Kraken said that its API market data feeds are built to support execution algorithms, backtesting, and carry strategies, outlining which inputs systematic traders typically use for each workflow. The post presents the guide as a practical map for choosing feeds rather than subscribing to every available endpoint.
The guidance affects traders building automated strategies on Kraken because the exchange distinguishes between real-time and historical feeds and links them to specific use cases. Kraken says execution models commonly rely on L2 order book depth, backtests combine OHLCV with trade history to check execution assumptions, and carry strategies track funding rates, mark price, and index price to monitor basis and liquidation risk. The company also says most systematic traders usually need only two or three feeds, not a broader subscription stack.
For now, the next point to watch is how traders implement the setup guidance in live strategies. Kraken says newer users can start with public ticker and OHLCV data via REST, then add order book and trade feeds when moving toward live execution.
Source: Kraken blog.
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