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Kraken

Complete guide to using StreamForge with Kraken, a trusted US-based cryptocurrency exchange.

Quick Start

import asyncio
import streamforge as sf

async def main():
    runner = sf.KrakenRunner(
        stream_input=sf.DataInput(
            type="ohlc",
            symbols=["BTC/USD", "ETH/USD"],
            timeframe="1m"
        )
    )

    runner.register_emitter(sf.Logger(prefix="Kraken"))
    await runner.run()

asyncio.run(main())

Symbol Format

Kraken uses forward slash (/) separator between base and quote currencies:

Asset Pair Kraken Symbol
Bitcoin/USD BTC/USD
Ethereum/USD ETH/USD
Solana/USD SOL/USD
Bitcoin/EUR BTC/EUR
Ethereum/BTC ETH/BTC

Common Symbols

symbols = [
    "BTC/USD",    # Bitcoin/USD
    "ETH/USD",    # Ethereum/USD
    "SOL/USD",    # Solana/USD
    "ADA/USD",    # Cardano/USD
    "XRP/USD",    # Ripple/USD
    "DOT/USD",    # Polkadot/USD
    "MATIC/USD",  # Polygon/USD
    "AVAX/USD",   # Avalanche/USD
    "BTC/EUR",    # Bitcoin/EUR
    "ETH/EUR"     # Ethereum/EUR
]

Symbol Variants

Kraken sometimes uses variants like XBT/USD for Bitcoin. StreamForge normalizes these automatically.

Supported Timeframes

Kraken supports these timeframe intervals:

Timeframe Description API Value
1m 1 minute ✓
5m 5 minutes ✓
15m 15 minutes ✓
30m 30 minutes ✓
1h 1 hour ✓
4h 4 hours ✓
1d 1 day ✓
1w 1 week ✓
15d 15 days ✓

Usage

# 1-minute candles
stream = sf.DataInput(type="ohlc", symbols=["BTC/USD"], timeframe="1m")

# 1-hour candles
stream = sf.DataInput(type="ohlc", symbols=["BTC/USD"], timeframe="1h")

# Daily candles
stream = sf.DataInput(type="ohlc", symbols=["BTC/USD"], timeframe="1d")

Data Types

OHLC (Candlestick)

Use type="ohlc" for candlestick data:

stream = sf.DataInput(
    type="ohlc",
    symbols=["BTC/USD"],
    timeframe="1m"
)

Data format:

{
    "source": "Kraken",
    "symbol": "BTC/USD",
    "timeframe": "1m",
    "open_ts": 1735689600000,      # Unix timestamp (ms)
    "end_ts": 1735689659999,       # Unix timestamp (ms)
    "open": 43250.00,
    "high": 43275.00,
    "low": 43240.00,
    "close": 43260.00,
    "volume": 12.45
}

Real-Time Streaming

Basic Streaming

import asyncio
import streamforge as sf

async def kraken_stream():
    runner = sf.KrakenRunner(
        stream_input=sf.DataInput(
            type="ohlc",
            symbols=["BTC/USD"],
            timeframe="1m"
        )
    )

    runner.register_emitter(sf.Logger(prefix="Kraken"))
    await runner.run()

asyncio.run(kraken_stream())

Multiple Symbols

runner = sf.KrakenRunner(
    stream_input=sf.DataInput(
        type="ohlc",
        symbols=["BTC/USD", "ETH/USD", "SOL/USD"],  # Multiple!
        timeframe="1m"
    )
)

With Aggregation

runner = sf.KrakenRunner(
    stream_input=sf.DataInput(
        type="ohlc",
        symbols=["BTC/USD"],
        timeframe="1m",
        aggregate_list=["5m", "15m", "1h"]
    ),
    active_warmup=True  # Required for aggregation
)

Complete Examples

Example 1: Stream to PostgreSQL

import asyncio
import streamforge as sf
from sqlalchemy.orm import declarative_base
from sqlalchemy import Column, String, Float, BigInteger

