kraken-websocket-request-reply-message-filter-in-reply-asyncapi.yml

asyncapi: 3.0.0

info:
  title: Kraken Websockets API
  version: '1.8.0'
  description: |
    WebSockets API offers real-time market data updates. WebSockets is a bidirectional protocol offering fastest real-time data, helping you build real-time applications. The public message types presented below do not require authentication. Private-data messages can be subscribed on a separate authenticated endpoint. 

    ### General Considerations

    - TLS with SNI (Server Name Indication) is required in order to establish a Kraken WebSockets API connection. See Cloudflare's [What is SNI?](https://www.cloudflare.com/learning/ssl/what-is-sni/) guide for more details.
    - All messages sent and received via WebSockets are encoded in JSON format
    - All decimal fields (including timestamps) are quoted to preserve precision.
    - Timestamps should not be considered unique and not be considered as aliases for transaction IDs. Also, the granularity of timestamps is not representative of transaction rates.
    - At least one private message should be subscribed to keep the authenticated client connection open.
    - Please use REST API endpoint [AssetPairs](https://www.kraken.com/features/api#get-tradable-pairs) to fetch the list of pairs which can be subscribed via WebSockets API. For example, field 'wsname' gives the supported pairs name which can be used to subscribe.
    - Cloudflare imposes a connection/re-connection rate limit (per IP address) of approximately 150 attempts per rolling 10 minutes. If this is exceeded, the IP is banned for 10 minutes.
    - Recommended reconnection behaviour is to (1) attempt reconnection instantly up to a handful of times if the websocket is dropped randomly during normal operation but (2) after maintenance or extended downtime, attempt to reconnect no more quickly than once every 5 seconds. There is no advantage to reconnecting more rapidly after maintenance during cancel_only mode.


channels:
  currencyExchange:
    address: /
    messages:
      ping:
        $ref: '#/components/messages/ping'
      pong:
        $ref: '#/components/messages/pong'
      heartbeat:
        $ref: '#/components/messages/heartbeat'
      systemStatus:
        $ref: '#/components/messages/systemStatus'
      subscriptionStatus:
        $ref: '#/components/messages/subscriptionStatus'
      subscribe:
        $ref: '#/components/messages/subscribe'
      unsubscribe:
        $ref: '#/components/messages/unsubscribe'
      dummyCurrencyInfo:
        $ref: '#/components/messages/dummyCurrencyInfo'

      
operations:
  receivePing:
    action: receive
    channel: 
      $ref: '#/channels/currencyExchange'
    reply:
      channel: 
        $ref: '#/channels/currencyExchange'
      messages:
        - $ref: '#/channels/currencyExchange/messages/pong'
    messages:
      - $ref: '#/channels/currencyExchange/messages/ping'
  sendHeartbeat:
    action: send
    channel: 
      $ref: '#/channels/currencyExchange'
    messages:
      - $ref: '#/channels/currencyExchange/messages/heartbeat'
  systemStatus:
    action: send
    channel: 
      $ref: '#/channels/currencyExchange'
    messages:
      - $ref: '#/channels/currencyExchange/messages/systemStatus'
  receiveSubscribeRequest:
    action: receive
    channel: 
      $ref: '#/channels/currencyExchange'
    reply:
      channel: 
        $ref: '#/channels/currencyExchange'
      messages:
        - $ref: '#/channels/currencyExchange/messages/subscriptionStatus'
        - $ref: '#/channels/currencyExchange/messages/dummyCurrencyInfo'
    messages:
      - $ref: '#/channels/currencyExchange/messages/subscribe'
  receiveUnsubscribeRequest:
    action: receive
    channel: 
      $ref: '#/channels/currencyExchange'
    reply:
      channel: 
        $ref: '#/channels/currencyExchange'   
      messages:
        - $ref: '#/channels/currencyExchange/messages/subscriptionStatus'
    messages:
      - $ref: '#/channels/currencyExchange/messages/unsubscribe'
       
       
components:
  messages:
    dummyCurrencyInfo:
      summary: Dummy message with no real life details
      description: It is here in this example to showcase that there is an additional message that normally is of a complex structure. It represents actually currency exchange value to show a reply to operation receiveSubscribeRequest with more than one possible message.
      payload:
        type: object
        properties:
          event:
            type: string
            const: currencyInfo
          reqid:
            $ref: '#/components/schemas/reqid'
          data:
            type: object
        required:
          - event
      correlationId:
        location: '$message.payload#/reqid'

    ping:
      summary: Ping server to determine whether connection is alive
      description: Client can ping server to determine whether connection is alive, server responds with pong. This is an application level ping as opposed to default ping in websockets standard which is server initiated
      payload:
        $ref: '#/components/schemas/ping'
      correlationId:
        location: '$message.payload#/reqid'
        
    pong:
      summary: Pong is a response to ping message
      description: Server pong response to a ping to determine whether connection is alive. This is an application level pong as opposed to default pong in websockets standard which is sent by client in response to a ping
      payload:
        $ref: '#/components/schemas/pong' 
      correlationId:
        location: '$message.payload#/reqid'

    subscribe:
      description: Subscribe to a topic on a single or multiple currency pairs.
      payload:
        $ref: '#/components/schemas/subscribe'
      correlationId:
        location: '$message.payload#/reqid'
    unsubscribe:
      description: Unsubscribe, can specify a channelID or multiple currency pairs.
      payload:
        $ref: '#/components/schemas/unsubscribe'
      correlationId:
        location: '$message.payload#/reqid'
    subscriptionStatus:
      description: Subscription status response to subscribe, unsubscribe or exchange initiated unsubscribe.
      payload:
        $ref: '#/components/schemas/subscriptionStatus'
      examples:
        - payload:
            channelID: 10001
            channelName: ohlc-5
            event: subscriptionStatus
            pair: XBT/EUR
            reqid: 42
            status: unsubscribed
            subscription:
              interval: 5
              name: ohlc
        - payload:
            errorMessage: Subscription depth not supported
            event: subscriptionStatus
            pair: XBT/USD
            status: error
            subscription:
              depth: 42
              name: book

