Book – Kraken

This feed returns information about the order book

Authentication is not required.

Feed	Event Type	Perimissible API Keys
book	subscribe / unsubscribe	N/A

Sample Sent Message

{
    "event":"subscribe",
    "feed":"book",
    "product_ids":[
        "FI_XBTUSD_180921",
        "FV_XRPXBT_180615"
    ]
}

Sample Return if Successful. (A result message is received per product id)

{
    "event":"subscribed ",
    "feed":"book",
    "product_ids":[
        "FI_XBTUSD_180921"
    ]
}

{
    "event":"subscribed",
    "feed":"book",
    "product_ids":[
        "FV_XRPXBT_180615"
    ]
}

Field	Type	Description
event	string	The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed
feed	string	The requested subscription feed
product_ids	list of strings	A list of strings which represent the products that user will receive information upon

Sample Subscription Snapshot Data

{
    "feed":"book_snapshot",
    "product_id":"FI_XBTUSD_180615",
    "seq":0,
    "bids":[
        {
            "price":14851.0,
            "qty":10000.0
        },
        {
            "price":14711.0,
            "qty":5000.0
        },
        ....
    ],
    "asks":[
        {
            "price":14851.0,
            "qty":10000.0
        },
        {
            "price":14711.0,
            "qty":5000.0
        },
        ....
    ]
}

Field	Type	Description
feed	string	The subscribed snapshot feed
product_id	string	The subscribed product (referred also as instrument or symbol)
seq	positive integer	The subscription message sequence number
bids	list of structures	A list containing buy / bid order structures
asks	list of structures	A list containing sell / ask order structures
price	positive float	The price (referred also as limit price) of the order
qty	non-negative float	The total quantity of the orders at the price level.

Sample Subscription Delta Data

{
    "feed":"book",
    "product_id":"FI_XBTUSD_180316",
    "side":"buy",
    "seq":2,
    "price":10027.0,
    "qty":10.0
}

Field	Type	Description
feed	string	The subscribed feed
product_id	string	The subscribed product (referred also as instrument or symbol)
side	string	The order side, either buy or sell
seq	positive integer	The subscription message sequence number
price	positive float	The price of the order
qty	non-negative float	The updated total quantity of the orders at the price level. Value is set to 0 if all orders at this price level have been cancelled

Sample Return if Unsuccessful

{
    "event":"error",
    "message":"Invalid product id"
}

Field

Type

Description

event

string

Always error

message

string

An error message out of:

Invalid feed
Json Error