package kraken import ( "context" "encoding/json" "errors" "fmt" "net/http" "net/url" "strconv" "strings" "sync" "time" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/convert" "github.com/thrasher-corp/gocryptotrader/common/crypto" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/exchanges/request" "github.com/thrasher-corp/gocryptotrader/log" ) const ( krakenAPIURL = "https://api.kraken.com" krakenFuturesURL = "https://futures.kraken.com/derivatives" krakenSpotVersion = "0" krakenFuturesVersion = "3" ) // Kraken is the overarching type across the alphapoint package type Kraken struct { exchange.Base wsRequestMtx sync.Mutex } // GetCurrentServerTime returns current server time func (k *Kraken) GetCurrentServerTime(ctx context.Context) (TimeResponse, error) { path := fmt.Sprintf("/%s/public/%s", krakenAPIVersion, krakenServerTime) var response struct { Error []string `json:"error"` Result TimeResponse `json:"result"` } if err := k.SendHTTPRequest(ctx, exchange.RestSpot, path, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // SeedAssets seeds Kraken's asset list and stores it in the // asset translator func (k *Kraken) SeedAssets(ctx context.Context) error { assets, err := k.GetAssets(ctx) if err != nil { return err } for orig, val := range assets { assetTranslator.Seed(orig, val.Altname) } assetPairs, err := k.GetAssetPairs(ctx, []string{}, "") if err != nil { return err } for k := range assetPairs { assetTranslator.Seed(k, assetPairs[k].Altname) } return nil } // GetAssets returns a full asset list func (k *Kraken) GetAssets(ctx context.Context) (map[string]*Asset, error) { path := fmt.Sprintf("/%s/public/%s", krakenAPIVersion, krakenAssets) var response struct { Error []string `json:"error"` Result map[string]*Asset `json:"result"` } if err := k.SendHTTPRequest(ctx, exchange.RestSpot, path, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // GetAssetPairs returns a full asset pair list // Parameter 'info' only supports 4 strings: "fees", "leverage", "margin", "info" <- (default) func (k *Kraken) GetAssetPairs(ctx context.Context, assetPairs []string, info string) (map[string]AssetPairs, error) { path := fmt.Sprintf("/%s/public/%s", krakenAPIVersion, krakenAssetPairs) params := url.Values{} var assets string if len(assetPairs) != 0 { assets = strings.Join(assetPairs, ",") params.Set("pair", assets) } var response struct { Error []string `json:"error"` Result map[string]AssetPairs `json:"result"` } if info != "" { if info != "margin" && info != "leverage" && info != "fees" && info != "info" { return response.Result, errors.New("parameter info can only be 'asset', 'margin', 'fees' or 'leverage'") } params.Set("info", info) } if err := k.SendHTTPRequest(ctx, exchange.RestSpot, path+params.Encode(), &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // GetTicker returns ticker information from kraken func (k *Kraken) GetTicker(ctx context.Context, symbol currency.Pair) (Ticker, error) { tick := Ticker{} values := url.Values{} symbolValue, err := k.FormatSymbol(symbol, asset.Spot) if err != nil { return tick, err } values.Set("pair", symbolValue) type Response struct { Error []interface{} `json:"error"` Data map[string]TickerResponse `json:"result"` } resp := Response{} path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenTicker, values.Encode()) err = k.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp) if err != nil { return tick, err } if len(resp.Error) > 0 { return tick, fmt.Errorf("%s error: %s", k.Name, resp.Error) } for i := range resp.Data { tick.Ask, _ = strconv.ParseFloat(resp.Data[i].Ask[0], 64) tick.Bid, _ = strconv.ParseFloat(resp.Data[i].Bid[0], 64) tick.Last, _ = strconv.ParseFloat(resp.Data[i].Last[0], 64) tick.Volume, _ = strconv.ParseFloat(resp.Data[i].Volume[1], 64) tick.VolumeWeightedAveragePrice, _ = strconv.ParseFloat(resp.Data[i].VolumeWeightedAveragePrice[1], 64) tick.Trades = resp.Data[i].Trades[1] tick.Low, _ = strconv.ParseFloat(resp.Data[i].Low[1], 64) tick.High, _ = strconv.ParseFloat(resp.Data[i].High[1], 64) tick.Open, _ = strconv.ParseFloat(resp.Data[i].Open, 64) } return tick, nil } // GetTickers supports fetching multiple tickers from Kraken // pairList must be in the format pairs separated by commas // ("LTCUSD,ETCUSD") func (k *Kraken) GetTickers(ctx context.Context, pairList string) (map[string]Ticker, error) { values := url.Values{} values.Set("pair", pairList) type Response struct { Error []interface{} `json:"error"` Data map[string]TickerResponse `json:"result"` } resp := Response{} path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenTicker, values.Encode()) err := k.