Files
gocryptotrader/exchanges/kraken/kraken.go
Scott 74d5bca03b engine: Ticker REST/Websocket improvements (#345)
* Adds extra properties to Websocket ticker. Adds new properties to binance and bitfinex, but doesn't test anything yet. Changes names and properties of ticker package to make more streamlined

* Adds support for coinbasepro, coinut, gateio, gitbtc, huobi, hadax, kraken, okex, okcoin. Adds quoteVolume

* Adds poloniex and ZB ticker datas

* Updates ANX, Binance, Bitfinex, Bistamp, Bittrex, BTCMarkets, BTSE, CoinbasePRo, Coinut, Exmo tickers. It looks like a whole bunch of stuff is wrong in how tickers are done though :/

* Updates tickers everywhere. Will revert batch ones

* Re-Preseves ticker batching

* Minor fixes to ticks and removal of comment

* Logging errors instead of returning mid loop. Adds bitfinex batch ticker processing. Fixes unrelated okgroup wallet bug

* Removes bad code I wrote preventing function from running if feature not enabled

* Fixes issue with bitmex and rebase issues

* Fixes bitmex iterator error, splits hitbtc ticker requests

* Fixes okgroup currency pair formatting. Updates okgroup to use ticker batching. Fixes okgroup ticker issues due to assetTypes. Fixes okgroup ws pinging. Fixes Kraken's currency pairs formatting. Reverts ANXs auto parsing back to strings because ANX json makes me cry. Minor property improvements for coinut, coinbasepro, btse, exmo. Protects wshandler manageSubscriptions() from running and returning an error when feature not supported

* Updates config example to reflect the underscore dash situation

* Fixes a config delimiter oopsie. Simplifies ANX wrapper ticker parsing. Fixes bittrex date parsing. Simplifies okcoin switch to if.

* Fixes super fun issue where kraken has updated their currency pair format and must add new delimiter support. Fixes super fun issue where okex has updated their currency pair format and must add new delimiter support. Fixes super fun issue where okcoin has updated their currency pair format and must add new delimiter support.

* Updates config example for kraken

* Adds lbank batch ticker support. Adds details to errors

* Updates FetchTradablePairs to use the config delimiter to prevent issues if the delimiter ever changes

* Fixes nil reference bug. Uses NAme not GetNAme

* Fixes hardcoded delimiter in Binance.  Expands bitfinex websocket ticker fields. Updates Bitstamp rate limits. Expands BTSE ticker data fields. Fixes typo in coibasepro. Expands Coinut ticker data. Renames currency to curr as it conflicts with package name. Expands GateIO websocket ticker data. Fixes ticker data implementation for huobi and huobi hadax. Reverts ticker map to string instead of assetType. Fixes real stupid bug I introduced which preveted subscriptions from running :glitch_crab: Adds Price ATH to ws ticker type. Adds quotevolume to yobit ticker. Uses delimiter in ZB rather than hardcoded field.

* Fixes bug in syncer where if the websocket is already connected, then UsingWebsocket is not set

* Updates broken tests

* Simplifies poloniex frozen check

* Updates configtest.json with new delimiters

* Renames shorthand properties of structs. Fixes delimiter referencing

* Fixes some bugs and nits around variable declaration, currency pairs and config upscaling

* Adds config upgrade path for okcoin and okex. Reverts configtest.json.

* Fixes okex futures currency formatting by no longer using global currency format. updates Run code to adapt. Removes BTSE value

