Trades

CHANNEL
wss://ws.kraken.com/v2
trade

The trade channel generates a trade event when orders are matched in the book.

Multiple trades may be batched in a single message but that does not mean that these trades resulted from a single taker order.

The feed accepts a list symbols for subscription.

Subscribe Request

Subscribe Schema

MESSAGE BODY

method string required

Value: subscribe

params object

channel string required

Value: trade

symbol array of strings required

Example: ["BTC/USD", "MATIC/GBP"]

A list of currency pairs.

snapshot boolean

Possible values: [true, false]

Default value: false

Request a snapshot after subscribing.

req_id integer

Optional client originated request identifier sent as acknowledgment in the response.

Subscribe Ack Schema

MESSAGE BODY

method string required

Value: subscribe

result object

channel string required

Value: trade

symbol string required

Example: "BTC/USD"

The currency pair associated with this subscription.

snapshot boolean

Possible values: [true, false]

Indicates if a snapshot is requested.

warnings array of strings

An advisory message, highlighting deprecated fields or upcoming changes to the channel.

success boolean

Possible values: [true, false]

Indicates if the request was successfully processed by the engine.

error string conditional

Condition: If success is false.

Error message.

time_in string

Format: RFC3339

Example: 2022-12-25T09:30:59.123456Z

The timestamp when the subscription was received on the wire, just prior to parsing data.

time_out string

Format: RFC3339

Example: 2022-12-25T09:30:59.123456Z

The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data.

req_id integer

Optional client originated request identifier sent as acknowledgment in the response.

Example: Subscribe

{
    "method": "subscribe",
    "params": {
        "channel": "trade",
        "symbol": [
            "MATIC/USD"
        ],
        "snapshot": true
    }
}

Example: Subscribe Ack

{
    "method": "subscribe",
    "result": {
        "channel": "trade",
        "snapshot": true,
        "symbol": "MATIC/USD"
    },
    "success": true,
    "time_in": "2023-09-25T09:21:10.428340Z",
    "time_out": "2023-09-25T09:21:10.428375Z"
}

Snapshot and Update Response

The snapshot and update responses share the same schema. An update message is streamed on a trade event.

The snapshot reflects the most recent 50 trades.

Response Schema

MESSAGE BODY

channel string

Value: trade

type string

Possible values: [snapshot, update]

data array [

A list of trade events.

[many] trade object

symbol string

Example: "BTC/USD"

The symbol of the currency pair.

side string

The side of the taker order.

qty float

Size of the trade.

price float

Average price of the trade.

ord_type string

Possible values: [limit, market]

The order type of the taker order.

trade_id integer

Trade identifier is a sequence number, unique per book.

timestamp string

Format: RFC3339

Example: 2022-12-25T09:30:59.123456Z

The book order update timestamp.

]

Example: Snapshot

{
    "channel": "trade",
    "type": "snapshot",
    "data": [
        {
            "symbol": "MATIC/USD",
            "side": "buy",
            "price": 0.5147,
            "qty": 6423.46326,
            "ord_type": "limit",
            "trade_id": 4665846,
            "timestamp": "2023-09-25T07:48:36.925533Z"
        },
        {
            "symbol": "MATIC/USD",
            "side": "buy",
            "price": 0.5147,
            "qty": 1136.19677815,
            "ord_type": "limit",
            "trade_id": 4665847,
            "timestamp": "2023-09-25T07:49:36.925603Z"
        }
    ]
}

Example: Update

{
    "channel": "trade",
    "type": "update",
    "data": [
        {
            "symbol": "MATIC/USD",
            "side": "sell",
            "price": 0.5117,
            "qty": 40.0,
            "ord_type": "market",
            "trade_id": 4665906,
            "timestamp": "2023-09-25T07:49:37.708706Z"
        }
    ]
}

Unsubscribe Request

Unsubscribe Schema

MESSAGE BODY

method string required

Value: unsubscribe

params object

channel string required

Value: trade

symbol array of strings required

Example: ["BTC/USD", "MATIC/GBP"]

A list of currency pairs.

req_id integer

Optional client originated request identifier sent as acknowledgment in the response.

Unsubscribe Ack Schema

MESSAGE BODY

method string required

Value: unsubscribe

result object

channel string required

Value: trade

symbol string required

Example: "BTC/USD"

The currency pair associated with this subscription.

success boolean

Possible values: [true, false]

Indicates if the request was successfully processed by the engine.

error string conditional

Condition: If success is false.

Error message.

time_in string

Format: RFC3339

Example: 2022-12-25T09:30:59.123456Z

The timestamp when the subscription was received on the wire, just prior to parsing data.

time_out string

Format: RFC3339

Example: 2022-12-25T09:30:59.123456Z

The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data.

req_id integer

Optional client originated request identifier sent as acknowledgment in the response.

Example: Unsubscribe

{
    "method": "unsubscribe",
    "params": {
        "channel": "trade",
        "symbol": [
            "MATIC/USD"
        ],
        "snapshot": true
    }
}

Example: Unsubscribe Ack

{
    "method": "unsubscribe",
    "result": {
        "channel": "trade",
        "symbol": "MATIC/USD"
    },
    "success": true,
    "time_in": "2023-09-25T09:21:10.428340Z",
    "time_out": "2023-09-25T09:21:10.428375Z"
}