.4975584765,
37                'bch': 39.3081761006,
38                'usd': 5000.0,
39                'xrp': 10055.1019587339,
40                'eth': 2.6868286287,
41                'usdt': 4999.3200924674,
42                'usdc': 4999.8300057798,
43                'ltc': 53.9199827456,
44                'xbt': 0.1785169809
45            },
46            'type': 'cashAccount'
47        },
48        'flex': {
49            'currencies': {},
50            'initialMargin': 0.0,
51            'initialMarginWithOrders': 0.0,
52            'maintenanceMargin': 0.0,
53            'balanceValue': 0.0,
54            'portfolioValue': 0.0,
55            'collateralValue': 0.0,
56            'pnl': 0.0,
57            'unrealizedFunding': 0.0,
58            'totalUnrealized': 0.0,
59            'totalUnrealizedAsMargin': 0.0,
60            'availableMargin': 0.0,
61            'marginEquity': 0.0,
62            'type': 'multiCollateralMarginAccount'
63        }
64    },
65    'serverTime': '2023-04-04T17:56:49.027Z'
66}
set_trading_on_subaccount(subaccountUid: str, *, trading_enabled: bool, extra_params: dict | None = None) → dict

Enable or disable trading on a subaccount.

Requires the General API - Full Access permission in the API key settings.

This endpoint is only available for institutional clients and is not tested so far and always results in INTERNAL_SERVER_ERROR.

Returns:

The open futures positions/orders

Return type:

dict

Futures User: Dis-/Enable trading on a subaccount
1>>> from kraken.futures import User
2>>> user = User(key="api-key", secret="secret-key")
3>>> user.set_trading_on_subaccount(
4...    subaccountUid="778387bh61b-f990-4128-16a7-f4ab669a9b",
5...    trading_enabled=True
6... )
7{
8    "tradingEnabled": True
9}
class kraken.futures.Market(key: str = '', secret: str = '', url: str = '', *, sandbox: bool = False)

Bases: KrakenFuturesBaseAPI

Class that implements the Kraken Futures market client

If the sandbox environment is chosen, the keys must be generated from here: https://demo-futures.kraken.com/settings/api

Parameters:

  • key (str, optional) – Futures API public key (default: "")

  • secret (str, optional) – Futures API secret key (default: "")

  • url (str, optional) – Alternative URL to access the Futures Kraken API (default: https://futures.kraken.com)

  • sandbox (bool, optional) – If set to True the URL will be https://demo-futures.kraken.com (default: False)

Futures Market: Create the market client
1>>> from kraken.futures import Market
2>>> market = Market() # unauthenticated
3>>> market = Market(key="api-key", secret="secret-key") # authenticated
Futures Market: Create the market client as context manager
1>>> from kraken.futures import Market
2>>> with Market() as market:
3...     print(market.get_tick_types())
get_fee_schedules(*, extra_params: dict | None = None) → dict

Retrieve information about the current fees

This function uses caching. Run get_fee_schedules.cache_clear() to clear.

Returns:

Dictionary containing information about the fees for wide range of tradeable assets

Return type:

dict

Futures Market: Get the available fee schedules
 1>>> from kraken.futures import Market
 2>>> Market().get_fee_schedules()
 3{
 4    'feeSchedules': [{
 5        'uid': '5b755fea-c5b0-4307-a66e-b392cd5bd931',
 6        'name': 'KF USD Multi-Collateral Fees',
 7        'tiers': [
 8            {'makerFee': 0.02, 'takerFee': 0.05, 'usdVolume': 0.0},
 9            {'makerFee': 0.015, 'takerFee': 0.04, 'usdVolume': 100000.0},
10            {'makerFee': 0.0125, 'takerFee': 0.03, 'usdVolume': 1000000.0},
11            {'makerFee': 0.01, 'takerFee': 0.025, 'usdVolume': 5000000.0},
12            {'makerFee': 0.0075, 'takerFee': 0.02, 'usdVolume': 10000000.0},
13            {'makerFee': 0.005, 'takerFee': 0.015, 'usdVolume': 20000000.0},
14            {'makerFee': 0.0025, 'takerFee': 0.0125, 'usdVolume': 50000000.0},
15            {'makerFee': 0.0, 'takerFee': 0.01, 'usdVolume': 100000000.0}
16        ]}, ...
17    ]
18}
get_fee_schedules_vol(*, extra_params: dict | None = None) → dict

Get the personal volumes per fee schedule

Requires the General API - Full Access permission in the API key settings.

Futures Market: Get the personal fee schedule volumes
 1>>> from kraken.futures import Market
 2>>> market = Market(key="api-key", secret="secret-key")
 3>>> market.get_fee_schedules_vol()
 4{
 5    'volumesByFeeSchedule': {
 6        'ffb5403d-e82e-4ef0-8792-86a0471f526a': 0,
 7        '5b755fea-c5b0-4307-a66e-b392cd5bd931': 0,
 8        'eef90775-995b-4596-9257-0917f6134766': 0
 9    }
10}
get_historical_funding_rates(symbol: str, *, extra_params: dict | None = None) → dict

Retrieve information about the historical funding rates for a specific asset.

