package kraken import ( "errors" "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/asset" "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/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler" "github.com/thrasher-corp/gocryptotrader/exchanges/withdraw" log "github.com/thrasher-corp/gocryptotrader/logger" ) // GetDefaultConfig returns a default exchange config func (k *Kraken) GetDefaultConfig() (*config.ExchangeConfig, error) { k.SetDefaults() exchCfg := new(config.ExchangeConfig) 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(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 k.CurrencyPairs = currency.PairsManager{ AssetTypes: asset.Items{ asset.Spot, }, UseGlobalFormat: true, RequestFormat: ¤cy.PairFormat{ Uppercase: true, Separator: ",", }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: "-", Separator: ",", }, } 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, }, WebsocketCapabilities: protocol.Features{ TickerFetching: true, TradeFetching: true, KlineFetching: true, OrderbookFetching: true, Subscribe: true, Unsubscribe: true, MessageCorrelation: true, SubmitOrder: true, CancelOrder: true, CancelOrders: true, }, WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup | exchange.WithdrawCryptoWith2FA | exchange.AutoWithdrawFiatWithSetup | exchange.WithdrawFiatWith2FA, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, }, } k.Requester = request.New(k.Name, request.NewRateLimit(time.Second, krakenAuthRate), request.NewRateLimit(time.Second, krakenUnauthRate), common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout)) k.API.Endpoints.URLDefault = krakenAPIURL k.API.Endpoints.URL = k.API.Endpoints.URLDefault k.Websocket = wshandler.New() k.API.Endpoints.WebsocketURL = krakenWSURL k.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit k.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout k.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit } // Setup sets current exchange configuration func (k *Kraken) Setup(exch *config.ExchangeConfig) error { if !exch.Enabled { k.SetEnabled(false) return nil } err := k.SetupDefaults(exch) if err != nil { return err } err = k.Websocket.Setup( &wshandler.WebsocketSetup{ Enabled: exch.Features.Enabled.Websocket, Verbose: exch.Verbose, AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport, WebsocketTimeout: exch.WebsocketTrafficTimeout, DefaultURL: krakenWSURL, ExchangeName: exch.Name, RunningURL: exch.API.Endpoints.WebsocketURL, Connector: k.WsConnect, Subscriber: k.Subscribe, UnSubscriber: k.Unsubscribe, Features: &k.Features.Supports.WebsocketCapabilities, }) if err != nil { return err } k.WebsocketConn = &wshandler.WebsocketConnection{ ExchangeName: k.Name, URL: k.Websocket.GetWebsocketURL(), ProxyURL: k.Websocket.GetProxyAddress(), Verbose: k.Verbose, RateLimit: krakenWsRateLimit, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, } k.AuthenticatedWebsocketConn = &wshandler.WebsocketConnection{ ExchangeName: k.Name, URL: krakenAuthWSURL, ProxyURL: k.Websocket.GetProxyAddress(), Verbose: k.Verbose, RateLimit: krakenWsRateLimit, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, } k.Websocket.Orderbook.Setup( exch.WebsocketOrderbookBufferLimit, true, true, false, false, exch.Name) return nil } // Start starts the Kraken go routine func (k *Kraken) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { k.Run() wg.Done() }() } // Run implements the Kraken wrapper func (k *Kraken) Run() { if k.Verbose { k.PrintEnabledPairs() } forceUpdate := false delim := k.GetPairFormat(asset.Spot, false).Delimiter if !common.StringDataContains(k.GetEnabledPairs(asset.Spot).Strings(), delim) || !common.StringDataContains(k.GetAvailablePairs(asset.Spot).Strings(), delim) { enabledPairs := currency.NewPairsFromStrings( []string{currency.XBT.String() + delim + currency.USD.String()}, ) log.Warn(log.ExchangeSys, "Available pairs for Kraken reset due to config upgrade, please enable the ones you would like again") forceUpdate = true err := k.UpdatePairs(enabledPairs, asset.Spot, 