Kraken Market Data Connector

Kraken Data Connector based on WebSocket/REST.

Features

krakenConnector Key

Instrument Types

FX

Asset Class

Crypto

Technology

WebSocketREST

Feed Mode

Real-Time

Order Book Update Mode

SnapshotIncremental Updates

Order Book Type

Aggregated

✓

Level 1

✓

Level 2

✗

Level 3

✓

Trades

✗

Funding Rates

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:

https://api.kraken.com/0/public/AssetPairs

Logging

To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:

<logger name="deltix.qsrv.hf.plugins.data.kraken" level="DEBUG">
  <appender-ref ref="safeAppender"/>
</logger>