Trade

Authenticated channel for streaming real-time trade fill updates.

Authenticated channel. Connect to: wss://wss.prime.kraken.com/ws/v1

Request stream of Trade messages. Upon subscription, the server will return all Trade for this client as long as the optional constraints are satisfied. Server will also send a Trade update when the order receives more fills or new fills arrive on a new order.

Subscribe Request

Subscribe Schema

reqid · number · required

Request ID - will be echoed back in the response structure.

type · string · required

Request type. Value: subscribe

streams · array · required

Array containing the Trade stream configuration.

Show properties

name · string · required

Subscription name. Value: Trade

StartDate · string

If provided, the subscription will return trades that were executed after this time. An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z.

EndDate · string

If provided, the subscription will return trades that were executed before this time.

Symbol · string

If provided, Symbol of the security to get the orders for.

OrderID · string

If provided, filter by OrderID.

RFQID · string

If provided, filter by RFQID.

Example

{
  "reqid": 8,
  "type": "subscribe",
  "streams": [
    {
      "name": "Trade",
      "StartDate": "2021-09-14T00:00:00.000000Z"
    }
  ]
}

Response

Response Schema

reqid · number · required

A number that relates this response to a request.

type · string · required

The type of message sent.

ts · string · required

An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z.

initial · boolean

If this is initial data for a request, the initial flag will be set.

seqNum · number · required

The sequence number for this response per request.

action · string

“Update” or “Remove” - tells the client if the given entity should be removed or added/updated.

data · array · required

Array of Trade data.

Show properties

Timestamp · string · required

Timestamp of the message.

OrderID · string · required

Server assigned Order ID, will be a UUID.

TradeID · string · required

Server assigned Trade ID, will be a UUID.

Side · string · required

Trade side. Possible values: Buy, Sell

TransactTime · string · required

Transaction time.

ExecType · string · required

Describes the specific execution (e.g. Pending Cancel) while OrdStatus will always identify the current order status (e.g. Partially Filled).

Currency · string · required

Currency of Quantity.

Price · string

Order limit price, required when OrdType=Limit.

Quantity · string · required

Trade quantity.

Amount · string · required

Trade amount.

Fee · string · required

Trade fee.

FeeCurrency · string

Fee currency.

TradeStatus · string · required

Status of the trade. Possible values: Pending, Confirmed, Canceled

QuoteID · string

Server assigned QuoteID for RFQ Orders.

AmountCurrency · string · required

Currency of Amount.

RFQID · string

Server assigned RFQID for RFQ Orders.

CustomerUser · string

The customer user associated with this trade.

Example

{
  "reqid": 8,
  "type": "Trade",
  "ts": "2021-09-14T22:29:32.255949Z",
  "initial": true,
  "seqNum": 1,
  "data": [
    {
      "Timestamp": "2021-09-14T22:23:11.989845Z",
      "Symbol": "BTC-USD",
      "OrderID": "1b6b882b-e2fc-4774-ad2d-9db4df536f29",
      "TradeID": "a0ec46f2-6d0e-451a-a4f1-2a0be7d32d26",
      "Side": "Buy",
      "TransactTime": "2021-09-14T22:23:11.964531Z",
      "ExecType": "Trade",
      "Currency": "BTC",
      "Price": "47085.090668824440",
      "Quantity": "0.20000000",
      "Amount": "9417.02",
      "Fee": "0",
      "CustomerUser": "[e-mail]",
      "TradeStatus": "Confirmed",
      "AggressorSide": "Buy",
      "AmountCurrency": "USD",
      "DealtCurrency": "BTC"
    }
  ]
}