API
Miscellaneous
Kraken Futures
Kraken Futures (Crypto Facilities) historical market data details - available instruments, data coverage and data collection specifics
Exchange status: not available for individual order
Crypto Facilities (aka Kraken Futures) historical data for all it's instruments is available since 2019-03-30.
See Kraken Futures historical data coverage: available symbols, channels, date ranges and incidents
Downloadable CSV files
Historical CSV datasets for the first day of each month are available to download without API key.
See downloadable CSV files documentation.
data type
symbol
date
API Access and data format
Historical data format is the same as provided by real-time Crypto Facilities WebSocket v1 with addition of local timestamps. If you'd like to work with normalized data format instead (same format for each exchange) see downloadable CSV files or official client libs that perform data normalization client-side.
Python
Node.js
cURL & HTTP API
cURL & tardis-machine
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# pip install tardis-client
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import asyncio
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from tardis_client import TardisClient, Channel
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tardis_client = TardisClient(api_key="YOUR_API_KEY")
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async def replay():
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# replay method returns Async Generator
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messages = tardis_client.replay(
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exchange="cryptofacilities",
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from_date="2019-07-01",
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to_date="2019-07-02",
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filters=[Channel(name="book", symbols=["PI_XBTUSD"])]
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)
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# messages as provided by Kraken Futures real-time stream
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async for local_timestamp, message in messages:
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print(message)
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asyncio.run(replay())
Copied!
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// npm install tardis-dev
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const { replay } = require('tardis-dev');
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async function run() {
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try {
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const messages = replay({
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exchange: 'cryptofacilities',
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from: '2019-07-01',
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to: '2019-07-02',
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filters: [{ channel: 'book', symbols: ['PI_XBTUSD'] }],
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apiKey: 'YOUR_API_KEY'
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});
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// messages as provided by Kraken Futures real-time stream
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for await (const { localTimestamp, message } of messages) {
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console.log(localTimestamp, message);
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}
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} catch (e) {
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console.error(e);
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}
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}
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run();
Copied!
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curl -g 'https://api.tardis.dev/v1/data-feeds/cryptofacilities?from=2019-07-01&filters=[{"channel":"book","symbols":["PI_XBTUSD"]}]&offset=0'
Copied!
Example API response for Kraken Futures historical market data request
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curl -g 'localhost:8000/replay?options={"exchange":"cryptofacilities","filters":[{"channel":"book","symbols":["PI_XBTUSD"]}],"from":"2019-07-01","to":"2019-07-02"}'
Copied!
Tardis-machine is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to HTTP API that provides data only in minute by minute slices.
Captured real-time channels
See Kraken Futures WebSocket API docs providing documentation for each captured channel's format
- book During recording, data integrity of order book incremental updates messages is being validated using sequence numbers provided by Kraken Futures real-time message feed - in case of detecting missed message WebSocket connection is being restarted.
Market data collection details
Market data collection infrastructure for Kraken Futures is located in GCP europe-west2 region (London, UK).
Real-time market data is captured via multiple WebSocket connections. Recording of data is being done via direct API access - without Cloudflare in between - https://www.cryptofacilities.com/resources/hc/en-us/articles/360022531713-IP-whitelisting-for-direct-access.
Kraken Futures (Crypto Facilities) servers are located in AWS eu-west-1 region (Dublin, Ireland).
Last modified 4mo ago