Kraken Futures

Crypto Facilities (aka Kraken Futures) historical data for all it's instruments is available since 2019-03-30.

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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.

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.

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Captured real-time channels

• ​trade​

• ​trade_snapshot​

• ​book​

• ​book_snapshot​

• ​ticker​

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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.

# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="<YOUR_API_KEY>")
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async def replay():
  # replay method returns Async Generator
  messages = tardis_client.replay(
    exchange="cryptofacilities",
    from_date="2019-07-01",
    to_date="2019-07-02",
    filters=[Channel(name="book", symbols=["PI_XBTUSD"])]
  )
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  # messages as provided by Kraken Futures real-time stream
  async for local_timestamp, message in messages:
    print(message)
​
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asyncio.run(replay())

// npm install tardis-dev
const { replay } = require('tardis-dev');
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async function run() {
  try {
    const messages = replay({
      exchange: 'cryptofacilities',
      from: '2019-07-01',
      to: '2019-07-02',
      filters: [{ channel: 'book', symbols: ['PI_XBTUSD'] }],
      apiKey: '<YOUR_API_KEY>'
    });
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    // messages as provided by Kraken Futures real-time stream
    for await (const { localTimestamp, message } of messages) {
      console.log(localTimestamp, message);
    }
  } catch (e) {
    console.error(e);
  }
}
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run();

curl -g 'https://api.tardis.dev/v1/data-feeds/cryptofacilities?from=2019-07-01&filters=[{"channel":"book","symbols":["PI_XBTUSD"]}]&offset=0'

curl -g 'localhost:8000/replay?options={"exchange":"cryptofacilities","filters":[{"channel":"book","symbols":["PI_XBTUSD"]}],"from":"2019-07-01","to":"2019-07-02"}'

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Downloadable CSV files

See CSV data exports.

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Official Kraken Futures API docs

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