Open Orders Verbose – Kraken

This subscription feed publishes information about user open orders. This feed adds extra information about all the post-only orders that failed to cross the book.

Authentication is required.

Feed	Event Type	API Keys	Original & Signed Challenge
open_orders_verbose	subscribe / unsubscribe	Any	Yes

Sample Sent Message

{
    "event":"subscribe",
    "feed":"open_orders_verbose",
    "api_key":"CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+",
    "original_challenge":"226aee50-88fc-4618-a42a-34f7709570b2",
    "signed_challenge":"RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+
Z9DQILm7qxncswMmJyvP/2vgzqqh+g=="
}

Sample Return if Successful.

{
    "event":"subscribed",
    "feed":"open_orders_verbose",
    "api_key":"CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+",
    "original_challenge":"226aee50-88fc-4618-a42a-34f7709570b2",
    "signed_challenge":"RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+
Z9DQILm7qxncswMmJyvP/2vgzqqh+g=="
}

Field	Type	Description
event	string	The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed
feed	string	The requested subscription feed
api_key	string	The user api key
original_challenge	string	The message that is received from a challenge request
signed_challenge	string	The signed challenge message with user api secret

Sample Subscription Snapshot Data

{
   'feed':'open_orders_verbose_snapshot',
   'account':'0f9c23b8-63e2-40e4-9592-6d5aa57c12ba',
   'orders':[
      {
         'instrument':'PI_XBTUSD',
         'time':1567428848005,
         'last_update_time':1567428848005,
         'qty':100.0,
         'filled':0.0,
         'limit_price':8500.0,
         'stop_price':0.0,
         'type':'limit',
         'order_id':'566942c8-a3b5-4184-a451-622b09493129',
         'direction':0,
         'reduce_only':False
      },
      {
         'instrument':'PI_XBTUSD',
         'time':1567428874347,
         'last_update_time':1567428874347,
         'qty':1501.0,
         'filled':0.0,
         'limit_price':7200.0,
         'stop_price':0.0,
         'type':'limit',
         'order_id':'fcbb1459-6ed2-4b3c-a58c-67c4df7412cf',
         'direction':0,
         'reduce_only':False
      },
      {
         'instrument':'PI_XBTUSD',
         'time':1567515137945,
         'last_update_time':1567515137945,
         'qty':102.0,
         'filled':0.0,
         'limit_price':8500.0,
         'stop_price':0.0,
         'type':'limit',
         'order_id':'3deea5c8-0274-4d33-988c-9e5a3895ccf8',
         'direction':0,
         'reduce_only':False
      }
   ]
}

Field	Type	Description
feed	string	The subscribed feed
account	string	The user account
orders	list of structures	A list containing the user open orders
instrument	string	The instrument (referred also as symbol or product_id) of the order
time	positive integer	The UTC time in milliseconds
last_update_time	positive integer	The UTC time in milliseconds that the order was last updated
qty	positive float	The remaining quantity of the order
filled	positive float	The amount of the order that has been filled
limit_price	positive float	The limit price of the order
stop_price	positive float	The stop price of the order
type	string	The order type, limit or stop
order_id	UUID	The order id
cli_ord_id	UUID	The unique client order identifier. This field is returned only if the order has a client order id
direction	integer	The direction of the order, either 0 for a buy order or 1 for a sell order

Sample Subscription Delta Data

{
   'feed':'open_orders_verbose',
   'order':{
      'instrument':'PI_XBTUSD',
      'time':1567597581495,
      'last_update_time':1567597581495,
      'qty':102.0,
      'filled':0.0,
      'limit_price':10601.0,
      'stop_price':0.0,
      'type':'limit',
      'order_id':'fa9806c9-cba9-4661-9f31-8c5fd045a95d',
      'direction':0,
      'reduce_only':False
   },
   'is_cancel':False,
   'reason':'new_placed_order_by_user'
}

Field	Type	Description
feed	string	The subscribed feed
order	structure	The user new order
instrument	string	The instrument (referred also as symbol or product_id) of the order
time	positive integer	The UTC time in milliseconds
last_update_time	positive integer	The UTC time in milliseconds that the order was last updated
qty	positive float	The quantity or the order
filled	positive float	The amount of the order that is filled
limit_price	positive float	The limit price of the order
stop_price	positive float	The stop price of the order
type	string	The order type, limit or stop
order_id	UUID	The order id
cli_ord_id	UUID	The unique client order identifier. This field is returned only if the order has a client order id
direction	integer	The direction of the order, either 0 for a buy order or 1 for a sell order
is_cancel	boolean	If false the open order has been either placed or partially filled and needs to be updated. If true the open order was either fully filled, cancelled or rejected (for post-only). If it was filled or cancelled it must be removed from open orders snapshot.
reason	string	Reason behind the received delta. new_placed_order_by_user: User placed a new order liquidation: User position liquidated. The order cancelled stop_order_triggered: A stop order triggered. The system `removed the stop order limit_order_from_stop: The system created a limit order because an existing stop order triggered partial_fill: The order filled partially full_fill: The order filled fully and removed cancelled_by_user: The order cancelled by the user and removed contract_expired: The order contract expired. All open orders of that contract removed not_enough_margin: The order removed due to insufficient margin market_inactive: The order removed because market became inactive cancelled_by_admin: The order removed by administrator's action dead_man_switch: The order removed because dead man's switch was triggered ioc_order_failed_because_it_would_not be_executed: The immediate or cancel order was rejected due to insufficient liquidity post_order_failed_because_it_would_filled: The post only order was rejected as it crosses the spread and would be immediately filled would_execute_self: The order was rejected as it would execute against another order from the same account would_not_reduce_position: The order was rejected as it the reduce-only option was selected and it would not reduce the position order_for_edit_not_found: The order edit was rejected as the order to be edited could not be found

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

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