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp) if err != nil { return nil, err } if len(resp.Error) > 0 { return nil, fmt.Errorf("%s error: %s", k.Name, resp.Error) } tickers := make(map[string]Ticker) for i := range resp.Data { tick := Ticker{} tick.Ask, _ = strconv.ParseFloat(resp.Data[i].Ask[0], 64) tick.Bid, _ = strconv.ParseFloat(resp.Data[i].Bid[0], 64) tick.Last, _ = strconv.ParseFloat(resp.Data[i].Last[0], 64) tick.Volume, _ = strconv.ParseFloat(resp.Data[i].Volume[1], 64) tick.VolumeWeightedAveragePrice, _ = strconv.ParseFloat(resp.Data[i].VolumeWeightedAveragePrice[1], 64) tick.Trades = resp.Data[i].Trades[1] tick.Low, _ = strconv.ParseFloat(resp.Data[i].Low[1], 64) tick.High, _ = strconv.ParseFloat(resp.Data[i].High[1], 64) tick.Open, _ = strconv.ParseFloat(resp.Data[i].Open, 64) tickers[i] = tick } return tickers, nil } // GetOHLC returns an array of open high low close values of a currency pair func (k *Kraken) GetOHLC(ctx context.Context, symbol currency.Pair, interval string) ([]OpenHighLowClose, error) { values := url.Values{} symbolValue, err := k.FormatSymbol(symbol, asset.Spot) if err != nil { return nil, err } translatedAsset := assetTranslator.LookupCurrency(symbolValue) if translatedAsset == "" { translatedAsset = symbolValue } values.Set("pair", translatedAsset) values.Set("interval", interval) type Response struct { Error []interface{} `json:"error"` Data map[string]interface{} `json:"result"` } var result Response path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenOHLC, values.Encode()) err = k.SendHTTPRequest(ctx, exchange.RestSpot, path, &result) if err != nil { return nil, err } if len(result.Error) != 0 { return nil, fmt.Errorf("getOHLC error: %s", result.Error) } ohlcData, ok := result.Data[translatedAsset].([]interface{}) if !ok { return nil, errors.New("invalid data returned") } OHLC := make([]OpenHighLowClose, len(ohlcData)) for x := range ohlcData { subData, ok := ohlcData[x].([]interface{}) if !ok { return nil, errors.New("unable to type assert subData") } if len(subData) < 8 { return nil, errors.New("unexpected data length returned") } var o OpenHighLowClose if o.Time, ok = subData[0].(float64); !ok { return nil, errors.New("unable to type assert time") } if o.Open, err = convert.FloatFromString(subData[1]); err != nil { return nil, err } if o.High, err = convert.FloatFromString(subData[2]); err != nil { return nil, err } if o.Low, err = convert.FloatFromString(subData[3]); err != nil { return nil, err } if o.Close, err = convert.FloatFromString(subData[4]); err != nil { return nil, err } if o.VolumeWeightedAveragePrice, err = convert.FloatFromString(subData[5]); err != nil { return nil, err } if o.Volume, err = convert.FloatFromString(subData[6]); err != nil { return nil, err } if o.Count, ok = subData[7].(float64); !ok { return nil, errors.New("unable to type assert count") } OHLC[x] = o } return OHLC, nil } // GetDepth returns the orderbook for a particular currency func (k *Kraken) GetDepth(ctx context.Context, symbol currency.Pair) (*Orderbook, error) { symbolValue, err := k.FormatSymbol(symbol, asset.Spot) if err != nil { return nil, err } values := url.Values{} values.Set("pair", symbolValue) path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenDepth, values.Encode()) var result interface{} err = k.SendHTTPRequest(ctx, exchange.RestSpot, path, &result) if err != nil { return nil, err } if result == nil { return nil, fmt.Errorf("%s GetDepth result is nil", k.Name) } data, ok := result.(map[string]interface{}) if !ok { return nil, errors.New("unable to type assert data") } orderbookData, ok := data["result"].(map[string]interface{}) if !ok { return nil, fmt.Errorf("%s GetDepth data[result] is nil", k.Name) } var bidsData []interface{} var asksData []interface{} for _, y := range orderbookData { yData, ok := y.(map[string]interface{}) if !ok { return nil, errors.New("unable to type assert yData") } if bidsData, ok = yData["bids"].([]interface{}); !ok { return nil, errors.New("unable to type assert bidsData") } if asksData, ok = yData["asks"].