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(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(asset asset.Item) ([]string, error) { pairs, err := k.GetAssetPairs() if err != nil { return nil, err } var products []string for i := range pairs { v := pairs[i] if strings.Contains(v.Altname, ".d") { continue } if v.Base[0] == 'X' { if len(v.Base) > 3 { v.Base = v.Base[1:] } } if v.Quote[0] == 'Z' || v.Quote[0] == 'X' { v.Quote = v.Quote[1:] } products = append(products, v.Base+ k.GetPairFormat(asset, false).Delimiter+ v.Quote) } return products, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (k *Kraken) UpdateTradablePairs(forceUpdate bool) error { pairs, err := k.FetchTradablePairs(asset.Spot) if err != nil { return err } return k.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate) } // UpdateTicker updates and returns the ticker for a currency pair func (k *Kraken) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { tickerPrice := new(ticker.Price) pairs := k.GetEnabledPairs(assetType) pairsCollated, err := k.FormatExchangeCurrencies(pairs, assetType) if err != nil { return tickerPrice, err } tickers, err := k.GetTickers(pairsCollated) if err != nil { return tickerPrice, err } for i := range pairs { for c, t := range tickers { pairFmt := k.FormatExchangeCurrency(pairs[i], assetType).String() if !strings.EqualFold(pairFmt, c) { altCurrency, ok := assetPairMap[c] if !ok { continue } if !strings.EqualFold(pairFmt, altCurrency) { continue } } tickerPrice = &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], } err = ticker.ProcessTicker(k.Name, tickerPrice, assetType) if err != nil { log.Error(log.Ticker, err) } } } return ticker.GetTicker(k.Name, p, assetType) } // FetchTicker returns the ticker for a currency pair func (k *Kraken) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { tickerNew, err := ticker.GetTicker(k.Name, p, assetType) if err != nil { return k.UpdateTicker(p, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (k *Kraken) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { ob, err := orderbook.Get(k.Name, p, assetType) if err != nil { return k.UpdateOrderbook(p, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (k *Kraken) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { orderBook := new(orderbook.Base) orderbookNew, err := k.GetDepth(k.FormatExchangeCurrency(p, assetType).String()) if err != nil { return orderBook, err } for x := range orderbookNew.Bids { orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: orderbookNew.Bids[x].Amount, Price: orderbookNew.Bids[x].Price}) } for x := range orderbookNew.Asks { orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: orderbookNew.Asks[x].Amount, Price: orderbookNew.Asks[x].Price}) } orderBook.Pair = p orderBook.ExchangeName = k.Name orderBook.AssetType = assetType err = orderBook.Process() if err != nil { return orderBook, err } return orderbook.Get(k.Name, p, assetType) } // GetAccountInfo retrieves balances for all enabled currencies for the // Kraken exchange - to-do func (k *Kraken) GetAccountInfo() (exchange.AccountInfo, error) { var info exchange.AccountInfo info.Exchange = k.Name bal, err := k.GetBalance() if err != nil { return info, err } var balances []exchange.AccountCurrencyInfo for key := range bal { balances = append(balances, exchange.AccountCurrencyInfo{ CurrencyName: currency.NewCode(key), TotalValue: bal[key], }) } info.Accounts = append(info.Accounts, exchange.Account{ Currencies: balances, }) return info, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (k *Kraken) GetFundingHistory() ([]exchange.FundHistory, error) { return nil, common.ErrFunctionNotSupported } // GetExchangeHistory returns historic trade data since exchange opening. func (k *Kraken) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) { return nil, common.ErrNotYetImplemented } // SubmitOrder submits a new order func (k *Kraken) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) { var submitOrderResponse order.SubmitResponse err := s.Validate() if err != nil { return submitOrderResponse, err } if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() { var