Parameters:

symbol (str) – The symbol/asset/futures contract

Returns:

Funding rates

Return type:

dict

Futures Market: Get the historical funding rates
 1>>> from kraken.futures import Market
 2>>> Market().get_historical_funding_rates(symbol="PI_XBTUSD")
 3{
 4    'rates': [{
 5            'timestamp': '2018-08-31T16:00:00.000Z',
 6            'fundingRate': 1.0327058177e-08,
 7            'relativeFundingRate': 7.182407e-05
 8        }, {
 9            'timestamp': '2018-08-31T20:00:00.000Z',
10            'fundingRate': -1.2047162502e-08,
11            'relativeFundingRate': -8.4873103125e-05
12        }, {
13            'timestamp': '2018-09-01T00:00:00.000Z',
14            'fundingRate': -9.645113378e-09,
15            'relativeFundingRate': -6.76651e-05
16        }, ...
17    ]
18}
get_instruments(*, extra_params: dict | None = None) → dict

Retrieve more specific information about the tradeable assets on the Futures market

Returns:

Dictionary containing information for all tradeable assets

Return type:

dict

Futures Market: Get the available instruments/assets and information
 1>>> from kraken.futures import Market
 2>>> Market().get_instruments()
 3{
 4  'instruments': [{
 5        'symbol': 'pi_xbtusd',
 6        'type': 'futures_inverse',
 7        'underlying': 'rr_xbtusd',
 8        'tickSize': 0.5,
 9        'contractSize': 1,
10        'tradeable': True,
11        'impactMidSize': 1000.0,
12        'maxPositionSize': 75000000.0,
13        'openingDate': '2018-08-31T00:00:00.000Z',
14        'marginLevels': [{
15                'contracts': 0,
16                'initialMargin': 0.02,
17                'maintenanceMargin': 0.01
18            }, {
19                'contracts': 500000,
20                'initialMargin': 0.04,
21                'maintenanceMargin': 0.02
22            }, {
23                'contracts': 1000000,
24                'initialMargin': 0.06,
25                'maintenanceMargin': 0.03
26            }, {
27                'contracts': 3000000,
28                'initialMargin': 0.1,
29                'maintenanceMargin': 0.05
30            }, {
31                'contracts': 6000000,
32                'initialMargin': 0.15,
33                'maintenanceMargin': 0.075
34            }, {
35                'contracts': 12000000,
36                'initialMargin': 0.25,
37                'maintenanceMargin': 0.125
38            }, {
39                'contracts': 20000000,
40                'initialMargin': 0.3,
41                'maintenanceMargin': 0.15
42            }, {
43                'contracts': 50000000,
44                'initialMargin': 0.4,
45                'maintenanceMargin': 0.2
46            }
47        ],
48        'fundingRateCoefficient': 24,
49        'maxRelativeFundingRate': 0.0025,
50        'isin': 'GB00J62YGL67',
51        'contractValueTradePrecision': 0,
52        'postOnly': False,
53        'feeScheduleUid': 'eef90775-995b-4596-9257-0917f6134766',
54        'retailMarginLevels': [{
55            'contracts': 0,
56            'initialMargin': 0.5,
57            'maintenanceMargin': 0.25
58        }],
59        'category': '', 'tags': []
60    }
61}
get_instruments_status(instrument: str | None = None, *, extra_params: dict | None = None) → dict

Retrieve status information of a specific or all futures contracts.

Parameters:

instrument (str | None, optional) – Filter by asset

Returns:

Status information about the asset(s)

Return type:

dict

Futures Market: Retrieve information about a specific asset/contract/instrument
1>>> from kraken.futures import Market
2>>> Market().get_instruments_status(instrument="PI_XBTUSD")
3{
4    'tradeable': 'PI_XBTUSD',
5    'experiencingDislocation': False,
6    'priceDislocationDirection': None,
7    'experiencingExtremeVolatility': False,
8    'extremeVolatilityInitialMarginMultiplier': 1
9}
get_leverage_preference(*, extra_params: dict | None = None) → dict

Get the current leverage preferences of the user.

Requires at least the General API - Read Only permission in the API key settings.

Returns:

The leverage preferences for all futures contracts

Return type:

dict

Futures Market: Get the users leverage preferences
1>>> from kraken.futures import Market
2>>> market = Market(key="api-key", secret="secret-key")
3>>> market.get_leverage_preference()
4{
5    'leveragePreferences': [
6        {'symbol': 'PF_XBTUSD', 'maxLeverage': 5.0},
7        ...
8    ]
9}
get_ohlc(tick_type: str, symbol: str, resolution: int, from_: int | None = None, to: int | None = None, *, extra_params: dict | None = None) → dict

Retrieve the open, high, low, and close data for a specific symbol and resolution. It is also possible to filter by time.

Parameters:

  • tick_type (str) – The kind of data, based on mark, spot, or trade

  • symbol (str) – The asset pair to get the ohlc from

  • resolution (str) – The tick resolution, one of 1m. 5m, 15m, 1h, 4h, 12h, 1d, 1w

  • from (int, optional) – From date in epoch seconds

  • to (int, optional) – To date in epoch seconds (inclusive)

Returns:

The current OHLC data for a specific asset pair

Return type:

dict

Futures Market: Get the OHLC data
 1>>> from kraken.futures import Market
 2>>> Market().get_ohlc(tick_type="trade", symbol="PI_XBTUSD", resolution="1h")
 3{
 4    'candles': [
 5        {
 6            'time': 1680624000000,
 7            'open': '28050.0',
 8            'high': '28150',
 9            'low': '27983.0',
10            'close': '28126.0',
11            'volume': '1089794.00000000'
12        }
13    ],
14    'more_candles': True
15}
get_orderbook(symbol: str | None = None, *, extra_params: dict | None = None) → dict

Get the orderbook of a specific asset/symbol. Even if the official kraken documentation states that the parameter symbol is not required, they will always respond with an error message, so it is recommended to use the symbol parameter until they don’t fix this issue.