([]interface{}); !ok { return nil, errors.New("unable to type assert asksData") } } processOrderbook := func(data []interface{}) ([]OrderbookBase, error) { result := make([]OrderbookBase, len(data)) for x := range data { entry, ok := data[x].([]interface{}) if !ok { return nil, errors.New("unable to type assert entry") } if len(entry) < 2 { return nil, errors.New("unexpected entry length") } price, priceErr := strconv.ParseFloat(entry[0].(string), 64) if priceErr != nil { return nil, priceErr } amount, amountErr := strconv.ParseFloat(entry[1].(string), 64) if amountErr != nil { return nil, amountErr } result[x] = OrderbookBase{Price: price, Amount: amount} } return result, nil } var orderBook Orderbook orderBook.Bids, err = processOrderbook(bidsData) if err != nil { return nil, err } orderBook.Asks, err = processOrderbook(asksData) return &orderBook, err } // GetTrades returns current trades on Kraken func (k *Kraken) GetTrades(ctx context.Context, symbol currency.Pair) ([]RecentTrades, error) { values := url.Values{} symbolValue, err := k.FormatSymbol(symbol, asset.Spot) if err != nil { return nil, err } translatedAsset := assetTranslator.LookupCurrency(symbolValue) values.Set("pair", translatedAsset) path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenTrades, values.Encode()) var data RecentTradesResponse err = k.SendHTTPRequest(ctx, exchange.RestSpot, path, &data) if err != nil { return nil, err } if len(data.Error) > 0 { var errs error for x := range data.Error { errString, ok := data.Error[x].(string) if !ok { continue } errs = common.AppendError(errs, errors.New(errString)) } if errs != nil { return nil, errs } } trades, ok := data.Result[translatedAsset].([]interface{}) if !ok { return nil, fmt.Errorf("no data returned for symbol %v", symbol) } var individualTrade []interface{} recentTrades := make([]RecentTrades, len(trades)) for x := range trades { individualTrade, ok = trades[x].([]interface{}) if !ok { return nil, errors.New("unable to parse individual trade data") } if len(individualTrade) != 7 { return nil, errors.New("unrecognised trade data received") } var r RecentTrades r.Price, err = strconv.ParseFloat(individualTrade[0].(string), 64) if err != nil { return nil, err } r.Volume, err = strconv.ParseFloat(individualTrade[1].(string), 64) if err != nil { return nil, err } r.Time, ok = individualTrade[2].(float64) if !ok { return nil, errors.New("unable to parse time for individual trade data") } r.BuyOrSell, ok = individualTrade[3].(string) if !ok { return nil, errors.New("unable to parse order side for individual trade data") } r.MarketOrLimit, ok = individualTrade[4].(string) if !ok { return nil, errors.New("unable to parse order type for individual trade data") } r.Miscellaneous, ok = individualTrade[5].(string) if !ok { return nil, errors.New("unable to parse misc field for individual trade data") } tradeID, ok := individualTrade[6].(float64) if !ok { return nil, errors.New("unable to parse TradeID field for individual trade data") } r.TradeID = int64(tradeID) recentTrades[x] = r } return recentTrades, nil } // GetSpread returns the full spread on Kraken func (k *Kraken) GetSpread(ctx context.Context, symbol currency.Pair) ([]Spread, error) { values := url.Values{} symbolValue, err := k.FormatSymbol(symbol, asset.Spot) if err != nil { return nil, err } values.Set("pair", symbolValue) resp := struct { SpreadData map[string]interface{} `json:"result"` }{} path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenSpread, values.Encode()) err = k.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp) if err != nil { return nil, err } data, ok := resp.SpreadData[symbolValue] if !ok { return nil, fmt.Errorf("unable to find %s in spread data", symbolValue) } spreadData, ok := data.([]interface{}) if !ok { return nil, errors.New("unable to type assert spreadData") } peanutButter := make([]Spread, len(spreadData)) for x := range spreadData { subData, ok := spreadData[x].([]interface{}) if !ok { return nil, errors.New("unable to type assert subData") } if len(subData) < 3 { return nil, errors.New("unexpected data length") } var s Spread timeData, ok := subData[0].