* Adds ":" as a delimiter for when a delimiter only shows up SOMETIMES

* Adds support for optional delimiter
2019-09-02 18:05:09 +10:00

1039 lines
27 KiB
Go

package kraken
import (
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"sync"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
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"
krakenWithdrawInfo = "WithdrawInfo"
krakenWithdraw = "Withdraw"
krakenDepositMethods = "DepositMethods"
krakenDepositAddresses = "DepositAddresses"
krakenWithdrawStatus = "WithdrawStatus"
krakenWithdrawCancel = "WithdrawCancel"
krakenAuthRate = 0
krakenUnauthRate = 0
)
var assetPairMap map[string]string
// Kraken is the overarching type across the alphapoint package
type Kraken struct {
exchange.Base
WebsocketConn *wshandler.WebsocketConnection
wsRequestMtx sync.Mutex
}
// GetServerTime returns current server time
func (k *Kraken) GetServerTime() (TimeResponse, error) {
path := fmt.Sprintf("%s/%s/public/%s", k.API.Endpoints.URL, 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", k.API.Endpoints.URL, 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", k.API.Endpoints.URL, 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
}
for i := range response.Result {
if assetPairMap == nil {
assetPairMap = make(map[string]string)
}
assetPairMap[i] = response.Result[i].Altname
}
return response.Result, GetError(response.Error)
}
// GetTicker returns ticker information from kraken
func (k *Kraken) GetTicker(symbol string) (Ticker, error) {
tick := 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", k.API.Endpoints.URL, krakenAPIVersion, krakenTicker, values.Encode())
err := k.SendHTTPRequest(path, &resp)
if err != nil {
return tick, err
}
if len(resp.Error) > 0 {
return tick, fmt.Errorf("%s error: %s", k.Name, resp.Error)
}
for i := range resp.Data {
tick.Ask, _ = strconv.ParseFloat(resp.Data[i].Ask[0], 64)
tick.Bid, _ = strconv.ParseFloat(resp.Data[i].Bid[0], 64)
tick.Last, _ = strconv.ParseFloat(resp.Data[i].Last[0], 64)
tick.Volume, _ = strconv.ParseFloat(resp.Data[i].Volume[1], 64)
tick.VolumeWeightedAveragePrice, _ = strconv.ParseFloat(resp.Data[i].VolumeWeightedAveragePrice[1], 64)
tick.Trades = resp.Data[i].Trades[1]
tick.Low, _ = strconv.ParseFloat(resp.Data[i].Low[1], 64)
tick.High, _ = strconv.ParseFloat(resp.Data[i].High[1], 64)
tick.Open, _ = strconv.ParseFloat(resp.Data[i].Open, 64)
}
return tick, nil
}
// GetTickers supports fetching multiple tickers from Kraken
// pairList must be in the format pairs separated by commas
// ("LTCUSD,ETCUSD")
func (k *Kraken) GetTickers(pairList string) (Tickers, error) {
values := url.Values{}
values.Set("pair", pairList)
type Response struct {
Error []interface{} `json:"error"`
Data map[string]TickerResponse `json:"result"`
}
resp := Response{}
path := fmt.Sprintf("%s/%s/public/%s?%s", k.API.Endpoints.URL, krakenAPIVersion, krakenTicker, values.Encode())
err := k.SendHTTPRequest(path, &resp)
if err != nil {
return nil, err
}
if len(resp.Error) > 0 {
return nil, fmt.Errorf("%s error: %s", k.Name, resp.Error)
}
tickers := make(Tickers)
for i := range resp.Data {
tick := Ticker{}
tick.Ask, _ = strconv.ParseFloat(resp.Data[i].Ask[0], 64)
tick.Bid, _ = strconv.ParseFloat(resp.Data[i].Bid[0], 64)
tick.Last, _ = strconv.ParseFloat(resp.Data[i].Last[0], 64)
tick.Volume, _ = strconv.ParseFloat(resp.Data[i].Volume[1], 64)
tick.VolumeWeightedAveragePrice, _ = strconv.ParseFloat(resp.Data[i].VolumeWeightedAveragePrice[1], 64)
tick.Trades = resp.Data[i].Trades[1]
tick.Low, _ = strconv.ParseFloat(resp.Data[i].Low[1], 64)
tick.High, _ = strconv.ParseFloat(resp.Data[i].High[1], 64)
tick.Open, _ = strconv.ParseFloat(resp.Data[i].Open, 64)
tickers[i] = tick
}
return tickers, nil
}
// GetOHLC returns an array of open high low close values of a currency pair
func (k *Kraken) GetOHLC(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", k.API.Endpoints.URL, 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.VolumeWeightedAveragePrice, _ = 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", k.API.Endpoints.URL, krakenAPIVersion, krakenDepth, values.Encode())
err := k.SendHTTPRequest(path, &result)
if err != nil {
return orderBook, err
}
if result == nil {
return orderBook, fmt.Errorf("%s GetDepth result is nil", k.Name)
}
data := result.(map[string]interface{})
if data["result"] == nil {
return orderBook, fmt.Errorf("%s GetDepth data[result] is nil", k.Name)
}
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)
return orderBook, err
}
// 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", k.API.Endpoints.URL, 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", k.API.Endpoints.URL, 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)
}
// GetWithdrawInfo gets withdrawal fees
func (k *Kraken) GetWithdrawInfo(currency string, amount float64) (WithdrawInformation, error) {
var response struct {
Error []string `json:"error"`
Result WithdrawInformation `json:"result"`
}
params := url.Values{}
params.Set("asset ", currency)
params.Set("key ", "")
params.Set("amount ", fmt.Sprintf("%f", amount))
if err := k.SendAuthenticatedHTTPRequest(krakenWithdrawInfo, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// Withdraw withdraws funds
func (k *Kraken) Withdraw(asset, key string, amount float64) (string, error) {
var response struct {
Error []string `json:"error"`
ReferenceID string `json:"refid"`
}
params := url.Values{}
params.Set("asset", asset)
params.Set("key", key)
params.Set("amount", fmt.Sprintf("%f", amount))
if err := k.SendAuthenticatedHTTPRequest(krakenWithdraw, params, &response); err != nil {
return response.ReferenceID, err
}
return response.ReferenceID, GetError(response.Error)
}
// GetDepositMethods gets withdrawal fees
func (k *Kraken) GetDepositMethods(currency string) ([]DepositMethods, error) {
var response struct {
Error []string `json:"error"`
Result []DepositMethods `json:"result"`
}
params := url.Values{}
params.Set("asset", currency)
err := k.SendAuthenticatedHTTPRequest(krakenDepositMethods, params, &response)
if err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetTradeBalance returns full information about your trades on Kraken
func (k *Kraken) GetTradeBalance(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.Trades {
params.Set("trades", "true")
}
if args.UserRef != 0 {
params.Set("userref", strconv.FormatInt(int64(args.UserRef), 10))
}
var response struct {
Error []string `json:"error"`
Result OpenOrders `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(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.Trades {
params.Set("trades", "true")
}
if args.UserRef != 0 {
params.Set("userref", strconv.FormatInt(int64(args.UserRef), 10))
}
if len(args.Start) > 0 {
params.Set("start", args.Start)
}
if len(args.End) > 0 {
params.Set("end", args.End)
}
if args.Ofs > 0 {
params.Set("ofs", strconv.FormatInt(args.Ofs, 10))
}
if len(args.CloseTime) > 0 {
params.Set("closetime", args.CloseTime)
}
var response struct {
Error []string `json:"error"`
Result ClosedOrders `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(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 args[0].Aclass == "" {
params.Set("aclass", args[0].Aclass)
}
if args[0].Asset == "" {
params.Set("asset", args[0].Asset)
}
if args[0].Type == "" {
params.Set("type", args[0].Type)
}
if args[0].Start == "" {
params.Set("start", args[0].Start)
}
if args[0].End == "" {
params.Set("end", args[0].End)
}
if args[0].Ofs != 0 {
params.Set("ofs", strconv.FormatInt(args[0].Ofs, 10))
}
}
var response struct {
Error []string `json:"error"`
Result Ledgers `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(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": {strings.ToLower(side)},
"ordertype": {strings.ToLower(orderType)},
"volume": {strconv.FormatFloat(volume, 'f', -1, 64)},
}
if orderType == exchange.LimitOrderType.ToLower().ToString() || price > 0 {
params.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
}
if price2 != 0 {
params.Set("price2", strconv.FormatFloat(price2, 'f', -1, 64))
}
if leverage != 0 {
params.Set("leverage", strconv.FormatFloat(leverage, 'f', -1, 64))
}
if args.OrderFlags != "" {
params.Set("oflags", args.OrderFlags)
}
if args.StartTm != "" {
params.Set("starttm", args.StartTm)
}
if args.ExpireTm != "" {
params.Set("expiretm", args.ExpireTm)
}
if args.CloseOrderType != "" {
params.Set("close[ordertype]", args.ExpireTm)
}
if args.ClosePrice != 0 {
params.Set("close[price]", strconv.FormatFloat(args.ClosePrice, 'f', -1, 64))
}
if args.ClosePrice2 != 0 {
params.Set("close[price2]", strconv.FormatFloat(args.ClosePrice2, 'f', -1, 64))
}
if args.Validate {
params.Set("validate", "true")
}
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)
}
// CancelExistingOrder cancels order by orderID
func (k *Kraken) CancelExistingOrder(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:
// <char-severity code><string-error category>:<string-error type>[:<string-extra info>]
// severity code can be E for error or W for warning
func GetError(apiErrors []string) error {
const exchangeName = "Kraken"
for _, e := range apiErrors {
switch e[0] {
case 'W':
log.Warnf(log.ExchangeSys, "%s API warning: %v\n", exchangeName, e[1:])
default:
return fmt.Errorf("%s API error: %v", exchangeName, e[1:])
}
}
return nil
}
// SendHTTPRequest sends an unauthenticated HTTP requests
func (k *Kraken) SendHTTPRequest(path string, result interface{}) error {
return k.SendPayload(http.MethodGet,
path,
nil,
nil,
result,
false,
false,
k.Verbose,
k.HTTPDebugging,
k.HTTPRecording)
}
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request
func (k *Kraken) SendAuthenticatedHTTPRequest(method string, params url.Values, result interface{}) (err error) {
if !k.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
k.Name)
}
path := fmt.Sprintf("/%s/private/%s", krakenAPIVersion, method)
params.Set("nonce", k.Requester.GetNonce(true).String())
encoded := params.Encode()
shasum := crypto.GetSHA256([]byte(params.Get("nonce") + encoded))
signature := crypto.Base64Encode(crypto.GetHMAC(crypto.HashSHA512,
append([]byte(path), shasum...), []byte(k.API.Credentials.Secret)))
if k.Verbose {
log.Debugf(log.ExchangeSys, "Sending POST request to %s, path: %s, params: %s",
k.API.Endpoints.URL,
path,
encoded)
}
headers := make(map[string]string)
headers["API-Key"] = k.API.Credentials.Key
headers["API-Sign"] = signature
return k.SendPayload(http.MethodPost,
k.API.Endpoints.URL+path,
headers,
strings.NewReader(encoded),
result,
true,
true,
k.Verbose,
k.HTTPDebugging,
k.HTTPRecording)
}
// GetFee returns an estimate of fee based on type of transaction
func (k *Kraken) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
c := feeBuilder.Pair.Base.String() +
feeBuilder.Pair.Delimiter +
feeBuilder.Pair.Quote.String()
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
feePair, err := k.GetTradeVolume(true, c)
if err != nil {
return 0, err
}
if feeBuilder.IsMaker {
fee = calculateTradingFee(c,
feePair.FeesMaker,
feeBuilder.PurchasePrice,
feeBuilder.Amount)
} else {
fee = calculateTradingFee(c,
feePair.Fees,
feeBuilder.PurchasePrice,
feeBuilder.Amount)
}
case exchange.CryptocurrencyWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.Pair.Base)
case exchange.InternationalBankDepositFee:
depositMethods, err := k.GetDepositMethods(feeBuilder.FiatCurrency.String())
if err != nil {
return 0, err
}
for _, i := range depositMethods {
if feeBuilder.BankTransactionType == exchange.WireTransfer {
if i.Method == "SynapsePay (US Wire)" {
fee = i.Fee
return fee, nil
}
}
}
case exchange.CyptocurrencyDepositFee:
fee = getCryptocurrencyDepositFee(feeBuilder.Pair.Base)
case exchange.InternationalBankWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.FiatCurrency)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.0016 * price * amount
}
func getWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
func getCryptocurrencyDepositFee(c currency.Code) float64 {
return DepositFees[c]
}
func calculateTradingFee(currency string, feePair map[string]TradeVolumeFee, purchasePrice, amount float64) float64 {
return (feePair[currency].Fee / 100) * purchasePrice * amount
}
// GetCryptoDepositAddress returns a deposit address for a cryptocurrency
func (k *Kraken) GetCryptoDepositAddress(method, code string) (string, error) {
var resp = struct {
Error []string `json:"error"`
Result []DepositAddress `json:"result"`
}{}
values := url.Values{}
values.Set("asset", code)
values.Set("method", method)
err := k.SendAuthenticatedHTTPRequest(krakenDepositAddresses, values, &resp)
if err != nil {
return "", err
}
for _, a := range resp.Result {
return a.Address, nil
}
return "", errors.New("no addresses returned")
}
// WithdrawStatus gets the status of recent withdrawals
func (k *Kraken) WithdrawStatus(c currency.Code, method string) ([]WithdrawStatusResponse, error) {
var response struct {
Error []string `json:"error"`
Result []WithdrawStatusResponse `json:"result"`
}
params := url.Values{}
params.Set("asset ", c.String())
if method != "" {
params.Set("method", method)
}
if err := k.SendAuthenticatedHTTPRequest(krakenWithdrawStatus, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// WithdrawCancel sends a withdrawal cancelation request
func (k *Kraken) WithdrawCancel(c currency.Code, refID string) (bool, error) {
var response struct {
Error []string `json:"error"`
Result bool `json:"result"`
}
params := url.Values{}
params.Set("asset ", c.String())
params.Set("refid", refID)
if err := k.SendAuthenticatedHTTPRequest(krakenWithdrawCancel, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}