Crate nautilus_kraken 

NautilusTrader adapter for the Kraken exchange.

This adapter supports both Spot and Futures markets.

Features

• REST API v2 client for market data and account operations.
• WebSocket v2 client for real-time data feeds.
• Support for Spot and Futures markets.
• Instrument, ticker, trade, orderbook, and OHLC data.
• Prepared for execution support (orders, positions, balances).

API Documentation

• Kraken REST API
• Kraken WebSocket v2

Feature Flags

This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case, i.e. whether to provide Python bindings for the nautilus_trader Python package, or as part of a Rust only build.

• examples: Enables the crate’s example binaries.
• extension-module: Builds as a Python extension module.
• high-precision (default): Enables high-precision mode to use 128-bit value types. Keep this default for Futures because Kraken may return instrument precision above standard-precision mode’s nine-decimal limit.
• python: Enables Python bindings from PyO3.

Re-exports

pub use config::KrakenDataClientConfig;

pub use config::KrakenExecutionClientConfig;

pub use data::KrakenFuturesDataClient;

pub use data::KrakenSpotDataClient;

pub use execution::KrakenFuturesExecutionClient;

pub use execution::KrakenSpotExecutionClient;

pub use http::KrakenFuturesHttpClient;

pub use http::KrakenFuturesRawHttpClient;

pub use http::KrakenHttpError;

pub use http::KrakenSpotHttpClient;

pub use http::KrakenSpotRawHttpClient;

pub use websocket::futures::client::KrakenFuturesWebSocketClient;

pub use websocket::spot_v2::client::KrakenSpotWebSocketClient;

Modules

common

Shared primitives and utilities for the Kraken adapter.

config

Configuration types for Kraken data and execution clients.

data

Live market data client implementations for the Kraken adapter.

execution

Live execution client implementations for the Kraken adapter.

factories

Factory functions for creating Kraken clients and components.

http

HTTP/REST client implementations for Kraken APIs.

python

Python bindings from pyo3.

websocket

WebSocket client implementations for Kraken APIs.