Kraken Futures

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

​

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.

​

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")
​
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"])]
  )
​
  # messages as provided by Kraken Futures real-time stream
  async for local_timestamp, message in messages:
    print(message)
​
​
asyncio.run(replay())

// npm install tardis-dev
const { replay } = require('tardis-dev');
​
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'
    });
​
    // 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);
  }
}
​
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"}'

​

Captured real-time channels

​

• ​trade​

• ​trade_snapshot​

• ​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.

• ​book_snapshot​

• ​ticker​

​

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.

​

​

​