Balances

Subscribe to balance information for holding, single collateral, and multi-collateral wallets

WSSfutures.kraken.com/ws/v1balances

This feed returns balance information for holding wallets, single collateral wallets and multi-collateral wallets.

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Request

event · string · required

subscribe or unsubscribe

feed · string · required

The requested subscription feed. Value: balances

api_key · string · required

The user API key.

original_challenge · string · required

The message that is received from a challenge request.

signed_challenge · string · required

The signed challenge message with user API secret.

Example

{
  "event": "subscribe",
  "feed": "balances",
  "api_key": "drUfSSmBbDpcIpwpqK0OBTcGLdAYZJU+NlPIsHaKspu/8feT2YSKl+Jw",
  "original_challenge": "c094497e-9b5f-40da-a122-3751c39b107f",
  "signed_challenge": "Ds0wtsHaXlAby/Vnoil59Q+yJIrJwZGUlgECD3+qEvFcTFfacJi2LrSRzAoqwBAeZk4pGXSmyyIW0uDymZ3olw=="
}

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Response Success

event · string

One of: subscribed, subscribed_failed, unsubscribed, unsubscribed_failed

The result.

feed · string

The requested subscription feed. Value: balances

api_key · string

The user API key.

original_challenge · string

The message that is received from a challenge request.

signed_challenge · string

The signed challenge message with user API secret.

Example

{
  "event": "subscribed",
  "feed": "balances"
}

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Balances Snapshot

feed · string

The subscribed feed.

account · string

The user account.

timestamp · positive integer

The unix timestamp of the balance state in milliseconds.

seq · positive integer

The subscription message sequence number.

holding · map of floats

A map from currency names to balance quantity.

Show properties

name · string

The name of the account.

pair · string

The wallet currency pair.

unit · string

The wallet settlement unit.

portfolio_value · float

The current balance with haircuts and any unrealized margin from open positions in settlement units.

balance · float

The current balance in settlement units.

maintenance_margin · positive float

The maintenance margin for open positions.

initial_margin · float

The initial margin for open positions and open orders.

available · float

The current portfolio value minus initial margin.

unrealized_funding · positive float

The total unrealized funding for open positions.

pnl · positive float

The total profit and loss for open positions.

cash_value · float

The cash value of the single collateral wallet in USD.

futures · map of structures

A map from single collateral wallet names to collateral wallet structure.

Show properties

name · string

The name of the account.

pair · string

The wallet currency pair.

unit · string

The wallet settlement unit.

portfolio_value · float

The current balance with haircuts and any unrealized margin from open positions in settlement units.

balance · float

The current balance in settlement units.

maintenance_margin · positive float

The maintenance margin for open positions.

initial_margin · float

The initial margin for open positions and open orders.

available · float

The current portfolio value minus initial margin.

unrealized_funding · positive float

The total unrealized funding for open positions.

pnl · positive float

The total profit and loss for open positions.

cash_value · float

The cash value of the single collateral wallet in USD.

flex_futures · structure

The multi-collateral wallet structure.

Show properties

balance_value · float

The current USD balance of the account.

portfolio_value · float

The current collateral value with unrealized margin from any open positions.

collateral_value · float

The current USD balance with haircuts.

initial_margin · float

The total initial margin for open positions and open orders.

initial_margin_without_orders · float

The total initial margin for open positions.

maintenance_margin · float

The total maintenance margin for open positions.

pnl · float

The total profit and loss for open positions.

unrealized_funding · float

The total unrealized funding for open positions.

total_unrealized · float

The total unrealized funding and pnl.

total_unrealized_as_margin · float

The total unrealized in USD.

margin_equity · float

The current collateral value and unrealized margin.

available_margin · float

The margin equity minus initial margin.

total_position_size · float

Sum of all position sizes in USD.

unified_balances · boolean

True if the user has unified balances enabled, false if not.

currencies · map of structures

A map from collateral wallet names to collateral wallet structure.

