New stuff for python devevelppers => You can access to the level 2, means, the Orderbook by using an API
HOw TO ? (better on an Unix workstation)
go to => https://github.com/veox/python3-krakenex
or install the stuff on your python environment by
# install from PyPI pip install krakenex # ... or from local copy pip install /path/to/clone/of/repo
Of course; install the corresponding library and the API Client
=>https://github.com/zertrin/clikraken
or pip install clikraken
and the API Client
=> https://github.com/dominiktraxl/pykrakenapi
or pip install pykrakenapi
___________________________________________________
After applied and statbilized your environment, launch the following commands line
root@jaguar-QUAARGIL:/home/jag/PYTHON/Machine_Learning/ML_Pocket Learning_Algo# clikraken ticker
pair last high low vol wavg vol value ask bid
------ -------- -------- -------- -------------- ----------- ----------- -------- --------
ETHEUR 724 775.5 720.99 30246.382791 756.94569 23 MEUR 724.51 724.01
ETHUSD 892.25 958.99 885.01 27976.2373738 931.35383 26 MUSD 891.9 891.75
XBTEUR 9238.5 9580 8934.6 12694.2046075 9337.4725 119 MEUR 9236.8 9230
XBTUSD 11350.7 11790.1 11070 8266.37327395 11510.48417 95 MUSD 11384.4 11374.2
Yep, this time, you can access to the Volume
clikraken depth
ETHEUR Ask Volume Age
------------ -------- -----------
721.34 25.99 just now
721.06 19.99 just now
720.95 0.15 seconds ago
720.86 0.06 just now
720.85 0.023 just now
720.84 15.237 just now
720.83 0.04 just now
ETHEUR Bid Volume Age
------------ -------- --------
719.45 0.04 just now
719.44 0.7 just now
718.81 0.99 just now
718.8 0.627 just now
718.79 20.02 just now
718.53 0.86 just now
718.52 1.55 just now
and this is the orderbook
Now, all the brokers on forex, preventing individual traders to access to the real volume, can die
Comments
Next step is to implement a simple algo, like NN and place orders (limit orders are preferable due to the cost of the fees)