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KRAKEN

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

  • jaguar1637 210 days ago

    Next step is to implement a simple algo, like NN and place orders (limit orders are preferable due to the cost of the fees)