Futures Websocket

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

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

Example access and usage for Kraken Futures Websocket API
  1# !/usr/bin/env python3
  2# -*- mode: python; coding: utf-8 -*-
  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 Kraken Futures websocket client.
 11"""
 12
 13from __future__ import annotations
 14
 15import asyncio
 16import logging
 17import os
 18import time
 19
 20from kraken.futures import FuturesWSClient
 21
 22logging.basicConfig(
 23    format="%(asctime)s %(module)s,line: %(lineno)d %(levelname)8s | %(message)s",
 24    datefmt="%Y/%m/%d %H:%M:%S",
 25    level=logging.INFO,
 26)
 27logging.getLogger("requests").setLevel(logging.WARNING)
 28logging.getLogger("urllib3").setLevel(logging.WARNING)
 29LOG: logging.Logger = logging.getLogger(__name__)
 30
 31clients = []
 32
 33
 34# Custom client
 35class Client(FuturesWSClient):
 36    """Can be used to create a custom trading strategy"""
 37
 38    async def on_message(self: Client, message: list | dict) -> None:
 39        """Receives the websocket messages"""
 40        LOG.info(message)
 41        # … apply your trading strategy in this class
 42        # … you can also combine this with the Futures REST clients
 43
 44
 45async def main() -> None:
 46    """Create a client and subscribe to channels/feeds"""
 47
 48    key = os.getenv("FUTURES_API_KEY")
 49    secret = os.getenv("FUTURES_SECRET_KEY")
 50
 51    try:
 52        # _____Public_Websocket_Feeds___________________
 53        client = Client()
 54        clients.append(client)
 55        await client.start()
 56        # print(client.get_available_public_subscription_feeds())
 57
 58        products = ["PI_XBTUSD", "PF_SOLUSD"]
 59        # subscribe to a public websocket feed
 60        await client.subscribe(feed="ticker", products=products)
 61        await client.subscribe(feed="book", products=products)
 62        # await client.subscribe(feed='trade', products=products)
 63        # await client.subscribe(feed='ticker_lite', products=products)
 64        # await client.subscribe(feed='heartbeat')
 65        # time.sleep(2)
 66
 67        # unsubscribe from a websocket feed
 68        time.sleep(2)  # in case subscribe is not done yet
 69        # await client.unsubscribe(feed='ticker', products=['PI_XBTUSD'])
 70        await client.unsubscribe(feed="ticker", products=["PF_XBTUSD"])
 71        await client.unsubscribe(feed="book", products=products)
 72        # ...
 73
 74        # _____Private_Websocket_Feeds_________________
 75        if key and secret:
 76            client_auth = Client(key=key, secret=secret)
 77            clients.append(client_auth)
 78            await client_auth.start()
 79            # print(client_auth.get_available_private_subscription_feeds())
 80
 81            # subscribe to a private/authenticated websocket feed
 82            await client_auth.subscribe(feed="fills")
 83            await client_auth.subscribe(feed="open_positions")
 84            # await client_auth.subscribe(feed='open_orders')
 85            # await client_auth.subscribe(feed='open_orders_verbose')
 86            # await client_auth.subscribe(feed='deposits_withdrawals')
 87            # await client_auth.subscribe(feed='account_balances_and_margins')
 88            # await client_auth.subscribe(feed='balances')
 89            # await client_auth.subscribe(feed='account_log')
 90            # await client_auth.subscribe(feed='notifications_auth')
 91
 92            # authenticated clients can also subscribe to public feeds
 93            # await client_auth.subscribe(feed='ticker', products=['PI_XBTUSD', 'PF_ETHUSD'])
 94
 95            # time.sleep(1)
 96            # unsubscribe from a private/authenticated websocket feed
 97            await client_auth.unsubscribe(feed="fills")
 98            await client_auth.unsubscribe(feed="open_positions")
 99            # ...
100
101        while not client.exception_occur:  # and not client_auth.exception_occur:
102            await asyncio.sleep(6)
103    finally:
104        # Close the sessions properly.
105        for _client in clients:
106            await _client.close()
107
108
109if __name__ == "__main__":
110    asyncio.run(main())
111    # the websocket client will send {'event': 'asyncio.CancelledError'} via on_message
112    # so you can handle the behavior/next actions individually within you strategy
113
114# ============================================================
115# Alternative - as ContextManager:
116
117# from kraken.futures import KrakenFuturesWSClient
118# import asyncio
119
120# async def on_message(message):
121#     print(message)
122
123# async def main() -> None:
124#     async with KrakenFuturesWSClient(callback=on_message) as session:
125#         await session.subscribe(feed="ticker", products=["PF_XBTUSD"])
126#     while True:
127#         await asyncio.sleep(6)
128
129# if __name__ == "__main__":
130#     try:
131#         asyncio.run(main())
132#     except KeyboardInterrupt:
133#         pass