Parameters:

symbol (str, optional) – The asset/symbol to get the orderbook from

Returns:

The current orderbook for the futures contracts

Return type:

dict

Futures Market: Get the assets orderbook
 1>>> from kraken.futures import Market
 2>>> Market().get_orderbook(symbol="PI_XBTUSD")
 3{
 4    'result': 'success', 'orderBook': {
 5        'bids': [
 6            [27909, 3000], [27908.5, 1703], [27906, 1716],
 7            [27905, 2900], [27904.5, 2900], [27904, 2900],
 8            [27903.5, 8900], [27903, 3415], [27902.5, 2900],
 9            [27902, 2900], [27901, 4200], [27900.5, 6000],
10            ...
11        ],
12        'asks': [
13            [27915, 4200], [27916, 1706], [27917.5, 2900],
14            [27918, 4619], [27918.5, 4200], [27919, 2900],
15            [27919.5, 78], [27920, 2900], [27920.5, 2900],
16            [27921, 6342], [27921.5, 4200], [27923, 27851],
17            ...
18        ]
19    }
20}
get_pnl_preference(*, extra_params: dict | None = None) → dict

Get the current PNL (profit & loss) preferences. This can be used to define the currency in which the profits and losses are realized.

Requires at least the General API - Read Only permission in the API key settings.

Returns:

The current NPL preferences

Return type:

dict

Futures Market: Get the users profit/loss preferences
1>>> from kraken.futures import Market
2>>> market = Market(key="api-key", secret="secret-key")
3>>> market.get_pnl_preference()
4{'result': 'success', 'serverTime': '2023-04-04T15:21:29.413Z', 'preferences': []}
get_public_execution_events(tradeable: str, before: int | None = None, continuation_token: str | None = None, since: int | None = None, sort: str | None = None, *, extra_params: dict | None = None) → dict

Retrieve information about the public execution events. The returned continuation_token can be used to request more data.

Parameters:

  • tradeable (str) – The contract to filter for

  • before (int | None, optional) – Filter by time

  • continuation_token (str | None, optional) – Token that can be used to continue requesting historical events

  • since (int | None, optional) – Filter by a specifying a start point

  • sort (str | None, optional) – Sort the results

Returns:

The public execution events

Return type:

dict

Futures Market: Get the public execution events
 1>>> from kraken.futures import Market
 2>>> Market().get_public_execution_events(tradeable="PI_XBTUSD")
 3{
 4    'elements': [
 5        {
 6            'uid': '9c74d4ba-a658-4208-891c-eee6e13bf910',
 7            'timestamp': 1680874894684,
 8            'event': {
 9                'Execution': {
10                    'execution': {
11                        'uid': '3df5cb59-d410-48f7-9c6f-ee9b849b9c91',
12                        'makerOrder': {
13                            'uid': 'a0d28216-54f8-4af0-9adc-0d0d4738936d',
14                            'tradeable': 'PI_XBTUSD',
15                            'direction': 'Buy',
16                            'quantity': '626',
17                            'timestamp': 1680874894675,
18                            'limitPrice': '27909.5',
19                            'orderType': 'Post',
20                            'reduceOnly': False,
21                            'lastUpdateTimestamp': 1680874894675
22                        },
23                        'takerOrder': {
24                            'uid': '09246639-9130-42fb-8d90-4ed39913456f',
25                            'tradeable': 'PI_XBTUSD',
26                            'direction': 'Sell',
27                            'quantity': '626',
28                            'timestamp': 1680874894684,
29                            'limitPrice': '27909.5000000000',
30                            'orderType': 'IoC',
31                            'reduceOnly': False,
32                            'lastUpdateTimestamp': 1680874894684
33                        },
34                        'timestamp': 1680874894684,
35                        'quantity': '626',
36                        'price': '27909.5',
37                        'markPrice': '27915.01610466227',
38                        'limitFilled': True,
39                        'usdValue': '626.00'
40                    },
41                    'takerReducedQuantity': ''
42                }
43            }
44        }, ...
45    ],
46    'len': 1000,
47    'continuationToken': 'MTY4MDg2Nzg2ODkxOS85MDY0OTcwMTAxNA=='
48}
get_public_mark_price_events(tradeable: str, before: int | None = None, continuation_token: str | None = None, since: int | None = None, sort: str | None = None, *, extra_params: dict | None = None) → dict

Retrieve information about public mark price events. The returned continuation_token can be used to request more data.

Parameters:

  • tradeable (str) – The contract to filter for

  • before (int | None, optional) – Filter by time

  • continuation_token (str | None, optional) – Token that can be used to continue requesting historical events

  • since (int | None, optional) – Filter by a specifying a start point

  • sort (str | None, optional) – Sort the results

Returns:

The public order events

Return type:

dict

Futures Market: Get the public mark price events
 1>>> from kraken.futures import Market
 2>>> Market().get_public_mark_price_events(tradeable="PI_XBTUSD")
 3{
 4    'elements': [
 5        {
 6            'uid': '',
 7            'timestamp': 1680875273372,
 8            'event': {
 9                'MarkPriceChanged': {
10                    'price': '27900.67795901584'
11                }
12            }
13        }, {
14            'uid': '',
15            'timestamp': 1680875272263,
16            'event': {
17                'MarkPriceChanged': {
18                    'price': '27900.09023205142'
19                }
20            }
21        }, ...
22    ],
23    'len': 1000,
24    'continuationToken': 'MTY4MDg3NDEyNzg3OC85MDY2MjI3ODIzMA=='
25}
get_public_order_events(tradeable: str, before: int | None = None, continuation_token: str | None = None, since: int | None = None, sort: str | None = None, *, extra_params: dict | None = None) → dict

Retrieve information about the public order events - filled, closed, opened, etc, for a specific contract.The returned continuation_token can be used to request more data.

