Kraken Futures Contract Types, Data Limits, and Trading Interface Details
Summary
This technical reference summarizes Kraken futures contract conventions and limitations relevant to automated trading. It distinguishes inverse contracts, which use cryptocurrency collateral, from linear contracts such as an XRP-to-BTC contract, and describes perpetual and fixed-maturity listings. It gives monthly and quarterly maturity timing rules and notes that contract availability varies for less liquid altcoin markets. The instrument examples include contract size, tick size, and tiered initial and maintenance margin requirements.
The document also records API constraints: historical bars and order queries are unavailable through the described interface, while ticker data is limited and may populate high and low fields with bid and ask values. Position details and margin usage are not fully exposed, and leverage must be configured on the exchange rather than through the API. These details are operationally useful but may be specific to the software integration and exchange API version represented; traders should verify current instrument schedules, margin rules, and endpoint behavior before relying on them.
Key ideas
- Kraken futures include inverse and linear contracts with different collateral conventions.
- Perpetual and dated contracts follow listing and maturity schedules, with some variation for less liquid markets.
- The described API does not provide historical bars, order lookup, or complete position and margin details.
- Ticker fields may not represent true 24-hour highs and lows in this integration.
- Leverage settings must be managed through the exchange interface, and contract specifications should be checked against current data.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.