resp string resp, err = k.wsAddOrder(&WsAddOrderRequest{ OrderType: s.OrderType.String(), OrderSide: s.OrderSide.String(), Pair: s.Pair.String(), Price: s.Price, Volume: s.Amount, }) if err != nil { return submitOrderResponse, err } submitOrderResponse.OrderID = resp submitOrderResponse.IsOrderPlaced = true } else { var response AddOrderResponse response, err = k.AddOrder(s.Pair.String(), s.OrderSide.String(), s.OrderType.String(), s.Amount, s.Price, 0, 0, &AddOrderOptions{}) if err != nil { return submitOrderResponse, err } if len(response.TransactionIds) > 0 { submitOrderResponse.OrderID = strings.Join(response.TransactionIds, ", ") } } if s.OrderType == order.Market { submitOrderResponse.FullyMatched = true } submitOrderResponse.IsOrderPlaced = true return submitOrderResponse, nil } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (k *Kraken) ModifyOrder(action *order.Modify) (string, error) { return "", common.ErrFunctionNotSupported } // CancelOrder cancels an order by its corresponding ID number func (k *Kraken) CancelOrder(order *order.Cancel) error { if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() { return k.wsCancelOrders([]string{order.OrderID}) } _, err := k.CancelExistingOrder(order.OrderID) return err } // CancelAllOrders cancels all orders associated with a currency pair func (k *Kraken) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) { cancelAllOrdersResponse := order.CancelAllResponse{ Status: make(map[string]string), } var emptyOrderOptions OrderInfoOptions openOrders, err := k.GetOpenOrders(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(orderID) } if err != nil { cancelAllOrdersResponse.Status[orderID] = err.Error() } } return cancelAllOrdersResponse, nil } // GetOrderInfo returns information on a current open order func (k *Kraken) GetOrderInfo(orderID string) (order.Detail, error) { var orderDetail order.Detail var emptyOrderOptions OrderInfoOptions openOrders, err := k.GetOpenOrders(emptyOrderOptions) if err != nil { return orderDetail, err } if orderInfo, ok := openOrders.Open[orderID]; ok { var trades []order.TradeHistory for i := range orderInfo.Trades { trades = append(trades, order.TradeHistory{ TID: orderInfo.Trades[i], }) } firstNum, decNum, err := convert.SplitFloatDecimals(orderInfo.StartTime) if err != nil { return orderDetail, err } side, err := order.StringToOrderSide(orderInfo.Description.Type) if err != nil { return orderDetail, err } status, err := order.StringToOrderStatus(orderInfo.Status) if err != nil { return orderDetail, err } oType, err := order.StringToOrderType(orderInfo.Description.OrderType) if err != nil { return orderDetail, err } orderDetail = order.Detail{ Exchange: k.Name, ID: orderID, CurrencyPair: currency.NewPairFromString(orderInfo.Description.Pair), OrderSide: side, OrderType: oType, OrderDate: time.Unix(firstNum, decNum), Status: status, Price: orderInfo.Price, Amount: orderInfo.Volume, ExecutedAmount: orderInfo.VolumeExecuted, RemainingAmount: orderInfo.Volume - orderInfo.VolumeExecuted, Fee: orderInfo.Fee, Trades: trades, } } else { return orderDetail, errors.New(k.Name + " - Order ID not found: " + orderID) } return orderDetail, nil } // GetDepositAddress returns a deposit address for a specified currency func (k *Kraken) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) { methods, err := k.GetDepositMethods(cryptocurrency.String()) if err != nil { return "", err } var method string for _, m := range methods { method = m.Method } if method == "" { return "", errors.New("method not found") } return k.GetCryptoDepositAddress(method, cryptocurrency.String()) } // 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(withdrawRequest *withdraw.CryptoRequest) (string, error) { return k.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.TradePassword, withdrawRequest.Amount) } // WithdrawFiatFunds returns a withdrawal ID when a // withdrawal is submitted func (k *Kraken) WithdrawFiatFunds(withdrawRequest *withdraw.FiatRequest) (string, error) { return k.