Parameters:

  • tradeable (str) – The contract to filter for

  • before (int, optional) – Filter by time

  • continuation_token (str, optional) – Token that can be used to continue requesting historical events

  • since (int, optional) – Filter by a specifying a start point

  • sort (str, optional) – Sort the results

Returns:

The public order events

Return type:

dict

Futures Market: Get the public order events
 1>>> from kraken.futures import Market
 2>>> Market().get_public_order_events(tradeable="PI_XBTUSD")
 3{
 4    'elements': [
 5        {
 6            'uid': '430782d7-7b6d-472a-9e92-67047289d742',
 7            'timestamp': 1680875125649,
 8            'event': {
 9                'OrderPlaced': {
10                    'order': {
11                        'uid': 'f9aaf471-95ba-4fde-ab68-251f12f96e47',
12                        'tradeable': 'PI_XBTUSD',
13                        'direction': 'Sell',
14                        'quantity': '652',
15                        'timestamp': 1680875125649,
16                        'limitPrice': '27927.5',
17                        'orderType': 'Post',
18                        'reduceOnly': False,
19                        'lastUpdateTimestamp': 1680875125649
20                    },
21                    'reason': 'new_user_order',
22                    'reducedQuantity': ''
23                }
24            }
25        }, ...
26    ],
27    'len': 1000,
28    'continuationToken': 'MTY4MDg3NTExMzc2OS85MDY2NDA1ODIyNw=='
29}
get_resolutions(tick_type: str, tradeable: str, *, extra_params: dict | None = None) → list[str]

Retrieve the list of available resolutions for a specific asset.

This function uses caching. Run get_resolutions.cache_clear() to clear.

Parameters:

  • tick_type (str) – The kind of data, based on mark, spot, or trade

  • tick_type – The asset of interest

Returns:

List of resolutions

Type:

list[str]

Futures Market: Get the available resolutions
1>>> from kraken.futures import Market
2>>> Market().get_resolutions(tick_type="mark", tradeable="PI_XBTUSD")
3['1h', '12h', '1w', '15m', '1d', '5m', '30m', '4h', '1m']
get_tick_types(*, extra_params: dict | None = None) → list[str]

Retrieve the available tick types that can be used for example to access the kraken.futures.Market.get_ohlc() endpoint.

This function uses caching. Run get_tick_types.cache_clear() to clear.

Returns:

List of available tick types

Return type:

list[str]

Futures Market: Get the available tick types
1>>> from kraken.futures import Market
2>>> Market().get_tick_types()
3['mark', 'spot', 'trade']
get_tickers(*, extra_params: dict | None = None) → dict

Retrieve information about the current tickers of all futures contracts.

Returns:

The current tickers

Return type:

dict

Futures Market: Get the available tickers
 1>>> from kraken.futures import Market
 2>>> Market().get_tickers()
 3{
 4    'tickers': [{
 5        'tag': 'perpetual',
 6        'pair': 'COMP:USD',
 7        'symbol': 'pf_compusd',
 8        'markPrice': 42.192,
 9        'bid': 42.14,
10        'bidSize': 11.8,
11        'ask': 42.244,
12        'askSize': 80.7,
13        'vol24h': 96.8,
14        'volumeQuote': 4109.9678,
15        'openInterest': 451.3,
16        'open24h': 41.975,
17        'indexPrice': 42.193,
18        'last': 42.873,
19        'lastTime': '2023-04-04T00:07:33.690Z',
20        'lastSize': 13.9,
21        'suspended': False,
22        'fundingRate': 0.000220714078888884,
23        'fundingRatePrediction': 6.3914700437486e-05,
24        'postOnly': False
25    }, ...]
26}
get_trade_history(symbol: str | None = None, lastTime: str | None = None, *, extra_params: dict | None = None) → dict

Retrieve the trade history (max 100 entries), can be filtered using the parameters.

Parameters:

  • symbol (str, optional) – The asset to filter for

  • lastTime (str, optional) – Filter by time

Returns:

Trade history

Return type:

dict

Futures Market: Get the public trade history
 1>>> from kraken.futures import Market
 2>>> Market().get_trade_history(symbol="PI_XBTUSD")
 3{
 4    'history': [{
 5            'time': '2023-04-04T05:28:27.926Z',
 6            'trade_id': 100,
 7            'price': 27913,
 8            'size': 2456,
 9            'side': 'sell',
10            'type': 'fill',
11            'uid': 'de7a2eca-f2bc-4afb-860d-522a9dcc0b12'
12        }, {
13            'time': '2023-04-04T05:28:28.795Z',
14            'trade_id': 99, 'price': 27913.5,
15            'size': 3000, 'side': 'sell',
16            'type': 'fill',
17            'uid': 'c985c7ea-30a5-4456-b857-a4ec9156fb3b'
18        }, ...
19    ]
get_tradeable_products(tick_type: str, *, extra_params: dict | None = None) → list[str]

Retrieve a list containing the tradeable assets on the futures market.

This function uses caching. Run get_tradeable_products.cache_clear() to clear.

Parameters:

tick_type (str) – The kind of data, based on mark, spot, or trade

Returns:

List of tradeable assets

Type:

list[str]

Futures Market: Get the tradeable products
1>>> from kraken.futures import Market
2>>> Market().get_tradeable_products(tick_type="trade")
3["PI_XBTUSD", "PF_XBTUSD", "PF_SOLUSD", ...]
set_leverage_preference(symbol: str, maxLeverage: str | float | None = None, *, extra_params: dict | None = None) → dict

Set a new leverage preference for a specific futures contract.

Requires the General API - Full Access permission in the API key settings.

