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Documentation Index

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WSSfutures.kraken.com/ws/v1ticker
The ticker feed returns ticker information about listed products. Only tradeable markets are available via individual WebSocket market data feeds. Delta messages are throttled such that they are published every 1s.

Request

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

Response Success

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

Response Snapshot

The subscription data will return values for all fields even if the value of only a single field has changed since the last payload.
time
positive integer
The UTC time of the server in milliseconds.
product_id
string
The subscribed product (referred also as instrument or symbol).
funding_rate
float
The current funding rate. If zero, field is not populated. (Perpetuals only)
funding_rate_prediction
float
The estimated next funding rate. If zero, field is not populated. (Perpetuals only)
relative_funding_rate
float
The absolute funding rate relative to the spot price at the time of funding rate calculation. If zero, field is not populated. (Perpetuals only)
relative_funding_rate_prediction
float
The estimated next absolute funding rate relative to the current spot price. If zero, field is not populated. (Perpetuals only)
next_funding_rate_time
float
The time until next funding rate in milliseconds. (Perpetuals only)
feed
string
The subscribed feed.
bid
positive float
The price of the current best bid.
ask
positive float
The price of the current best ask.
bid_size
positive float
The size of the current best bid.
ask_size
positive float
The size of the current best ask.
volume
positive float
The sum of the sizes of all fills observed in the last 24 hours.
dtm
positive integer
The days until maturity.
leverage
string
The leverage of the product.
index
positive float
The real time index of the product.
last
positive float
The price of the last fill.
change
float
The 24h change in price.
suspended
boolean
True if the market is suspended.
tag
string
Currently can be perpetual, month or quarter. Other tags may be added without notice.
pair
string
The currency pair of the instrument.
openInterest
float
The current open interest of the instrument.
markPrice
float
The market price of the instrument.
maturityTime
positive integer
The UTC time, in milliseconds, at which the contract will stop trading.
post_only
boolean
True if the market is in post-only.
volumeQuote
positive float
The same as volume except that, for multi-collateral futures, it is converted to the non-base currency.
open
positive float
The first traded price in the last 24h.
high
positive float
The highest traded price in the last 24h.
low
positive float
The lowest traded price in the last 24h.
premium
float
The current premium (percentage difference between the futures price and the index price).
greeks
structure
The current Greeks, if this is an option.
{
  "time": 1676393235406,
  "product_id": "PF_XBTUSD",
  "funding_rate": -6.2604214e-11,
  "funding_rate_prediction": -3.65989977e-10,
  "relative_funding_rate": -1.380384722222e-6,
  "relative_funding_rate_prediction": -8.047629166667e-6,
  "next_funding_rate_time": 1676394000000,
  "feed": "ticker",
  "bid": 21978.5,
  "ask": 21987.0,
  "bid_size": 2536.0,
  "ask_size": 13948.0,
  "volume": 31403908.0,
  "dtm": 0,
  "leverage": "50x",
  "index": 21984.54,
  "premium": -0.0,
  "last": 21983.5,
  "change": 1.9974017538161748,
  "suspended": false,
  "tag": "perpetual",
  "pair": "XBT:USD",
  "openInterest": 30072580.0,
  "markPrice": 21979.68641534714,
  "maturityTime": 0,
  "post_only": false,
  "volumeQuote": 31403908.0,
  "open": 21968.5,
  "high": 22123.0,
  "low": 21456.0
}

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"
}