(float64) if !ok { return nil, errors.New("unable to type assert timeData") } s.Time = time.Unix(int64(timeData), 0) if s.Bid, err = convert.FloatFromString(subData[1]); err != nil { return nil, err } if s.Ask, err = convert.FloatFromString(subData[2]); err != nil { return nil, err } peanutButter[x] = s } return peanutButter, nil } // GetBalance returns your balance associated with your keys func (k *Kraken) GetBalance(ctx context.Context) (map[string]float64, error) { var response struct { Error []string `json:"error"` Result map[string]string `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenBalance, url.Values{}, &response); err != nil { return nil, err } result := make(map[string]float64) for curency, balance := range response.Result { var err error if result[curency], err = strconv.ParseFloat(balance, 64); err != nil { return nil, err } } return result, GetError(response.Error) } // GetWithdrawInfo gets withdrawal fees func (k *Kraken) GetWithdrawInfo(ctx context.Context, currency string, amount float64) (WithdrawInformation, error) { var response struct { Error []string `json:"error"` Result WithdrawInformation `json:"result"` } params := url.Values{} params.Set("asset", currency) params.Set("key", "") params.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64)) if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenWithdrawInfo, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // Withdraw withdraws funds func (k *Kraken) Withdraw(ctx context.Context, asset, key string, amount float64) (string, error) { var response struct { Error []string `json:"error"` ReferenceID string `json:"refid"` } params := url.Values{} params.Set("asset", asset) params.Set("key", key) params.Set("amount", fmt.Sprintf("%f", amount)) if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenWithdraw, params, &response); err != nil { return response.ReferenceID, err } return response.ReferenceID, GetError(response.Error) } // GetDepositMethods gets withdrawal fees func (k *Kraken) GetDepositMethods(ctx context.Context, currency string) ([]DepositMethods, error) { var response struct { Error []string `json:"error"` Result []DepositMethods `json:"result"` } params := url.Values{} params.Set("asset", currency) err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenDepositMethods, params, &response) if err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // GetTradeBalance returns full information about your trades on Kraken func (k *Kraken) GetTradeBalance(ctx context.Context, args ...TradeBalanceOptions) (TradeBalanceInfo, error) { params := url.Values{} if args != nil { if len(args[0].Aclass) > 0 { params.Set("aclass", args[0].Aclass) } if len(args[0].Asset) > 0 { params.Set("asset", args[0].Asset) } } var response struct { Error []string `json:"error"` Result TradeBalanceInfo `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenTradeBalance, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // GetOpenOrders returns all current open orders func (k *Kraken) GetOpenOrders(ctx context.Context, args OrderInfoOptions) (OpenOrders, error) { params := url.Values{} if args.Trades { params.Set("trades", "true") } if args.UserRef != 0 { params.Set("userref", strconv.FormatInt(int64(args.UserRef), 10)) } var response struct { Error []string `json:"error"` Result OpenOrders `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenOpenOrders, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // GetClosedOrders returns a list of closed orders func (k *Kraken) GetClosedOrders(ctx context.Context, args GetClosedOrdersOptions) (ClosedOrders, error) { params := url.Values{} if args.Trades { params.Set("trades", "true") } if args.UserRef != 0 { params.Set("userref", strconv.FormatInt(int64(args.UserRef), 10)) } if len(args.Start) > 0 { params.Set("start", args.Start) } if len(args.End) > 0 { params.Set("end", args.End) } if args.Ofs > 0 { params.Set("ofs", strconv.FormatInt(args.Ofs, 10)) } if len(args.CloseTime) > 0 { params.Set("closetime", args.CloseTime) } var response struct { Error []string `json:"error"` Result ClosedOrders `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenClosedOrders, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // QueryOrdersInfo returns order information func (k *Kraken) QueryOrdersInfo(ctx context.Context, args OrderInfoOptions, txid string, txids ...string) (map[string]OrderInfo, error) { params := url.Values{ "txid": {txid}, } if txids != nil { params.Set("txid", txid+","+strings.Join(txids, ",")) } if args.Trades { params.Set("trades", "true") } if args.UserRef != 0 { params.Set("userref", strconv.FormatInt(int64(args.UserRef), 10)) } var response struct { Error []string `json:"error"` Result map[string]OrderInfo `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenQueryOrders, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // GetTradesHistory returns trade history information func (k *Kraken) GetTradesHistory(ctx context.Context, args ...GetTradesHistoryOptions) (TradesHistory, error) { params := url.Values{} if args != nil { if len(args[0].Type) > 0 { params.Set("type", args[0].Type) } if args[0].Trades { params.Set("trades", "true") } if len(args[0].Start) > 0 { params.Set("start", args[0].Start) } if len(args[0].End) > 0 { params.Set("end", args[0].End) } if args[0].Ofs > 0 { params.Set("ofs", strconv.FormatInt(args[0].Ofs, 10)) } } var response struct { Error []string `json:"error"` Result TradesHistory `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenTradeHistory, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // QueryTrades returns information on a specific trade func (k *Kraken) QueryTrades(ctx context.Context, trades bool, txid string, txids ...string) (map[string]TradeInfo, error) { params := url.Values{ "txid": {txid}, } if trades { params.Set("trades", "true") } if txids != nil { params.Set("txid", txid+","+strings.Join(txids, ",")) } var response struct { Error []string `json:"error"` Result map[string]TradeInfo `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenQueryTrades, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // OpenPositions returns current open positions func (k *Kraken) OpenPositions(ctx context.Context, docalcs bool, txids ...string) (map[string]Position, error) { params := url.Values{} if txids != nil { params.Set("txid", strings.Join(txids, ",")) } if docalcs { params.Set("docalcs", "true") } var response struct { Error []string `json:"error"` Result map[string]Position `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenOpenPositions, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // GetLedgers returns current ledgers func (k *Kraken) GetLedgers(ctx context.Context, args ...GetLedgersOptions) (Ledgers, error) { params := url.Values{} if args != nil { if args[0].Aclass == "" { params.Set("aclass", args[0].Aclass) } if args[0].Asset == "" { params.Set("asset", args[0].Asset) } if args[0].Type == "" { params.Set("type", args[0].Type) } if args[0].Start == "" { params.Set("start", args[0].Start) } if args[0].End == "" { params.Set("end", args[0].End) } if args[0].Ofs != 0 { params.Set("ofs", strconv.FormatInt(args[0].Ofs, 10)) } } var response struct { Error []string `json:"error"` Result Ledgers `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenLedgers, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // QueryLedgers queries an individual ledger by ID func (k *Kraken) QueryLedgers(ctx context.Context, id string, ids ...string) (map[string]LedgerInfo, error) { params := url.Values{ "id": {id}, } if ids != nil { params.Set("id", id+","+strings.Join(ids, ",")) } var response struct { Error []string `json:"error"` Result map[string]LedgerInfo `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenQueryLedgers, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // GetTradeVolume returns your trade volume by currency func (k *Kraken) GetTradeVolume(ctx context.Context, feeinfo bool, symbol ...currency.Pair) (*TradeVolumeResponse, error) { var response struct { Error []string `json:"error"` Result *TradeVolumeResponse `json:"result"` } params := url.Values{} formattedPairs := make([]string, len(symbol)) for x := range symbol { symbolValue, err := k.FormatSymbol(symbol[x], asset.Spot) if err != nil { return nil, err } formattedPairs[x] = symbolValue } if symbol != nil { params.Set("pair", strings.Join(formattedPairs, ",")) } if feeinfo { params.Set("fee-info", "true") } if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenTradeVolume, params, &response); err != nil { return nil, err } return response.Result, GetError(response.Error) } // AddOrder adds a new order for Kraken exchange func (k *Kraken) AddOrder(ctx context.Context, symbol currency.Pair, side, orderType string, volume, price, price2, leverage float64, args *AddOrderOptions) (AddOrderResponse, error) { var response struct { Error []string `json:"error"` Result AddOrderResponse `json:"result"` } symbolValue, err := k.FormatSymbol(symbol, asset.Spot) if err != nil { return response.Result, err } params := url.Values{ "pair": {symbolValue}, "type": {strings.ToLower(side)}, "ordertype": {strings.ToLower(orderType)}, "volume": {strconv.FormatFloat(volume, 