Contract Information Page: https://www.kraken.com/zh-cn/features/futures
API Documentation Page: https://support.kraken.com/hc/en-us/categories/360001806372-Futures-API
one contract is worth 1 USD; some contracts are crypto-margined contracts, using cryptocurrency as margin; some contracts use BTC as margin;
maximum of leverage if 50;
about contract delivery time: 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.
Quarter: The last Friday* of the calendar month where a contract exists in the following calendar month.
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.
Position information The position interface is not provided; the close position is frozen; the position margin is occupied; the position leverage value; position profit and loss.
K-line interface is not supported, and calling GetRecords will report “not support”.
Querying the ordering interface by GetOrder is not supported, and calling GetOrder will report “not support”.
tick markets interface, only has buy one, sell one and the current price, and it does not support 24-hour lowest and highest prices. The High and Low of GetTicker will be filled by the current buy one and sell one.
Trading pair settings; set XBT_USD, that is, BTC contract ; set exchange.SetContractType("swap") in the strategy code, that is, BTC perpetual contract, and its corresponding contract code is: pi_xbtusd; set exchange.SetContractType("month") as BTC monthly contract, and its corresponding contract code, for example: fi_xbtusd_191227.
If you want to trade pv_xrpxbt contract, you need to set the trading pair to XRP_XBT, and call the function exchange.SetContractType("swap").
In the data returned by GetAccount function, FrozenStocks is 0, because the funds occupied by positions and the funds occupied by pending orders in the platform interface are written together, which cannot be distinguished; Stocks is the current available funds amount.
SetMarginLevel cannot set leverage, the leverage size can only be set on the platform page (the platform API does not provide the interface of leverage setting, and there is no parameter for leverage setting on the ordering interface).
Contract code types
Crypto-margined contract
Perpetual contract: pi_xbtusd
Delivery contract: fi_xbtusd_191227 monthly contract，fi_bchusd_200327 quarterly contract, delivery time: UTC time.
Forward contract Perpetual contract: pv_xrpxbt, which uses BTC as margin.
Contract information can be obtained by the platform API:
{
"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"
}