We already implement this REST API https://docs.kraken.com/rest/#operation/getTradeHistory through OnGetCompletedOrderDetailsAsync. Kraken also provide a WebSocket equivalent that notifies you of your own trades: https://docs.kraken.com/websockets/#message-ownTrades. This is not implemented. The raw code should be quite simple but I'm not sure on the design:
- A similar Kraken websocket API
openOrders is implemented via OnGetPositionsWebSocketAsync which seems odd
- I don't know if other exchanges have an equivalent to
ownTrades.
Is there an obvious signature to use for this? It's something I'd find useful (I think) so I'm keen to write it.