Kraken: Load order execution limits for tradable pairs (#1255)

* Kraken: Load asset limits for pairs

* Kraken: Add test for spot order limit loading

* Kraken: move Limits to UpdateExecutionLimits

* Kraken: Whitespace fixed

* Kraken: added ErrNotYetImplemented for the futures

* Kraken: Fix FetchTradablePairs Loading Limits

* Kraken: changed the error to match the Go 1.13 error package

---------

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

exchanges/kraken/kraken_test.go

@@ -99,6 +99,44 @@ func TestWrapperGetServerTime(t *testing.T) {
 	}
 }
 
+func TestUpdateOrderExecutionLimits(t *testing.T) {
+	t.Parallel()
+
+	type limitTest struct {
+		pair currency.Pair
+		step float64
+		min  float64
+	}
+
+	tests := map[asset.Item][]limitTest{
+		asset.Spot: {
+			{currency.NewPair(currency.ETH, currency.USDT), 0.01, 0.01},
+			{currency.NewPair(currency.XBT, currency.USDT), 0.1, 0.0001},
+		},
+	}
+
+	for assetItem, limitTests := range tests {
+		if err := k.UpdateOrderExecutionLimits(context.Background(), assetItem); err != nil {
+			t.Errorf("Error fetching %s pairs for test: %v", assetItem, err)
+		}
+
+		for _, limitTest := range limitTests {
+			limits, err := k.GetOrderExecutionLimits(assetItem, limitTest.pair)
+			if err != nil {
+				t.Errorf("Kraken GetOrderExecutionLimits() error during TestExecutionLimits; Asset: %s Pair: %s Err: %v", assetItem, limitTest.pair, err)
+				continue
+			}
+			if got := limits.PriceStepIncrementSize; got != limitTest.step {
+				t.Errorf("Kraken UpdateOrderExecutionLimits wrong PriceStepIncrementSize; Asset: %s Pair: %s Expected: %v Got: %v", assetItem, limitTest.pair, limitTest.step, got)
+			}
+
+			if got := limits.MinimumBaseAmount; got != limitTest.min {
+				t.Errorf("Kraken UpdateOrderExecutionLimits wrong MinAmount; Pair: %s Expected: %v Got: %v", limitTest.pair, limitTest.min, got)
+			}
+		}
+	}
+}
+
 func TestFetchTradablePairs(t *testing.T) {
 	t.Parallel()
 	_, err := k.FetchTradablePairs(context.Background(), asset.Futures)

exchanges/kraken/kraken_types.go

@@ -122,7 +122,8 @@ type AssetPairs struct {
 	FeeVolumeCurrency string      `json:"fee_volume_currency"`
 	MarginCall        int         `json:"margin_call"`
 	MarginStop        int         `json:"margin_stop"`
-	Ordermin          string      `json:"ordermin"`
+	OrderMinimum      float64     `json:"ordermin,string"`
+	TickSize          float64     `json:"tick_size,string"`
 	Status            string      `json:"status"`
 }
 

exchanges/kraken/kraken_wrapper.go

@@ -328,23 +328,92 @@ func (k *Kraken) Run(ctx context.Context) {
 		}
 	}
 
-	if !k.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
-		return
+	if k.GetEnabledFeatures().AutoPairUpdates || forceUpdate {
+		if err := k.UpdateTradablePairs(ctx, forceUpdate); err != nil {
+			log.Errorf(log.ExchangeSys,
+				"%s failed to update tradable pairs. Err: %s",
+				k.Name,
+				err)
+		}
 	}
 
-	err := k.UpdateTradablePairs(ctx, forceUpdate)
-	if err != nil {
-		log.Errorf(log.ExchangeSys,
-			"%s failed to update tradable pairs. Err: %s",
-			k.Name,
-			err)
+	for _, a := range k.GetAssetTypes(true) {
+		if err := k.UpdateOrderExecutionLimits(ctx, a); err != nil && err != common.ErrNotYetImplemented {
+			log.Errorln(log.ExchangeSys, err.Error())
+		}
 	}
 }
 