'f', -1, 64)}, } if orderType == order.Limit.Lower() || price > 0 { params.Set("price", strconv.FormatFloat(price, 'f', -1, 64)) } if price2 != 0 { params.Set("price2", strconv.FormatFloat(price2, 'f', -1, 64)) } if leverage != 0 { params.Set("leverage", strconv.FormatFloat(leverage, 'f', -1, 64)) } if args.OrderFlags != "" { params.Set("oflags", args.OrderFlags) } if args.StartTm != "" { params.Set("starttm", args.StartTm) } if args.ExpireTm != "" { params.Set("expiretm", args.ExpireTm) } if args.CloseOrderType != "" { params.Set("close[ordertype]", args.ExpireTm) } if args.ClosePrice != 0 { params.Set("close[price]", strconv.FormatFloat(args.ClosePrice, 'f', -1, 64)) } if args.ClosePrice2 != 0 { params.Set("close[price2]", strconv.FormatFloat(args.ClosePrice2, 'f', -1, 64)) } if args.Validate { params.Set("validate", "true") } if args.TimeInForce != "" { params.Set("timeinforce", string(args.TimeInForce)) } if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenOrderPlace, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // CancelExistingOrder cancels order by orderID func (k *Kraken) CancelExistingOrder(ctx context.Context, txid string) (CancelOrderResponse, error) { values := url.Values{ "txid": {txid}, } var response struct { Error []string `json:"error"` Result CancelOrderResponse `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenOrderCancel, values, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // GetError parse Exchange errors in response and return the first one. // // Error format from API doc: // - error = array of error messages in the format of: // :[:] // severity code can be E for error or W for warning func GetError(apiErrors []string) error { const exchangeName = "Kraken" for _, e := range apiErrors { switch e[0] { case 'W': log.Warnf(log.ExchangeSys, "%s API warning: %v\n", exchangeName, e[1:]) default: return fmt.Errorf("%s API error: %v", exchangeName, e[1:]) } } return nil } // SendHTTPRequest sends an unauthenticated HTTP requests func (k *Kraken) SendHTTPRequest(ctx context.Context, ep exchange.URL, path string, result interface{}) error { endpoint, err := k.API.Endpoints.GetURL(ep) if err != nil { return err } item := &request.Item{ Method: http.MethodGet, Path: endpoint + path, Result: result, Verbose: k.Verbose, HTTPDebugging: k.HTTPDebugging, HTTPRecording: k.HTTPRecording, } return k.SendPayload(ctx, request.Unset, func() (*request.Item, error) { return item, nil }) } // SendAuthenticatedHTTPRequest sends an authenticated HTTP request func (k *Kraken) SendAuthenticatedHTTPRequest(ctx context.Context, ep exchange.URL, method string, params url.Values, result interface{}) error { creds, err := k.GetCredentials(ctx) if err != nil { return err } endpoint, err := k.API.Endpoints.GetURL(ep) if err != nil { return err } path := fmt.Sprintf("/%s/private/%s", krakenAPIVersion, method) interim := json.RawMessage{} err = k.SendPayload(ctx, request.Unset, func() (*request.Item, error) { nonce := k.Requester.GetNonce(true).String() params.Set("nonce", nonce) encoded := params.Encode() var shasum []byte shasum, err = crypto.GetSHA256([]byte(nonce + encoded)) if err != nil { return nil, err } var hmac []byte hmac, err = crypto.GetHMAC(crypto.HashSHA512, append([]byte(path), shasum...), []byte(creds.Secret)) if err != nil { return nil, err } signature := crypto.Base64Encode(hmac) headers := make(map[string]string) headers["API-Key"] = creds.Key headers["API-Sign"] = signature return &request.Item{ Method: http.MethodPost, Path: endpoint + path, Headers: headers, Body: strings.NewReader(encoded), Result: &interim, AuthRequest: true, NonceEnabled: true, Verbose: k.Verbose, HTTPDebugging: k.HTTPDebugging, HTTPRecording: k.HTTPRecording, }, nil }) if err != nil { return err } var errCap SpotAuthError if err = json.Unmarshal(interim, &errCap); err == nil { if errCap.Error != nil { switch e := errCap.Error.