Parameters:

  • symbol (str, optional) – The symbol to set the preference

  • maxLeverage (str | float, optional) – The maximum allowed leverage for a futures contract

Returns:

Information about the success or fail

Return type:

dict

Futures Market: Set the users leverage preferences
1>>> from kraken.futures import Market
2>>> market = Market(key="api-key", secret="secret-key")
3>>> market.set_leverage_preference(symbol="PF_XBTUSD", maxLeverage=2)
4{'result': 'success', 'serverTime': '2023-04-04T05:59:49.576Z'}
set_pnl_preference(symbol: str, pnlPreference: str, *, extra_params: dict | None = None) → dict

Modify or set the current PNL preference of the user. This can be used to define a specific currency that should be used to realize profits and losses. The default is the quote currency of the futures contract.

Requires the General API - Full Access permission in the API key settings.

Parameters:

  • symbol (str) – The asset pair or futures contract

  • pnlPreference – The currency to pay out the profits and losses

Returns:

Success or failure of the request

Return type:

dict

Futures Market: Set the users profit/loss preferences
1>>> from kraken.futures import Market
2>>> market = Market(key="api-key", secret="secret-key")
3>>> market.set_pnl_preference(symbol="PF_XBTUSD", pnlPreference="USD")
4{'result': 'success', 'serverTime': '2023-04-04T15:24:18.406Z'}
class kraken.futures.Trade(key: str = '', secret: str = '', url: str = '', *, sandbox: bool = False)

Bases: KrakenFuturesBaseAPI

Class that implements the Kraken Futures trade client

If the sandbox environment is chosen, the keys must be generated from here: https://demo-futures.kraken.com/settings/api

Parameters:

  • key (str, optional) – Futures API public key (default: "")

  • secret (str, optional) – Futures API secret key (default: "")

  • url (str, optional) – Alternative URL to access the Futures Kraken API (default: https://futures.kraken.com)

  • sandbox (bool, optional) – If set to True the URL will be https://demo-futures.kraken.com (default: False)

Futures Trade: Create the trade client
1>>> from kraken.futures import Trade
2>>> trade = Trade() # unauthenticated
3>>> trade = Trade(key="api-key", secret="secret-key") # authenticated
Futures Trade: Create the trade client as context manager
1>>> from kraken.futures import Trade
2>>> with Trade(key="api-key", secret="secret-key") as trade:
3...     print(trade.get_fills())
cancel_all_orders(symbol: str | None = None, *, extra_params: dict | None = None) → dict

Cancels all open orders, can be filtered by symbol.

Requires the General API - Full Access permission in the API key settings.

Parameters:

symbol (str, optional) – Filter by symbol

Returns:

Information about the success or failure

Return type:

dict

Futures Trade: Cancel all open orders
 1>>> from kraken.futures import Trade
 2>>> trade = Trade(key="api-key", secret="secret-key")
 3>>> trade.cancel_all_orders()
 4{
 5    'result': 'success',
 6    'cancelStatus': {
 7        'receivedTime': '2023-04-04T17:09:09.986Z',
 8        'cancelOnly': 'all',
 9        'status': 'cancelled',
10        'cancelledOrders': [
11            {
12                'order_id': 'fc589be9-5095-48f0-b6f1-a2dfad6d9677'
13            }, {
14                'order_id': '0365942e-4850-4e41-90c3-a10f96f7baaf'
15            }
16        ],
17        'orderEvents': []
18    },
19    'serverTime': '2023-04-04T17:09:09.987Z'
20}
cancel_order(order_id: str | None = None, cliOrdId: str | None = None, processBefore: str | None = None, *, extra_params: dict | None = None) → dict

This endpoint can be used to cancel a specific order by order_id or cliOrdId.

Requires the General API - Full Access permission in the API key settings.

Parameters:

  • order_id (str, optional) – The order_id to cancel

  • cliOrdId (str, optional) – The client defined order id

  • processBefore (str, optional) – Process before timestamp otherwise reject

Raises:

ValueError – If both order_id and cliOrdId are not set

Returns:

Success or failure

Return type:

dict

Futures Trade: Cancel an order
 1>>> from kraken.futures import Trade
 2>>> trade = Trade(key="api-key", secret="secret-key")
 3>>> trade.cancel_order(order_id="fc589be9-5095-48f0-b6f1-a2dfad6d9677")
 4{
 5    'result': 'success',
 6    'cancelStatus': {
 7        'status': 'notFound',
 8        'receivedTime': '2023-04-04T17:18:11.628Z'
 9    },
10    'serverTime': '2023-04-04T17:18:11.628Z'
11}
create_batch_order(batchorder_list: list[dict], processBefore: str | None = None, *, extra_params: dict | None = None) → dict

Create multiple orders at once using the batch order endpoint.

Requires the General API - Full Access permission in the API key settings.

Parameters:

  • batchorder_list (list[dict]) – List of order instructions (see example below - or the linked official Kraken documentation)

  • processBefore (str, optional) – Process before timestamp otherwise reject

Returns:

Information about the submitted request

Return type:

