krakenforwarder
This Python program listens to trades from Crypto-exchange platform Kraken (https://www.kraken.com) and forwards them on a TCP port so you can plug in anything, like a live algorithmic trader or a live analysis tool.
Installation
pip3 install krakenforwarder
Usage
Launch the forwarder in sub-process, then listen
import time
from multiprocessing import Process
from krakenforwarder.forwarder import KrakenForwarder
from krakenforwarder.listener import listen
from krakenforwarder.util import *
cfg_forwarders = [
{
F_PULL_PERIOD: 5, # in seconds
F_ASSET_PAIR: 'XXBTZEUR', # see https://support.kraken.com/hc/en-us/articles/360000920306-Ticker-pairs
F_TYPE: V_SPOT,
F_ZMQ_PUBLISH_PORT: 5555
},
{
F_PULL_PERIOD: 5, # in seconds
F_ASSET_PAIR: 'XETHZEUR', # see https://support.kraken.com/hc/en-us/articles/360000920306-Ticker-pairs
F_TYPE: V_SPOT,
F_ZMQ_PUBLISH_PORT: 5556
},
]
cfg_listener = {
F_KEY_ZMQ_HOSTNAME: 'localhost',
F_ZMQ_PUBLISH_PORT: [cfg[F_ZMQ_PUBLISH_PORT] for cfg in cfg_forwarders]
}
proc_forwarders = []
for cfg in cfg_forwarders:
kraken_forwarder = KrakenForwarder(cfg)
forward_process = Process(target=kraken_forwarder.forward)
proc_forwarders.append(forward_process)
for proc in proc_forwarders:
proc.start()
time.sleep(1)
for msg in listen(cfg_listener):
print(msg)
for proc in proc_forwarders:
proc.join()This prints trades in console:
{"pair": "XXBTZEUR", "Trade": ["9388.90000", "0.01604115", 1568346002.9574, "b", "m", ""]}
{"pair": "XXBTZEUR", "Trade": ["9390.00000", "0.03569491", 1568346002.9981, "b", "m", ""]}
{"pair": "XXBTZEUR", "Trade": ["9390.00000", "0.01000000", 1568346003.0047, "b", "m", ""]}
{"pair": "XXBTZEUR", "Trade": ["9392.90000", "0.03477392", 1568346003.0213, "b", "m", ""]}
OVER
...
{"pair": "XXBTZEUR", "Trade": ["9384.50000", "0.00500000", 1568346015.5326, "s", "m", ""]}
OVER
{"pair": "XETHZEUR", "Trade": ["162.98000", "0.24458271", 1568346014.6035, "s", "m", ""]}
{"pair": "XETHZEUR", "Trade": ["162.98000", "0.00063427", 1568346014.6274, "s", "m", ""]}
{"pair": "XETHZEUR", "Trade": ["162.98000", "0.00000165", 1568346014.6296, "s", "m", ""]}
OVER
To call forward contracts, instead use
from krakenforwarder.util import *
cfg_forwarders = [
{
F_PULL_PERIOD: 5, # in seconds
F_ASSET_PAIR: 'pi_xbtusd',
F_TYPE: V_FUTURES,
# see https://support.kraken.com/hc/en-us/articles/360022839531-Tickers for possible choices
F_ZMQ_PUBLISH_PORT: 5557
},
]
