Kraken Market Data Connector
Kraken Data Connector based on WebSocket/REST.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| REST URL | https://api.kraken.com/ | REST root URL. |
| WebSocket URL | wss://ws.kraken.com/ | WebSocket root URL. |
| Read Timeout | 20000 | Read timeout in milliseconds. |
| Reconnect Timeout | 15000 | Reconnect timeout in milliseconds. |
| Exchange Name | KRAKEN | Exchange name for this session. |
| Output Book Size | 20 | Size of the output book. |
| Snapshot Interval | 10S | This property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in. Default value is 10 seconds. |
Symbology
Supported instrument types: the current version supports SPOTs.
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
| CRYPTO/PAIR (upper case) | XBT/USD 1INCH/EUR |
Full symbol list: