mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* Config: Move assetEnabled upgrade to Version management * Assets: Do not error on asset not enabled, or disabled This became more messy with Disabling something that's defaulted to disabled. Taking an idealogical stance against erroring that what you want to have done is already done. * CurrencyManager: Set AssetEnabled when StorePairs(enabled) * RPCServer: Fix tests expecting StoreAssetPairFormat to enable the asset Also assertifies * Bitfinex: Fix tests for MarginFunding subs * GCTWrapper: Improve TestMain clarity * BTSE: Add futures to testconfig * Exchanges: Rename StoreAssetPairStore Previously we were calling it "Format", but accepting everything from the PairStore. We were also defaulting to turning the Asset on. Now callers need to get their AssetEnabled set as they want it, so there's no magic This change also moves responsibility for error wrapping outside to the caller. * Config: AssetEnabled upgrade should respect assetTypes Previously we ignored the field and just turned on everything. I think that was because we couldn't get at the old value. In either case, we have the option to do better, and respect the assetEnabled value * Config: Improve exchange config version upgrade error messages
1780 lines
54 KiB
Go
1780 lines
54 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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"time"
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"github.com/shopspring/decimal"
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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/common/key"
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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/fundingrate"
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"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
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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/stream/buffer"
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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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// 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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for _, a := range []asset.Item{asset.Spot, asset.Futures} {
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ps := currency.PairStore{
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AssetEnabled: true,
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RequestFormat: ¤cy.PairFormat{Uppercase: true},
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ConfigFormat: ¤cy.PairFormat{Uppercase: true, Delimiter: currency.UnderscoreDelimiter},
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}
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if a == asset.Futures {
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ps.RequestFormat.Delimiter = currency.UnderscoreDelimiter
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}
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if err := k.SetAssetPairStore(a, ps); err != nil {
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log.Errorf(log.ExchangeSys, "%s error storing `%s` default asset formats: %s", k.Name, a, err)
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}
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}
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if err := k.DisableAssetWebsocketSupport(asset.Futures); err != nil {
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log.Errorf(log.ExchangeSys, "%s error disabling `%s` asset type websocket support: %s", k.Name, asset.Futures, 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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HasAssetTypeAccountSegregation: true,
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FundingRateFetching: true,
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PredictedFundingRate: 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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FundingRateFetching: false, // has capability but is not supported // TODO when multi-websocket support added
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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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FuturesCapabilities: exchange.FuturesCapabilities{
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FundingRates: true,
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SupportedFundingRateFrequencies: map[kline.Interval]bool{
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kline.FourHour: true,
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},
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FundingRateBatching: map[asset.Item]bool{
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asset.Futures: true,
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},
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OpenInterest: exchange.OpenInterestSupport{
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Supported: true,
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SupportsRestBatch: true,
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SupportedViaTicker: true,
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},
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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: kline.DeployExchangeIntervals(
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kline.IntervalCapacity{Interval: kline.OneMin},
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kline.IntervalCapacity{Interval: kline.FiveMin},
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kline.IntervalCapacity{Interval: kline.FifteenMin},
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kline.IntervalCapacity{Interval: kline.ThirtyMin},
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kline.IntervalCapacity{Interval: kline.OneHour},
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kline.IntervalCapacity{Interval: kline.FourHour},
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kline.IntervalCapacity{Interval: kline.OneDay},
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kline.IntervalCapacity{Interval: kline.OneWeek},
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kline.IntervalCapacity{Interval: kline.FifteenDay},
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),
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GlobalResultLimit: 720,
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},
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},
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Subscriptions: defaultSubscriptions.Clone(),
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}
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var err error
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k.Requester, err = request.New(k.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(request.NewBasicRateLimit(krakenRateInterval, krakenRequestRate, 1)))
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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.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: krakenFuturesURL,
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exchange.WebsocketSpot: krakenWSURL,
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exchange.WebsocketSpotSupplementary: krakenAuthWSURL,
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exchange.RestFuturesSupplementary: krakenFuturesSupplementaryURL,
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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.NewWebsocket()
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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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err := exch.Validate()
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if err != nil {
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return err
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}
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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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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.generateSubscriptions,
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Features: &k.Features.Supports.WebsocketCapabilities,
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OrderbookBufferConfig: buffer.Config{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: request.NewWeightedRateLimitByDuration(50 * time.Millisecond),
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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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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wsRunningAuthURL, err := k.API.Endpoints.GetURL(exchange.WebsocketSpotSupplementary)
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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: request.NewWeightedRateLimitByDuration(50 * time.Millisecond),
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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Authenticated: true,
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URL: wsRunningAuthURL,
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})
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}
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// Bootstrap provides initialisation for an exchange
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func (k *Kraken) Bootstrap(_ context.Context) (continueBootstrap bool, err error) {
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continueBootstrap = true
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if err = k.SeedAssets(context.TODO()); err != nil {
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err = fmt.Errorf("failed to Seed Assets: %w", err)
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}
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return
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}
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// UpdateOrderExecutionLimits sets exchange execution order limits for an asset type
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func (k *Kraken) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
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if a != asset.Spot {
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return common.ErrNotYetImplemented
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}
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if !assetTranslator.Seeded() {
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if err := k.SeedAssets(ctx); err != nil {
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return err
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}
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}
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pairInfo, err := k.fetchSpotPairInfo(ctx)
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if err != nil {
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return fmt.Errorf("%s failed to load %s pair execution limits. Err: %s", k.Name, a, err)
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}
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limits := make([]order.MinMaxLevel, 0, len(pairInfo))
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for pair, info := range pairInfo {
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limits = append(limits, order.MinMaxLevel{
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Asset: a,
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Pair: pair,
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PriceStepIncrementSize: info.TickSize,
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MinimumBaseAmount: info.OrderMinimum,
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})
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}
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if err := k.LoadLimits(limits); err != nil {
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return fmt.Errorf("%s Error loading %s exchange limits: %w", k.Name, a, err)
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}
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return nil
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}
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func (k *Kraken) fetchSpotPairInfo(ctx context.Context) (map[currency.Pair]*AssetPairs, error) {
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pairs := make(map[currency.Pair]*AssetPairs)
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pairInfo, err := k.GetAssetPairs(ctx, nil, "")
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if err != nil {
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return pairs, err
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}
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for _, info := range pairInfo {
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if info.Status != "online" {
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continue
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}
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base := assetTranslator.LookupAltName(info.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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info.Base)
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continue
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}
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quote := assetTranslator.LookupAltName(info.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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info.Quote)
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continue
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}
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pair, err := currency.NewPairFromStrings(base, quote)
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if err != nil {
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return pairs, err
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}
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pairs[pair] = info
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}
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return pairs, nil
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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, a asset.Item) (currency.Pairs, error) {
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pairs := currency.Pairs{}
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switch a {
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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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pairInfo, err := k.fetchSpotPairInfo(ctx)
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if err != nil {
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return pairs, err
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}
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pairs = make(currency.Pairs, 0, len(pairInfo))
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for pair := range pairInfo {
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pairs = append(pairs, pair)
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}
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case asset.Futures:
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symbols, err := k.GetInstruments(ctx)
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if err != nil {
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return nil, err
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}
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pairs = make([]currency.Pair, 0, len(symbols.Instruments))
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for x := range symbols.Instruments {
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if !symbols.Instruments[x].Tradable {
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continue
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}
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pair, err := currency.NewPairFromString(symbols.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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pairs = append(pairs, pair)
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}
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}
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return pairs, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores 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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err = k.UpdatePairs(pairs, 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 k.EnsureOnePairEnabled()
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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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tickers, err := k.GetTickers(ctx, "")
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if err != nil {
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return err
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}
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for c, t := range tickers {
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var cp currency.Pair
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cp, err = k.MatchSymbolWithAvailablePairs(c, a, false)
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if err != nil {
