Spot Websocket

The examples presented below serve to demonstrate the usage of the Spot websocket clients provided by python-kraken-sdk to access Kraken’s Websocket API v2.

For questions, feedback, additions, suggestions for improvement or problems python-kraken-sdk/discussions or python-kraken-sdk/issues may be helpful.

Example access and usage for Kraken Spot Websocket API
  1# -*- mode: python; coding: utf-8 -*-
  2# !/usr/bin/env python3
  3#
  4# Copyright (C) 2023 Benjamin Thomas Schwertfeger
  5# All rights reserved.
  6# https://github.com/btschwertfeger
  7#
  8
  9"""
 10Module that provides an example usage for the KrakenSpotWebsocketClient.
 11It uses the Kraken Websocket API v2.
 12"""
 13
 14from __future__ import annotations
 15
 16import asyncio
 17import logging
 18import logging.config
 19import os
 20
 21from kraken.spot import SpotWSClient
 22
 23logging.basicConfig(
 24    format="%(asctime)s %(module)s,line: %(lineno)d %(levelname)8s | %(message)s",
 25    datefmt="%Y/%m/%d %H:%M:%S",
 26    level=logging.INFO,
 27)
 28logging.getLogger("requests").setLevel(logging.WARNING)
 29logging.getLogger("urllib3").setLevel(logging.WARNING)
 30
 31clients = []
 32
 33
 34class Client(SpotWSClient):
 35    """Can be used to create a custom trading strategy"""
 36
 37    async def on_message(self: Client, message: dict) -> None:
 38        """Receives the websocket messages"""
 39        if message.get("method") == "pong" or message.get("channel") == "heartbeat":
 40            return
 41
 42        print(message)
 43        # now you can access lots of methods, for example to create an order:
 44        # if self._is_auth:  # only if the client is authenticated …
 45        #     await self.send_message(
 46        #         message={
 47        #             "method": "add_order",
 48        #             "params": {
 49        #                 "limit_price": 1234.56,
 50        #                 "order_type": "limit",
 51        #                 "order_userref": 123456789,
 52        #                 "order_qty": 1.0,
 53        #                 "side": "buy",
 54        #                 "symbol": "BTC/USD",
 55        #                 "validate": True,
 56        #             },
 57        #         }
 58        #     )
 59        # ... it is also possible to call regular REST endpoints
 60        # but using the websocket messages is more efficient.
 61        # You can also un-/subscribe here using self.subscribe/self.unsubscribe.
 62
 63
 64async def main() -> None:
 65    key: str = os.getenv("SPOT_API_KEY")
 66    secret: str = os.getenv("SPOT_SECRET_KEY")
 67
 68    try:
 69        # Public/unauthenticated websocket client
 70        client: Client = Client()  # only use this one if you don't need private feeds
 71        clients.append(client)
 72        await client.start()
 73        # print(client.public_channel_names)  # list public subscription names
 74
 75        await client.subscribe(
 76            params={"channel": "ticker", "symbol": ["BTC/USD", "DOT/USD"]},
 77        )
 78        await client.subscribe(
 79            params={"channel": "book", "depth": 25, "symbol": ["BTC/USD"]},
 80        )
 81        # await client.subscribe(params={"channel": "ohlc", "symbol": ["BTC/USD"]})
 82        await client.subscribe(
 83            params={
 84                "channel": "ohlc",
 85                "interval": 15,
 86                "snapshot": False,
 87                "symbol": ["BTC/USD", "DOT/USD"],
 88            },
 89        )
 90        await client.subscribe(params={"channel": "trade", "symbol": ["BTC/USD"]})
 91
 92        # wait because unsubscribing is faster than unsubscribing ... (just for that example)
 93        await asyncio.sleep(3)
 94        # print(client.active_public_subscriptions) # … to list active subscriptions
 95        await client.unsubscribe(
 96            params={"channel": "ticker", "symbol": ["BTC/USD", "DOT/USD"]},
 97        )
 98        # ...
 99
100        if key and secret:
101            # Per default, the authenticated client starts two websocket connections,
102            # one for authenticated and one for public messages. If there is no need
103            # for a public connection, it can be disabled using the ``no_public``
104            # parameter.
105            client_auth = Client(key=key, secret=secret, no_public=True)
106            clients.append(client_auth)
107            await client_auth.start()
108            # print(client_auth.private_channel_names)  # … list private channel names
109            # when using the authenticated client, you can also subscribe to public feeds
110            await client_auth.subscribe(params={"channel": "executions"})
111
112            await asyncio.sleep(5)
113            await client_auth.unsubscribe(params={"channel": "executions"})
114
115        while not client.exception_occur:  # and not client_auth.exception_occur:
116            await asyncio.sleep(6)
117    finally:
118        # Stop the sessions properly.
119        for _client in clients:
120            await _client.close()
121
122
123if __name__ == "__main__":
124    asyncio.run(main())
125
126# ============================================================
127# Alternative - as ContextManager:
128
129# from kraken.spot import SpotWSClient
130# import asyncio
131
132
133# async def on_message(message: dict) -> None:
134#     print(message)
135
136
137# async def main() -> None:
138#     async with SpotWSClient(callback=on_message) as session:
139#         await session.subscribe(params={"channel": "ticker", "symbol": ["BTC/USD"]})
140
141#     while True:
142#         await asyncio.sleep(6)
143
144
145# if __name__ == "__main__":
146#     try:
147#         asyncio.run(main())
148#     except KeyboardInterrupt:
149#         pass