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Experiment where I try to write AsyncAPI document for public API that belongs to Kraken. It is not full document as the API has some private parts and also a lot of additional messages that are also very specific to currency trading and I didn't want to deal with those.
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asyncapi: 2.0.0 | |
info: | |
title: Kraken Websockets API | |
version: '1.8.0' | |
description: | | |
WebSockets API offers real-time market data updates. WebSockets is a bidirectional protocol offering fastest real-time data, helping you build real-time applications. The public message types presented below do not require authentication. Private-data messages can be subscribed on a separate authenticated endpoint. | |
### General Considerations | |
- TLS with SNI (Server Name Indication) is required in order to establish a Kraken WebSockets API connection. See Cloudflare's [What is SNI?](https://www.cloudflare.com/learning/ssl/what-is-sni/) guide for more details. | |
- All messages sent and received via WebSockets are encoded in JSON format | |
- All decimal fields (including timestamps) are quoted to preserve precision. | |
- Timestamps should not be considered unique and not be considered as aliases for transaction IDs. Also, the granularity of timestamps is not representative of transaction rates. | |
- At least one private message should be subscribed to keep the authenticated client connection open. | |
- Please use REST API endpoint [AssetPairs](https://www.kraken.com/features/api#get-tradable-pairs) to fetch the list of pairs which can be subscribed via WebSockets API. For example, field 'wsname' gives the supported pairs name which can be used to subscribe. | |
- Cloudflare imposes a connection/re-connection rate limit (per IP address) of approximately 150 attempts per rolling 10 minutes. If this is exceeded, the IP is banned for 10 minutes. | |
- Recommended reconnection behaviour is to (1) attempt reconnection instantly up to a handful of times if the websocket is dropped randomly during normal operation but (2) after maintenance or extended downtime, attempt to reconnect no more quickly than once every 5 seconds. There is no advantage to reconnecting more rapidly after maintenance during cancel_only mode. | |
servers: | |
public: | |
url: ws.kraken.com | |
protocol: wss | |
description: | | |
Public server available without authorization. | |
Once the socket is open you can subscribe to a public channel by sending a subscribe request message. | |
private: | |
url: ws-auth.kraken.com | |
protocol: wss | |
description: | | |
Private server that requires authorization. | |
Once the socket is open you can subscribe to private-data channels by sending an authenticated subscribe request message. | |
The API client must request an authentication "token" via the following REST API endpoint "GetWebSocketsToken" to connect to WebSockets Private endpoints. For more details read https://support.kraken.com/hc/en-us/articles/360034437672-How-to-retrieve-a-WebSocket-authentication-token-Example-code-in-Python-3 | |
The resulting token must be provided in the "token" field of any new private WebSocket feed subscription: | |
``` | |
{ | |
"event": "subscribe", | |
"subscription": | |
{ | |
"name": "ownTrades", | |
"token": "WW91ciBhdXRoZW50aWNhdGlvbiB0b2tlbiBnb2VzIGhlcmUu" | |
} | |
} | |
``` | |
channels: | |
/: | |
publish: | |
description: Send messages to the API | |
operationId: processReceivedMessage | |
message: | |
oneOf: | |
- $ref: '#/components/messages/ping' | |
- $ref: '#/components/messages/subscribe' | |
- $ref: '#/components/messages/unsubscribe' | |
subscribe: | |
description: Messages that you receive from the API | |
operationId: sendMessage | |
message: | |
oneOf: | |
- $ref: '#/components/messages/pong' | |
- $ref: '#/components/messages/heartbeat' | |
- $ref: '#/components/messages/systemStatus' | |