Show properties

quantity · float

The currency quantity.

value · float

The USD value of the currency balance.

collateral_value · float

The current USD balance with haircuts.

available · float

The total available margin valued in the wallet currency.

haircut · float

The rate of reduction in the value of a collateral asset that may be used as margin.

conversion_spread · float

The conversion spread is used to calculate conversion fee for multi-collateral wallets.

isolated · map of structures

A map from collateral wallet names to collateral wallet structure.

Show properties

initial_margin · float

Initial margin for any position plus open orders.

initial_margin_without_orders · float

Initial margin for any position.

maintenance_margin · float

Maintenance margin for any position.

pnl · float

Total profit and loss for any position.

unrealized_funding · float

Unrealized funding for any position.

total_unrealized · float

Unrealized funding plus pnl.

total_unrealized_as_margin · float

Total unrealized as USD.

cross · map of structures

The current margin information for cross position(s).

Show properties

initial_margin · float

Initial margin for all positions plus open orders.

initial_margin_without_orders · float

Initial margin for all positions.

maintenance_margin · float

Maintenance margin for all positions.

pnl · float

Total profit and loss for all positions.

unrealized_funding · float

Unrealized funding for all positions.

total_unrealized · float

Unrealized funding plus pnl.

total_unrealized_as_margin · float

Total unrealized as USD.

balance_value · float

Total USD balance minus initial margin of isolated positions.

collateral_value · float

USD balance, but with haircuts applied.

portfolio_value · float

USD balance plus total unrealized.

margin_equity · float

Collateral value plus total unrealized.

available_margin · float

Margin equity minus initial margin of cross and isolated positions.

effective_leverage · float

Ratio of position size to margin equity.

total_position_size · float

Sum of all cross position sizes in USD.

portfolio_margin_breakdown · map of structures

A breakdown of the portfolio margin calculation components.

Show properties

market_risk · float

Non-delta market risk of the portfolio.

abs_options_delta · float

Absolute options delta of the portfolio.

net_position_delta · float

Net position delta of the portfolio.

futures_maintenance_margin · float

Total maintenance margin of all futures positions in the portfolio.

futures_cash_value · float

Cash value sum total of the single collateral wallets in USD.

futures_upnl_cash_value · float

Cash value sum total with unrealized pnl of the single collateral wallets in USD.

Example

{
  "feed": "balances_snapshot",
  "account": "4a012c31-df95-484a-9473-d51e4a0c4ae7",
  "holding": {
    "USDT": 4997.5012493753,
    "XBT": 0.1285407184,
    "ETH": 1.8714395862,
    "LTC": 47.6462740614,
    "GBP": 3733.488646461,
    "USDC": 5001.00020004,
    "USD": 5000.0,
    "BCH": 16.8924625832,
    "EUR": 4459.070194683,
    "XRP": 7065.5399485629
  },
  "futures": {
    "F-ETH:EUR": {
      "name": "F-ETH:EUR",
      "pair": "ETH/EUR",
      "unit": "EUR",
      "portfolio_value": 0.0,
      "balance": 0.0,
      "maintenance_margin": 0.0,
      "initial_margin": 0.0,
      "available": 0.0,
      "unrealized_funding": 0.0,
      "pnl": 0.0
    },
    "F-XBT:USD": {
      "name": "F-XBT:USD",
      "pair": "XBT/USD",
      "unit": "XBT",
      "portfolio_value": 0.0,
      "balance": 0.0,
      "maintenance_margin": 0.0,
      "initial_margin": 0.0,
      "available": 0.0,
      "unrealized_funding": 0.0,
      "pnl": 0.0
    }
  },
  "flex_futures": {
    "currencies": {
      "USDT": {
        "quantity": 0.0,
        "value": 0.0,
        "collateral_value": 0.0,
        "available": 0.0,
        "haircut": 0.0,
        "conversion_spread": 0.0
      },
      "USD": {
        "quantity": 0.0,
        "value": 0.0,
        "collateral_value": 0.0,
        "available": 0.0,
        "haircut": 0.0,
        "conversion_spread": 0.0
      }
    },
    "balance_value": 0.0,
    "portfolio_value": 0.0,
    "collateral_value": 0.0,
    "initial_margin": 0.0,
    "initial_margin_without_orders": 0.0,
    "maintenance_margin": 0.0,
    "pnl": 0.0,
    "unrealized_funding": 0.0,
    "total_unrealized": 0.0,
    "total_unrealized_as_margin": 0.0,
    "margin_equity": 0.0,
    "available_margin": 0.0,
    "isolated": {
      "PF_ETHUSD": {
        "initial_margin": 0.0,
        "initial_margin_without_orders": 0.0,
        "maintenance_margin": 0.0,
        "pnl": 0.0,
        "unrealized_funding": 0.0,
        "total_unrealized": 0.0,
        "total_unrealized_as_margin": 0.0
      }
    },
    "cross": {
      "balance_value": 9963.66,
      "portfolio_value": 9963.66,
      "collateral_value": 9963.66,
      "initial_margin": 0.0,
      "initial_margin_without_orders": 0.0,
      "maintenance_margin": 0.0,
      "pnl": 0.0,
      "unrealized_funding": 0.0,
      "total_unrealized": 0.0,
      "total_unrealized_as_margin": 0.0,
      "margin_equity": 9963.66,
      "available_margin": 9963.66,
      "effective_leverage": 0.0
    }
  },
  "timestamp": 1640995200000,
  "seq": 0
}

