package kraken import ( "fmt" "log" "net/url" "strconv" "strings" "time" "github.com/thrasher-/gocryptotrader/common" "github.com/thrasher-/gocryptotrader/config" "github.com/thrasher-/gocryptotrader/exchanges" "github.com/thrasher-/gocryptotrader/exchanges/request" "github.com/thrasher-/gocryptotrader/exchanges/ticker" ) const ( krakenAPIURL = "https://api.kraken.com" krakenAPIVersion = "0" krakenServerTime = "Time" krakenAssets = "Assets" krakenAssetPairs = "AssetPairs" krakenTicker = "Ticker" krakenOHLC = "OHLC" krakenDepth = "Depth" krakenTrades = "Trades" krakenSpread = "Spread" krakenBalance = "Balance" krakenTradeBalance = "TradeBalance" krakenOpenOrders = "OpenOrders" krakenClosedOrders = "ClosedOrders" krakenQueryOrders = "QueryOrders" krakenTradeHistory = "TradesHistory" krakenQueryTrades = "QueryTrades" krakenOpenPositions = "OpenPositions" krakenLedgers = "Ledgers" krakenQueryLedgers = "QueryLedgers" krakenTradeVolume = "TradeVolume" krakenOrderCancel = "CancelOrder" krakenOrderPlace = "AddOrder" krakenAuthRate = 0 krakenUnauthRate = 0 ) // Kraken is the overarching type across the alphapoint package type Kraken struct { exchange.Base CryptoFee, FiatFee float64 Ticker map[string]Ticker } // SetDefaults sets current default settings func (k *Kraken) SetDefaults() { k.Name = "Kraken" k.Enabled = false k.FiatFee = 0.35 k.CryptoFee = 0.10 k.Verbose = false k.Websocket = false k.RESTPollingDelay = 10 k.Ticker = make(map[string]Ticker) k.RequestCurrencyPairFormat.Delimiter = "" k.RequestCurrencyPairFormat.Uppercase = true k.RequestCurrencyPairFormat.Separator = "," k.ConfigCurrencyPairFormat.Delimiter = "-" k.ConfigCurrencyPairFormat.Uppercase = true k.AssetTypes = []string{ticker.Spot} k.SupportsAutoPairUpdating = true k.SupportsRESTTickerBatching = true k.Requester = request.New(k.Name, request.NewRateLimit(time.Second, krakenAuthRate), request.NewRateLimit(time.Second, krakenUnauthRate), common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout)) } // Setup sets current exchange configuration func (k *Kraken) Setup(exch config.ExchangeConfig) { if !exch.Enabled { k.SetEnabled(false) } else { k.Enabled = true k.AuthenticatedAPISupport = exch.AuthenticatedAPISupport k.SetAPIKeys(exch.APIKey, exch.APISecret, "", false) k.SetHTTPClientTimeout(exch.HTTPTimeout) k.SetHTTPClientUserAgent(exch.HTTPUserAgent) k.RESTPollingDelay = exch.RESTPollingDelay k.Verbose = exch.Verbose k.Websocket = exch.Websocket k.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",") k.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",") k.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",") err := k.SetCurrencyPairFormat() if err != nil { log.Fatal(err) } err = k.SetAssetTypes() if err != nil { log.Fatal(err) } err = k.SetAutoPairDefaults() if err != nil { log.Fatal(err) } } } // GetFee returns current fee for either crypto or fiat func (k *Kraken) GetFee(cryptoTrade bool) float64 { if cryptoTrade { return k.CryptoFee } return k.FiatFee } // GetServerTime returns current server time func (k *Kraken) GetServerTime() (TimeResponse, error) { path := fmt.Sprintf("%s/%s/public/%s", krakenAPIURL, krakenAPIVersion, krakenServerTime) var response struct { Error []string `json:"error"` Result TimeResponse `json:"result"` } if err := k.SendHTTPRequest(path, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // GetAssets returns a full asset list func (k *Kraken) GetAssets() (map[string]Asset, error) { path := fmt.Sprintf("%s/%s/public/%s", krakenAPIURL, krakenAPIVersion, krakenAssets) var response struct { Error []string `json:"error"` Result map[string]Asset `json:"result"` } if err := k.SendHTTPRequest(path, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // GetAssetPairs returns a full asset pair list func (k *Kraken) GetAssetPairs() (map[string]AssetPairs, error) { path := fmt.Sprintf("%s/%s/public/%s", krakenAPIURL, krakenAPIVersion, krakenAssetPairs) var response struct { Error []string `json:"error"` Result map[string]AssetPairs `json:"result"` } if err := k.SendHTTPRequest(path, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // GetTicker returns ticker information from kraken func (k *Kraken) GetTicker(symbol string) (Ticker, error) { ticker := Ticker{} values := url.Values{} values.Set("pair", symbol) type Response struct { Error []interface{} `json:"error"` Data map[string]TickerResponse `json:"result"` } resp := Response{} path := fmt.Sprintf("%s/%s/public/%s?%s", krakenAPIURL, krakenAPIVersion, krakenTicker, values.Encode()) err := k.SendHTTPRequest(path, &resp) if err != nil { return ticker, err } if len(resp.Error) > 0 { return ticker, fmt.Errorf("Kraken error: %s", resp.Error) } for _, y := range resp.Data { ticker.Ask, _ = strconv.ParseFloat(y.Ask[0], 64) ticker.Bid, _ = strconv.ParseFloat(y.Bid[0], 64) ticker.Last, _ = strconv.ParseFloat(y.Last[0], 64) ticker.Volume, _ = strconv.ParseFloat(y.Volume[1], 64) ticker.VWAP, _ = strconv.ParseFloat(y.VWAP[1], 64) ticker.Trades = y.Trades[1] ticker.Low, _ = strconv.ParseFloat(y.Low[1], 64) ticker.High, _ = strconv.ParseFloat(y.High[1], 64) ticker.Open, _ = strconv.ParseFloat(y.Open, 64) } return ticker, nil } // GetOHLC returns an array of open high low close values of a currency pair func (k *Kraken) GetOHLC(symbol string) ([]OpenHighLowClose, error) { values := url.Values{} values.Set("pair", symbol) type Response struct { Error []interface{} `json:"error"` Data map[string]interface{} `json:"result"` } var OHLC []OpenHighLowClose var result Response path := fmt.Sprintf("%s/%s/public/%s?%s", krakenAPIURL, krakenAPIVersion, krakenOHLC, values.Encode()) err := k.SendHTTPRequest(path, &result) if err != nil { return OHLC, err } if len(result.Error) != 0 { return OHLC, fmt.Errorf("GetOHLC error: %s", result.Error) } for _, y := range result.Data[symbol].([]interface{}) { o := OpenHighLowClose{} for i, x := range y.([]interface{}) { switch i { case 0: o.Time = x.(float64) case 1: o.Open, _ = strconv.ParseFloat(x.(string), 64) case 2: o.High, _ = strconv.ParseFloat(x.(string), 64) case 3: o.Low, _ = strconv.ParseFloat(x.(string), 64) case 4: o.Close, _ = strconv.ParseFloat(x.(string), 64) case 5: o.Vwap, _ = strconv.ParseFloat(x.(string), 64) case 6: o.Volume, _ = strconv.ParseFloat(x.(string), 64) case 7: o.Count = x.(float64) } } OHLC = append(OHLC, o) } return OHLC, nil } // GetDepth returns the orderbook for a particular currency func (k *Kraken) GetDepth(symbol string) (Orderbook, error) { values := url.Values{} values.Set("pair", symbol) var result interface{} var orderBook Orderbook path := fmt.Sprintf("%s/%s/public/%s?%s", krakenAPIURL, krakenAPIVersion, krakenDepth, values.Encode()) err := k.SendHTTPRequest(path, &result) if err != nil { return orderBook, err } data := result.(map[string]interface{}) orderbookData := data["result"].(map[string]interface{}) var bidsData []interface{} var asksData []interface{} for _, y := range orderbookData { yData := y.(map[string]interface{}) bidsData = yData["bids"].([]interface{}) asksData = yData["asks"].([]interface{}) } processOrderbook := func(data []interface{}) ([]OrderbookBase, error) { var result []OrderbookBase for x := range data { entry := data[x].([]interface{}) 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 = append(result, OrderbookBase{Price: price, Amount: amount}) } return result, nil } orderBook.Bids, err = processOrderbook(bidsData) if err != nil { return orderBook, err } orderBook.Asks, err = processOrderbook(asksData) if err != nil { return orderBook, err } return orderBook, nil } // GetTrades returns current trades on Kraken func (k *Kraken) GetTrades(symbol string) ([]RecentTrades, error) { values := url.Values{} values.Set("pair", symbol) var recentTrades []RecentTrades var result interface{} path := fmt.Sprintf("%s/%s/public/%s?