This repository shows how to use Kaiko SDK in different languages and integrating with common build tools for these platforms.
Kaiko SDK offers a ready to use client in each language for accessing Kaiko API, leveraging gRPC Protocol and its capabilities. gRPC overview documentation is available here: https://grpc.io/docs/what-is-grpc/introduction/.
Stream works with subscriptions. Once you have a client connected to our services, you can one or more subscriptions. Generally speaking, when the endpoint is providing this ability, you should have only 1 subscription for all instruments you're interested in.
This is done through globbing patterns.
A simple example of this would be : krkn,bfnx:*:btc-usd (means Kraken and Bitfinex exchange AND all kinds of class AND btc-usd).
In stream terminology, it would generally be split in an InstrumentCriteria, with <exchange>:<class>:<code> corresponding to criteria fields (see criteria documentation)
Re-connection is handled automatically by the SDK.
High level documentation on SDK can be found here: http://sdk.kaiko.com.
General SDK API can be found here: https://sdk-documentation.kaiko.ovh.
API References for each language :
- CSharp: https://sdk-documentation.kaiko.ovh/csharp
- Go : https://sdk-documentation.kaiko.ovh/go
- Java : https://sdk-documentation.kaiko.ovh/java
- Node : https://sdk-documentation.kaiko.ovh/node
- Python: https://sdk-documentation.kaiko.ovh/python
- Scala : https://sdk-documentation.kaiko.ovh/scala
Each language folder specifies tool requirements.