package kraken import ( "context" "errors" "fmt" "sort" "strconv" "strings" "sync" "time" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/convert" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" "github.com/thrasher-corp/gocryptotrader/exchanges/account" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/deposit" "github.com/thrasher-corp/gocryptotrader/exchanges/kline" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/exchanges/orderbook" "github.com/thrasher-corp/gocryptotrader/exchanges/protocol" "github.com/thrasher-corp/gocryptotrader/exchanges/request" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" "github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/trade" "github.com/thrasher-corp/gocryptotrader/log" "github.com/thrasher-corp/gocryptotrader/portfolio/withdraw" ) // GetDefaultConfig returns a default exchange config func (k *Kraken) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) { k.SetDefaults() exchCfg := new(config.Exchange) exchCfg.Name = k.Name exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout exchCfg.BaseCurrencies = k.BaseCurrencies err := k.SetupDefaults(exchCfg) if err != nil { return nil, err } if k.Features.Supports.RESTCapabilities.AutoPairUpdates { err = k.UpdateTradablePairs(ctx, true) if err != nil { return nil, err } } return exchCfg, nil } // SetDefaults sets current default settings func (k *Kraken) SetDefaults() { k.Name = "Kraken" k.Enabled = true k.Verbose = true k.API.CredentialsValidator.RequiresKey = true k.API.CredentialsValidator.RequiresSecret = true k.API.CredentialsValidator.RequiresBase64DecodeSecret = true pairStore := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, Separator: ",", }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: currency.UnderscoreDelimiter, Separator: ",", }, } futures := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Delimiter: currency.UnderscoreDelimiter, Uppercase: true, }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: currency.UnderscoreDelimiter, }, } err := k.StoreAssetPairFormat(asset.Spot, pairStore) if err != nil { log.Errorln(log.ExchangeSys, err) } err = k.StoreAssetPairFormat(asset.Futures, futures) if err != nil { log.Errorln(log.ExchangeSys, err) } err = k.DisableAssetWebsocketSupport(asset.Futures) if err != nil { log.Errorln(log.ExchangeSys, err) } k.Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, Websocket: true, RESTCapabilities: protocol.Features{ TickerBatching: true, TickerFetching: true, KlineFetching: true, TradeFetching: true, OrderbookFetching: true, AutoPairUpdates: true, AccountInfo: true, GetOrder: true, GetOrders: true, CancelOrder: true, SubmitOrder: true, UserTradeHistory: true, CryptoDeposit: true, CryptoWithdrawal: true, FiatDeposit: true, FiatWithdraw: true, TradeFee: true, FiatDepositFee: true, FiatWithdrawalFee: true, CryptoDepositFee: true, CryptoWithdrawalFee: true, MultiChainDeposits: true, MultiChainWithdrawals: true, HasAssetTypeAccountSegregation: true, }, WebsocketCapabilities: protocol.Features{ TickerFetching: true, TradeFetching: true, KlineFetching: true, OrderbookFetching: true, Subscribe: true, Unsubscribe: true, MessageCorrelation: true, SubmitOrder: true, CancelOrder: true, CancelOrders: true, GetOrders: true, GetOrder: true, }, WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup | exchange.WithdrawCryptoWith2FA | exchange.AutoWithdrawFiatWithSetup | exchange.WithdrawFiatWith2FA, Kline: kline.ExchangeCapabilitiesSupported{ DateRanges: true, Intervals: true, }, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, Kline: kline.ExchangeCapabilitiesEnabled{ Intervals: kline.DeployExchangeIntervals( kline.OneMin, kline.FiveMin, kline.FifteenMin, kline.ThirtyMin, kline.OneHour, kline.FourHour, kline.OneDay, kline.OneWeek, kline.FifteenDay, ), ResultLimit: 720, }, }, } k.Requester, err = request.New(k.Name, common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout), request.WithLimiter(request.NewBasicRateLimit(krakenRateInterval, krakenRequestRate))) if err != nil { log.Errorln(log.ExchangeSys, err) } k.API.Endpoints = k.NewEndpoints() err = k.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{ exchange.RestSpot: krakenAPIURL, exchange.RestFutures: krakenFuturesURL, exchange.WebsocketSpot: krakenWSURL, }) if err != nil { log.Errorln(log.ExchangeSys, err) } k.Websocket = stream.New() k.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit k.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout k.