TheDocumentation 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.
book channel streams level 2 (L2) order book. It describes the individual price levels in the book with aggregated order quantities at each level.
Subscriptions to this channel can be made for multiple symbols at once by specifying a list of pairs in the symbol.
For more detail on maintaining the order book and generating a checksum, see guide.
Subscribe
- Request
- Response
Snapshot
The returned snapshot data contains the specified number of bids and asks for the symbol including a CRC32 checksum of the top 10 bids and asks.Value:
bookOne of:
snapshotUpdate
The data contains the updates of the bids and asks for the relevant symbol including a CRC32 checksum of the top 10 bids and asks. Note, it is possible to have multiple updates to the same price level in a single update message. Updates should always be processed in sequence.Value:
bookOne of:
update