---

Balances Delta

feed · string

The subscribed feed.

account · string

The user account.

timestamp · positive integer

The unix timestamp of the balance state in milliseconds.

seq · positive integer

The subscription message sequence number.

holding · optional map of floats

A map from currency names to balance quantity.

Show properties

name · string

The name of the account.

pair · string

The wallet currency pair.

unit · string

The wallet settlement unit.

portfolio_value · float

The current balance with haircuts and any unrealized margin from open positions in settlement units.

balance · float

The current balance in settlement units.

maintenance_margin · positive float

The maintenance margin for open positions.

initial_margin · float

The initial margin for open positions and open orders.

available · float

The current portfolio value minus initial margin.

unrealized_funding · positive float

The total unrealized funding for open positions.

pnl · positive float

The total profit and loss for open positions.

futures · optional map of structures

A map from single collateral wallet names to collateral wallet structure.

Show properties

name · string

The name of the account.

pair · string

The wallet currency pair.

unit · string

The wallet settlement unit.

portfolio_value · float

The current balance with haircuts and any unrealized margin from open positions in settlement units.

balance · float

The current balance in settlement units.

maintenance_margin · positive float

The maintenance margin for open positions.

initial_margin · float

The initial margin for open positions and open orders.

available · float

The current portfolio value minus initial margin.

unrealized_funding · positive float

The total unrealized funding for open positions.

pnl · positive float

The total profit and loss for open positions.

flex_futures · optional structure

The multi-collateral wallet structure.

Show properties

balance_value · float

The current USD balance of the account.

portfolio_value · float

The current collateral value with unrealized margin from any open positions.

collateral_value · float

The current USD balance with haircuts.

initial_margin · float

The total initial margin for open positions and open orders.

initial_margin_without_orders · float

The total initial margin for open positions.

maintenance_margin · float

The total maintenance margin for open positions.

pnl · float

The total profit and loss for open positions.

unrealized_funding · float

The total unrealized funding for open positions.

total_unrealized · float

The total unrealized funding and pnl.

total_unrealized_as_margin · float

The total unrealized in USD.

margin_equity · float

The current collateral value and unrealized margin.

available_margin · float

The margin equity minus initial margin.

total_position_size · float

Sum of all position sizes in USD.

unified_balances · boolean

True if the user has unified balances enabled, false if not.

currencies · map of structures

A map from collateral wallet names to collateral wallet structure.