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit } // Setup sets current exchange configuration func (k *Kraken) Setup(exch *config.Exchange) error { err := exch.Validate() if err != nil { return err } if !exch.Enabled { k.SetEnabled(false) return nil } err = k.SetupDefaults(exch) if err != nil { return err } err = k.SeedAssets(context.TODO()) if err != nil { return err } wsRunningURL, err := k.API.Endpoints.GetURL(exchange.WebsocketSpot) if err != nil { return err } err = k.Websocket.Setup(&stream.WebsocketSetup{ ExchangeConfig: exch, DefaultURL: krakenWSURL, RunningURL: wsRunningURL, Connector: k.WsConnect, Subscriber: k.Subscribe, Unsubscriber: k.Unsubscribe, GenerateSubscriptions: k.GenerateDefaultSubscriptions, ConnectionMonitorDelay: exch.ConnectionMonitorDelay, Features: &k.Features.Supports.WebsocketCapabilities, OrderbookBufferConfig: buffer.Config{SortBuffer: true}, }) if err != nil { return err } err = k.Websocket.SetupNewConnection(stream.ConnectionSetup{ RateLimit: krakenWsRateLimit, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, URL: krakenWSURL, }) if err != nil { return err } return k.Websocket.SetupNewConnection(stream.ConnectionSetup{ RateLimit: krakenWsRateLimit, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, URL: krakenAuthWSURL, Authenticated: true, }) } // Start starts the Kraken go routine func (k *Kraken) Start(ctx context.Context, wg *sync.WaitGroup) error { if wg == nil { return fmt.Errorf("%T %w", wg, common.ErrNilPointer) } wg.Add(1) go func() { k.Run(ctx) wg.Done() }() return nil } // Run implements the Kraken wrapper func (k *Kraken) Run(ctx context.Context) { if k.Verbose { k.PrintEnabledPairs() } forceUpdate := false if !k.BypassConfigFormatUpgrades { format, err := k.GetPairFormat(asset.UseDefault(), false) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", k.Name, err) return } enabled, err := k.GetEnabledPairs(asset.UseDefault()) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", k.Name, err) return } avail, err := k.GetAvailablePairs(asset.UseDefault()) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", k.Name, err) return } if !common.StringDataContains(enabled.Strings(), format.Delimiter) || !common.StringDataContains(avail.Strings(), format.Delimiter) || common.StringDataContains(avail.Strings(), "ZUSD") { var p currency.Pairs p, err = currency.NewPairsFromStrings([]string{currency.XBT.String() + format.Delimiter + currency.USD.String()}) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err: %s\n", k.Name, err) } else { log.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, k.Name, asset.UseDefault(), p) forceUpdate = true err = k.UpdatePairs(p, asset.UseDefault(), true, true) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err: %s\n", k.Name, err) } } } } if !k.GetEnabledFeatures().AutoPairUpdates && !forceUpdate { return } err := k.UpdateTradablePairs(ctx, forceUpdate) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", k.Name, err) } } // 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 switch a { case asset.Spot: if !assetTranslator.Seeded() { if err := k.SeedAssets(ctx); err != nil { return nil, err } } symbols, err := k.GetAssetPairs(ctx, nil, "") if err != nil { return nil, err } pairs = make([]currency.Pair, 0, len(symbols)) for i := range symbols { if strings.Contains(symbols[i].Altname, ".d") { continue } base := assetTranslator.LookupAltname(symbols[i].Base) if base == "" { log.Warnf(log.ExchangeSys, "%s unable to lookup altname for base currency %s", k.Name, symbols[i].Base) continue } quote := assetTranslator.LookupAltname(symbols[i].Quote) if quote == "" { log.Warnf(log.ExchangeSys, "%s unable to lookup altname for quote currency %s", k.Name, symbols[i].Quote) continue } pair, err = currency.NewPairFromStrings(base, quote) if err != nil { return nil, err } pairs = append(pairs, pair) } case asset.Futures: symbols, err := k.GetFuturesMarkets(ctx) if err != nil { return nil, err } pairs = make([]currency.Pair, 0, len(symbols.Instruments)) for x := range symbols.Instruments { if !symbols.Instruments[x].Tradable { continue } pair, err := currency.NewPairFromString(symbols.Instruments[x].Symbol) if err != nil { return nil, err } pairs = append(pairs, pair) } } return pairs, nil } // 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 { pairs, err := k.FetchTradablePairs(ctx, assets[x]) if err != nil { return err } err = k.UpdatePairs(pairs, assets[x], false, forceUpdate) if err != nil { return err } } return nil } // UpdateTickers updates the ticker for all currency pairs of a given asset type func (k *Kraken) UpdateTickers(ctx context.Context, a asset.Item) error { switch a { case asset.Spot: pairs, err := k.GetEnabledPairs(a) if err != nil { return err } pairsCollated, err := k.FormatExchangeCurrencies(pairs, a) if err != nil { return err } tickers, err := k.GetTickers(ctx, pairsCollated) if err != nil { return err } for i := range pairs { for c, t := range tickers { pairFmt, err := k.FormatExchangeCurrency(pairs[i], a) if err != nil { return err } if !strings.EqualFold(pairFmt.String(), c) { altCurrency := assetTranslator.LookupAltname(c) if altCurrency == "" { continue } if !strings.EqualFold(pairFmt.String(), altCurrency) { continue } } err = ticker.ProcessTicker(&ticker.Price{ Last: t.Last, High: t.High, Low: t.Low, Bid: t.Bid, Ask: t.Ask, Volume: t.Volume, Open: t.Open, Pair: pairs[i], ExchangeName: k.Name, AssetType: a}) if err != nil { return err } } } case asset.Futures: t, err := k.GetFuturesTickers(ctx) if err != nil { return err } for x := range t.Tickers { pair, err := currency.NewPairFromString(t.Tickers[x].Symbol) if err != nil { return err } err = ticker.ProcessTicker(&ticker.Price{ Last: t.Tickers[x].Last, Bid: t.Tickers[x].Bid, Ask: t.Tickers[x].Ask, Volume: t.Tickers[x].Vol24h, Open: t.Tickers[x].Open24H, Pair: pair, ExchangeName: k.Name, AssetType: a}) if err != nil { return err } } default: return fmt.Errorf("assetType not supported: %v", a) } return nil } // UpdateTicker updates and returns the ticker for a currency pair func (k *Kraken) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) { if err := k.UpdateTickers(ctx, a); err != nil { return nil, err } return ticker.GetTicker(k.Name, p, a) } // FetchTicker returns the ticker for a currency pair func (k *Kraken) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) { tickerNew, err := ticker.GetTicker(k.Name, p, assetType) if err != nil { return k.UpdateTicker(ctx, p, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (k *Kraken) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { ob, err := orderbook.Get(k.Name, p, assetType) if err != nil { return k.UpdateOrderbook(ctx, p, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (k *Kraken) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { book := &orderbook.Base{ Exchange: k.Name, Pair: p, Asset: assetType, VerifyOrderbook: k.CanVerifyOrderbook, } var err error switch assetType { case asset.Spot: var orderbookNew *Orderbook orderbookNew, err = k.GetDepth(ctx, p) if err != nil { return book, err } book.Bids = make([]orderbook.Item, len(orderbookNew.Bids)) for x := range orderbookNew.Bids { book.Bids[x] = orderbook.Item{ Amount: orderbookNew.Bids[x].Amount, Price: orderbookNew.Bids[x].Price, } } book.Asks = make([]orderbook.Item, len(orderbookNew.Asks)) for y := range orderbookNew.Asks { book.Asks[y] = orderbook.Item{ Amount: orderbookNew.Asks[y].Amount, Price: orderbookNew.Asks[y].Price, } } case asset.Futures: var futuresOB *FuturesOrderbookData futuresOB, err = k.GetFuturesOrderbook(ctx, p) if err != nil { return book, err } book.Asks = make([]orderbook.Item, len(futuresOB.Orderbook.Asks)) for x := range futuresOB.Orderbook.Asks { book.Asks[x] = orderbook.Item{ Price: futuresOB.Orderbook.Asks[x][0], Amount: futuresOB.Orderbook.Asks[x][1], } } book.Bids = make([]orderbook.Item, len(futuresOB.Orderbook.Bids)) for y := range futuresOB.Orderbook.Bids { book.Bids[y] = orderbook.Item{ Price: futuresOB.Orderbook.Bids[y][0], Amount: futuresOB.Orderbook.Bids[y][1], } } default: return book, fmt.Errorf("invalid assetType: %v", assetType) } err = book.Process() if err != nil { return book, err } return orderbook.Get(k.Name, p, assetType) } // UpdateAccountInfo retrieves balances for all enabled currencies for the // Kraken exchange - to-do func (k *Kraken) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) { var info account.Holdings var balances []account.Balance info.Exchange = k.Name switch assetType { case asset.Spot: bal, err := k.GetBalance(ctx) if err != nil { return info, err } for key := range bal { translatedCurrency := assetTranslator.LookupAltname(key) if translatedCurrency == "" { log.Warnf(log.ExchangeSys, "%s unable to translate currency: %s\n", k.Name, key) continue } balances = append(balances, account.Balance{ Currency: currency.NewCode(translatedCurrency), Total: bal[key], }) } info.Accounts = append(info.Accounts, account.SubAccount{ Currencies: balances, AssetType: assetType, }) case asset.Futures: bal, err := k.GetFuturesAccountData(ctx) if err != nil { return info, err } for name := range bal.Accounts { for code := range bal.Accounts[name].Balances { balances = append(balances, account.Balance{ Currency: currency.NewCode(code).Upper(), Total: bal.Accounts[name].Balances[code], }) } info.Accounts = append(info.Accounts, account.SubAccount{ ID: name, AssetType: asset.Futures, Currencies: balances, }) } } creds, err := k.GetCredentials(ctx) if err != nil { return account.Holdings{}, err } if err := account.Process(&info, creds); err != nil { return account.Holdings{}, err } return info, nil } // FetchAccountInfo retrieves balances for all enabled currencies func (k *Kraken) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) { creds, err := k.GetCredentials(ctx) if err != nil { return account.Holdings{}, err } acc, err := account.GetHoldings(k.Name, creds, assetType) if err != nil { return k.UpdateAccountInfo(ctx, assetType) } return acc, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (k *Kraken) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) { return nil, common.ErrFunctionNotSupported } // GetWithdrawalsHistory returns previous withdrawals data func (k *Kraken) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) (resp []exchange.WithdrawalHistory, err error) { withdrawals, err := k.WithdrawStatus(ctx, c, "") for i := range withdrawals { resp = append(resp, exchange.WithdrawalHistory{ Status: withdrawals[i].Status, TransferID: withdrawals[i].Refid, Timestamp: time.Unix(int64(withdrawals[i].Time), 0), Amount: withdrawals[i].Amount, Fee: withdrawals[i].Fee, CryptoToAddress: withdrawals[i].Info, CryptoTxID: withdrawals[i].TxID, Currency: c.String(), }) } return } // GetRecentTrades returns the most recent trades for a currency and asset func (k *Kraken) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) { tradeData, err := k.GetTrades(ctx, p) if err != nil { return nil, err } resp := make([]trade.Data, len(tradeData)) for i := range tradeData { side := order.Buy if tradeData[i].BuyOrSell == "s" { side = order.Sell } resp[i] = trade.Data{ TID: strconv.FormatInt(tradeData[i].TradeID, 10), Exchange: k.Name, CurrencyPair: p, AssetType: assetType, Side: side, Price: tradeData[i].Price, Amount: tradeData[i].Volume, Timestamp: convert.TimeFromUnixTimestampDecimal(tradeData[i].Time), } } err = k.AddTradesToBuffer(resp...) if err != nil { return nil, err } sort.Sort(trade.ByDate(resp)) return resp, nil } // GetHistoricTrades returns historic trade data within the timeframe provided func (k *Kraken) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) { return nil, common.ErrFunctionNotSupported } // SubmitOrder submits a new order func (k *Kraken) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) { err := s.Validate() if err != nil { return nil, err } var orderID string status := order.New switch s.AssetType { case asset.Spot: timeInForce := KrakenRequestParamsTimeGTC if s.ImmediateOrCancel { timeInForce = KrakenRequestParamsTimeIOC } if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() { s.Pair.Delimiter = "/" // required pair format: ISO 4217-A3 orderID, err = k.wsAddOrder(&WsAddOrderRequest{ OrderType: s.Type.Lower(), OrderSide: s.Side.Lower(), Pair: s.Pair.String(), Price: s.Price, Volume: s.Amount, TimeInForce: timeInForce, }) if err != nil { return nil, err } } else { var response AddOrderResponse response, err = k.AddOrder(ctx, s.Pair, s.Side.String(), s.Type.String(), s.Amount, s.Price, 0, 0, &AddOrderOptions{ TimeInForce: timeInForce, }) if err != nil { return nil, err } if len(response.TransactionIds) > 0 { orderID = strings.Join(response.TransactionIds, ", ") } } if s.Type == order.Market { status = order.Filled } case asset.Futures: var fOrder FuturesSendOrderData fOrder, err = k.FuturesSendOrder(ctx, s.Type, s.Pair, s.Side.Lower(), "", s.ClientOrderID, "", s.ImmediateOrCancel, s.Amount, s.Price, 0, ) if err != nil { return nil, err } // check the status, anything that is not placed we error out if fOrder.SendStatus.Status != "placed" { return nil, fmt.Errorf("submit order failed: %s", fOrder.SendStatus.Status) } orderID = fOrder.SendStatus.OrderID default: return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, s.AssetType) } resp, err := s.DeriveSubmitResponse(orderID) if err != nil { return nil, err } resp.Status = status return resp, nil } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (k *Kraken) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) { return nil, common.ErrFunctionNotSupported } // CancelOrder cancels an order by its corresponding ID number func (k *Kraken) CancelOrder(ctx context.Context, o *order.Cancel) error { if err := o.Validate(o.StandardCancel()); err != nil { return err } switch o.AssetType { case asset.Spot: if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() { return k.wsCancelOrders([]string{o.OrderID}) } _, err := k.CancelExistingOrder(ctx, o.OrderID) return err case asset.Futures: _, err := k.FuturesCancelOrder(ctx, o.OrderID, "") if err != nil { return err } } return nil } // CancelBatchOrders cancels an orders by their corresponding ID numbers func (k *Kraken) CancelBatchOrders(ctx context.Context, orders []order.Cancel) (order.CancelBatchResponse, error) { if !k.Websocket.CanUseAuthenticatedWebsocketForWrapper() { return order.CancelBatchResponse{}, common.ErrFunctionNotSupported } ordersList := make([]string, len(orders)) for i := range orders { if err := orders[i].Validate(orders[i].StandardCancel()); err != nil { return order.CancelBatchResponse{}, err } ordersList[i] = orders[i].OrderID } err := k.wsCancelOrders(ordersList) return order.CancelBatchResponse{}, err } // CancelAllOrders cancels all orders associated with a currency pair func (k *Kraken) CancelAllOrders(ctx context.Context, req *order.Cancel) (order.CancelAllResponse, error) { if err := req.Validate(); err != nil { return order.CancelAllResponse{}, err } cancelAllOrdersResponse := order.CancelAllResponse{ Status: make(map[string]string), } switch req.AssetType { case asset.Spot: if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() { resp, err := k.wsCancelAllOrders() if err != nil { return cancelAllOrdersResponse, err } cancelAllOrdersResponse.Count = resp.Count return cancelAllOrdersResponse, err } var emptyOrderOptions OrderInfoOptions openOrders, err := k.GetOpenOrders(ctx, emptyOrderOptions) if err != nil { return cancelAllOrdersResponse, err } for orderID := range openOrders.Open { var err error if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() { err = k.wsCancelOrders([]string{orderID}) } else { _, err = k.CancelExistingOrder(ctx, orderID) } if err != nil { cancelAllOrdersResponse.Status[orderID] = err.Error() } } case asset.Futures: cancelData, err := k.FuturesCancelAllOrders(ctx, req.Pair) if err != nil { return cancelAllOrdersResponse, err } for x := range cancelData.CancelStatus.CancelledOrders { cancelAllOrdersResponse.Status[cancelData.CancelStatus.CancelledOrders[x].OrderID] = "cancelled" } } return cancelAllOrdersResponse, nil } // GetOrderInfo returns information on a current open order func (k *Kraken) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) { var orderDetail order.Detail switch assetType { case asset.Spot: resp, err := k.QueryOrdersInfo(ctx, OrderInfoOptions{ Trades: true, }, orderID) if err != nil { return orderDetail, err } orderInfo, ok := resp[orderID] if !ok { return orderDetail, fmt.Errorf("order %s not found in response", orderID) } if !assetType.IsValid() { assetType = asset.UseDefault() } avail, err := k.GetAvailablePairs(assetType) if err != nil { return orderDetail, err } format, err := k.GetPairFormat(assetType, true) if err != nil { return orderDetail, err } var trades []order.TradeHistory for i := range orderInfo.Trades { trades = append(trades, order.TradeHistory{ TID: orderInfo.Trades[i], }) } side, err := order.StringToOrderSide(orderInfo.Description.Type) if err != nil { return orderDetail, err } status, err := order.StringToOrderStatus(orderInfo.Status) if err != nil { log.Errorf(log.ExchangeSys, "%s %v", k.Name, err) } oType, err := order.StringToOrderType(orderInfo.Description.OrderType) if err != nil { return orderDetail, err } p, err := currency.NewPairFromFormattedPairs(orderInfo.Description.Pair, avail, format) if err != nil { return orderDetail, err } price := orderInfo.Price if orderInfo.Status == statusOpen { price = orderInfo.Description.Price } orderDetail = order.Detail{ Exchange: k.Name, OrderID: orderID, Pair: p, Side: side, Type: oType, Date: convert.TimeFromUnixTimestampDecimal(orderInfo.OpenTime), CloseTime: convert.TimeFromUnixTimestampDecimal(orderInfo.CloseTime), Status: status, Price: price, Amount: orderInfo.Volume, ExecutedAmount: orderInfo.VolumeExecuted, RemainingAmount: orderInfo.Volume - orderInfo.VolumeExecuted, Fee: orderInfo.Fee, Trades: trades, Cost: orderInfo.Cost, } case asset.Futures: orderInfo, err := k.FuturesGetFills(ctx, time.Time{}) if err != nil { return orderDetail, err } for y := range orderInfo.Fills { if orderInfo.Fills[y].OrderID != orderID { continue } pair, err := currency.NewPairFromString(orderInfo.Fills[y].Symbol) if err != nil { return orderDetail, err } oSide, err := compatibleOrderSide(orderInfo.Fills[y].Side) if err != nil { return orderDetail, err } fillOrderType, err := compatibleFillOrderType(orderInfo.Fills[y].FillType) if err != nil { return orderDetail, err } timeVar, err := time.Parse(krakenFormat, orderInfo.Fills[y].FillTime) if err != nil { return orderDetail, err } orderDetail = order.Detail{ OrderID: orderID, Price: orderInfo.Fills[y].Price, Amount: orderInfo.Fills[y].Size, Side: oSide, Type: fillOrderType, Date: timeVar, Pair: pair, Exchange: k.Name, } } } return orderDetail, nil } // GetDepositAddress returns a deposit address for a specified currency func (k *Kraken) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) { if chain == "" { methods, err := k.GetDepositMethods(ctx, cryptocurrency.String()) if err != nil { return nil, err } if len(methods) == 0 { return nil, errors.New("unable to get any deposit methods") } chain = methods[0].Method } depositAddr, err := k.GetCryptoDepositAddress(ctx, chain, cryptocurrency.String(), false) if err != nil { if strings.Contains(err.Error(), "no addresses returned") { depositAddr, err = k.GetCryptoDepositAddress(ctx, chain, cryptocurrency.String(), true) if err != nil { return nil, err } } else { return nil, err } } return &deposit.Address{ Address: depositAddr[0].Address, Tag: depositAddr[0].Tag, }, nil } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal // Populate exchange.WithdrawRequest.TradePassword with