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.TradePassword, withdrawRequest.Amount) } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a // withdrawal is submitted func (k *Kraken) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.FiatRequest) (string, error) { return k.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.TradePassword, withdrawRequest.Amount) } // GetWebsocket returns a pointer to the exchange websocket func (k *Kraken) GetWebsocket() (*wshandler.Websocket, error) { return k.Websocket, nil } // GetFeeByType returns an estimate of fee based on type of transaction func (k *Kraken) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) { if !k.AllowAuthenticatedRequest() && // Todo check connection status feeBuilder.FeeType == exchange.CryptocurrencyTradeFee { feeBuilder.FeeType = exchange.OfflineTradeFee } return k.GetFee(feeBuilder) } // GetActiveOrders retrieves any orders that are active/open func (k *Kraken) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) { resp, err := k.GetOpenOrders(OrderInfoOptions{}) if err != nil { return nil, err } var orders []order.Detail for i := range resp.Open { symbol := currency.NewPairFromString(resp.Open[i].Description.Pair) orderDate := time.Unix(int64(resp.Open[i].StartTime), 0) side := order.Side(strings.ToUpper(resp.Open[i].Description.Type)) orderType := order.Type(strings.ToUpper(resp.Open[i].Description.OrderType)) orders = append(orders, order.Detail{ ID: i, Amount: resp.Open[i].Volume, RemainingAmount: (resp.Open[i].Volume - resp.Open[i].VolumeExecuted), ExecutedAmount: resp.Open[i].VolumeExecuted, Exchange: k.Name, OrderDate: orderDate, Price: resp.Open[i].Description.Price, OrderSide: side, OrderType: orderType, CurrencyPair: symbol, }) } order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks) order.FilterOrdersBySide(&orders, req.OrderSide) order.FilterOrdersByCurrencies(&orders, req.Currencies) return orders, nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status func (k *Kraken) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) { req := GetClosedOrdersOptions{} if getOrdersRequest.StartTicks.Unix() > 0 { req.Start = strconv.FormatInt(getOrdersRequest.StartTicks.Unix(), 10) } if getOrdersRequest.EndTicks.Unix() > 0 { req.End = strconv.FormatInt(getOrdersRequest.EndTicks.Unix(), 10) } resp, err := k.GetClosedOrders(req) if err != nil { return nil, err } var orders []order.Detail for i := range resp.Closed { symbol := currency.NewPairFromString(resp.Closed[i].Description.Pair) orderDate := time.Unix(int64(resp.Closed[i].StartTime), 0) side := order.Side(strings.ToUpper(resp.Closed[i].Description.Type)) orderType := order.Type(strings.ToUpper(resp.Closed[i].Description.OrderType)) orders = append(orders, order.Detail{ ID: i, Amount: resp.Closed[i].Volume, RemainingAmount: (resp.Closed[i].Volume - resp.Closed[i].VolumeExecuted), ExecutedAmount: resp.Closed[i].VolumeExecuted, Exchange: k.Name, OrderDate: orderDate, Price: resp.Closed[i].Description.Price, OrderSide: side, OrderType: orderType, CurrencyPair: symbol, }) } order.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide) order.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies) return orders, nil } // SubscribeToWebsocketChannels appends to ChannelsToSubscribe // which lets websocket.manageSubscriptions handle subscribing func (k *Kraken) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error { k.Websocket.SubscribeToChannels(channels) return nil } // UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe // which lets websocket.manageSubscriptions handle unsubscribing func (k *Kraken) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error { k.Websocket.RemoveSubscribedChannels(channels) return nil } // GetSubscriptions returns a copied list of subscriptions func (k *Kraken) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) { return k.Websocket.GetSubscriptions(), nil } // AuthenticateWebsocket sends an authentication message to the websocket func (k *Kraken) AuthenticateWebsocket() error { resp, err := k.GetWebsocketToken() if resp != "" { authToken = resp } return err }