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REST API indicator based trading bot (Python)
One of the intended uses of our REST API is to create automated trading bots that interact with our markets and accounts.
While trading bots come in an almost endless variety, they all share similar API integration characteristics, and all perform the following common tasks:
  • retrieving market data (ticker, order book, etc.)
  • making trading decisions (based upon the market data, or indicators derived from the market data)
  • placing/cancelling orders
Our REST API provides all of the functionality needed to implement a full featured trading bot, but knowing how to combine the different aspects of our API can be difficult, hence the following trading bot code is provided as an example.
The example code implements an indicator based trading bot (specifically a 20 SMA, with trading decisions based upon a 1 minute slope change), and shows how to integrate the market data, decision making, and trading aspects of a trading bot successfully.

Example code (Python)

The trading bot code is a single Python file, and integrates directly with our API (no third party API libraries). All configuration (API key, currency pair, indicator, order type, leverage, etc.) is contained within the code for ease of reference.
The example code can be viewed below, and can also be downloaded as a .py file (REST_Indicator_Bot_Example.py).
#!/usr/bin/env python3

# Import required libraries (Python not API)
import time
import sys
import json
import base64
import hashlib
import hmac
import urllib.request

# Configure API key (copy/paste from account management)
api_key_public = 'COPY/PASTE API PUBLIC KEY HERE'
api_key_private = 'COPY/PASTE API PRIVATE KEY HERE'

# Configure market/orders/trades
trade_symbol = 'XXBTZUSD'
trade_interval = 1 # OHLC interval in minutes
trade_size = 0.0001 # Trade volume in base currency
trade_leverage = 2

# Initial indicator/trade variables
trade_direction = 0
sma_values = [0.0, 0.0, 0.0]

# Infinite loop (can be exited via keyboard interrupt)
try:
    while True:
        # Retrieve OHLC data at specified interval
        print('Retrieving OHLC data ... ', end='')
        try:
            api_request = urllib.request.Request('https://api.kraken.com/0/public/OHLC?pair=%(symbol)s&interval=%(interval)d' % {'symbol':trade_symbol, 'interval':trade_interval})
            api_request.add_header('User-Agent', 'Kraken trading bot example')
            api_response = urllib.request.urlopen(api_request).read().decode()
            api_data = json.loads(api_response)
        except Exception as error:
            print('Failed (%s)' % error)
        else:
            print('Done' if len(api_data['error']) == 0 else 'Error (%s)' % api_data['error'])

        # Calculate SMA (20 candles / closing price)
        print('Calculating SMA 20 ... ', end='')
        api_ohlc = api_data['result'][trade_symbol]
        api_ohlc_length = len(api_ohlc) - 1
        sma_temp = 0.0
        for count in range(1, 21):
            sma_temp += float(api_ohlc[api_ohlc_length - count][4])
        sma_temp = sma_temp / 20
        print('Done')

        # Update SMA values
        sma_values[2] = sma_values[1]
        sma_values[1] = sma_values[0]
        sma_values[0] = sma_temp
        if sma_values[2] == 0.0:
            print('Waiting %d seconds ... ' % (trade_interval * 60)) 
            time.sleep(trade_interval * 60)
            continue
        else:
            print('SMA 20 values ... %(sma2)f / %(sma1)f / %(sma0)f' % {'sma2':sma_values[2], 'sma1':sma_values[1], 'sma0':sma_values[0]})

        # Trading decision (change in slope of SMA)
        print('Trading decision ... ', end='')
        if (sma_values[0] > sma_values[1]) and (sma_values[1] < sma_values[2]):
            make_trade = 1
            print('Long')
        elif (sma_values[0] < sma_values[1]) and (sma_values[1] > sma_values[2]):
            make_trade = -1
            print('Short')
        else:
            make_trade = 0
            print('No trade')

        # Place order/trade (if applicable)
        if make_trade != 0:
            print('Placing order/trade ... ', end='')
            try:
                api_path = '/0/private/AddOrder'
                api_nonce = str(int(time.time()*1000))
                api_post = 'nonce=%(api_nonce)s&pair=%(symbol)s&type=%(direction)s&ordertype=market&volume=%(volume)f&leverage=%(leverage)s' % {'api_nonce':api_nonce, 'symbol':trade_symbol, 'direction':'buy' if make_trade == 1 else 'sell', 'volume':trade_size if trade_direction == 0 else trade_size * 2, 'leverage':str(trade_leverage) if trade_leverage > 0 else 'none'}

                api_sha256 = hashlib.sha256(api_nonce.encode('utf8') + api_post.encode('utf8'))
                api_hmac = hmac.new(base64.b64decode(api_key_private), api_path.encode('utf8') + api_sha256.digest(), hashlib.sha512)
                api_signature = base64.b64encode(api_hmac.digest())
                
                api_request = urllib.request.Request('https://api.kraken.com/0/private/AddOrder', api_post.encode('utf8'))
                api_request.add_header('API-Key', api_key_public)
                api_request.add_header('API-Sign', api_signature)
                api_request.add_header('User-Agent', 'Kraken trading bot example')
                api_response = urllib.request.urlopen(api_request).read().decode()
                api_data = json.loads(api_response)
            except Exception as error:
                print('Failed (%s)' % error)
            else:
                trade_direction = make_trade
                print('Done (%s)' % api_response if len(api_data['error']) == 0 else 'Error (%s)' % api_data['error'])

        # Wait until next OHLC interval
        print('Waiting %d seconds ... ' % (trade_interval * 60))
        time.sleep(trade_interval * 60)
except KeyboardInterrupt:
    sys.exit(0)
except Exception as error:
    print('Error (%s)' % error)

sys.exit(1)
Note that the trading bot is intended as an example only, and is therefore lacking some desirable features and required error checking, hence should not be used for production trading (there is no guarantee that the bot would make a profit).