dict

Futures Trade: Create a batch order
 1>>> from kraken.futures import Trade
 2>>> trade = Trade(key="api-key", secret="secret-key")
 3>>> trade.create_batch_order(
 4...     batchorder_list=[
 5...         {
 6...             "order": "send",
 7...             "order_tag": "1",
 8...             "orderType": "lmt",
 9...             "symbol": "PI_XBTUSD",
10...             "side": "buy",
11...             "size": 5,
12...             "limitPrice": 1.00,
13...             "cliOrdId": "my_another_client_id",
14...         },
15...         {
16...             "order": "send",
17...             "order_tag": "2",
18...             "orderType": "stp",
19...             "symbol": "PI_XBTUSD",
20...             "side": "buy",
21...             "size": 1,
22...             "limitPrice": 2.00,
23...             "stopPrice": 3.00,
24...         },
25...         {
26...             "order": "cancel",
27...             "order_id": "e35d61dd-8a30-4d5f-a574-b5593ef0c050",
28...         },
29...         {
30...             "order": "cancel",
31...             "cliOrdId": "my_client_id",
32...         },
33...     ],
34... )
35{
36    'result': 'success',
37    'serverTime': '2023-04-04T17:03:36.100Z',
38    'batchStatus': [
39        {
40            'status': 'insufficientAvailableFunds',
41            'order_tag': '1',
42            'orderEvents': []
43        }, {
44            'status': 'placed',
45            'order_tag': '2',
46            'order_id':
47            'fc589be9-5095-48f0-b6f1-a2dfad6d9677',
48            'dateTimeReceived': '2023-04-04T17:03:36.053Z',
49            'orderEvents': [
50                {
51                    'orderTrigger': {
52                        'uid': 'fc589be9-5095-48f0-b6f1-a2dfad6d9677',
53                        'clientId': None,
54                        'type': 'lmt',
55                        'symbol': 'pi_xbtusd',
56                        'side': 'buy',
57                        'quantity': 1,
58                        'limitPrice': 2.0,
59                        'triggerPrice': 3.0,
60                        'triggerSide': 'trigger_above',
61                        'triggerSignal':
62                        'last_price',
63                        'reduceOnly': False,
64                        'timestamp': '2023-04-04T17:03:36.053Z',
65                        'lastUpdateTimestamp': '2023-04-04T17:03:36.053Z',
66                        'startTime': None
67                    },
68                    'type': 'PLACE'
69                }
70            ]
71        }, {
72            'status': 'notFound',
73            'order_id': 'e35d61dd-8a30-4d5f-a574-b5593ef0c050',
74            'orderEvents': []
75        }, {
76            'status': 'notFound',
77            'cliOrdId': 'my_client_id',
78            'orderEvents': []
79        }
80    ]
81}
create_order(orderType: str, size: str | float, symbol: str, side: str, cliOrdId: str | None = None, limitPrice: str | float | None = None, reduceOnly: bool | None = None, stopPrice: str | float | None = None, triggerSignal: str | None = None, trailingStopDeviationUnit: str | None = None, trailingStopMaxDeviation: str | None = None, processBefore: str | None = None, *, extra_params: dict | None = None) → dict

Create and place an order on the futures market.

Requires the General API - Full Access permission in the API key settings.

Parameters:

  • orderType (str) – The order type, one of lmt, post, ioc, mkt, stp, take_profit, trailing_stop (https://support.kraken.com/hc/en-us/sections/200577136-Order-types)

  • size (str | float) – The volume of the position

  • symbol (str) – The symbol to trade

  • side (str) – Long or Short, i.e.,: buy or sell

  • cliOrdId (str, optional) – A user defined order id

  • limitPrice (str | float, optional) – Define a custom limit price

  • reduceOnly (bool, optional) – Reduces existing positions if set to True

  • stopPrice (str, optional) – Define a price when to exit the order. Required for specific order types

  • triggerSignal (str, optional) – Define a trigger for specific orders (must be one of mark, index, last)

  • trailingStopDeviationUnit (str, optional) – See referenced Kraken documentation

  • trailingStopMaxDeviation (str, optional) – See referenced Kraken documentation

  • processBefore (str, optional) – Process before timestamp otherwise reject

Returns:

Success or failure

Return type:

dict

Futures Trade: Create and submit a new market order
 1>>> trade.create_order(
 2...     orderType="mkt",
 3...     size=5,
 4...     side="buy",
 5...     symbol="PI_ETHUSD",
 6... )
 7{
 8    'result': 'success',
 9    'sendStatus': {
10        'order_id': '67d3a732-b0d3-49e7-9577-45b31bceb833',
11        'status': 'placed',
12        'receivedTime': '2023-04-08T11:59:23.887Z',
13        'orderEvents': [
14            {
15                'executionId': '495aae73-7cf7-4dfc-8963-3b766d8150de',
16                'price': 1869.175,
17                'amount': 5,
18                'orderPriorEdit': None,
19                'orderPriorExecution': {
20                    'orderId': '67d3a732-b0d3-49e7-9577-45b31bceb833',
21                    'cliOrdId': None,
22                    'type': 'ioc',
23                    'symbol': 'pi_ethusd',
24                    'side': 'buy',
25                    'quantity': 5,
26                    'filled': 0,
27                    'limitPrice': 1887.85,
28                    'reduceOnly': False,
29                    'timestamp': '2023-04-08T11:59:23.887Z',
30                    'lastUpdateTimestamp': '2023-04-08T11:59:23.887Z'
31                },
32                'takerReducedQuantity': None,
33                'type': 'EXECUTION'
34            }
35        ]
36    },
37    'serverTime': '2023-04-08T11:59:23.888Z'
38}
Futures Trade: Create and submit a new limit order
 1>>> from kraken.futures import Trade
 2>>> trade = Trade(key="api-key", secret="secret-key")
 3>>> trade.create_order(
 4...     orderType="lmt",
 5...     size=1000,
 6...     symbol="PF_ETHUSD",
 7...     side="buy",
 8...     limitPrice=1200.0,
 9... )
10{
11    'result': 'success',
12    'sendStatus': {
13        'order_id': '2ce038ae-c144-4de7-a0f1-82f7f4fca864',
14        'status': 'placed',
15        'receivedTime': '2023-04-07T15:18:04.699Z',
16        'orderEvents': [
17            {
18                'order': {
19                    'orderId': '2ce038ae-c144-4de7-a0f1-82f7f4fca864',
20                    'cliOrdId': None,
21                    'type': 'lmt',
22                    'symbol': 'pi_ethusd',
23                    'side': 'buy',
24                    'quantity': 100,
25                    'filled': 0,
26                    'limitPrice': 1200.0,
27                    'reduceOnly': False,
28                    'timestamp': '2023-04-07T15:18:04.699Z',
29                    'lastUpdateTimestamp': '2023-04-07T15:18:04.699Z'
30                },
31                'reducedQuantity': None,
32                'type': 'PLACE'
33            }
34        ]
35    },
36    'serverTime': '2023-04-07T15:18:04.700Z'
37}
Futures Trade: Create and submit a new take profit order
 1>>> trade.create_order(
 2...     orderType="take_profit",
 3...     size=10,
 4...     side="buy",
 5...     symbol="PI_ETHUSD",
 6...     limitPrice=2500.0,
 7...     triggerSignal="last",
 8...     stopPrice=2498.4,
 9... )
10{
11    'result': 'success',
12    'sendStatus': {
13        'order_id': 'e58ed100-1fb8-4e6c-a5ea-1cf85b0f0654',
14        'status': 'placed',
15        'receivedTime': '2023-04-07T15:12:08.131Z',
16        'orderEvents': [
17            {
18                'orderTrigger': {
19                    'uid': 'e58ed100-1fb8-4e6c-a5ea-1cf85b0f0654',
20                    'clientId': None,
21                    'type': 'lmt',
22                    'symbol': 'pi_ethusd',
23                    'side': 'buy',
24                    'quantity': 10,
25                    'limitPrice': 1860.0,
26                    'triggerPrice': 1880.4,
27                    'triggerSide': 'trigger_below',
28                    'triggerSignal': 'last_price',
29                    'reduceOnly': False,
30                    'timestamp': '2023-04-07T15:12:08.131Z',
31                    'lastUpdateTimestamp': '2023-04-07T15:12:08.131Z',
32                    'startTime': None
33                },
34                'type': 'PLACE'
35            }
36        ]
37    },
38    'serverTime': '2023-04-07T15:12:08.131Z'
39}
dead_mans_switch(timeout: int | None = 0, *, extra_params: dict | None = None) → dict