(type) { case []string: return errors.New(e[0]) case string: return errors.New(e) } } } return json.Unmarshal(interim, result) } // GetFee returns an estimate of fee based on type of transaction func (k *Kraken) GetFee(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) { var fee float64 switch feeBuilder.FeeType { case exchange.CryptocurrencyTradeFee: feePair, err := k.GetTradeVolume(ctx, true, feeBuilder.Pair) if err != nil { return 0, err } if feeBuilder.IsMaker { fee = calculateTradingFee(feePair.Currency, feePair.FeesMaker, feeBuilder.PurchasePrice, feeBuilder.Amount) } else { fee = calculateTradingFee(feePair.Currency, feePair.Fees, feeBuilder.PurchasePrice, feeBuilder.Amount) } case exchange.CryptocurrencyWithdrawalFee: fee = getWithdrawalFee(feeBuilder.Pair.Base) case exchange.InternationalBankDepositFee: depositMethods, err := k.GetDepositMethods(ctx, feeBuilder.FiatCurrency.String()) if err != nil { return 0, err } for _, i := range depositMethods { if feeBuilder.BankTransactionType == exchange.WireTransfer { if i.Method == "SynapsePay (US Wire)" { fee = i.Fee return fee, nil } } } case exchange.CryptocurrencyDepositFee: fee = getCryptocurrencyDepositFee(feeBuilder.Pair.Base) case exchange.InternationalBankWithdrawalFee: fee = getWithdrawalFee(feeBuilder.FiatCurrency) case exchange.OfflineTradeFee: fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount) } if fee < 0 { fee = 0 } return fee, nil } // getOfflineTradeFee calculates the worst case-scenario trading fee func getOfflineTradeFee(price, amount float64) float64 { return 0.0016 * price * amount } func getWithdrawalFee(c currency.Code) float64 { return WithdrawalFees[c] } func getCryptocurrencyDepositFee(c currency.Code) float64 { return DepositFees[c] } func calculateTradingFee(currency string, feePair map[string]TradeVolumeFee, purchasePrice, amount float64) float64 { return (feePair[currency].Fee / 100) * purchasePrice * amount } // GetCryptoDepositAddress returns a deposit address for a cryptocurrency func (k *Kraken) GetCryptoDepositAddress(ctx context.Context, method, code string, createNew bool) ([]DepositAddress, error) { var resp = struct { Error []string `json:"error"` Result []DepositAddress `json:"result"` }{} values := url.Values{} values.Set("asset", code) values.Set("method", method) if createNew { values.Set("new", "1") } err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenDepositAddresses, values, &resp) if err != nil { return nil, err } if len(resp.Result) == 0 { return nil, errors.New("no addresses returned") } return resp.Result, nil } // WithdrawStatus gets the status of recent withdrawals func (k *Kraken) WithdrawStatus(ctx context.Context, c currency.Code, method string) ([]WithdrawStatusResponse, error) { var response struct { Error []string `json:"error"` Result []WithdrawStatusResponse `json:"result"` } params := url.Values{} params.Set("asset", c.String()) if method != "" { params.Set("method", method) } if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenWithdrawStatus, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // WithdrawCancel sends a withdrawal cancellation request func (k *Kraken) WithdrawCancel(ctx context.Context, c currency.Code, refID string) (bool, error) { var response struct { Error []string `json:"error"` Result bool `json:"result"` } params := url.Values{} params.Set("asset", c.String()) params.Set("refid", refID) if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenWithdrawCancel, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // GetWebsocketToken returns a websocket token func (k *Kraken) GetWebsocketToken(ctx context.Context) (string, error) { var response WsTokenResponse if err := k.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenWebsocketToken, url.Values{}, &response); err != nil { return "", err } if len(response.Error) > 0 { return "", fmt.Errorf("%s - %v", k.Name, response.Error) } return response.Result.Token, nil } // LookupAltname converts a currency into its altname (ZUSD -> USD) func (a *assetTranslatorStore) LookupAltname(target string) string { a.l.RLock() alt, ok := a.Assets[target] if !ok { a.l.RUnlock() return "" } a.l.RUnlock() return alt } // LookupAltname converts an altname to its original type (USD -> ZUSD) func (a *assetTranslatorStore) LookupCurrency(target string) string { a.l.RLock() for k, v := range a.Assets { if v == target { a.l.RUnlock() return k } } a.l.RUnlock() return "" } // Seed seeds a currency translation pair func (a *assetTranslatorStore) Seed(orig, alt string) { a.l.Lock() if a.Assets == nil { a.Assets = make(map[string]string) } if _, ok := a.Assets[orig]; ok { a.l.Unlock() return } a.Assets[orig] = alt a.l.Unlock() } // Seeded returns whether or not the asset translator has been seeded func (a *assetTranslatorStore) Seeded() bool { a.l.RLock() isSeeded := len(a.Assets) > 0 a.l.RUnlock() return isSeeded }