URL: wss://futures.kraken.com/ws/v1
Once the socket is open you can subscribe to a public channel by sending a subscribe request message.
This endpoint returns current market data for all currently listed Futures contracts and indices. Authentication is not required.
Subscribe to a ticker calling SubscribeTicker method:
SubscribeTicker(['PI_XBTUSD']);If subscription is successful, OnKrakenFuturesSubscribed event will be called:
procedure OnKrakenFuturesSubscribed(Sender: TObject; Feed, ProductId: string);
begin
DoLog('#subscribed: ' + Feed + ' ' + ProductId);
end;UnSubscribe calling UnSubscribeTicker method:
UnSubscribeTicker(['PI_XBTUSD']);
If unsubscription is successful, OnKrakenFuturesUnSubscribed event will be called:
procedure OnKrakenFuturesUnSubscribed(Sender: TObject; Feed, ProductId: string);
begin
DoLog('#unsubscribed: ' + Feed + ' ' + ProductId);
end;If there is an error while trying to subscribe / unsubscribe, OnKrakenFuturesError event will be called.
procedure OnKrakenFuturesError(Sender: TObject; Error: string);
begin
DoLog('#error: ' + Error);
end;Ticker updates will be notified in OnKrakenData event.
{ "result":"success",
"tickers":[
{
"tag": "perpetual",
"pair": "XBT:USD",
"symbol": "pi_xbtusd",
"markPrice": 9520.2,
"bid": 9520,
"bidSize": 30950,
"ask": 9520.5,
"askSize": 3779,
"vol24h": 68238712,
"openInterest": 29308193,
"open24h": 10137,
"last": 9521,
"lastTime": "2020-06-03T08:14:26.624Z",
"lastSize": 1,
"suspended": false,
"fundingRate": 4.943012455e-9,
"fundingRatePrediction": 4.414499215e-9
}
{
"tag": "quarter",
"pair": "XBT:USD",
"symbol": "fi_xbtusd_200925",
"markPrice": 9659.8,
"bid": 9659.5,
"bidSize": 6480,
"ask": 9660,
"askSize": 17100,
"vol24h": 4562580,
"openInterest": 3573325,
"open24h": 10370.5,
"last": 9660,
"lastTime": "2020-06-03T08:10:37.800Z",
"lastSize": 5000,
"suspended": false
},
{
"symbol": "in_xbtusd",
"last": 9519,
"lastTime": "2020-06-03T08:14:49.000Z"
}
],
"serverTime": "2020-06-03T08:14:49.865Z"
}
The trade feed returns information about executed trades
Subscribe to Trade feed calling SubscribeTrade method.
SubscribeTrade(['PI_XBTUSD']);If subscription is successful, OnKrakenFuturesSubscribed event will be called:
procedure OnKrakenFuturesSubscribed(Sender: TObject; Feed, ProductId: string);
begin
DoLog('#subscribed: ' + Feed + ' ' + ProductId);
end;UnSubscribe calling UnSubscribeTrade method:
UnSubscribeTrade(['PI_XBTUSD']);
If unsubscription is successful, OnKrakenFuturesUnSubscribed event will be called:
procedure OnrakenFuturesUnSubscribed(Sender: TObject; Feed, ProductId: string);
begin
DoLog('#unsubscribed: ' + Feed + ' ' + ProductId);
end;If there is an error while trying to subscribe / unsubscribe, OnKrakenFuturesError event will be called.
procedure OnKrakenFuturesSubscriptionError(Sender: TObject; Error: string);
begin
DoLog('#error: ' + Error);
end;Trade updates will be notified in OnKrakenData event.
{ "feed": "trade_snapshot",
"product_id": "PI_XBTUSD",
"trades": [
{
"feed": "trade",
"product_id": "PI_XBTUSD",
"uid": "caa9c653-420b-4c24-a9f1-462a054d86f1",
"side": "sell",
"type": "fill",
"seq": 655508,
"time": 1612269657781,
"qty": 440,
"price": 34893
},
{
"feed": "trade",
"product_id": "PI_XBTUSD",
"uid": "45ee9737-1877-4682-bc68-e4ef818ef88a",
"side": "sell",
"type": "fill",
"seq": 655507,
"time": 1612269656839,
"qty": 9643,
"price": 34891
}
]
}
This feed returns information about the order book.
