Connecting Kraken to Lumibot for Crypto Trading and Backtesting

Summary

This document outlines how to use Kraken through Lumibot’s shared CCXT broker path for cryptocurrency strategies. It describes API key and secret credentials, notes that the integration supports a live trading path, and identifies Kraken as the exchange identifier for CCXT historical-data backtesting. A brief strategy setup example uses continuous market hours and a one-minute sleep interval, reflecting crypto’s round-the-clock trading schedule.

The guide is integration documentation, not a trading strategy or performance study. It provides no results comparing live trading with backtests and does not explain signal design, order sizing, or portfolio construction. Before using a strategy with live funds, it recommends checking symbol conventions, quote currencies, fees, order behavior, and historical data coverage. Credentials should be limited to the permissions the strategy needs; the document does not describe additional account-security procedures or quantify execution differences between simulated and live trading.

Key ideas

• Lumibot can access Kraken through its shared CCXT broker integration for live crypto trading.
• The documented credential setup uses an API key and API secret with the minimum permissions required.
• Kraken is also listed as an exchange option for CCXT historical-data backtesting.
• Continuous market hours and a one-minute sleep interval are shown as a basic strategy configuration.
• Validate symbols, quote assets, fees, order behavior, and data coverage before moving a strategy to live funds.

Tags

# brokers.ccxt.kraken


Kraken Crypto Broker
====================

.. meta::
   :description: Kraken is one of Lumibot's auto-detected CCXT credential paths. It is useful for spot crypto strategies that need a long-running exchange account and simple API-key.

Kraken is one of Lumibot's auto-detected CCXT credential paths. It is useful for
spot crypto strategies that need a long-running exchange account and simple
API-key based setup.

Status
------

* **Live trading path:** auto-detected through the shared CCXT broker
* **Credential style:** API key and API secret
* **Backtesting:** documented CCXT backtesting exchange id: ``kraken``
* **Asset class:** crypto

Credentials
-----------

Create a Kraken API key in the Kraken account security/API section. Give it the
minimum permissions needed for the strategy.

.. code-block:: bash

   KRAKEN_API_KEY=your_api_key
   KRAKEN_API_SECRET=your_api_secret

Strategy Notes
--------------

.. code-block:: python

   def initialize(self):
       self.set_market("24/7")
       self.sleeptime = "1M"

Backtesting Example
-------------------

Use the CCXT backtesting provider with Kraken when you want historical crypto
bars:

.. code-block:: bash

   export BACKTESTING_DATA_SOURCE=kraken

Validate symbols, quote assets, fees, order behavior, and cache coverage before
using the same strategy with live funds.

Shown in full with attribution under the source's licence. Licence: GPL-3.0

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.