Kraken Futures Contract Types, Trading Access, and Data Limitations
Summary
This reference summarizes Kraken futures contract conventions and integration details for automated trading. It distinguishes inverse crypto-margined contracts from a forward contract margined in BTC, describes perpetual and fixed-maturity listings, and outlines monthly and quarterly delivery timing. It also explains how trading-pair and contract-type settings map to example contract symbols, and notes that leverage must be configured on the platform rather than through the described API interface.
The document lists platform limitations relevant to strategy implementation: candle records and order queries are unsupported, ticker data is restricted to best bid, best ask, and current price, and account fields do not separate funds reserved for positions from funds reserved for open orders. An instrument response example shows contract metadata such as tick size, contract size, margin tiers, and maturity. These are operational notes rather than a trading strategy; details may be version-specific, so users should verify current exchange behavior before relying on them.
Key ideas
- Kraken futures include inverse contracts margined in cryptocurrency and forward contracts that may use BTC as collateral.
- Perpetual and fixed-maturity contracts use different symbols and contract-type settings.
- The described interface does not provide candle records, order queries, or a leverage-setting function.
- Ticker and account responses omit distinctions that may matter for market analysis and available-margin calculations.
- Instrument metadata includes contract sizing, tick increments, margin tiers, and maturity information.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.