withdrawal key name, as set up on your account func (k *Kraken) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } v, err := k.Withdraw(ctx, withdrawRequest.Currency.String(), withdrawRequest.TradePassword, withdrawRequest.Amount) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ ID: v, }, nil } // WithdrawFiatFunds returns a withdrawal ID when a // withdrawal is submitted func (k *Kraken) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } v, err := k.Withdraw(ctx, withdrawRequest.Currency.String(), withdrawRequest.TradePassword, withdrawRequest.Amount) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ Status: v, }, nil } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a // withdrawal is submitted func (k *Kraken) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } v, err := k.Withdraw(ctx, withdrawRequest.Currency.String(), withdrawRequest.TradePassword, withdrawRequest.Amount) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ Status: v, }, nil } // GetFeeByType returns an estimate of fee based on type of transaction func (k *Kraken) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) { if feeBuilder == nil { return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer) } if !k.AreCredentialsValid(ctx) && // Todo check connection status feeBuilder.FeeType == exchange.CryptocurrencyTradeFee { feeBuilder.FeeType = exchange.OfflineTradeFee } return k.GetFee(ctx, feeBuilder) } // GetActiveOrders retrieves any orders that are active/open func (k *Kraken) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) { err := req.Validate() if err != nil { return nil, err } var orders []order.Detail switch req.AssetType { case asset.Spot: resp, err := k.GetOpenOrders(ctx, OrderInfoOptions{}) if err != nil { return nil, err } assetType := req.AssetType if !req.AssetType.IsValid() { assetType = asset.UseDefault() } avail, err := k.GetAvailablePairs(assetType) if err != nil { return nil, err } format, err := k.GetPairFormat(assetType, true) if err != nil { return nil, err } for i := range resp.Open { p, err := currency.NewPairFromFormattedPairs(resp.Open[i].Description.Pair, avail, format) if err != nil { return nil, err } var side order.Side side, err = order.StringToOrderSide(resp.Open[i].Description.Type) if err != nil { return nil, err } var orderType order.Type orderType, err = order.StringToOrderType(resp.Open[i].Description.OrderType) if err != nil { log.Errorf(log.ExchangeSys, "%s %v", k.Name, err) } orders = append(orders, order.Detail{ OrderID: i, Amount: resp.Open[i].Volume, RemainingAmount: (resp.Open[i].Volume - resp.Open[i].VolumeExecuted), ExecutedAmount: resp.Open[i].VolumeExecuted, Exchange: k.Name, Date: convert.TimeFromUnixTimestampDecimal(resp.Open[i].OpenTime), Price: resp.Open[i].Description.Price, Side: side, Type: orderType, Pair: p, }) } case asset.Futures: var err error var pairs currency.Pairs if len(req.Pairs) > 0 { pairs = req.Pairs } else { pairs, err = k.GetEnabledPairs(asset.Futures) if err != nil { return orders, err } } activeOrders, err := k.FuturesOpenOrders(ctx) if err != nil { return orders, err } for i := range pairs { fPair, err := k.FormatExchangeCurrency(pairs[i], asset.Futures) if err != nil { return orders, err } for a := range activeOrders.OpenOrders { if activeOrders.OpenOrders[a].Symbol != fPair.String() { continue } oSide, err := compatibleOrderSide(activeOrders.OpenOrders[a].Side) if err != nil { return orders, err } oType, err := compatibleOrderType(activeOrders.OpenOrders[a].OrderType) if err != nil { return orders, err } timeVar, err := time.Parse(krakenFormat, activeOrders.OpenOrders[a].ReceivedTime) if err != nil { return orders, err } orders = append(orders, order.Detail{ OrderID: activeOrders.OpenOrders[a].OrderID, Price: activeOrders.OpenOrders[a].LimitPrice, Amount: activeOrders.OpenOrders[a].FilledSize, Side: oSide, Type: oType, Date: timeVar, Pair: fPair, Exchange: k.Name, }) } } default: return nil, fmt.Errorf("%s assetType not supported", req.AssetType) } return req.Filter(k.Name, orders), nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status func (k *Kraken) GetOrderHistory(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) (order.FilteredOrders, error) { err := getOrdersRequest.Validate() if err != nil { return nil, err } var orders []order.Detail switch getOrdersRequest.AssetType { case asset.Spot: req := GetClosedOrdersOptions{} if getOrdersRequest.StartTime.Unix() > 0 { req.Start = strconv.FormatInt(getOrdersRequest.StartTime.Unix(), 10) } if getOrdersRequest.EndTime.Unix() > 0 { req.End = strconv.FormatInt(getOrdersRequest.EndTime.Unix(), 10) } assetType := getOrdersRequest.AssetType if !getOrdersRequest.AssetType.IsValid() { assetType = asset.UseDefault() } avail, err := k.GetAvailablePairs(assetType) if err != nil { return nil, err } format, err := k.GetPairFormat(assetType, true) if err != nil { return nil, err } resp, err := k.GetClosedOrders(ctx, req) if err != nil { return nil, err } for i := range resp.Closed { p, err := currency.NewPairFromFormattedPairs(resp.Closed[i].Description.Pair, avail, format) if err != nil { return nil, err } var side order.Side side, err = order.StringToOrderSide(resp.Closed[i].Description.Type) if err != nil { log.Errorf(log.ExchangeSys, "%s %v", k.Name, err) } status, err := order.StringToOrderStatus(resp.Closed[i].Status) if err != nil { log.Errorf(log.ExchangeSys, "%s %v", k.Name, err) } var orderType order.Type orderType, err = order.StringToOrderType(resp.Closed[i].Description.OrderType) if err != nil { log.Errorf(log.ExchangeSys, "%s %v", k.Name, err) } detail := order.Detail{ OrderID: i, Amount: resp.Closed[i].Volume, ExecutedAmount: resp.Closed[i].VolumeExecuted, RemainingAmount: resp.Closed[i].Volume - resp.Closed[i].VolumeExecuted, Cost: resp.Closed[i].Cost, CostAsset: p.Quote, Exchange: k.Name, Date: convert.TimeFromUnixTimestampDecimal(resp.Closed[i].OpenTime), CloseTime: convert.TimeFromUnixTimestampDecimal(resp.Closed[i].CloseTime), Price: resp.Closed[i].Description.Price, Side: side, Status: status, Type: orderType, Pair: p, } detail.InferCostsAndTimes() orders = append(orders, detail) } case asset.Futures: var orderHistory FuturesRecentOrdersData var err error var pairs currency.Pairs if len(getOrdersRequest.Pairs) > 0 { pairs = getOrdersRequest.Pairs } else { pairs, err = k.GetEnabledPairs(asset.Futures) if err != nil { return orders, err } } for p := range pairs { orderHistory, err = k.FuturesRecentOrders(ctx, pairs[p]) if err != nil { return orders, err } for o := range orderHistory.OrderEvents { switch { case orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.UID != "": timeVar, err := time.Parse(krakenFormat, orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Timestamp) if err != nil { return orders, err } oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Direction) if err != nil { return orders, err } oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.OrderType) if err != nil { return orders, err } orders = append(orders, order.Detail{ Price: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.LimitPrice, Amount: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Quantity, ExecutedAmount: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Filled, RemainingAmount: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Quantity - orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Filled, OrderID: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.UID, ClientID: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.ClientID, AssetType: asset.Futures, Type: oType, Date: timeVar, Side: oDirection, Exchange: k.Name, Pair: pairs[p], }) case orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.UID != "": timeVar, err := time.Parse(krakenFormat, orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Timestamp) if err != nil { return orders, err } oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Direction) if err != nil { return orders, err } oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.OrderType) if err != nil { return orders, err } orders = append(orders, order.Detail{ Price: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.LimitPrice, Amount: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Quantity, ExecutedAmount: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Filled, RemainingAmount: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Quantity - orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Filled, OrderID: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.UID, ClientID: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.AccountID, AssetType: asset.Futures, Type: oType, Date: timeVar, Side: oDirection, Exchange: k.Name, Pair: pairs[p], Status: order.Rejected, }) case orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.UID != "": timeVar, err := time.Parse(krakenFormat, orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Timestamp) if err != nil { return orders, err } oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Direction) if err != nil { return orders, err } oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.OrderType) if err != nil { return orders, err } orders = append(orders, order.Detail{ Price: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.LimitPrice, Amount: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Quantity, ExecutedAmount: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Filled, RemainingAmount: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Quantity - orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Filled, OrderID: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.UID, ClientID: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.AccountID, AssetType: asset.Futures, Type: oType, Date: timeVar, Side: oDirection, Exchange: k.Name, Pair: pairs[p], Status: order.Cancelled, }) case orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.UID != "": timeVar, err := time.Parse(krakenFormat, orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Timestamp) if err != nil { return orders, err } oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Direction) if err != nil { return orders, err } oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.OrderType) if err != nil { return orders, err } orders = append(orders, order.Detail{ Price: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.LimitPrice, Amount: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Quantity, ExecutedAmount: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Filled, RemainingAmount: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Quantity - orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Filled, OrderID: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.UID, ClientID: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.AccountID, AssetType: asset.Futures, Type: oType, Date: timeVar, Side: oDirection, Exchange: k.Name, Pair: pairs[p], }) default: return orders, fmt.Errorf("invalid orderHistory data") } } } } return getOrdersRequest.Filter(k.Name, orders), nil } // AuthenticateWebsocket sends an authentication message to the websocket func (k *Kraken) AuthenticateWebsocket(ctx context.Context) error { resp, err := k.GetWebsocketToken(ctx) if resp != "" { authToken = resp } return err } // ValidateCredentials validates current credentials used for wrapper // functionality func (k *Kraken) ValidateCredentials(ctx context.Context, assetType asset.Item) error { _, err := k.UpdateAccountInfo(ctx, assetType) return k.CheckTransientError(err) } // FormatExchangeKlineInterval returns Interval to exchange formatted string func (k *Kraken) FormatExchangeKlineInterval(in kline.Interval) string { return strconv.FormatFloat(in.Duration().Minutes(), 'f', -1, 64) } // GetHistoricCandles returns candles between a time period for a set time interval func (k *Kraken) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) { req, err := k.GetKlineRequest(pair, a, interval, start, end) if err != nil { return nil, err } if a != asset.Spot { // TODO: Implement futures return nil, common.ErrNotYetImplemented } candles, err := k.GetOHLC(ctx, req.Pair, k.FormatExchangeKlineInterval(req.ExchangeInterval)) if err != nil { return nil, err } timeSeries := make([]kline.Candle, 0, len(candles)) for x := range candles { timeValue, err := convert.TimeFromUnixTimestampFloat(candles[x].Time * 1000) if err != nil { return nil, err } if timeValue.Before(req.Start) || timeValue.After(req.End) { continue } timeSeries = append(timeSeries, kline.Candle{ Time: timeValue, Open: candles[x].Open, High: candles[x].High, Low: candles[x].Low, Close: candles[x].Close, Volume: candles[x].Volume, }) } return req.ProcessResponse(timeSeries) } // GetHistoricCandlesExtended returns candles between a time period for a set time interval func (k *Kraken) GetHistoricCandlesExtended(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) { return nil, common.ErrNotYetImplemented } func compatibleOrderSide(side string) (order.Side, error) { switch { case strings.EqualFold(order.Buy.String(), side): return order.Buy, nil case strings.EqualFold(order.Sell.String(), side): return order.Sell, nil } return order.AnySide, fmt.Errorf("invalid side received") } func compatibleOrderType(orderType string) (order.Type, error) { var resp order.Type switch orderType { case "lmt": resp = order.Limit case "stp": resp = order.Stop case "take_profit": resp = order.TakeProfit default: return resp, fmt.Errorf("invalid orderType") } return resp, nil } func compatibleFillOrderType(fillType string) (order.Type, error) { var resp order.Type switch fillType { case "maker": resp = order.Limit case "taker": resp = order.Market case "liquidation": resp = order.Liquidation default: return resp, fmt.Errorf("invalid orderPriceType") } return resp, nil } // GetAvailableTransferChains returns the available transfer blockchains for the specific // cryptocurrency func (k *Kraken) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) { methods, err := k.GetDepositMethods(ctx, cryptocurrency.String()) if err != nil { return nil, err } availableChains := make([]string, len(methods)) for x := range methods { availableChains[x] = methods[x].Method } return availableChains, nil } // GetServerTime returns the current exchange server time. func (k *Kraken) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) { st, err := k.GetCurrentServerTime(ctx) if err != nil { return time.Time{}, err } return time.Parse("Mon, 02 Jan 06 15:04:05 -0700", st.Rfc1123) }