Cancel on Disconnect

Dead Man’s Switch mechanism to cancel all orders after a timeout

WSSws-auth.kraken.com/v2cancel_all_orders_after

cancel_all_orders_after provides a “Dead Man’s Switch” mechanism to protect from network malfunction, extreme latency or unexpected matching engine downtime.

• The client sends request with a timeout (in seconds), that will start a countdown timer in the trading engine which will cancel all client orders when the timer expires.
• The client must keep sending new requests to reset the trigger time, or deactivate the mechanism by specifying a timeout of 0.
• If the timer expires, all orders in the account are cancelled and the feature is disabled until the next cancel_all_orders_after request.
• The recommended use is to make a call every 15 to 30 seconds, providing a timeout of 60 seconds. This allows the client to keep the orders in place in case of a brief disconnection or transient delay, while keeping them safe in case of a network breakdown.

It is recommended to disable the timer ahead of scheduled trading engine maintenance (if the timer is enabled, all orders will be cancelled when the trading engine comes back from downtime).

Request

method · string · required

Value: cancel_all_orders_after

params · object

Hide properties

timeout · integer · required

Duration (in seconds) to set/extend the timer, it should be less than 86400 seconds.

token · string · required

Authentication token. See authentication guide for details.

req_id · integer

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

Response

method · string

Value: cancel_all_orders_after

result · object

Condition: if success is true

Hide properties

currentTime · string

Format: RFC3339
Example: 2022-12-25T09:30:59.123456Z

The current engine time.

triggerTime · string

Format: RFC3339
Example: 2022-12-25T09:30:59.123456Z

The time the orders will be expired in the engine.

error · string

Error message. Condition: if success is false.

success · boolean

Indicates if the request was successfully processed by the engine. One of: true, false

req_id · integer

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

time_in · string

The timestamp when the request was received on the wire, just prior to parsing data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

time_out · string

The timestamp when the response was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z