Kraken JavaScript SDK

1// eslint-disable-next-line @typescript-eslint/no-unused-vars2import {3  DefaultLogger,4  LogParams,5  WebsocketClient,6  WS_KEY_MAP,7  WSTopicRequest,8} from '@siebly/kraken-api';9import { WSDerivativesTopic } from '@siebly/kraken-api';10 11const customLogger: DefaultLogger = {12  // eslint-disable-next-line @typescript-eslint/no-unused-vars13  trace: (...params: LogParams): void => {14    // console.log(new Date(), '--> trace', ...params);15  },16  info: (...params: LogParams): void => {17    console.log(new Date(), '--> info', ...params);18  },19  error: (...params: LogParams): void => {20    console.error(new Date(), '--> error', ...params);21  },22};23 24async function start() {25  const account = {26    key: process.env.API_FUTURES_KEY || 'keyHere',27    secret: process.env.API_FUTURES_SECRET || 'secretHere',28  };29 30  /**31   * The WebsocketClient is the core class to manage WebSocket subscriptions. Give it the topics you want to subscribe to, and it will handle the rest:32   * - Connection management (connect, disconnect, reconnect)33   * - Authentication for private topics34   * - Subscription management (subscribe, unsubscribe, resubscribe on reconnect)35   * - Message handling (dispatch messages to appropriate handlers)36   *37   * All you need to do is provide the topics you want to subscribe to when calling `subscribe()`, and the client will take care of the rest.38   *39   * Here we create a WebsocketClient instance with API key/secret for private topic subscriptions.40   *41   * In terms of product groups such as Spot, Derivatives, etc., the WebsocketClient understand the product group from the WsKey you provide when subscribing. For example, using `WS_KEY_MAP.spotPrivateV2` indicates that the subscription is for Spot private topics, as shown below.42   *43   * Refer to WS_KEY_MAP in the source code for all available WsKey options.44   */45  const client = new WebsocketClient(46    {47      apiKey: account.key,48      apiSecret: account.secret,49    },50    customLogger,51  );52 53  client.on('open', (data) => {54    console.log(new Date(), 'connected ', data?.wsKey);55  });56 57  // Data received58  client.on('message', (data) => {59    console.info(new Date(), 'data received: ', JSON.stringify(data));60  });61 62  // Something happened, attempting to reconnect63  client.on('reconnecting', (data) => {64    console.log(new Date(), 'reconnect: ', data?.wsKey);65  });66 67  // Reconnect successful68  client.on('reconnected', (data) => {69    console.log(new Date(), 'reconnected: ', data?.wsKey);70  });71 72  // Connection closed. If unexpected, expect reconnect -> reconnected.73  client.on('close', (data) => {74    console.error(new Date(), 'close: ', data);75  });76 77  // Reply to a request, e.g. "subscribe"/"unsubscribe"/"authenticate"78  client.on('response', (data) => {79    console.info(new Date(), 'server reply: ', JSON.stringify(data), '\n');80  });81 82  client.on('exception', (data) => {83    console.error(new Date(), 'exception: ', data);84  });85 86  client.on('authenticated', (data) => {87    console.error(new Date(), 'authenticated: ', data);88  });89 90  /**91   * The below examples demonstrate how you can subscribe to private topics.92   *93   * Note: while the documentation specifies "api_key", "original_challenge" and "signed_challenge" as required parameters, but don't worry about that. The SDK will automatically:94   * - Fetch the challenge using your API key,95   * - Cache the challenge96   * - Include the key, original challenge and signed challenge parameters for you when subscribing to private topics on the derivativesPrivateV1 WebSocket connection.97   *98   * You do NOT need to manually fetch or provide the "original_challenge" and "signed_challenge" tokens when subscribing to private topics.99   *100   * Do note that all of these include the "derivativesPrivateV1" WsKey reference. This tells the WebsocketClient to use the private "wss://futures.kraken.com/ws/v1" endpoint for these private subscription requests. It will also automatically authenticate the connection when it is established.101   */102 103  try {104    /**105     * All of the following parameters require API keys for Derivatives APIs.106     *107     * Note: your "WsTopicRequest" does not need to include "api_key", "original_challenge" and "signed_challenge". See above for details, or below for examples.108     */109 110    // Open orders: https://docs.kraken.com/api/docs/futures-api/websocket/open_orders111    const openOrdersTopicRequest: WSTopicRequest<WSDerivativesTopic> = {112      topic: 'open_orders',113    };114    client.subscribe(openOrdersTopicRequest, WS_KEY_MAP.derivativesPrivateV1);115 116    // Note: if there are no parameters needed, you can also just request the topic by name117    // This is the same as openOrdersTopicRequest, since openOrdersTopicRequest contains no parameters118    // client.subscribe('open_orders', WS_KEY_MAP.derivativesPrivateV1);119 120    // Open orders (verbose): https://docs.kraken.com/api/docs/futures-api/websocket/open_orders121    client.subscribe('open_orders_verbose', WS_KEY_MAP.derivativesPrivateV1);122 123    // Fills: https://docs.kraken.com/api/docs/futures-api/websocket/fills124    const accountFillsTopicRequest: WSTopicRequest<WSDerivativesTopic> = {125      topic: 'fills',126      // Optionally, the product_ids field can be used to subscribe only to specific product.127      // payload: {128      //   product_ids: ['PF_XBTUSD'],129      // },130    };131    client.subscribe(accountFillsTopicRequest, WS_KEY_MAP.derivativesPrivateV1);132 133    // Balances: https://docs.kraken.com/api/docs/futures-api/websocket/balances134    client.subscribe('balances', WS_KEY_MAP.derivativesPrivateV1);135 136    // Open Position: https://docs.kraken.com/api/docs/futures-api/websocket/open_position137    client.subscribe('open_positions', WS_KEY_MAP.derivativesPrivateV1);138 139    // Account Log: https://docs.kraken.com/api/docs/futures-api/websocket/account_log140    client.subscribe('account_log', WS_KEY_MAP.derivativesPrivateV1);141 142    // Notification: https://docs.kraken.com/api/docs/futures-api/websocket/notifications143    client.subscribe('notifications_auth', WS_KEY_MAP.derivativesPrivateV1);144  } catch (e) {145    console.error('Req error: ', e);146  }147}148 149start();