Kraken Paper To Live

kraken-paper-to-live

Use this skill for:

• validating a strategy has stable paper results before going live
• running pre-flight checks before first live trade
• migrating paper commands to their live equivalents
• establishing safety controls for the live session

Paper-to-Live Performance Gap

Both spot and futures paper trading simulate taker fees (0.26% spot, configurable for futures). Spot paper supports optional flat-rate slippage simulation via --slippage-rate. Gaps remain between paper and live. Before promoting, factor in:

• Fees are approximate. Paper uses flat fee rates. Real fees depend on your volume tier and maker/taker status. Each round-trip trade costs 0.32-0.52% at base tier.
• Slippage is a flat estimate. If --slippage-rate was set (spot), market orders include a fixed slippage factor. Real slippage depends on order book depth, order size, and volatility. Futures paper does not model depth-based slippage.
• No partial fills or latency. Limit orders fill fully or not at all. Live orders may partially fill, queue, or be rejected. Network and matching-engine latency can cause missed entries or exits.
• Maker fees: Paper uses taker fee rates for all fills. Live limit orders that provide liquidity pay lower maker fees (0.16% spot).

When presenting promotion analysis to the user, note the remaining gaps (partial fills, depth-dependent slippage, tier-based fees). If slippage was not configured in paper, explicitly state that live market orders will fill at worse prices.

Promotion Gate — evidence, not narrative

Never propose a live order without the evidence block below. The gate rule: at least 2 passing sessions of one frozen experiment, of which a live paper session is mandatory. Replay sessions enter the evidence only with their lookahead caveat attached — replay cannot enforce lookahead (the agent can read the source dataset), so replay screens and live confirms; two replay passes must never promote on their own.

Start with the CLI's own checklist — kraken workspace promote grades the whole gate mechanically and returns it in the refusal envelope (exit 1 until scoped credentials land; the evaluation is the point):

kraken workspace promote <workspace> --yes -o json 2>/dev/null | jq '.checklist'
# .criteria[]: one row per gate criterion, satisfied true/false + detail
# .experiments[]: per-experiment passing_sessions / passing_live_sessions
# .manual_trades_in_windows: disclosed manual interference
# .blockers[]: what no evidence can satisfy yet (scoped credentials)

Present that checklist verbatim. Then, for the per-session detail behind it, build the evidence block from kraken lab compare — reproduced cold from disk, seals verified via kraken lab show, no numbers of your own:

kraken lab show <exp> -o json 2>/dev/null      # seal must verify
kraken lab compare <exp> -o json 2>/dev/null | jq '{
  experiment, frozen, pass_count, total,
  sessions: [.sessions[] | {session,
                    verdict: (if .error != null then "error" else .verdict.pass end),
                    source: (.source.kind // "unknown"),
                    caveats}],
  live_run_passed: ([.sessions[] | select((.verdict.pass // false) and .source.kind == "live")] | length > 0)
}'

The evidence block you present for sign-off:

• experiment + frozen hash (the sealed goalposts),
• every session: session id, source.kind (live, replay, or unknown for an errored session — errored sessions carry no scorecard), verdict (true, false, or "error" — a mechanical FAIL is not an error), caveats verbatim,
• pass_count of total, and live_run_passed — a passing run whose source.kind is live (first-class, no caveat-string parsing).

Refusals must name what is missing. If pass_count < 2: say which sessions failed or errored. If no live session passed: say "replay evidence only — a passing live session is mandatory; run the plan's live entry" even when pass_count ≥ 2. A tampered or missing experiment file blocks promotion with its own parse/validation envelope — report it, never reconstruct.

Reset rule: a sealed spec cannot change. A new hypothesis, new criteria, or a re-recorded dataset is a new experiment, and its evidence count starts at zero.

A strategy is ready for live promotion when:

1. The evidence block above passes the gate rule (≥2 passing sessions, live session mandatory, caveats attached).
2. Error handling works correctly (rate limits, network failures).
3. The strategy stays within defined risk parameters.
4. Paper returns remain positive with fees (0.26% spot, 0.05% futures) and slippage enabled (--fee-rate, --slippage-rate).
5. The user explicitly approves the transition.

Pre-Flight Checklist

Spot

Before the first live spot trade:

1. Verify credentials:

   kraken auth test -o json 2>/dev/null

2. Check balance:

   kraken balance -o json 2>/dev/null

3. Confirm pair is tradable:

   kraken pairs --pair BTCUSD -o json 2>/dev/null

4. Validate a sample order (does not execute):

   kraken order buy BTCUSD 0.001 --type limit --price 50000 --validate -o json 2>/dev/null

5. Enable dead man's switch:

   kraken order cancel-after 600 -o json 2>/dev/null