@havklo/kraken-wasm

WebAssembly orderbook engine for Kraken. Run the same high-performance orderbook logic used in HFT backends directly in the browser.

Install

npm install @havklo/kraken-wasm

Usage

import init, { WasmOrderbook } from '@havklo/kraken-wasm';

await init();

const book = new WasmOrderbook("BTC/USD", 10);

// Apply snapshot from Kraken WebSocket
book.apply_snapshot(snapshotJson);

// Apply delta updates
book.apply_update(updateJson);

// Query orderbook
console.log("Spread:", book.spread());
console.log("Mid price:", book.mid_price());
console.log("Best bid:", book.best_bid());
console.log("Best ask:", book.best_ask());

Features

• Near-native performance — Same Rust engine compiled to WASM
• Sub-microsecond operations — 3.5ns spread calculation
• CRC32 validation — Checksum verification on every update
• Zero dependencies — Pure WASM, no runtime bloat
• Financial precision — Decimal math, no floating point errors

Live Demos

See this package in action:

• https://havsyn.vercel.app — Real-time orderbook visualizer
• https://havdepth.vercel.app — Cumulative depth charts
• https://havflow.vercel.app — Order flow imbalance
• https://havnet.vercel.app — Multi-symbol dashboard

Documentation & Examples

• Full Documentation: https://miny.mintlify.app
• Example Integrations: https://github.com/hitakshiA/Havklo_sdk

Part of Havklo

This is the WASM build of kraken-book from the Havklo SDK.

For server-side Rust usage, see kraken-sdk on crates.io.

License

MIT