Subscribe to a Book calling SubscribeBook method, you must pass the Symbol.
SubscribeBook(['PI_XBTUSD']);If subscription is successful, OnKrakenFuturesSubscribed event will be called:
procedure OnKrakenFuturesSubscribed(Sender: TObject; Feed, ProductId: string);
begin
DoLog('#subscribed: ' + Feed + ' ' + ProductId);
end;UnSubscribe calling UnSubscribeBook method:
UnSubscribeBook(['PI_XBTUSD']);If unsubscription is successful, OnKrakenFuturesUnSubscribed event will be called:
procedure OnKrakenFuturesUnSubscribed(Sender: TObject; Feed, ProductId: string);
begin
DoLog('#unsubscribed: ' + Feed + ' ' + ProductId);
end;If there is an error while trying to subscribe / unsubscribe, OnKrakenFuturesError event will be called.
procedure OnKrakenFuturesError(Sender: TObject; Error: string);
begin
DoLog('#error: ' + Error);
end;Book updates will be notified in OnKrakenData event.
{
"feed": "book_snapshot",
"product_id": "PI_XBTUSD",
"timestamp": 1612269825817,
"seq": 326072249,
"tickSize": null,
"bids": [{
"price": 34892.5,
"qty": 6385
},
{
"price": 34892,
"qty": 10924
}
],
"asks": [{
"price": 34911.5,
"qty": 20598
},
{
"price": 34912,
"qty": 2300
}
]
}
The ticker lite feed returns ticker information about listed products.
Subscribe to Spread feed calling SubscribeTickerLite method.
SubscribeTickerLite(['PI_XBTUSD']);If subscription is successful, OnKrakenFuturesSubscribed event will be called:
procedure OnKrakenFuturesSubscribed(Sender: TObject; Feed, ProductId: string);
begin
DoLog('#subscribed: ' + Feed + ' ' + ProductId);
end;UnSubscribe calling UnSubscribeTickerLite method:
UnSubscribeTickerLite(['PI_XBTUSD']);If unsubscription is successful, OnKrakenFuturesUnSubscribed event will be called:
procedure OnKrakenFuturesUnSubscribed(Sender: TObject; Feed, ProductId: string);
begin
DoLog('#unsubscribed: ' + Feed + ' ' + ProductId);
end;If there is an error while trying to subscribe / unsubscribe, OnKrakenFuturesError event will be called.
procedure OnKrakenFuturesError(Sender: TObject; Error: string);
begin
DoLog('#error: ' + Error);
end;Spread updates will be notified in OnKrakenData event.
{ "feed": "ticker_lite",
"product_id": "PI_XBTUSD",
"bid": 34932,
"ask": 34949.5,
"change": 3.3705205220015966,
"premium": 0.1,
"volume": 264126741,
"tag": "perpetual",
"pair": "XBT:USD",
"dtm": 0,
"maturityTime": 0
}
{
"feed":"ticker_lite",
"product_id":"FI_ETHUSD_210625",
"bid":1753.45,
"ask":1760.35,
"change":13.448175559936647,
"premium":9.1,
"volume":6899673.0,
"tag":"semiannual",
"pair":"ETH:USD",
"dtm":141,
"maturityTime":1624633200000
}
The heartbeat feed publishes a heartbeat message at timed intervals.
SubscribeHeartBeat();
UnSubscribeHeartBeat();
OnConnect: when websocket client is connected to client.
OnKrakenFuturesConnect: called after successful websocket connection and when server send system status.
OnKrakenFuturesSubscribed: called after a successful subscription to a channel.
OnKrakenFuturesUnSubscribed: called after a successful unsubscription from a channel.
OnKrakenFuturesError: called if there is any error while subscribing/unsubscribing.
OnKrakenData: called every time a channel subscription has an update.