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Required Legal Notice: Virtual currencies, real risks. The only guarantee in crypto is risk. Read more
Required Legal Notice: Virtual currencies, real risks. The only guarantee in crypto is risk. Read more
Required Legal Notice: Virtual currencies, real risks. The only guarantee in crypto is risk. Warning: The value of your virtual currencies can rise or fall sharply, and your initial investment may be lost completely; virtual currencies are not covered by the guarantee funds that cover bank deposits; there is no legal mechanism on the virtual currencies market to prevent market manipulation or insider dealing; virtual currencies depend entirely on a specific computer technology and infrastructure, which in certain cases may be very recent and not yet adequately tested; if one loses the identification code or password giving access to the virtual wallet in which the virtual currency is stored, the currency held therein will be irretrievably lost; virtual currencies are currently accepted as a means of payment to a limited extent, and in most countries there is no legal obligation to accept them; for more information about the risks associated with an investment in virtual currencies, we advise you to read the Wikifin page What is a cryptocurrency? | Wikifin.
Required Legal Notice: Virtual currencies, real risks. The only guarantee in crypto is risk. Warning: The value of your virtual currencies can rise or fall sharply, and your initial investment may be lost completely; virtual currencies are not covered by the guarantee funds that cover bank deposits; there is no legal mechanism on the virtual currencies market to prevent market manipulation or insider dealing; virtual currencies depend entirely on a specific computer technology and infrastructure, which in certain cases may be very recent and not yet adequately tested; if one loses the identification code or password giving access to the virtual wallet in which the virtual currency is stored, the currency held therein will be irretrievably lost; virtual currencies are currently accepted as a means of payment to a limited extent, and in most countries there is no legal obligation to accept them; for more information about the risks associated with an investment in virtual currencies, we advise you to read the Wikifin page What is a cryptocurrency? | Wikifin.
The WebSocket API v1 market data feeds are a series of public (unauthenticated) feeds, that provide a real time stream of the available trading data (ticker, time and sales, order book, etc.) for our markets.
As live market data streams, any changes to the market data (such as updates to the best bid/ask prices or volumes, for example) would cause an update message to be sent via one or more of the market data feeds.
Once a connection to the WebSocket API v1 has been established (using the public URL wss://ws.kraken.com/), the market data feeds can be subscribed to by sending a subscription message like the following:
{"event":"subscribe", "subscription":{"name":"ticker"}, "pair":["BTC/USD"]}
Upon receipt of a valid subscription request, the market data feeds would send a subscription confirmation message:
{"channelID":324,"channelName":"ticker","event":"subscriptionStatus","pair":"XBT/USD","status":"subscribed","subscription":{"name":"ticker"}}
followed by an initial market data snapshot (depending upon the feed in question), and then the live stream of the real time market data.
The following is an example of the ticker feed, illustrating the type of messages that are received for various market data changes (such as trade occurring causing the best bid/ask volume to change):
[324,{"a":["42243.20000",3,"3.04172624"],"b":["42243.10000",0,"0.28500000"],"c":["42243.20000","0.00073657"],"v":["634.15053067","2117.90194729"],"p":["41908.86644","41673.47236"],"t":[7214,21130],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41896.10000"]},"ticker","XBT/USD"]
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
[324,{"a":["42243.20000",0,"0.01460168"],"b":["42243.10000",3,"3.82293519"],"c":["42243.20000","0.01398000"],"v":["634.16451067","2117.88824812"],"p":["41908.87381","41673.47318"],"t":[7215,21126],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41898.80000"]},"ticker","XBT/USD"]
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
[324,{"a":["42255.00000",0,"0.08406816"],"b":["42243.10000",6,"6.33160603"],"c":["42255.00000","0.01593184"],"v":["634.19504419","2117.90471127"],"p":["41908.89020","41673.47996"],"t":[7217,21123],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41908.00000"]},"ticker","XBT/USD"]
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
[324,{"a":["42254.80000",0,"0.53200000"],"b":["42251.60000",0,"0.10000000"],"c":["42254.80000","0.05800000"],"v":["634.25304419","2117.94005439"],"p":["41908.92184","41673.49337"],"t":[7218,21122],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41922.40000"]},"ticker","XBT/USD"]
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
[324,{"a":["42248.60000",2,"2.84602281"],"b":["42247.00000",0,"0.12500000"],"c":["42248.60000","0.04168347"],"v":["634.29472766","2117.98132192"],"p":["41908.94416","41673.50464"],"t":[7219,21122],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41922.40000"]},"ticker","XBT/USD"]
[324,{"a":["42248.60000",2,"2.83204281"],"b":["42246.90000",0,"0.10000000"],"c":["42248.60000","0.01398000"],"v":["634.30870766","2117.99530192"],"p":["41908.95164","41673.50844"],"t":[7220,21123],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41922.40000"]},"ticker","XBT/USD"]
{"event":"heartbeat"}
{"event":"heartbeat"}
Note that heartbeat messages are sent at a frequency of 1 per second when there is no ticker (or other market data) available.
Details of the individual fields/values within the JSON messages for the ticker feed (and all of the other market data feeds) are available in our WebSocket API v1 documentation.