Kraken Futures Market Data Connector
Kraken Futures Data Connector based on WebSocket/REST.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| WebSocket URL | wss://futures.kraken.com/ws/v1 | WebSocket root URL. The following URLs are supported: Standard Kraken Futures data feed: wss://futures.kraken.com/ws/v1 Alternative Crypto Facilities data feed: wss://www.cryptofacilities.com/ws/v1 By default URL for standard Kraken Futures data feed is chosen. |
| REST URL | https://futures.kraken.com/derivatives/api/v3/ | REST root URL. The following URLs are supported: Standard Kraken Futures endpoint: https://futures.kraken.com/derivatives/api/v3/ Alternative Crypto Facilities endpoint: https://www.cryptofacilities.com/derivatives/api/v3/ By default URL for standard Kraken Futures endpoint is chosen. |
| Read Timeout | 15000 | Read timeout in milliseconds. |
| Reconnect Timeout | 15000 | Reconnect timeout in milliseconds. |
| Exchange Name | KRAKENFUT | 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 |
|---|---|
| PI_XBTUSD PI_ETHUSD |
Full symbol list: