mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
* stream: add exchange config pointer to setup WebsocketSetup struct to reduce and consolidate setting of variables. * config: reduce stutter * config: reduce minor stutter * glorious: nits addr. * Update exchanges/stream/websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * websocket: implement fix * engine/helpers: fix test * exchanges: fix after merge issues * exchange_template: fix output Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
1539 lines
45 KiB
Go
1539 lines
45 KiB
Go
package kraken
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import (
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"context"
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"errors"
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"fmt"
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"sort"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/convert"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// GetDefaultConfig returns a default exchange config
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func (k *Kraken) GetDefaultConfig() (*config.Exchange, error) {
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k.SetDefaults()
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exchCfg := new(config.Exchange)
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exchCfg.Name = k.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = k.BaseCurrencies
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err := k.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if k.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = k.UpdateTradablePairs(context.TODO(), true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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}
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// SetDefaults sets current default settings
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func (k *Kraken) SetDefaults() {
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k.Name = "Kraken"
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k.Enabled = true
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k.Verbose = true
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k.API.CredentialsValidator.RequiresKey = true
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k.API.CredentialsValidator.RequiresSecret = true
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k.API.CredentialsValidator.RequiresBase64DecodeSecret = true
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pairStore := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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Separator: ",",
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.UnderscoreDelimiter,
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Separator: ",",
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},
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}
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futures := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Delimiter: currency.UnderscoreDelimiter,
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Uppercase: true,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.UnderscoreDelimiter,
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},
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}
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err := k.StoreAssetPairFormat(asset.Spot, pairStore)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = k.StoreAssetPairFormat(asset.Futures, futures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = k.DisableAssetWebsocketSupport(asset.Futures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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k.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerBatching: true,
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TickerFetching: true,
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KlineFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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UserTradeHistory: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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FiatDeposit: true,
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FiatWithdraw: true,
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TradeFee: true,
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FiatDepositFee: true,
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FiatWithdrawalFee: true,
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CryptoDepositFee: true,
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CryptoWithdrawalFee: true,
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MultiChainDeposits: true,
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MultiChainWithdrawals: true,
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},
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WebsocketCapabilities: protocol.Features{
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TickerFetching: true,
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TradeFetching: true,
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KlineFetching: true,
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OrderbookFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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MessageCorrelation: true,
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SubmitOrder: true,
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CancelOrder: true,
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CancelOrders: true,
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GetOrders: true,
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GetOrder: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
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exchange.WithdrawCryptoWith2FA |
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exchange.AutoWithdrawFiatWithSetup |
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exchange.WithdrawFiatWith2FA,
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Kline: kline.ExchangeCapabilitiesSupported{
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DateRanges: true,
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Intervals: true,
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: map[string]bool{
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kline.OneMin.Word(): true,
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kline.ThreeMin.Word(): true,
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kline.FiveMin.Word(): true,
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kline.FifteenMin.Word(): true,
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kline.ThirtyMin.Word(): true,
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kline.OneHour.Word(): true,
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kline.FourHour.Word(): true,
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kline.OneDay.Word(): true,
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kline.FifteenDay.Word(): true,
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kline.OneWeek.Word(): true,
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},
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},
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},
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}
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k.Requester = request.New(k.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(request.NewBasicRateLimit(krakenRateInterval, krakenRequestRate)))
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k.API.Endpoints = k.NewEndpoints()
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err = k.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: krakenAPIURL,
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exchange.RestFutures: futuresURL,
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exchange.WebsocketSpot: krakenWSURL,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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k.Websocket = stream.New()
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k.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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k.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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k.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup sets current exchange configuration
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func (k *Kraken) Setup(exch *config.Exchange) error {
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if !exch.Enabled {
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k.SetEnabled(false)
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return nil
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}
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err := k.SetupDefaults(exch)
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if err != nil {
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return err
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}
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err = k.SeedAssets(context.TODO())
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if err != nil {
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return err
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}
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wsRunningURL, err := k.API.Endpoints.GetURL(exchange.WebsocketSpot)
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if err != nil {
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return err
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}
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err = k.Websocket.Setup(&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: krakenWSURL,
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RunningURL: wsRunningURL,
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Connector: k.WsConnect,
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Subscriber: k.Subscribe,
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Unsubscriber: k.Unsubscribe,
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GenerateSubscriptions: k.GenerateDefaultSubscriptions,
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Features: &k.Features.Supports.WebsocketCapabilities,
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SortBuffer: true,
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})
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if err != nil {
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return err
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}
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err = k.Websocket.SetupNewConnection(stream.ConnectionSetup{
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RateLimit: krakenWsRateLimit,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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URL: krakenWSURL,
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})
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if err != nil {
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return err
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}
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return k.Websocket.SetupNewConnection(stream.ConnectionSetup{
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RateLimit: krakenWsRateLimit,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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URL: krakenAuthWSURL,
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Authenticated: true,
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})
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}
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// Start starts the Kraken go routine
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func (k *Kraken) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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k.Run()
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wg.Done()
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}()
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}
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// Run implements the Kraken wrapper
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func (k *Kraken) Run() {
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if k.Verbose {
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k.PrintEnabledPairs()
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}
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forceUpdate := false
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format, err := k.GetPairFormat(asset.UseDefault(), false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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k.Name,
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err)
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return
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}
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enabled, err := k.GetEnabledPairs(asset.UseDefault())
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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k.Name,
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err)
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return
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}
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avail, err := k.GetAvailablePairs(asset.UseDefault())
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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k.Name,
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err)
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return
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}
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if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
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!common.StringDataContains(avail.Strings(), format.Delimiter) ||
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common.StringDataContains(avail.Strings(), "ZUSD") {
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var p currency.Pairs
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p, err = currency.NewPairsFromStrings([]string{currency.XBT.String() +
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format.Delimiter +
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currency.USD.String()})
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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k.Name,
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err)
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} else {
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log.Warn(log.ExchangeSys, "Available pairs for Kraken reset due to config upgrade, please enable the ones you would like again")
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forceUpdate = true
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err = k.UpdatePairs(p, asset.UseDefault(), true, true)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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k.Name,
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err)
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}
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}
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}
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if !k.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
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return
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}
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err = k.UpdateTradablePairs(context.TODO(), forceUpdate)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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k.Name,
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err)
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}
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (k *Kraken) FetchTradablePairs(ctx context.Context, assetType asset.Item) ([]string, error) {
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var products []string
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format, err := k.GetPairFormat(assetType, false)
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if err != nil {
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return nil, err
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}
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switch assetType {
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case asset.Spot:
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if !assetTranslator.Seeded() {
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if err := k.SeedAssets(ctx); err != nil {
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return nil, err
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}
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}
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pairs, err := k.GetAssetPairs(ctx, []string{}, "")
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if err != nil {
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return nil, err
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}
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for i := range pairs {
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if strings.Contains(pairs[i].Altname, ".d") {
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continue
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}
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base := assetTranslator.LookupAltname(pairs[i].Base)
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if base == "" {
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log.Warnf(log.ExchangeSys,
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"%s unable to lookup altname for base currency %s",
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k.Name,
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pairs[i].Base)
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continue
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}
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quote := assetTranslator.LookupAltname(pairs[i].Quote)
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if quote == "" {
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log.Warnf(log.ExchangeSys,
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"%s unable to lookup altname for quote currency %s",
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k.Name,
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pairs[i].Quote)
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continue
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}
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products = append(products, base+format.Delimiter+quote)
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}
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case asset.Futures:
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pairs, err := k.GetFuturesMarkets(ctx)
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if err != nil {
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return nil, err
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}
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for x := range pairs.Instruments {
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if pairs.Instruments[x].Tradable {
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curr, err := currency.NewPairFromString(pairs.Instruments[x].Symbol)
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if err != nil {
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return nil, err
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}
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products = append(products, format.Format(curr))
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}
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}
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}
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return products, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (k *Kraken) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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assets := k.GetAssetTypes(false)
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for x := range assets {
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pairs, err := k.FetchTradablePairs(ctx, assets[x])
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if err != nil {
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return err
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}
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p, err := currency.NewPairsFromStrings(pairs)
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if err != nil {
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return err
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}
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err = k.UpdatePairs(p, assets[x], false, forceUpdate)
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if err != nil {
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return err
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}
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}
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return nil
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}
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// UpdateTickers updates the ticker for all currency pairs of a given asset type
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func (k *Kraken) UpdateTickers(ctx context.Context, a asset.Item) error {
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switch a {
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case asset.Spot:
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pairs, err := k.GetEnabledPairs(a)
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if err != nil {
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return err
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}
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pairsCollated, err := k.FormatExchangeCurrencies(pairs, a)
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if err != nil {
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return err
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}
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tickers, err := k.GetTickers(ctx, pairsCollated)
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if err != nil {
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return err
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}
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for i := range pairs {
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for c, t := range tickers {
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pairFmt, err := k.FormatExchangeCurrency(pairs[i], a)
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if err != nil {
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return err
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}
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if !strings.EqualFold(pairFmt.String(), c) {
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altCurrency := assetTranslator.LookupAltname(c)
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if altCurrency == "" {
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continue
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}
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if !strings.EqualFold(pairFmt.String(), altCurrency) {
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continue
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}
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: t.Last,
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High: t.High,
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Low: t.Low,
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Bid: t.Bid,
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Ask: t.Ask,
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Volume: t.Volume,
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Open: t.Open,
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Pair: pairs[i],
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ExchangeName: k.Name,
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AssetType: a})
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if err != nil {
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return err
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}
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}
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}
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case asset.Futures:
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t, err := k.GetFuturesTickers(ctx)
|
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if err != nil {
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return err
|
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}
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for x := range t.Tickers {
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pair, err := currency.NewPairFromString(t.Tickers[x].Symbol)
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if err != nil {
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return err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: t.Tickers[x].Last,
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Bid: t.Tickers[x].Bid,
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Ask: t.Tickers[x].Ask,
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Volume: t.Tickers[x].Vol24h,
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Open: t.Tickers[x].Open24H,
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Pair: pair,
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ExchangeName: k.Name,
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AssetType: a})
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if err != nil {
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return err
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}
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}
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default:
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return fmt.Errorf("assetType not supported: %v", a)
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}
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return nil
|
|
}
|
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|
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// 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 {
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return nil, err
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}
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return ticker.GetTicker(k.Name, p, a)
|
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}
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|
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// FetchTicker returns the ticker for a currency pair
|
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func (k *Kraken) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
|
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tickerNew, err := ticker.GetTicker(k.Name, p, assetType)
|
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if err != nil {
|
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return k.UpdateTicker(ctx, p, assetType)
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}
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return tickerNew, nil
|
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}
|
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|
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// FetchOrderbook returns orderbook base on the currency pair
|
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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
|
|
}
|
|
|
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// 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 nil, err
|
|
}
|
|
for x := range orderbookNew.Bids {
|
|
book.Bids = append(book.Bids, orderbook.Item{
|
|
Amount: orderbookNew.Bids[x].Amount,
|
|
Price: orderbookNew.Bids[x].Price,
|
|
})
|
|
}
|
|
for y := range orderbookNew.Asks {
|
|
book.Asks = append(book.Asks, 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 nil, err
|
|
}
|
|
for x := range futuresOB.Orderbook.Asks {
|
|
book.Asks = append(book.Asks, orderbook.Item{
|
|
Price: futuresOB.Orderbook.Asks[x][0],
|
|
Amount: futuresOB.Orderbook.Asks[x][1],
|
|
})
|
|
}
|
|
for y := range futuresOB.Orderbook.Bids {
|
|
book.Bids = append(book.Bids, 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{
|
|
CurrencyName: currency.NewCode(translatedCurrency),
|
|
TotalValue: bal[key],
|
|
})
|
|
}
|
|
info.Accounts = append(info.Accounts, account.SubAccount{
|
|
Currencies: balances,
|
|
})
|
|
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{
|
|
CurrencyName: currency.NewCode(code).Upper(),
|
|
TotalValue: bal.Accounts[name].Balances[code],
|
|
})
|
|
}
|
|
info.Accounts = append(info.Accounts, account.SubAccount{
|
|
ID: name,
|
|
AssetType: asset.Futures,
|
|
Currencies: balances,
|
|
})
|
|
}
|
|
}
|
|
if err := account.Process(&info); 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) {
|
|
acc, err := account.GetHoldings(k.Name, 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) (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) {
|
|
var err error
|
|
var tradeData []RecentTrades
|
|
tradeData, err = k.GetTrades(ctx, p)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []trade.Data
|
|
for i := range tradeData {
|
|
side := order.Buy
|
|
if tradeData[i].BuyOrSell == "s" {
|
|
side = order.Sell
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
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) {
|
|
var submitOrderResponse order.SubmitResponse
|
|
if err := s.Validate(); err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
switch s.AssetType {
|
|
case asset.Spot:
|
|
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
var resp string
|
|
s.Pair.Delimiter = "/" // required pair format: ISO 4217-A3
|
|
resp, err := k.wsAddOrder(&WsAddOrderRequest{
|
|
OrderType: s.Type.Lower(),
|
|
OrderSide: s.Side.Lower(),
|
|
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(ctx,
|
|
s.Pair,
|
|
s.Side.String(),
|
|
s.Type.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.Type == order.Market {
|
|
submitOrderResponse.FullyMatched = true
|
|
}
|
|
submitOrderResponse.IsOrderPlaced = true
|
|
case asset.Futures:
|
|
order, err := k.FuturesSendOrder(ctx,
|
|
s.Type,
|
|
s.Pair,
|
|
s.Side.Lower(),
|
|
"",
|
|
s.ClientOrderID,
|
|
"",
|
|
s.ImmediateOrCancel,
|
|
s.Amount,
|
|
s.Price,
|
|
0,
|
|
)
|
|
if err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
|
|
// check the status, anything that is not placed we error out
|
|
if order.SendStatus.Status != "placed" {
|
|
return submitOrderResponse,
|
|
fmt.Errorf("submit order failed: %s",
|
|
order.SendStatus.Status)
|
|
}
|
|
|
|
submitOrderResponse.OrderID = order.SendStatus.OrderID
|
|
submitOrderResponse.IsOrderPlaced = true
|
|
default:
|
|
return submitOrderResponse, fmt.Errorf("invalid assetType")
|
|
}
|
|
return submitOrderResponse, nil
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (k *Kraken) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
|
|
return order.Modify{}, 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.ID})
|
|
}
|
|
_, err := k.CancelExistingOrder(ctx, o.ID)
|
|
return err
|
|
case asset.Futures:
|
|
_, err := k.FuturesCancelOrder(ctx, o.ID, "")
|
|
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) {
|
|
var ordersList []string
|
|
for i := range orders {
|
|
if err := orders[i].Validate(orders[i].StandardCancel()); err != nil {
|
|
return order.CancelBatchResponse{}, err
|
|
}
|
|
ordersList = append(ordersList, orders[i].ID)
|
|
}
|
|
|
|
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
err := k.wsCancelOrders(ordersList)
|
|
return order.CancelBatchResponse{}, err
|
|
}
|
|
|
|
return order.CancelBatchResponse{}, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// 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 {
|
|
return orderDetail, 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,
|
|
ID: 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{
|
|
ID: 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 !k.AllowAuthenticatedRequest() && // 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.Detail, error) {
|
|
if err := req.Validate(); 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
|
|
}
|
|
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,
|
|
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{
|
|
ID: 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)
|
|
}
|
|
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
|
|
order.FilterOrdersBySide(&orders, req.Side)
|
|
order.FilterOrdersByCurrencies(&orders, req.Pairs)
|
|
return 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.Detail, error) {
|
|
if err := getOrdersRequest.Validate(); 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
|
|
}
|
|
|
|
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,
|
|
Date: convert.TimeFromUnixTimestampDecimal(resp.Closed[i].OpenTime),
|
|
CloseTime: convert.TimeFromUnixTimestampDecimal(resp.Closed[i].CloseTime),
|
|
Price: resp.Closed[i].Description.Price,
|
|
Side: side,
|
|
Type: orderType,
|
|
Pair: p,
|
|
})
|
|
}
|
|
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,
|
|
ID: 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,
|
|
ID: 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,
|
|
ID: 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,
|
|
ID: 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")
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
order.FilterOrdersBySide(&orders, getOrdersRequest.Side)
|
|
order.FilterOrdersByCurrencies(&orders, getOrdersRequest.Pairs)
|
|
return 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, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := k.ValidateKline(pair, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
ret := kline.Item{
|
|
Exchange: k.Name,
|
|
Pair: pair,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
candles, err := k.GetOHLC(ctx, pair, k.FormatExchangeKlineInterval(interval))
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
for x := range candles {
|
|
timeValue, err := convert.TimeFromUnixTimestampFloat(candles[x].Time * 1000)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
if timeValue.Before(start) || timeValue.After(end) {
|
|
continue
|
|
}
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: timeValue,
|
|
Open: candles[x].Open,
|
|
High: candles[x].High,
|
|
Low: candles[x].Low,
|
|
Close: candles[x].Close,
|
|
Volume: candles[x].Volume,
|
|
})
|
|
}
|
|
ret.SortCandlesByTimestamp(false)
|
|
return ret, nil
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (k *Kraken) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := k.ValidateKline(pair, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
ret := kline.Item{
|
|
Exchange: k.Name,
|
|
Pair: pair,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
candles, err := k.GetOHLC(ctx, pair, k.FormatExchangeKlineInterval(interval))
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
for i := range candles {
|
|
timeValue, err := convert.TimeFromUnixTimestampFloat(candles[i].Time * 1000)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
if timeValue.Before(start) || timeValue.After(end) {
|
|
continue
|
|
}
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: timeValue,
|
|
Open: candles[i].Open,
|
|
High: candles[i].High,
|
|
Low: candles[i].Low,
|
|
Close: candles[i].Close,
|
|
Volume: candles[i].Volume,
|
|
})
|
|
}
|
|
ret.SortCandlesByTimestamp(false)
|
|
return ret, nil
|
|
}
|
|
|
|
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
|
|
}
|
|
|
|
var availableChains []string
|
|
for x := range methods {
|
|
availableChains = append(availableChains, methods[x].Method)
|
|
}
|
|
return availableChains, nil
|
|
}
|