    systemStatus:
      description: Status sent on connection or system status changes.
      payload:
        $ref: '#/components/schemas/systemStatus' 
        
    heartbeat:
      description: Server heartbeat sent if no subscription traffic within 1 second (approximately)
      payload:
        $ref: '#/components/schemas/heartbeat' 
        
        
  schemas:
    ping:
      type: object
      properties:
        event:
          type: string
          const: ping
        reqid:
          $ref: '#/components/schemas/reqid'
      required:
        - event
    heartbeat:
      type: object
      properties:
        event:
          type: string
          const: heartbeat
    pong:
      type: object
      properties:
        event:
          type: string
          const: pong
        reqid:
          $ref: '#/components/schemas/reqid'
    systemStatus:
      type: object
      properties:
        event:
          type: string
          const: systemStatus
        connectionID:
          type: integer
          description: The ID of the connection
        status:
          $ref: '#/components/schemas/status'
        version:
          type: string
    status:
      type: string
      enum:
        - online
        - maintenance
        - cancel_only
        - limit_only
        - post_only
    subscribe:
      type: object
      properties:
        event:
          type: string
          const: subscribe
        reqid:
          $ref: '#/components/schemas/reqid'
        pair:
          $ref: '#/components/schemas/pair'
        subscription:
          type: object
          properties:
            depth:
              $ref: '#/components/schemas/depth'
            interval:
              $ref: '#/components/schemas/interval'
            name:
              $ref: '#/components/schemas/name'
            ratecounter:
              $ref: '#/components/schemas/ratecounter'
            snapshot:
              $ref: '#/components/schemas/snapshot'
            token:
              $ref: '#/components/schemas/token'
          required:
            - name
      required:
        - event
    unsubscribe:
      type: object
      properties:
        event:
          type: string
          const: unsubscribe
        reqid:
          $ref: '#/components/schemas/reqid'
        pair:
          $ref: '#/components/schemas/pair'
        subscription:
          type: object
          properties:
            depth:
              $ref: '#/components/schemas/depth'
            interval:
              $ref: '#/components/schemas/interval'
            name:
              $ref: '#/components/schemas/name'
            token:
              $ref: '#/components/schemas/token'
          required:
            - name
      required:
        - event
    subscriptionStatus:
      type: object
      oneOf:
        - $ref: '#/components/schemas/subscriptionStatusError'
        - $ref: '#/components/schemas/subscriptionStatusSuccess'
    subscriptionStatusError:
      allOf:
        - properties:
            errorMessage:
              type: string
          required:
            - errorMessage
        - $ref: '#/components/schemas/subscriptionStatusCommon'
    subscriptionStatusSuccess:
      allOf:
        - properties:
            channelID:
              type: integer
              description: ChannelID on successful subscription, applicable to public messages only.
            channelName:
              type: string
              description: Channel Name on successful subscription. For payloads 'ohlc' and 'book', respective interval or depth will be added as suffix.
          required:
            - channelID
            - channelName
        - $ref: '#/components/schemas/subscriptionStatusCommon'
    subscriptionStatusCommon:
      type: object
      required:
         - event
      properties:
        event:
          type: string
          const: subscriptionStatus
        reqid:
          $ref: '#/components/schemas/reqid'
        pair:
          $ref: '#/components/schemas/pair'
        status:
          $ref: '#/components/schemas/status'
        subscription:
          required:
            - name
          type: object
          properties:
            depth:
              $ref: '#/components/schemas/depth'
            interval:
              $ref: '#/components/schemas/interval'
            maxratecount:
              $ref: '#/components/schemas/maxratecount'
            name:
              $ref: '#/components/schemas/name'
            token:
              $ref: '#/components/schemas/token'
    interval:
      type: integer
      description: Time interval associated with ohlc subscription in minutes.
      default: 1
      enum:
        - 1
        - 5
        - 15
        - 30
        - 60
        - 240
        - 1440
        - 10080
        - 21600
    name:
      type: string
      description: The name of the channel you subscribe too.
      enum:
        - book
        - ohlc
        - openOrders
        - ownTrades
        - spread
        - ticker
        - trade
    token:
      type: string
      description: base64-encoded authentication token for private-data endpoints.
    depth:
      type: integer
      default: 10
      enum:
        - 10
        - 25
        - 100
        - 500
        - 1000
      description: Depth associated with book subscription in number of levels each side.
    maxratecount:
      type: integer
      description: Max rate-limit budget. Compare to the ratecounter field in the openOrders updates to check whether you are approaching the rate limit.
    ratecounter:
      type: boolean
      default: false
      description: Whether to send rate-limit counter in updates (supported only for openOrders subscriptions)
    snapshot:
      type: boolean
      default: true
      description: Whether to send historical feed data snapshot upon subscription (supported only for ownTrades subscriptions)
    reqid:
      type: integer
      description: client originated ID reflected in response message.
    pair:
      type: array
      description: Array of currency pairs.
      items:
        type: string
        description: Format of each pair is "A/B", where A and B are ISO 4217-A3 for standardized assets and popular unique symbol if not standardized.
        pattern: '[A-Z\s]+\/[A-Z\s]+'