- $ref: '#/components/messages/subscriptionStatus' | |
components: | |
messages: | |
ping: | |
summary: Ping server to determine whether connection is alive | |
description: Client can ping server to determine whether connection is alive, server responds with pong. This is an application level ping as opposed to default ping in websockets standard which is server initiated | |
payload: | |
$ref: '#/components/schemas/ping' | |
x-response: | |
$ref: '#/components/messages/pong' | |
heartbeat: | |
description: Server heartbeat sent if no subscription traffic within 1 second (approximately) | |
payload: | |
$ref: '#/components/schemas/heartbeat' | |
pong: | |
summary: Pong is a response to ping message | |
description: Server pong response to a ping to determine whether connection is alive. This is an application level pong as opposed to default pong in websockets standard which is sent by client in response to a ping | |
payload: | |
$ref: '#/components/schemas/pong' | |
systemStatus: | |
description: Status sent on connection or system status changes. | |
payload: | |
$ref: '#/components/schemas/systemStatus' | |
examples: | |
- payload: | |
connectionID: 8628615390848610000 | |
event: systemStatus | |
status: online | |
version: 1.0.0 | |
subscribe: | |
description: Subscribe to a topic on a single or multiple currency pairs. | |
payload: | |
$ref: '#/components/schemas/subscribe' | |
examples: | |
- payload: | |
event: subscribe | |
pair: | |
- XBT/USD | |
- XBT/EUR | |
subscription: | |
name: ticker | |
- payload: | |
event: subscribe | |
subscription: | |
name: ownTrades | |
token: WW91ciBhdXRoZW50aWNhdGlvbiB0b2tlbiBnb2VzIGhlcmUu | |
x-response: | |
$ref: '#/components/messages/subscriptionStatus' | |
unsubscribe: | |
description: Unsubscribe, can specify a channelID or multiple currency pairs. | |
payload: | |
$ref: '#/components/schemas/unsubscribe' | |
examples: | |
- payload: | |
event: unsubscribe | |
pair: | |
- XBT/EUR | |
- XBT/USD | |
subscription: | |
name: ticker | |
- payload: | |
event: unsubscribe | |
subscription: | |
name: ownTrades | |
token: WW91ciBhdXRoZW50aWNhdGlvbiB0b2tlbiBnb2VzIGhlcmUu | |
x-response: | |
$ref: '#/components/messages/subscriptionStatus' | |
subscriptionStatus: | |
description: Subscription status response to subscribe, unsubscribe or exchange initiated unsubscribe. | |
payload: | |
$ref: '#/components/schemas/subscriptionStatus' | |
examples: | |
- payload: | |
channelID: 10001 | |
channelName: ohlc-5 | |
event: subscriptionStatus | |
pair: ['XBT/EUR'] | |
reqid: 42 | |
status: unsubscribed | |
subscription: | |
interval: 5 | |
name: ohlc | |
- payload: | |
errorMessage: Subscription depth not supported | |
event: subscriptionStatus | |
pair: ['XBT/USD'] | |
status: error | |
subscription: | |
depth: 25 | |
name: book | |
schemas: | |
ping: | |
type: object | |
properties: | |
event: | |
type: string | |
const: ping | |
reqid: | |
$ref: '#/components/schemas/reqid' | |
required: | |
- event | |
heartbeat: | |
type: object | |
properties: | |
event: | |
type: string | |
const: heartbeat | |
pong: | |
type: object | |
properties: | |
event: | |
type: string | |
const: pong | |
reqid: | |
$ref: '#/components/schemas/reqid' | |
systemStatus: | |
type: object | |
properties: | |
event: | |
type: string | |
const: systemStatus | |
connectionID: | |
type: integer | |
description: The ID of the connection | |
status: | |
$ref: '#/components/schemas/status' | |
version: | |
type: string | |
status: | |
type: string | |
enum: | |
- online | |
- maintenance | |
- cancel_only | |
- limit_only | |
- post_only | |
- error | |
- unsubscribed | |
subscribe: | |
type: object | |
properties: | |
event: | |
type: string | |
const: subscribe | |
reqid: | |
$ref: '#/components/schemas/reqid' | |
pair: | |
$ref: '#/components/schemas/pair' | |
subscription: | |
type: object | |
properties: | |
depth: | |
$ref: '#/components/schemas/depth' | |
interval: | |
