合约信息页面： https://www.kraken.com/zh-cn/features/futures
API 文档页面： https://support.kraken.com/hc/en-us/categories/360001806372-Futures-API
16:00 London time
Month: Last Friday* of the month
Quarter: Last Friday* of a month in the March quarterly cycle (March, June, September, December)
First Trading
For inverse contracts:
16:00 London time
Month: The last Friday* of the calendar month where no contract exists in the following calendar month. // 需要符合条件，接下的月份没有合约产生？
Quarter: The last Friday* of the calendar month where a contract exists in the following calendar month. // 当每个月最后一个周五，季度合约变为月合约，也就是接下来一个月只有一个合约时，产生新季度合约？
The fixed maturity listing schedule results in there always being listed simultaneously two contracts:
- a Month contract which matures in between 1 and 42 days
- a Quarter contract which matures in between 42 and 130 days
For linear contracts on altcoins with less liquidity the listing schedule varies.
持仓信息 持仓接口没有提供，平仓冻结，持仓保证金占用，仓位杠杆值，仓位盈亏。
不支持K线接口，调用GetRecords会报not support。
不支持GetOrder查询订单接口，调用会报not support。
tick行情接口，只有买一卖一，当前价格，不支持24小时 最高最低价格。GetTicker的 High Low 用当前买一、卖一填充。
交易对设置，设置XBT_USD即为BTC币种的合约，策略代码中设置exchange.SetContractType("swap")为BTC的永续合约，对应交易所的合约代码：pi_xbtusd，设置exchange.SetContractType("month")为BTC的当月合约。对应例如当月的：fi_xbtusd_191227。
如果要交易：pv_xrpxbt合约，需要设置交易对为：XRP_XBT，调用exchange.SetContractType("swap")函数。
GetAccount函数返回的数据中FrozenStocks为0，因为交易所接口中持仓占用资金和挂单占用资金是写在一起的，无法区分，Stocks为当前可用资金数量。
SetMarginLevel无法设置杠杆，杠杆大小只能在交易所页面上设置（交易所API没有提供设置杠杆的接口，下单接口中也没有设置杠杆的参数）
合约代码种类
币本位合约
永续 ： pi_xbtusd
交割 ： fi_xbtusd_191227 月合约，fi_bchusd_200327 季度合约，交割时间：UTC时间。
正向合约 永续 ： pv_xrpxbt，使用BTC作为保证金的合约。
合约信息，通过交易所API接口可以获取：
{
"result": "success",
"instruments": [{
"symbol": "pi_xbtusd",
"type": "futures_inverse",
"underlying": "rr_xbtusd",
"tickSize": 0.5,
"contractSize": 1,
"tradeable": true,
"marginLevels": [{
"contracts": 0,
"initialMargin": 0.02,
"maintenanceMargin": 0.01
}, {
"contracts": 500000,
"initialMargin": 0.04,
"maintenanceMargin": 0.02
}, {
"contracts": 1000000,
"initialMargin": 0.06,
"maintenanceMargin": 0.03
}, {
"contracts": 3000000,
"initialMargin": 0.1,
"maintenanceMargin": 0.05
}, {
"contracts": 6000000,
"initialMargin": 0.15,
"maintenanceMargin": 0.075
}],
"fundingRateCoefficient": 8,
"maxRelativeFundingRate": 0.0005,
"retailMarginLevels": [{
"contracts": 0,
"initialMargin": 0.5,
"maintenanceMargin": 0.25
}]
}, {
"symbol": "pv_xrpxbt",
"type": "futures_vanilla",
"underlying": "rr_xrpxbt",
"tickSize": 0.00000001,
"contractSize": 1,
"tradeable": true,
"marginLevels": [{
"contracts": 0,
"initialMargin": 0.02,
"maintenanceMargin": 0.01
}, {
"contracts": 100000,
"initialMargin": 0.04,
"maintenanceMargin": 0.02
}, {
"contracts": 500000,
"initialMargin": 0.06,
"maintenanceMargin": 0.03
}, {
"contracts": 2000000,
"initialMargin": 0.1,
"maintenanceMargin": 0.05
}],
"fundingRateCoefficient": 8,
"maxRelativeFundingRate": 0.0005,
"retailMarginLevels": [{
"contracts": 0,
"initialMargin": 0.5,
"maintenanceMargin": 0.25
}]
}, {
"symbol": "fi_xbtusd_191227",
"type": "futures_inverse",
"underlying": "rr_xbtusd",
"lastTradingTime": "2019-12-27T16:00:00.000Z",
"tickSize": 0.5,
"contractSize": 1,
"tradeable": true,
"marginLevels": [{
"contracts": 0,
"initialMargin": 0.02,
"maintenanceMargin": 0.01
}, {
"contracts": 500000,
"initialMargin": 0.04,
"maintenanceMargin": 0.02
}, {
"contracts": 1000000,
"initialMargin": 0.06,
"maintenanceMargin": 0.03
}, {
"contracts": 3000000,
"initialMargin": 0.1,
"maintenanceMargin": 0.05
}, {
"contracts": 6000000,
"initialMargin": 0.15,
"maintenanceMargin": 0.075
}],
"retailMarginLevels": [{
"contracts": 0,
"initialMargin": 0.5,
"maintenanceMargin": 0.25
}]
}, {
"symbol": "fi_ltcusd_200327",
"type": "futures_inverse",
"underlying": "rr_ltcusd",
"lastTradingTime": "2020-03-27T16:00:00.000Z",
"tickSize": 0.01,
"contractSize": 1,
"tradeable": true,
"marginLevels": [{
"contracts": 0,
"initialMargin": 0.02,
"maintenanceMargin": 0.01
}, {
"contracts": 250000,
"initialMargin": 0.04,
"maintenanceMargin": 0.02
}, {
"contracts": 500000,
"initialMargin": 0.06,
"maintenanceMargin": 0.03
}, {
"contracts": 2000000,
"initialMargin": 0.1,
"maintenanceMargin": 0.05
}, {
"contracts": 5000000,
"initialMargin": 0.15,
"maintenanceMargin": 0.075
}],
"retailMarginLevels": [{
"contracts": 0,
"initialMargin": 0.5,
"maintenanceMargin": 0.25
}]
}, {
"symbol": "in_xbtusd",
"type": "spot index",
"tradeable": false
}, ...],
"serverTime": "2019-12-12T08:25:26.549Z"
}