Kraken L3 order book & autonomous spot trading bot
Search terms like “Kraken L3 orderbook trading bot” describe a rare stack: spot, authenticated L3 feeds, and an engine that actually uses microstructure in routing and risk.
Many retail bots only read the ticker or L2 top-of-book. KapitaalBot combines ticker, trades, L2 and L3 in a state-first model: `run_symbol_state` is built first; strategy and execution read from that state — not from loose, un-auditable caches.
L3 is expensive in rate budget and requires strict symbol budgeting; that is why L3 availability is a first-class metric on the observability dashboard. Suitability filters apply: poor microstructure often means do not trade.
This is not investment advice; it describes technical architecture. No strategy parameters, no signals — transparency on execution and risk discipline only.
Related: WebSocket-first execution, regime detection, and live observability — see the other articles and the Data dashboard for read-model snapshots.