Kraken Futures API Demo

Introduction

A Kraken Futures API demo, including authentication, book updating, sending and canceling orders.

2022/09/13 20:38:06 {Price:20305.5 Quantity:80135 Type:Ask}
2022/09/13 20:38:09 {Price:20299.5 Quantity:0 Type:Ask}
2022/09/13 20:38:10 {Price:20300.5 Quantity:21654 Type:Ask}
2022/09/13 20:38:11 {Price:20317.5 Quantity:22965 Type:Ask}
2022/09/13 20:38:11 {Price:20508 Quantity:0 Type:Ask}
2022/09/13 20:38:12 {Price:20507 Quantity:81087 Type:Ask}
2022/09/13 20:38:12 {Price:20086 Quantity:0 Type:Bid}
2022/09/13 20:38:13 {Price:20320 Quantity:5172 Type:Ask}

Getting Started

Prerequisites

• Install Go.
• Set the API key in the src/authkey folder if you need to control orders.

Building

Set the location to the src folder and run:

go build -tags debug

Or

go build -tags release

Note that the debug version and the release version use different URLs.

• src/client/api/url_debug.go

  const WsURL string = "wss://demo-futures.kraken.com/ws/v1"
  const RestURL string = "https://demo-futures.kraken.com"

• src/client/api/url_release.go

  const WsURL string = "wss://futures.kraken.com/ws/v1"
  const RestURL string = "https://futures.kraken.com"

Class Diagram

classDiagram

class OrderType {
    <<enumeration>>
    Ask
    Bid
}

class Order {
    float price
    float quantity
    OrderType type
}

Order --> OrderType

class Book {
    map[float]float bids
    map[float]float asks
    Update(delta) Order
}

Book ..> Order

class Auth {
    string api_key
    string api_secret

    Authentication(end_point, post_data) : (nonce, authent)
}

class API {
    GetOpenPos() float
    SendOrder(Order) id
    CancelOrder(id) bool
}

API --> Auth
API ..> Order

class Kraken {
    Start(product)
}

Kraken --> Book
Kraken --> API

License

Distributed under the MIT License. See LICENSE for more information.