+// UpdateOrderExecutionLimits sets exchange execution order limits for an asset type
+func (k *Kraken) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
+	if a != asset.Spot {
+		return common.ErrNotYetImplemented
+	}
+
+	pairInfo, err := k.fetchSpotPairInfo(ctx)
+	if err != nil {
+		return fmt.Errorf("%s failed to load %s pair execution limits. Err: %s", k.Name, a, err)
+	}
+
+	limits := make([]order.MinMaxLevel, 0, len(pairInfo))
+
+	for pair, info := range pairInfo {
+		limits = append(limits, order.MinMaxLevel{
+			Asset:                  a,
+			Pair:                   pair,
+			PriceStepIncrementSize: info.TickSize,
+			MinimumBaseAmount:      info.OrderMinimum,
+		})
+	}
+
+	if err := k.LoadLimits(limits); err != nil {
+		return fmt.Errorf("%s Error loading %s exchange limits: %w", k.Name, a, err)
+	}
+
+	return nil
+}
+
+func (k *Kraken) fetchSpotPairInfo(ctx context.Context) (map[currency.Pair]*AssetPairs, error) {
+	pairs := make(map[currency.Pair]*AssetPairs)
+
+	pairInfo, err := k.GetAssetPairs(ctx, nil, "")
+	if err != nil {
+		return pairs, err
+	}
+
+	for _, info := range pairInfo {
+		if info.Status != "online" {
+			continue
+		}
+		base := assetTranslator.LookupAltname(info.Base)
+		if base == "" {
+			log.Warnf(log.ExchangeSys,
+				"%s unable to lookup altname for base currency %s",
+				k.Name,
+				info.Base)
+			continue
+		}
+		quote := assetTranslator.LookupAltname(info.Quote)
+		if quote == "" {
+			log.Warnf(log.ExchangeSys,
+				"%s unable to lookup altname for quote currency %s",
+				k.Name,
+				info.Quote)
+			continue
+		}
+		pair, err := currency.NewPairFromStrings(base, quote)
+		if err != nil {
+			return pairs, err
+		}
+		pairs[pair] = info
+	}
+
+	return pairs, nil
+}
+
 // FetchTradablePairs returns a list of the exchanges tradable pairs
 func (k *Kraken) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
-	var pairs []currency.Pair
-	var pair currency.Pair
+	pairs := currency.Pairs{}
 	switch a {
 	case asset.Spot:
 		if !assetTranslator.Seeded() {
@@ -352,36 +421,12 @@ func (k *Kraken) FetchTradablePairs(ctx context.Context, a asset.Item) (currency
 				return nil, err
 			}
 		}
-		symbols, err := k.GetAssetPairs(ctx, nil, "")
+		pairInfo, err := k.fetchSpotPairInfo(ctx)
 		if err != nil {
-			return nil, err
+			return pairs, err
 		}
-
-		pairs = make([]currency.Pair, 0, len(symbols))
-		for _, info := range symbols {
-			if info.Status != "online" {
-				continue
-			}
-			base := assetTranslator.LookupAltname(info.Base)
-			if base == "" {
-				log.Warnf(log.ExchangeSys,
-					"%s unable to lookup altname for base currency %s",
-					k.Name,
-					info.Base)
-				continue
-			}
-			quote := assetTranslator.LookupAltname(info.Quote)
-			if quote == "" {
-				log.Warnf(log.ExchangeSys,
-					"%s unable to lookup altname for quote currency %s",
-					k.Name,
-					info.Quote)
-				continue
-			}
-			pair, err = currency.NewPairFromStrings(base, quote)
-			if err != nil {
-				return nil, err
-			}
+		pairs = make(currency.Pairs, 0, len(pairInfo))
+		for pair := range pairInfo {
 			pairs = append(pairs, pair)
 		}
 	case asset.Futures:
@@ -404,8 +449,7 @@ func (k *Kraken) FetchTradablePairs(ctx context.Context, a asset.Item) (currency
 	return pairs, nil
 }
 
-// UpdateTradablePairs updates the exchanges available pairs and stores
-// them in the exchanges config
+// UpdateTradablePairs updates the exchanges available pairs and stores them in the exchanges config
 func (k *Kraken) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
 	assets := k.GetAssetTypes(false)
 	for x := range assets {