Book - Kraken Developers

{
  "event": "subscribe",
  "pair": [
    "XBT/USD",
    "XBT/EUR"
  ],
  "subscription": {
    "name": "book"
  }
}

[
  0,
  {
    "as": [
      [
        "5541.30000",
        "2.50700000",
        "1534614248.123678"
      ],
      [
        "5541.80000",
        "0.33000000",
        "1534614098.345543"
      ],
      [
        "5542.70000",
        "0.64700000",
        "1534614244.654432"
      ]
    ],
    "bs": [
      [
        "5541.20000",
        "1.52900000",
        "1534614248.765567"
      ],
      [
        "5539.90000",
        "0.30000000",
        "1534614241.769870"
      ],
      [
        "5539.50000",
        "5.00000000",
        "1534613831.243486"
      ]
    ]
  },
  "book-100",
  "XBT/USD"
]

[
  1234,
  {
    "a": [
      [
        "5541.30000",
        "2.50700000",
        "1534614248.456738"
      ],
      [
        "5542.50000",
        "0.40100000",
        "1534614248.456738"
      ]
    ],
    "c": "974942666"
  },
  "book-10",
  "XBT/USD"
]

{
  "event": "unsubscribe",
  "pair": [
    "XBT/EUR",
    "XBT/USD"
  ],
  "subscription": {
    "name": "book"
  }
}

Order book levels. On subscription, a snapshot is published at the specified depth, followed by level updates. Subscription depth options are 10, 25, 100, 500, or 1000 levels per side.

Request
Response

event

string

required

Value: subscribe

pair

string[]

required

Example: ["BTC/USD", "MATIC/GBP"]The currency pairs for this request.

subscription

object

Hide properties

name

string

required

Value: book

depth

integer

One of: 10, 25, 100, 500, 1000
Default: 10Specifies the number of price levels (in each side of the book) to be received.

reqid

string

Optional client originated request identifier sent as acknowledgment in the response.

Snapshot

Note, there is no checksum on the snapshot.

array

Hide elements

[0] channel_id

integer

deprecated

Deprecated: use channelName and pairChannel identifier.

[1] book

object

Show properties

array

Ask price levels, ascending from best ask.

Show elements

level

array

Show elements

[0] price

string

The price of this level.

[1] volume

string

Price level volume, for updates volume = 0 for level removal/deletion.

[2] timestamp

string

Format: Epoch Seconds
Example: 1534614248.456738Timestamp when the level last updated.

array

Bid price levels, ascending from best bid.

Show elements

level

array

Show elements

[0] price

string

Price level.

[1] volume

string

Price level volume, for updates volume = 0 for level removal/deletion.

[2] timestamp

string

Format: Epoch Seconds
Example: 1534614248.456738Timestamp when the level last updated.

[2] pair

string

Example: "BTC/USD"The symbol of the currency pair.

[3] channel_name

string

Value: book-[depth]

Update

array

Hide elements

[0] channel_id

integer

deprecated

Deprecated: use channelName and pairChannel identifier.

[1] book

object

Show properties

array

Ask price levels.

Show elements

level

array

Show elements

[0] price

string

The price for this level.

[1] volume

string

The cumulative volume at this price level. If volume is 0, remove level from book.

[2] timestamp

string

Format: Epoch Seconds
Example: 1534614248.456738Timestamp when the level was last updated.

[3] update_type

string

One of: r
Condition: Republish only

string

Example: "4088505763"
Condition: Only present on last updateBook checksum as a quoted unsigned 32-bit integer.

array

Bid price levels.

Show elements

level

array

Show elements

[0] price

string

The price for this level.

[1] volume

string

The cumulative volume at this price level. If volume is 0, remove level from book.

[2] timestamp

string

Format: Epoch Seconds
Example: 1534614248.456738Timestamp when the level was last updated.

[3] update_type

string

One of: r
Condition: Republish only

string

Example: "4088505763"
Condition: Only present on last updateBook checksum as a quoted unsigned 32-bit integer.

[2] pair

string

Example: "BTC/USD"The symbol of the currency pair.

[3] channel_name

string

Value: book-[depth]

Unsubscribe

Request
Response

event

string

required

Value: unsubscribe

pair

string[]

Example: ["BTC/USD", "MATIC/GBP"]
Condition: All channels which support pair subscriptionsThe currency pairs to unsubscribe.

reqid

string

Optional client originated request identifier sent as acknowledgment in the response.

subscription

object

Hide properties

name

string

required

Value: book

depth

integer

Condition: ‘book’ channel onlyUnsubscribe to a specific depth.

Spread

Add Order

⌘I

{
  "event": "subscribe",
  "pair": [
    "XBT/USD",
    "XBT/EUR"
  ],
  "subscription": {
    "name": "book"
  }
}

[
  0,
  {
    "as": [
      [
        "5541.30000",
        "2.50700000",
        "1534614248.123678"
      ],
      [
        "5541.80000",
        "0.33000000",
        "1534614098.345543"
      ],
      [
        "5542.70000",
        "0.64700000",
        "1534614244.654432"
      ]
    ],
    "bs": [
      [
        "5541.20000",
        "1.52900000",
        "1534614248.765567"
      ],
      [
        "5539.90000",
        "0.30000000",
        "1534614241.769870"
      ],
      [
        "5539.50000",
        "5.00000000",
        "1534613831.243486"
      ]
    ]
  },
  "book-100",
  "XBT/USD"
]

[
  1234,
  {
    "a": [
      [
        "5541.30000",
        "2.50700000",
        "1534614248.456738"
      ],
      [
        "5542.50000",
        "0.40100000",
        "1534614248.456738"
      ]
    ],
    "c": "974942666"
  },
  "book-10",
  "XBT/USD"
]

{
  "event": "unsubscribe",
  "pair": [
    "XBT/EUR",
    "XBT/USD"
  ],
  "subscription": {
    "name": "book"
  }
}

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