Skip to main content

Module data

nautilus_kraken

Module data

Expand description

Live market data client implementations for the Kraken adapter.

This module provides separate data clients for Kraken Spot and Futures markets:

KrakenSpotDataClient - For Spot markets using WebSocket v2
KrakenFuturesDataClient - For Futures markets

§Supported Data Types

§Spot

Order book deltas and snapshots
Trade ticks
Quote ticks (best bid/ask)
OHLC bars

§Futures

Order book deltas and snapshots
Trade ticks
Quote ticks (best bid/ask)
Mark prices
Index prices

Structs§

KrakenFuturesDataClient: Kraken Futures data client.
KrakenSpotDataClient: Kraken Spot data client.