The Death Man’s Switch can be used to cancel all orders after a specific timeout. If the timeout is set to 60, all orders will be cancelled after 60 seconds. The timeout can be pushed back by accessing this endpoint over and over again. Set the timeout to zero to reset.

Requires the General API - Full Access permission in the API key settings.

Parameters:

timeout (int, optional) – The timeout in seconds

Returns:

Success or failure

Return type:

dict

Futures Trade: Setup the Death man’s Switch
 1>>> from kraken.futures import Trade
 2>>> trade = Trade(key="api-key", secret="secret-key")
 3>>> trade.dead_mans_switch(timeout=60)
 4{
 5    'result': 'success',
 6    'serverTime': '2023-04-04T17:14:34.113Z',
 7    'status': {
 8        'currentTime': '2023-04-04T17:14:34.076Z',
 9        'triggerTime': '0'
10    }
11}
edit_order(orderId: str | None = None, cliOrdId: str | None = None, limitPrice: str | float | None = None, size: str | float | None = None, stopPrice: str | float | None = None, processBefore: str | None = None, *, extra_params: dict | None = None) → dict

Edit an open order.

Requires the General API - Full Access permission in the API key settings.

Parameters:

  • orderId (str, optional) – The order id to cancel

  • cliOrdId (str, optional) – The client defined order id

  • limitPrice (str | float None) – The new limit price

  • size (str | float, optional) – The new size of the position

  • stopPrice (str | float, optional) – The stop price

  • processBefore (str, optional) – Process before timestamp otherwise reject

Raises:

ValueError – If both orderId and cliOrdId are not set

Returns:

Success or failure

Return type:

dict

Futures Trade: Edit an open order
 1>>> from kraken.futures import Trade
 2>>> trade = Trade(key="api-key", secret="secret-key")
 3>>> trade.edit_order(orderId="fc589be9-5095-48f0-b6f1-a2dfad6d9677", size=100)
 4{
 5    'result': 'success',
 6    'serverTime': '2023-04-04T17:24:53.233Z',
 7    'editStatus': {
 8        'status': 'orderForEditNotFound',
 9        'orderId': 'fc589be9-5095-48f0-b6f1-a2dfad6d9677',
10        'receivedTime':
11        '2023-04-04T17:24:53.233Z',
12        'orderEvents': []
13    }
14}
get_fills(lastFillTime: str | None = None, *, extra_params: dict | None = None) → dict

Return the current fills of the user.

Requires at least the General API - Read Only permission in the API key settings.

Parameters:

lastFillTime (str, optional) – Filter by last filled timestamp

Returns:

Fills

Return type:

dict

Futures Trade: Get the recent fills
 1>>> from kraken.futures import Trade
 2>>> trade = Trade(key="api-key", secret="secret-key")
 3>>> trade.get_fills()
 4{
 5    'result': 'success',
 6    'fills': [{
 7        'fill_id': '15dae264-01e9-4d4c-8962-2f49b98c46f6',
 8        'symbol': 'pi_ethusd',
 9        'side': 'buy',
10        'order_id': '267372ec-272f-4ca7-9b8c-99a0dc8f781c',
11        'size': 5,
12        'price': 1859.075,
13        'fillTime': '2023-04-07T15:07:46.540Z',
14        'fillType': 'taker'
15    }, ...],
16    'serverTime': '2023-04-07T15:23:48.705Z'
17}
get_max_order_size(orderType: str, symbol: str, limitPrice: float | None = None, *, extra_params: dict | None = None) → dict

Retrieve the maximum order price for a specific symbol. Can be adjusted by limitPrice. This endpoint only supports multi-collateral futures.

Requires at least the General API - Read Access permission in the API key settings.

Parameters:

  • orderType (str) – lmt or mkt

  • symbol (str) – The symbol to filter for

  • limitPrice (Optional[float], optional) – Limit price if orderType == lmt , defaults to None

get_orders_status(orderIds: str | list[str] | None = None, cliOrdIds: str | list[str] | None = None, *, extra_params: dict | None = None) → dict

Get the status of multiple orders.