Show properties

quantity · float

The currency quantity.

value · float

The USD value of the currency balance.

collateral_value · float

The current USD balance with haircuts.

available · float

The total available margin valued in the wallet currency.

haircut · float

The rate of reduction in the value of a collateral asset that may be used as margin.

conversion_spread · float

The conversion spread is used to calculate conversion fee for multi-collateral wallets.

isolated · map of structures

A map from collateral wallet names to collateral wallet structure.

Show properties

initial_margin · float

Initial margin for any position plus open orders.

initial_margin_without_orders · float

Initial margin for any position.

maintenance_margin · float

Maintenance margin for any position.

pnl · float

Total profit and loss for any position.

unrealized_funding · float

Unrealized funding for any position.

total_unrealized · float

Unrealized funding plus pnl.

total_unrealized_as_margin · float

Total unrealized as USD.

cross · map of structures

The current margin information for cross position(s).

Show properties

initial_margin · float

Initial margin for all positions plus open orders.

initial_margin_without_orders · float

Initial margin for all positions.

maintenance_margin · float

Maintenance margin for all positions.

pnl · float

Total profit and loss for all positions.

unrealized_funding · float

Unrealized funding for all positions.

total_unrealized · float

Unrealized funding plus pnl.

total_unrealized_as_margin · float

Total unrealized as USD.

balance_value · float

Total USD balance minus initial margin of isolated positions.

collateral_value · float

USD balance, but with haircuts applied.

portfolio_value · float

USD balance plus total unrealized.

margin_equity · float

Collateral value plus total unrealized.

available_margin · float

Margin equity minus initial margin of cross and isolated positions.

effective_leverage · float

Ratio of position size to margin equity.

total_position_size · float

Sum of all cross position sizes in USD.

Example: Holding Wallet Delta

{
  "feed": "balances",
  "account": "7a641082-55c7-4411-a85f-930ec2e09617",
  "holding": {
    "USD": 5000.0
  },
  "futures": {},
  "timestamp": 1640995200000,
  "seq": 83
}

{
  "feed": "balances",
  "account": "7a641082-55c7-4411-a85f-930ec2e09617",
  "flex_futures": {
    "currencies": {
      "USD": { "quantity": 5000.0, "value": 5000.0, "collateral_value": 5000.0, "available": 5000.0, "haircut": 0.0, "conversion_spread": 0.0 }
    },
    "balance_value": 5000.0,
    "portfolio_value": 5000.0,
    "collateral_value": 5000.0,
    "initial_margin": 0.0,
    "initial_margin_without_orders": 0.0,
    "maintenance_margin": 0.0,
    "pnl": 0.0,
    "unrealized_funding": 0.0,
    "total_unrealized": 0.0,
    "total_unrealized_as_margin": 0.0,
    "margin_equity": 5000.0,
    "available_margin": 5000.0,
    "isolated": {},
    "cross": {
      "balance": 0.0,
      "portfolio_value": 0.0,
      "collateral_value": 0.0,
      "initial_margin": 0.0,
      "initial_margin_without_orders": 0.0,
      "maintenance_margin": 0.0,
      "pnl": 0.0,
      "unrealized_funding": 0,
      "total_unrealized": 0.0,
      "total_unrealized_as_margin": 0.0,
      "margin_equity": 0.0,
      "available_margin": 0.0,
      "effective_leverage": 0.0
    }
  },
  "timestamp": 1640995200000,
  "seq": 1
}

{
  "feed": "balances",
  "account": "7a641082-55c7-4411-a85f-930ec2e09617",
  "holding": {},
  "futures": {
    "F-XBT:USD": {
      "name": "F-XBT:USD",
      "pair": "XBT/USD",
      "unit": "XBT",
      "portfolio_value": 0.1219368845,
      "balance": 0.1219368845,
      "maintenance_margin": 0.0,
      "initial_margin": 0.0,
      "available": 0.1219368845,
      "unrealized_funding": 0.0,
      "pnl": 0.0
    }
  },
  "timestamp": 1640995200000,
  "seq": 2
}

---

Response Error

event · string

Value: error

message · string

One of: Invalid feed, Json Error

An error message.

Example

{
  "event": "error",
  "message": "Invalid feed"
}