Base = declarative_base()

class KlineTable(Base):
    __tablename__ = 'kraken_klines'
    source = Column(String, primary_key=True)
    symbol = Column(String, primary_key=True)
    timeframe = Column(String, primary_key=True)
    open_ts = Column(BigInteger, primary_key=True)
    end_ts = Column(BigInteger)
    open = Column(Float)
    high = Column(Float)
    low = Column(Float)
    close = Column(Float)
    volume = Column(Float)

async def main():
    postgres = (sf.PostgresEmitter(
            host="localhost",
            dbname="crypto",
            user="postgres",
            password="secret"
        )
        .set_model(KlineTable)
        .on_conflict(["source", "symbol", "timeframe", "open_ts"])
    )

    runner = sf.KrakenRunner(
        stream_input=sf.DataInput(
            type="ohlc",
            symbols=["BTC/USD", "ETH/USD"],
            timeframe="1m"
        )
    )

    runner.register_emitter(postgres)
    runner.register_emitter(sf.Logger(prefix="Kraken→DB"))

    await runner.run()

asyncio.run(main())

Example 2: CSV Output

import asyncio
import streamforge as sf

async def kraken_to_csv():
    csv_emitter = sf.CSVEmitter(
        source="Kraken",
        symbol="BTC/USD",
        timeframe="1h",
        file_path="kraken_btc_1h.csv"
    )

    runner = sf.KrakenRunner(
        stream_input=sf.DataInput(
            type="ohlc",
            symbols=["BTC/USD"],
            timeframe="1h"
        )
    )

    runner.register_emitter(csv_emitter)
    runner.register_emitter(sf.Logger(prefix="Kraken→CSV"))

    await runner.run()

asyncio.run(kraken_to_csv())

Kraken-Specific Notes

Symbol Naming

Kraken uses some unique symbol names:

Common Name Kraken Symbol
Bitcoin BTC/USD or XBT/USD
Ethereum ETH/USD
USDT USDT/USD

StreamForge handles these variations automatically.

Timeframe Differences

Kraken's timeframe options differ from other exchanges:

  • ✓ Has: 15d (15 days)
  • ✗ Doesn't have: 3m, 2h, 6h, 8h, 12h, 3d

Update Frequency

Kraken WebSocket updates:

  • 1m timeframe: Updates approximately every second during active trading
  • Higher timeframes: Less frequent updates

Rate Limits

WebSocket Limits

  • Connections: Reasonable limits (not publicly specified)
  • Subscriptions: Multiple subscriptions per connection
  • Messages: No explicit rate limit

StreamForge manages connections automatically.

Best Practices

1. Use Correct Symbol Format

# ✓ Correct - forward slash
symbols = ["BTC/USD", "ETH/USD"]

# ✗ Wrong - no separator (Binance format)
symbols = ["BTCUSD", "ETHUSD"]

# ✗ Wrong - dash (OKX format)
symbols = ["BTC-USD", "ETH-USD"]

2. Choose Supported Timeframes

# ✓ Supported by Kraken
timeframe = "1m"   # ✓
timeframe = "5m"   # ✓
timeframe = "1h"   # ✓
timeframe = "1d"   # ✓

# ✗ NOT supported by Kraken
timeframe = "3m"   # ✗
timeframe = "2h"   # ✗

3. Enable Warmup for Aggregation

# ✓ Required for aggregation
runner = sf.KrakenRunner(
    stream_input=stream,
    active_warmup=True
)

Comparison with Other Exchanges

Feature Binance Kraken OKX
Symbol Format BTCUSDT BTC/USD BTC-USDT
Type Name kline ohlc candle
1m Timeframe ✓ ✓ ✓
3m Timeframe ✓ ✗ ✓
15d Timeframe ✗ ✓ ✗
Backfilling ✓ ⚠️ Limited ✓

Troubleshooting

Symbol Format Errors

Problem: Invalid symbol format error.

Solution: Use forward slash:

# ✓ Correct
symbols = ["BTC/USD"]

# ✗ Wrong
symbols = ["BTCUSD"]

Timeframe Not Supported

Problem: Timeframe not available.

Solution: Use supported timeframes:

# ✓ Supported
timeframe = "1m"  # or 5m, 15m, 30m, 1h, 4h, 1d, 1w, 15d

Connection Issues

Problem: Can't connect to Kraken WebSocket.

Solutions:

  1. Check Kraken status page
  2. Verify firewall allows WebSocket connections
  3. Try different symbol

Resources

Next Steps