Open Positions

Subscribe to open positions for your account

WSSfutures.kraken.com/ws/v1open_positions

This subscription feed publishes the open positions of the user account.

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Request

event · string · required

subscribe or unsubscribe

feed · string · required

The requested subscription feed. Value: open_positions

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": "open_positions",
  "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+",
  "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2",
  "signed_challenge": "RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+Z9DQILm7qxncswMmJyvP/2vgzqqh+g=="
}

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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: open_positions

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": "open_positions",
  "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+",
  "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2",
  "signed_challenge": "RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+Z9DQILm7qxncswMmJyvP/2vgzqqh+g=="
}

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Response Snapshot

feed · string

The subscribed feed.

account · string

The user account.

seq · positive integer

The subscription message sequence number.

timestamp · positive integer

The UTC time in milliseconds.

positions · list of structures

A list containing the user open positions.

Show properties

instrument · string

The instrument (referred also as symbol or product_id) of the order.

balance · float

The size of the position.

entry_price · positive float

The average entry price of the instrument.

mark_price · positive float

The market price of the position instrument.

index_price · positive float

The index price of the position instrument.

pnl · float

The profit and loss of the position.

liquidation_threshold · float

The mark price of the contract at which the position will be liquidated.

return_on_equity · float

The percentage gain or loss relative to the initial margin used in the position. Formula: PnL/IM.

unrealized_funding · float

Unrealised funding from funding rate.

effective_leverage · float

How leveraged the net position is in a given margin account. Formula: Position Value at Market / Portfolio Value.

initial_margin · float

The initial margin for the open position.

initial_margin_with_orders · float

The initial margin for the open position and open orders of the same instrument.

maintenance_margin · float

The maintenance margin for the open position.

pnl_currency · string

The profit currency for the position, not returned for inverse positions.

max_fixed_leverage · positive float

The maximum allowed fixed leverage for the position’s instrument.

fill_time · ISO8601 datetime

The time the most recent fill occurred for this position.

iv · float

The option’s implied volatility.

delta · float

Delta, the option value’s sensitivity to change in the underlying price.

theta · float

Theta, the option value’s sensitivity to the passage of time.

gamma · float

Gamma, delta’s sensitivity to change in the underlying price.

vega · float

Vega, the option value’s sensitivity to change in volatility.

rho · float

Rho, the option value’s sensitivity to the interest rate.

Example

{
  "feed": "open_positions",
  "account": "DemoUser",
  "positions": [
    {
      "instrument": "PF_XRPUSD",
      "balance": 500.0,
      "pnl": -239.6506683474764,
      "entry_price": 0.3985,
      "mark_price": 0.4925844,
      "index_price": 0.49756,
      "liquidation_threshold": 0.0,
      "effective_leverage": 0.17404676894304316,
      "return_on_equity": -2.3609636135508127,
      "initial_margin": 101.5054475943615,
      "initial_margin_with_orders": 101.5054475943615,
      "maintenance_margin": 50.75272379718075
    },
    {
      "instrument": "PF_XBTUSD",
      "balance": 0.04,
      "pnl": 119.56244985549435,
      "entry_price": 26911.75,
      "mark_price": 29900.81124638736,
      "index_price": 29900.47,
      "liquidation_threshold": 9572.804662403718,
      "effective_leverage": 0.31865408963748215,
      "return_on_equity": 5.553450159107747,
      "unrealized_funding": 0.0004114160669590132,
      "initial_margin": 21.529400000000003,
      "initial_margin_with_orders": 21.529400000000003,
      "maintenance_margin": 10.764700000000001,
      "pnl_currency": "USD"
    },
    {
      "instrument": "OF_ETHUSD_240101_1000_C",
      "balance": 0.04,
      "pnl": 119.56244985549435,
      "entry_price": 26911.75,
      "mark_price": 29900.81124638736,
      "index_price": 29900.47,
      "return_on_equity": 5.553450159107747,
      "iv": 0.3,
      "delta": 0.5,
      "gamma": 0.5,
      "vega": 0.5,
      "theta": 0.5,
      "rho": 0.5
    }
  ],
  "seq": 4,
  "timestamp": 1687383625330
}

---

Response Error

event · string

Value: error

message · string

One of: Invalid product id, Invalid feed, Json Error

An error message.

Example

{
  "event": "error",
  "message": "Invalid product id"
}