Kraken

Capabilities

• Backfill: OHLC (720 recent bars only), trades (full, since cursor), order-book snapshot.

• Stream: OHLC, trades, order book (snapshot + deltas reconstructed locally).

• OHLC fidelity: quote_volume ✅ (vwap × volume, exact) · trades ✅ native.

Note

Kraken’s OHLC REST returns only the 720 most recent bars (history="recent"); a deeper backfill is clamped to that window with a warning. Deep OHLC history would have to be derived from trades (deferred).

Symbols

XXBTZUSD — Kraken uses XBT for Bitcoin and prefixes fiat with Z. dccd maps BTC/USD for you.

Example

async with Client() as c:
    await c.backfill("kraken", "BTC/USD", "trades", start="2024-01-01")  # full history
    await c.backfill("kraken", "BTC/USD", "ohlc", span=3600, start="last")  # 720 recent

API

class KrakenSource(http=None)

Kraken source adapter.

• Backfill: OHLC (recent only — see Notes), trades (full, since cursor), order-book snapshot.

• Stream: OHLC, trades, order book (snapshot + deltas reconstructed).

See also

dccd.Client

the public facade.

Notes

Kraken’s OHLC REST returns only the 720 most recent bars (history="recent"); a deeper backfill is clamped to that window with a warning. Full deep OHLC would have to be derived from trades (deferred).

Examples

>>> from dccd.sources.kraken import KrakenSource
>>> KrakenSource().capability_for(DataType.OHLC, 'rest', 'historical').history
'recent'

capabilities()

Declared capabilities, one per (data type × transport × mode).

async fetch_ohlc_page(symbol, span, start_ns, end_ns, limit)

Fetch up to limit OHLC bars from start_ns.

Warning

Kraken only returns the 720 most recent bars. Requests for deep history silently return recent data. Use the history="recent" capability to inform the resolver.

async fetch_orderbook(symbol, depth)

Fetch a current order-book snapshot up to depth levels.

async fetch_trades_page(symbol, start_ns, end_ns, limit, cursor=None)

Fetch one page of trades (cursor = Kraken since ns).

Kraken returns up to 1 000 trades from the since cursor and a result["last"] nanosecond cursor for the next page. We follow it until the page is short (caught up to the present) or the cursor stops advancing.

render_symbol(s)

Render a canonical Symbol to this exchange’s string.

stream_ohlc(symbol, span)

Stream live OHLC bars over WebSocket.

stream_orderbook(symbol, depth)

Stream live order-book snapshots/deltas over WebSocket.

stream_trades(symbol)

Stream live trades over WebSocket.