%s", krakenAPIURL, krakenAPIVersion, krakenTrades, values.Encode()) err := k.SendHTTPRequest(path, &result) if err != nil { return recentTrades, err } data := result.(map[string]interface{}) tradeInfo := data["result"].(map[string]interface{}) for _, x := range tradeInfo[symbol].([]interface{}) { r := RecentTrades{} for i, y := range x.([]interface{}) { switch i { case 0: r.Price, _ = strconv.ParseFloat(y.(string), 64) case 1: r.Volume, _ = strconv.ParseFloat(y.(string), 64) case 2: r.Time = y.(float64) case 3: r.BuyOrSell = y.(string) case 4: r.MarketOrLimit = y.(string) case 5: r.Miscellaneous = y.(string) } } recentTrades = append(recentTrades, r) } return recentTrades, nil } // GetSpread returns the full spread on Kraken func (k *Kraken) GetSpread(symbol string) ([]Spread, error) { values := url.Values{} values.Set("pair", symbol) var peanutButter []Spread var response interface{} path := fmt.Sprintf("%s/%s/public/%s?%s", krakenAPIURL, krakenAPIVersion, krakenSpread, values.Encode()) err := k.SendHTTPRequest(path, &response) if err != nil { return peanutButter, err } data := response.(map[string]interface{}) result := data["result"].(map[string]interface{}) for _, x := range result[symbol].([]interface{}) { s := Spread{} for i, y := range x.([]interface{}) { switch i { case 0: s.Time = y.(float64) case 1: s.Bid, _ = strconv.ParseFloat(y.(string), 64) case 2: s.Ask, _ = strconv.ParseFloat(y.(string), 64) } } peanutButter = append(peanutButter, s) } return peanutButter, nil } // GetBalance returns your balance associated with your keys func (k *Kraken) GetBalance() (map[string]float64, error) { var response struct { Error []string `json:"error"` Result map[string]string `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(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) } // GetTradeBalance returns full information about your trades on Kraken func (k *Kraken) GetTradeBalance(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(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(args ...OrderInfoOptions) (OpenOrders, error) { params := url.Values{} if args[0].Trades { params.Set("trades", "true") } if args[0].UserRef != 0 { params.Set("userref", strconv.FormatInt(int64(args[0].UserRef), 10)) } var response struct { Error []string `json:"error"` Result OpenOrders `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(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(args ...GetClosedOrdersOptions) (ClosedOrders, error) { params := url.Values{} if args != nil { if args[0].Trades { params.Set("trades", "true") } if args[0].UserRef != 0 { params.Set("userref", strconv.FormatInt(int64(args[0].UserRef), 10)) } 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)) } if len(args[0].CloseTime) != 0 { params.Set("closetime", args[0].CloseTime) } } var response struct { Error []string `json:"error"` Result ClosedOrders `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(krakenClosedOrders, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // QueryOrdersInfo returns order information func (k *Kraken) QueryOrdersInfo(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(krakenQueryOrders, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // GetTradesHistory returns trade history information func (k *Kraken) GetTradesHistory(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(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(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(krakenQueryTrades, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // OpenPositions returns current open positions func (k *Kraken) OpenPositions(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(krakenOpenPositions, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // GetLedgers returns current ledgers func (k *Kraken) GetLedgers(args ...GetLedgersOptions) (Ledgers, 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) } if len(args[0].Type) != 0 { params.Set("type", args[0].Type) } 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 Ledgers `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(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(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(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(feeinfo bool, symbol ...string) (TradeVolumeResponse, error) { params := url.Values{} if symbol != nil { params.Set("pair", strings.Join(symbol, ",")) } if feeinfo { params.Set("fee-info", "true") } var response struct { Error []string `json:"error"` Result TradeVolumeResponse `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(krakenTradeVolume, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // AddOrder adds a new order for Kraken exchange func (k *Kraken) AddOrder(symbol, side, orderType string, volume, price, price2, leverage float64, args AddOrderOptions) (AddOrderResponse, error) { params := url.Values{ "pair": {symbol}, "type": {side}, "ordertype": {orderType}, "volume": {strconv.FormatFloat(volume, 'f', -1, 64)}, } if 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 len(args.Oflags) != 0 { params.Set("oflags", args.Oflags) } if len(args.StartTm) != 0 { params.Set("starttm", args.StartTm) } if len(args.ExpireTm) != 0 { params.Set("expiretm", args.ExpireTm) } if len(args.CloseOrderType) != 0 { 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") } var response struct { Error []string `json:"error"` Result AddOrderResponse `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(krakenOrderPlace, params, &response); err != nil { return response.Result, err } return response.Result, GetError(response.Error) } // CancelOrder cancels order by orderID func (k *Kraken) CancelOrder(txid string) (CancelOrderResponse, error) { values := url.Values{ "txid": {txid}, } var response struct { Error []string `json:"error"` Result CancelOrderResponse `json:"result"` } if err := k.SendAuthenticatedHTTPRequest(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(errors []string) error { for _, e := range errors { switch e[0] { case 'W': log.Printf("Kraken API warning: %v\n", e[1:]) default: return fmt.Errorf("Kraken API error: %v", e[1:]) } } return nil } // SendHTTPRequest sends an unauthenticated HTTP requests func (k *Kraken) SendHTTPRequest(path string, result interface{}) error { return k.SendPayload("GET", path, nil, nil, result, false, k.Verbose) } // SendAuthenticatedHTTPRequest sends an authenticated HTTP request func (k *Kraken) SendAuthenticatedHTTPRequest(method string, params url.Values, result interface{}) (err error) { if !k.AuthenticatedAPISupport { return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, k.Name) } path := fmt.Sprintf("/%s/private/%s", krakenAPIVersion, method) if k.Nonce.Get() == 0 { k.Nonce.Set(time.Now().UnixNano()) } else { k.Nonce.Inc() } params.Set("nonce", k.Nonce.String()) secret, err := common.Base64Decode(k.APISecret) if err != nil { return err } encoded := params.Encode() shasum := common.GetSHA256([]byte(params.Get("nonce") + encoded)) signature := common.Base64Encode(common.GetHMAC(common.HashSHA512, append([]byte(path), shasum...), secret)) if k.Verbose { log.Printf("Sending POST request to %s, path: %s, params: %s", krakenAPIURL, path, encoded) } headers := make(map[string]string) headers["API-Key"] = k.APIKey headers["API-Sign"] = signature return k.SendPayload("POST", krakenAPIURL+path, headers, strings.NewReader(encoded), result, true, k.Verbose) }