Requires at least the General API - Read Only permission in the API key settings.

Parameters:

  • orderIds (str | list[str], optional) – The order ids to cancel

  • cliOrdId (str | list[str], optional) – The client defined order ids

Returns:

Success or failure

Return type:

dict

Futures Trade: Get the order status
1>>> from kraken.futures import Trade
2>>> trade = Trade(key="api-key", secret="secret-key")
3>>> trade.get_orders_status(
4...     orderIds=[
5...         "2c611222-bfe6-42d1-9f55-77bddc01a313",
6...         "5f204f95-4354-4610-bb3b-c902ad333012"
7... ])
8{'result': 'success', 'serverTime': '2023-04-04T17:27:29.667Z', 'orders': []}
class kraken.futures.Funding(key: str = '', secret: str = '', url: str = '', *, sandbox: bool = False)

Bases: KrakenFuturesBaseAPI

Class that implements the Kraken Futures Funding client

If the sandbox environment is chosen, the keys must be generated from here: https://demo-futures.kraken.com/settings/api

Parameters:

  • key (str, optional) – Futures API public key (default: "")

  • secret (str, optional) – Futures API secret key (default: "")

  • url (str, optional) – Alternative URL to access the Futures Kraken API (default: https://futures.kraken.com)

  • sandbox (bool, optional) – If set to True the URL will be https://demo-futures.kraken.com (default: False)

Futures Funding: Create the funding client
1>>> from kraken.futures import Funding
2>>> funding = Funding() # unauthenticated
3>>> funding = Funding(key="api-key", secret="secret-key") # authenticated
Futures Funding: Create the funding client as context manager
1>>> from kraken.futures import Funding
2>>> with Funding(key="api-key", secret="secret-key") as funding:
3...     print(funding.get_historical_funding_rates(symbol="PI_XBTUSD"))
get_historical_funding_rates(symbol: str, *, extra_params: dict | None = None) → dict

Retrieve information about the historical funding rates of a specific symbol

Parameters:

symbol (str) – The futures symbol to filter for

Returns:

The funding rates for a specific asset/contract

Return type:

dict

Futures Funding: Get the historical funding rates
 1>>> from kraken.futures import Funding
 2>>> Funding().get_historical_funding_rates(symbol="PI_XBTUSD")
 3{
 4    'rates': [
 5        {
 6            'timestamp': '2019-02-27T16:00:00.000Z',
 7            'fundingRate': 1.31656208775e-07,
 8            'relativeFundingRate': 0.0005
 9        }, {
10            'timestamp': '2019-02-27T20:00:00.000Z',
11            'fundingRate': 1.30695377827e-07,
12            'relativeFundingRate': 0.0005
13        }, ...
14    ]
15}
initiate_subaccount_transfer(amount: str | float, fromAccount: str, fromUser: str, toAccount: str, toUser: str, unit: str, *, extra_params: dict | None = None) → dict

Submit a request to transfer funds between the regular and subaccount.

Requires the General API - Full Access and Withdrawal API - Full access permissions in the API key settings.

Parameters:

  • amount (str | float) – The volume to transfer

  • fromAccount (str) – The account to withdraw from

  • fromUser (str) – The user account to transfer from

  • toAccount (str) – The account to deposit to

  • unit (str) – The asset to transfer

Futures Funding: Transfer funds between subaccounts
 1>>> from kraken.futures import Funding
 2>>> funding = Funding(key="api-key", secret="secret-key")
 3>>> funding.initiate_subaccount_transfer(
 4...     amount='2',
 5...     fromAccount='MyCashWallet',
 6...     fromUser='Subaccount1',
 7...     toAccount='MyCashWallet',
 8...     toUser='Subaccount2',
 9...     unit='XBT'
10... ))
initiate_wallet_transfer(amount: str | float, fromAccount: str, toAccount: str, unit: str, *, extra_params: dict | None = None) → dict

Submit a wallet transfer request to transfer funds between margin accounts.

Requires the General API - Full Access and Withdrawal API - Full access permissions in the API key settings.

Parameters:

  • amount (str | float) – The volume to transfer

  • fromAccount (str) – The account to withdraw from

  • fromAccount – The account to deposit to

  • unit (str) – The currency or asset to transfer

Futures Funding: Transfer funds between wallets
 1>>> from kraken.futures import Funding
 2>>> funding = Funding(key="api-key", secret="secret-key")
 3>>> funding.initiate_wallet_transfer(
 4...     amount='100',
 5...     fromAccount='some cash or margin account',
 6...     toAccount='another cash or margin account',
 7...     unit='ADA'
 8... ))
 9{
10    'result': 'success',
11    'serverTime': '2023-04-07T15:23:45.196Z"
12}
initiate_withdrawal_to_spot_wallet(amount: str | float, currency: str, sourceWallet: str | None = None, *, extra_params: dict | None = None) → dict

Enables the transfer of funds between the futures and spot wallet.

Requires the General API - Full Access and Withdrawal API - Full access permissions in the API key settings.

Parameters:

  • amount (str | float) – The volume to transfer

  • currency (str) – The asset or currency to transfer

  • sourceWallet (str, optional) – The wallet to withdraw from (default: cash)

Raises:

ValueError – If this function is called within the sandbox/demo environment

Futures Funding: Transfer funds between Spot and Futures wallets
1>>> from kraken.futures import Funding
2>>> funding = Funding(key="api-key", secret="secret-key")
3>>> funding.initiate_withdrawal_to_spot_wallet(
4...     amount=100,
5...     currency='USDT',
6...     sourceWallet='cash'
7... ))