krakenrs

Unofficial bindings to Kraken spot trading API in Rust.

This library provides a Rust client object implementing many of the calls from the Kraken REST API with an idiomatic Rust interface, including getting ticker info and making market and limit orders. Additionally it provides access to the Kraken WS API, both subscribing to feeds and submitting orders.

Requests and responses are strongly-typed, conversion done using serde_json
reqwest is used for https
tokio-tungstenite is used for websockets
RustCrypto crates used for the Kraken authentication scheme
rust_decimal used to represent Decimal values from kraken
log is used for logging
Robust error handling

Both public and private APIs are supported, but not all the calls and options are exposed, only the ones that were needed. If something you need is missing, patches are welcome! Just open a github issue or pull request.

Features

To get the websockets API, the "ws" feature must be enabled. It is on by default. Otherwise you only get the REST API, which can do all the same things (and more), but has more strict rate limits.

Threading

Unlike some other bindings, these are not async APIs (although the websockets feeds are implicitly asynchronous).

We have chosen to create blocking APIs for the Kraken REST API version for a few reasons:

simplicity
ease of debugging
when trying to make multiple private REST API calls in parallel, we often see invalid nonce errors. This is because the nonces are based on timestamps, but when multiple requests are created and sent in parallel, this is inherently racy and sometimes the request with the higher nonce will be processed by kraken first, invalidating the others.

Additionally, the REST API has quite strict rate limits so making large numbers of requests in parallel isn't really possible.

Instead, it seems better to lean on the Websockets API, which is easy to use whether you want to use an async runtime or not, and not make lots of calls to the REST API.

If you are using an async runtime like tokio, you can avoid blocking the executor by wrapping sequences of calls to the REST API with task::block_in_place or similar.

Examples

REST API:

    use krakenrs::{KrakenRestConfig, KrakenRestAPI};
    use serde_json::to_string_pretty;

    fn main() {
        let kc_config = KrakenRestConfig::default();
        let api = KrakenRestAPI::try_from(kc_config).expect("could not create kraken api");

        println!(
          to_string_pretty(
            api.asset_pairs(vec!["XBT/USD", "SOL/BTC"]).expect("api call failed")
          ).unwrap()
        );

        println!(
          to_string_pretty(
            api.ticker(vec!["XBT/USD"]).expect("api call failed")
          ).unwrap()
        );
    }

Websockets API:

use krakenrs::ws::{KrakenWsConfig, KrakenWsAPI};
use std::{
    time::Duration,
    thread,
};

fn main() {
    let pairs = vec!["USD/CAD".to_string()];

    let ws_config = KrakenWsConfig {
        subscribe_book: pairs.clone(),
        book_depth: 10,
        private: None
    };
    let api = KrakenWsAPI::new(ws_config).expect("could not connect to websockets api");

    loop {
        thread::sleep(Duration::from_millis(500));
        let books = api.get_all_books();

        for (pair, book) in books {
            println!("{}", pair);
            println!("{} bids:", pair);
            for (price, entry) in book.bid.iter() {
                println!("{}\t\t{}", price, entry.volume);
            }
            println!("{} asks:", pair);
            for (price, entry) in book.ask.iter() {
                println!("{}\t\t{}", price, entry.volume);
            }
            println!();
            if book.checksum_failed {
                println!("Checksum failed, aborting");
                return;
            }
        }
        if api.stream_closed() { return; }
    }
}

The KrakenWsAPI object spawns a worker thread internally which drives the websockets connection. If you don't want that you can import the KrakenWsClient object instead and arrange the worker thread as you like, while observing latest feed data in other threads using the handle to the ApiResult object.

Disclaimer

Use at your own risk. If you build trading software using this component and you suffer a loss because of a bug, I am not responsible.

Rest API Demo

The kraken binary target is a simple demo that can be used to exercise the rest API functionality. It is a command-line target that can parse a credentials file, connect to kraken and make a single API call, and print the response.

Usage:

Run cargo run --example kraken -- --help for usage information. For example, you can see the trading system's current status with ./kraken system-status, or see asset pairs and current prices with ./kraken asset-pairs, ./kraken ticker AAVEUSD
If you want to use private APIs, go to your Kraken account and create an API key. Then create a json file with your credentials, with the following schema:
```
{
   "key": "ASDF",
   "secret: "jklw=="
}
```
Private APIs are invoked for example like: cargo run --example kraken path/to/creds get-open-orders cargo run --example kraken path/to/creds --validate market-buy 0.02 AAVEUSD

Websockets Feed Demo

The kraken-feed example target can subscribe to, and print the results of, websockets feeds.

Usage

Run cargo run --example kraken-feed --help for usage information. For example, ./kraken-feed book XBT/USD will display the bitcoin/USD order book continuously.

krakenrs 5.4.0