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v0.1.0

December 2024 Initial release of Havklo SDK.

Features

Core SDK
  • KrakenClient with builder pattern
  • L2 orderbook (10, 25, 100, 500, 1000 depth)
  • CRC32 checksum validation
  • Automatic reconnection with exponential backoff
  • Circuit breaker pattern
  • Event-driven architecture
L3 Orderbook
  • Order-level tracking
  • Queue position calculation
  • VWAP computation
  • Fill probability estimation
WebSocket Trading
  • Place, amend, cancel orders
  • Batch operations
  • Order lifecycle tracking
WASM Support
  • kraken-wasm for browser integration
  • apply_and_get() API
  • Same validation as native
Futures
  • kraken-futures-ws for perpetuals
  • Funding rates, mark prices

Performance

OperationLatency
Best bid/ask1 ns
Spread3.5 ns
Apply delta~100 ns
L3 queue position~30 ns

Crate Versions

CrateVersion
kraken-sdk0.1.0
kraken-ws0.1.0
kraken-book0.1.0
kraken-types0.1.0
kraken-auth0.1.0
kraken-futures-ws0.1.0
kraken-wasm0.1.0

Live Demos