Skip to main contentv0.1.0
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
| Operation | Latency |
|---|
| Best bid/ask | 1 ns |
| Spread | 3.5 ns |
| Apply delta | ~100 ns |
| L3 queue position | ~30 ns |
Crate Versions
| Crate | Version |
|---|
kraken-sdk | 0.1.0 |
kraken-ws | 0.1.0 |
kraken-book | 0.1.0 |
kraken-types | 0.1.0 |
kraken-auth | 0.1.0 |
kraken-futures-ws | 0.1.0 |
kraken-wasm | 0.1.0 |
Live Demos