$ref: '#/components/schemas/interval' | |
name: | |
$ref: '#/components/schemas/name' | |
ratecounter: | |
$ref: '#/components/schemas/ratecounter' | |
snapshot: | |
$ref: '#/components/schemas/snapshot' | |
token: | |
$ref: '#/components/schemas/token' | |
required: | |
- name | |
required: | |
- event | |
unsubscribe: | |
type: object | |
properties: | |
event: | |
type: string | |
const: unsubscribe | |
reqid: | |
$ref: '#/components/schemas/reqid' | |
pair: | |
$ref: '#/components/schemas/pair' | |
subscription: | |
type: object | |
properties: | |
depth: | |
$ref: '#/components/schemas/depth' | |
interval: | |
$ref: '#/components/schemas/interval' | |
name: | |
$ref: '#/components/schemas/name' | |
token: | |
$ref: '#/components/schemas/token' | |
required: | |
- name | |
required: | |
- event | |
subscriptionStatus: | |
type: object | |
oneOf: | |
- $ref: '#/components/schemas/subscriptionStatusError' | |
- $ref: '#/components/schemas/subscriptionStatusSuccess' | |
subscriptionStatusError: | |
allOf: | |
- properties: | |
errorMessage: | |
type: string | |
required: | |
- errorMessage | |
- $ref: '#/components/schemas/subscriptionStatusCommon' | |
subscriptionStatusSuccess: | |
allOf: | |
- properties: | |
channelID: | |
type: integer | |
description: ChannelID on successful subscription, applicable to public messages only. | |
channelName: | |
type: string | |
description: Channel Name on successful subscription. For payloads 'ohlc' and 'book', respective interval or depth will be added as suffix. | |
required: | |
- channelID | |
- channelName | |
- $ref: '#/components/schemas/subscriptionStatusCommon' | |
subscriptionStatusCommon: | |
type: object | |
required: | |
- event | |
properties: | |
event: | |
type: string | |
const: subscriptionStatus | |
reqid: | |
$ref: '#/components/schemas/reqid' | |
pair: | |
$ref: '#/components/schemas/pair' | |
status: | |
$ref: '#/components/schemas/status' | |
subscription: | |
required: | |
- name | |
type: object | |
properties: | |
depth: | |
$ref: '#/components/schemas/depth' | |
interval: | |
$ref: '#/components/schemas/interval' | |
maxratecount: | |
$ref: '#/components/schemas/maxratecount' | |
name: | |
$ref: '#/components/schemas/name' | |
token: | |
$ref: '#/components/schemas/token' | |
interval: | |
type: integer | |
description: Time interval associated with ohlc subscription in minutes. | |
default: 1 | |
enum: | |
- 1 | |
- 5 | |
- 15 | |
- 30 | |
- 60 | |
- 240 | |
- 1440 | |
- 10080 | |
- 21600 | |
name: | |
type: string | |
description: The name of the channel you subscribe too. | |
enum: | |
- book | |
- ohlc | |
- openOrders | |
- ownTrades | |
- spread | |
- ticker | |
- trade | |
token: | |
type: string | |
description: base64-encoded authentication token for private-data endpoints. | |
depth: | |
type: integer | |
default: 10 | |
enum: | |
- 10 | |
- 25 | |
- 100 | |
- 500 | |
- 1000 | |
description: Depth associated with book subscription in number of levels each side. | |
maxratecount: | |
type: integer | |
description: Max rate-limit budget. Compare to the ratecounter field in the openOrders updates to check whether you are approaching the rate limit. | |
ratecounter: | |
type: boolean | |
default: false | |
description: Whether to send rate-limit counter in updates (supported only for openOrders subscriptions) | |
snapshot: | |
type: boolean | |
default: true | |
description: Whether to send historical feed data snapshot upon subscription (supported only for ownTrades subscriptions) | |
reqid: | |
type: integer | |
description: client originated ID reflected in response message. | |
pair: | |
type: array | |
description: Array of currency pairs. | |
items: | |
type: string | |
description: Format of each pair is "A/B", where A and B are ISO 4217-A3 for standardized assets and popular unique symbol if not standardized. | |
pattern: '[A-Z\s]+\/[A-Z\s]+' |
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