kraken-wasm

WebAssembly bindings for browser integration

Building

cd crates/kraken-wasm
wasm-pack build --target web

Output:

pkg/
├── kraken_wasm_bg.wasm  # ~500KB
├── kraken_wasm.js
├── kraken_wasm.d.ts
└── package.json

JavaScript API

class WasmOrderbook {
  static new(symbol: string): WasmOrderbook;
  static with_depth(symbol: string, depth: number): WasmOrderbook;

  set_precision(price_decimals: number, qty_decimals: number): void;

  apply_message(json: string): void;
  apply_and_get(json: string, levels: number): OrderbookResult | null;

  get_bids(): Array<[string, string]>;
  get_asks(): Array<[string, string]>;
  get_spread(): string | null;
  get_mid_price(): string | null;
  is_synced(): boolean;

  free(): void;
}

interface OrderbookResult {
  bids: Array<[string, string]>;
  asks: Array<[string, string]>;
  spread: string | null;
  mid_price: string | null;
}

Usage

import init, { WasmOrderbook } from './pkg/kraken_wasm.js';

await init();

const book = WasmOrderbook.with_depth("BTC/USD", 25);
book.set_precision(1, 8);

const ws = new WebSocket('wss://ws.kraken.com/v2');

ws.onopen = () => {
  ws.send(JSON.stringify({
    method: 'subscribe',
    params: { channel: 'book', symbol: ['BTC/USD'], depth: 25 }
  }));
};

ws.onmessage = (event) => {
  const result = book.apply_and_get(event.data, 10);
  if (result) {
    console.log('Spread:', result.spread);
    console.log('Bids:', result.bids);
  }
};

Symbol Precision

Symbol	Price	Qty
BTC/USD	1	8
ETH/USD	2	8
SOL/USD	2	8
XRP/USD	5	8
ADA/USD	6	8

book.set_precision(1, 8);  // BTC

React Example

import { useEffect, useRef, useState } from 'react';
import init, { WasmOrderbook } from '../wasm/kraken_wasm.js';

function useOrderbook(symbol) {
  const [data, setData] = useState(null);
  const bookRef = useRef(null);

  useEffect(() => {
    let ws;

    async function setup() {
      await init();
      bookRef.current = WasmOrderbook.with_depth(symbol, 25);

      ws = new WebSocket('wss://ws.kraken.com/v2');
      ws.onopen = () => { /* subscribe */ };
      ws.onmessage = (e) => {
        const result = bookRef.current.apply_and_get(e.data, 10);
        if (result) setData(result);
      };
    }

    setup();
    return () => {
      ws?.close();
      bookRef.current?.free();
    };
  }, [symbol]);

  return data;
}

Always call book.free() on cleanup to release WASM memory.