Futures_Kraken 海妖期货交易所使用汇总

合约信息页面： https://www.kraken.com/zh-cn/features/futures

API 文档页面： https://support.kraken.com/hc/en-us/categories/360001806372-Futures-API

汇总

• 1张合约1USD，有些合约是币本位合约，使用币作为保证金。有些合约是使用BTC作为保证金。

• 杠杆最大50倍

• 合约交割时间相关：
  Last Trading

  
              
              
              
  16:00 London time
  Month: Last Friday* of the month
  Quarter: Last Friday* of a month in the March quarterly cycle (March, June, September, December)
  

  First Trading

  
              
              
              
  For inverse contracts:
  16:00 London time
  Month: The last Friday* of the calendar month where no contract exists in the following calendar month.  // 需要符合条件，接下的月份没有合约产生？
  Quarter: The last Friday* of the calendar month where a contract exists in the following calendar month. // 当每个月最后一个周五，季度合约变为月合约，也就是接下来一个月只有一个合约时，产生新季度合约？
  The fixed maturity listing schedule results in there always being listed simultaneously two contracts:
  - a Month contract which matures in between 1 and 42 days
  - a Quarter contract which matures in between 42 and 130 days
  For linear contracts on altcoins with less liquidity the listing schedule varies.
  

• 持仓信息
  持仓接口没有提供，平仓冻结，持仓保证金占用，仓位杠杆值，仓位盈亏。

• 不支持K线接口，调用GetRecords会报not support。

• 不支持GetOrder查询订单接口，调用会报not support。

• tick行情接口，只有买一卖一，当前价格，不支持24小时 最高最低价格。GetTicker的 High Low 用当前买一、卖一填充。

• 交易对设置，设置XBT_USD即为BTC币种的合约，策略代码中设置exchange.SetContractType("swap")为BTC的永续合约，对应交易所的合约代码：pi_xbtusd，设置exchange.SetContractType("month")为BTC的当月合约。对应例如当月的：fi_xbtusd_191227。
  如果要交易：pv_xrpxbt合约，需要设置交易对为：XRP_XBT，调用exchange.SetContractType("swap")函数。

• GetAccount函数返回的数据中FrozenStocks为0，因为交易所接口中持仓占用资金和挂单占用资金是写在一起的，无法区分，Stocks为当前可用资金数量。

• SetMarginLevel无法设置杠杆，杠杆大小只能在交易所页面上设置（交易所API没有提供设置杠杆的接口，下单接口中也没有设置杠杆的参数）

• 合约代码种类

  • 币本位合约
    永续 ： pi_xbtusd
    交割 ： fi_xbtusd_191227 月合约，fi_bchusd_200327 季度合约，交割时间：UTC时间。

  • 正向合约
    永续 ： pv_xrpxbt，使用BTC作为保证金的合约。

  合约信息，通过交易所API接口可以获取：

  
              
              
              
  {
      "result": "success",
      "instruments": [{
          "symbol": "pi_xbtusd",
          "type": "futures_inverse",
          "underlying": "rr_xbtusd",
          "tickSize": 0.5,
          "contractSize": 1,
          "tradeable": true,
          "marginLevels": [{
              "contracts": 0,
              "initialMargin": 0.02,
              "maintenanceMargin": 0.01
          }, {
              "contracts": 500000,
              "initialMargin": 0.04,
              "maintenanceMargin": 0.02
          }, {
              "contracts": 1000000,
              "initialMargin": 0.06,
              "maintenanceMargin": 0.03
          }, {
              "contracts": 3000000,
              "initialMargin": 0.1,
              "maintenanceMargin": 0.05
          }, {
              "contracts": 6000000,
              "initialMargin": 0.15,
              "maintenanceMargin": 0.075
          }],
          "fundingRateCoefficient": 8,
          "maxRelativeFundingRate": 0.0005,
          "retailMarginLevels": [{
              "contracts": 0,
              "initialMargin": 0.5,
              "maintenanceMargin": 0.25
          }]
      }, {
          "symbol": "pv_xrpxbt",
          "type": "futures_vanilla",
          "underlying": "rr_xrpxbt",
          "tickSize": 0.00000001,
          "contractSize": 1,
          "tradeable": true,
          "marginLevels": [{
              "contracts": 0,
              "initialMargin": 0.02,
              "maintenanceMargin": 0.01
          }, {
              "contracts": 100000,
              "initialMargin": 0.04,
              "maintenanceMargin": 0.02
          }, {
              "contracts": 500000,
              "initialMargin": 0.06,
              "maintenanceMargin": 0.03
          }, {
              "contracts": 2000000,
              "initialMargin": 0.1,
              "maintenanceMargin": 0.05
          }],
          "fundingRateCoefficient": 8,
          "maxRelativeFundingRate": 0.0005,
          "retailMarginLevels": [{
              "contracts": 0,
              "initialMargin": 0.5,
              "maintenanceMargin": 0.25
          }]
      }, {
          "symbol": "fi_xbtusd_191227",
          "type": "futures_inverse",
          "underlying": "rr_xbtusd",
          "lastTradingTime": "2019-12-27T16:00:00.000Z",
          "tickSize": 0.5,
          "contractSize": 1,
          "tradeable": true,
          "marginLevels": [{
              "contracts": 0,
              "initialMargin": 0.02,
              "maintenanceMargin": 0.01
          }, {
              "contracts": 500000,
              "initialMargin": 0.04,
              "maintenanceMargin": 0.02
          }, {
              "contracts": 1000000,
              "initialMargin": 0.06,
              "maintenanceMargin": 0.03
          }, {
              "contracts": 3000000,
              "initialMargin": 0.1,
              "maintenanceMargin": 0.05
          }, {
              "contracts": 6000000,
              "initialMargin": 0.15,
              "maintenanceMargin": 0.075
          }],
          "retailMarginLevels": [{
              "contracts": 0,
              "initialMargin": 0.5,
              "maintenanceMargin": 0.25
          }]
      }, {
          "symbol": "fi_ltcusd_200327",
          "type": "futures_inverse",
          "underlying": "rr_ltcusd",
          "lastTradingTime": "2020-03-27T16:00:00.000Z",
          "tickSize": 0.01,
          "contractSize": 1,
          "tradeable": true,
          "marginLevels": [{
              "contracts": 0,
              "initialMargin": 0.02,
              "maintenanceMargin": 0.01
          }, {
              "contracts": 250000,
              "initialMargin": 0.04,
              "maintenanceMargin": 0.02
          }, {
              "contracts": 500000,
              "initialMargin": 0.06,
              "maintenanceMargin": 0.03
          }, {
              "contracts": 2000000,
              "initialMargin": 0.1,
              "maintenanceMargin": 0.05
          }, {
              "contracts": 5000000,
              "initialMargin": 0.15,
              "maintenanceMargin": 0.075
          }],
          "retailMarginLevels": [{
              "contracts": 0,
              "initialMargin": 0.5,
              "maintenanceMargin": 0.25
          }]
      }, {
          "symbol": "in_xbtusd",
          "type": "spot index",
          "tradeable": false
      }, ...],
      "serverTime": "2019-12-12T08:25:26.549Z"
  }