Skip to main content

Documentation Index

Fetch the complete documentation index at: https://kraken-sandbox.mintlify.app/llms.txt

Use this file to discover all available pages before exploring further.

WSSfutures.kraken.com/ws/v1book
The book feed returns information about the order book.

​
Request

​
event
string
required
subscribe or unsubscribe
​
feed
string
required
The requested subscription feed. Value: book
​
product_ids
list of strings
required
A list of strings which represent the products that user will receive information upon.
{
  "event": "subscribe",
  "feed": "book",
  "product_ids": ["PF_XBTUSD"]
}

​
Response Success

​
event
string
One of: subscribed, subscribed_failed, unsubscribed, unsubscribed_failedThe result.
​
feed
string
The requested subscription feed. Value: book
​
product_ids
list of strings
required
A list of strings which represent the products that user will receive information upon.
{
  "event": "subscribed",
  "feed": "book",
  "product_ids": ["PF_XBTUSD"]
}

​
Response Snapshot

​
feed
string
The subscribed feed.
​
product_id
string
The subscribed product (referred also as instrument or symbol).
​
seq
positive integer
The subscription message sequence number.
​
timestamp
positive integer
Timestamp in milliseconds.
​
tickSize
string
Always null.
​
bids
list of structures
​
asks
list of structures
{
  "feed": "book_snapshot",
  "product_id": "PF_XBTUSD",
  "timestamp": 1612269825817,
  "seq": 326072249,
  "tickSize": null,
  "bids": [
    {
      "price": 34892.5,
      "qty": 6385
    },
    {
      "price": 34892,
      "qty": 10924
    }
  ],
  "asks": [
    {
      "price": 34911.5,
      "qty": 20598
    },
    {
      "price": 34912,
      "qty": 2300
    }
  ]
}

​
Response Delta

​
feed
string
The subscribed feed.
​
product_id
string
The subscribed product (referred also as instrument or symbol).
​
seq
positive integer
The subscription message sequence number.
​
timestamp
positive integer
Timestamp in milliseconds.
​
side
string
The side of the entry.
​
price
positive float
The price of the entry.
​
qty
positive float
The quantity of the entry.
{
  "feed": "book",
  "product_id": "PF_XBTUSD",
  "side": "sell",
  "seq": 326094134,
  "price": 34981,
  "qty": 0,
  "timestamp": 1612269953629
}

​
Response Error

​
event
string
Value: error
​
message
string
One of: Invalid product id, Invalid feed, Json ErrorAn error message.
{
  "event": "error",
  "message": "Invalid product id"
}