Kraken Prime Market Data Connector

Kraken Prime Data Connector based on FIX protocol.

Features

kraken_primeConnector Key

Instrument Types

FX

Asset Class

Crypto

Technology

FIX

Feed Mode

Real-Time

Order Book Update Mode

Snapshot

Order Book Type

Aggregated

✓

Level 1

✓

Level 2

✗

Level 3

✗

Trades

✗

Funding Rates

Configuration

Data Connector Parameters

Parameter	Default Value	Description
Host	N/A	FIX server host.
Port	N/A	FIX server port.
SenderCompID	N/A	SenderCompID of the FIX session.
TargetCompID	N/A	TargetCompID of the FIX session.
API Key	N/A	API key for authentication in Kraken.
Secret Key	N/A	Secret key for authentication in Kraken.
Use SSL	true	Enable to use SSL.
Exchange Name	KRAKEN	Exchange name for this session.
Output Book Size	20	Size of the output book.

Symbology

Supported symbol notations:

Symbol Notation	Examples
CRYPTO-PAIR (upper case)	BTC-USD

Logging

To enable dump of FIX data, use these lines in the <QSHOME>/config/gflog.xml file:

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