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if !errors.Is(err, currency.ErrPairNotFound) {
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return err
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}
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altName := assetTranslator.LookupAltName(c)
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if altName == "" {
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continue
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}
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cp, err = k.MatchSymbolWithAvailablePairs(altName, a, false)
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if err != nil {
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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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BidSize: t.BidSize,
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Ask: t.Ask,
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AskSize: t.AskSize,
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Volume: t.Volume,
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Open: t.Open,
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Pair: cp,
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ExchangeName: k.Name,
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AssetType: a,
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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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}
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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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var cp currency.Pair
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cp, 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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BidSize: t.Tickers[x].BidSize,
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Ask: t.Tickers[x].Ask,
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AskSize: t.Tickers[x].AskSize,
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Volume: t.Tickers[x].Vol24h,
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Open: t.Tickers[x].Open24H,
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OpenInterest: t.Tickers[x].OpenInterest,
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MarkPrice: t.Tickers[x].MarkPrice,
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IndexPrice: t.Tickers[x].IndexPrice,
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Pair: cp,
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ExchangeName: k.Name,
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AssetType: a,
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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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}
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default:
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return fmt.Errorf("%w %v", asset.ErrNotSupported, a)
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}
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return nil
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}
|
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|
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// UpdateTicker updates and returns the ticker for a currency pair
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func (k *Kraken) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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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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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (k *Kraken) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
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if p.IsEmpty() {
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return nil, currency.ErrCurrencyPairEmpty
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}
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if err := k.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
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return nil, err
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}
|
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book := &orderbook.Base{
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Exchange: k.Name,
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Pair: p,
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Asset: assetType,
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VerifyOrderbook: k.CanVerifyOrderbook,
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}
|
|
var err error
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|
switch assetType {
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|
case asset.Spot:
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var orderbookNew *Orderbook
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|
orderbookNew, err = k.GetDepth(ctx, p)
|
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if err != nil {
|
|
return book, err
|
|
}
|
|
book.Bids = make([]orderbook.Tranche, len(orderbookNew.Bids))
|
|
for x := range orderbookNew.Bids {
|
|
book.Bids[x] = orderbook.Tranche{
|
|
Amount: orderbookNew.Bids[x].Amount.Float64(),
|
|
Price: orderbookNew.Bids[x].Price.Float64(),
|
|
}
|
|
}
|
|
book.Asks = make([]orderbook.Tranche, len(orderbookNew.Asks))
|
|
for y := range orderbookNew.Asks {
|
|
book.Asks[y] = orderbook.Tranche{
|
|
Amount: orderbookNew.Asks[y].Amount.Float64(),
|
|
Price: orderbookNew.Asks[y].Price.Float64(),
|
|
}
|
|
}
|
|
case asset.Futures:
|
|
var futuresOB *FuturesOrderbookData
|
|
futuresOB, err = k.GetFuturesOrderbook(ctx, p)
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
book.Asks = make([]orderbook.Tranche, len(futuresOB.Orderbook.Asks))
|
|
for x := range futuresOB.Orderbook.Asks {
|
|
book.Asks[x] = orderbook.Tranche{
|
|
Price: futuresOB.Orderbook.Asks[x][0],
|
|
Amount: futuresOB.Orderbook.Asks[x][1],
|
|
}
|
|
}
|
|
book.Bids = make([]orderbook.Tranche, len(futuresOB.Orderbook.Bids))
|
|
for y := range futuresOB.Orderbook.Bids {
|
|
book.Bids[y] = orderbook.Tranche{
|
|
Price: futuresOB.Orderbook.Bids[y][0],
|
|
Amount: futuresOB.Orderbook.Bids[y][1],
|
|
}
|
|
}
|
|
default:
|
|
return book, fmt.Errorf("%w %v", asset.ErrNotSupported, 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
|
|
if !assetTranslator.Seeded() {
|
|
if err := k.SeedAssets(ctx); err != nil {
|
|
return info, err
|
|
}
|
|
}
|
|
switch assetType {
|
|
case asset.Spot:
|
|
bal, err := k.GetBalance(ctx)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
for key := range bal {
|
|
translatedCurrency := assetTranslator.LookupAltName(key)
|
|
if translatedCurrency == "" {
|
|
log.Warnf(log.ExchangeSys, "%s unable to translate currency: %s\n",
|
|
k.Name,
|
|
key)
|
|
continue
|
|
}
|
|
balances = append(balances, account.Balance{
|
|
Currency: currency.NewCode(translatedCurrency),
|
|
Total: bal[key].Total,
|
|
Hold: bal[key].Hold,
|
|
Free: bal[key].Total - bal[key].Hold,
|
|
})
|
|
}
|
|
info.Accounts = append(info.Accounts, account.SubAccount{
|
|
Currencies: balances,
|
|
AssetType: assetType,
|
|
})
|
|
case asset.Futures:
|
|
bal, err := k.GetFuturesAccountData(ctx)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
for name := range bal.Accounts {
|
|
for code := range bal.Accounts[name].Balances {
|
|
balances = append(balances, account.Balance{
|
|
Currency: currency.NewCode(code).Upper(),
|
|
Total: bal.Accounts[name].Balances[code],
|
|
})
|
|
}
|
|
info.Accounts = append(info.Accounts, account.SubAccount{
|
|
ID: name,
|
|
AssetType: asset.Futures,
|
|
Currencies: balances,
|
|
})
|
|
}
|
|
}
|
|
creds, err := k.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
if err := account.Process(&info, creds); err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
return info, nil
|
|
}
|
|
|
|
// GetAccountFundingHistory returns funding history, deposits and
|
|
// withdrawals
|
|
func (k *Kraken) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (k *Kraken) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
|
|
withdrawals, err := k.WithdrawStatus(ctx, c, "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]exchange.WithdrawalHistory, len(withdrawals))
|
|
for i := range withdrawals {
|
|
resp[i] = 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 resp, nil
|
|
}
|
|
|
|
// 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
|
|
p, err = k.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []trade.Data
|
|
switch assetType {
|
|
case asset.Spot:
|
|
var tradeData []RecentTrades
|
|
tradeData, err = k.GetTrades(ctx, p)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range tradeData {
|
|
side := order.Buy
|
|
if tradeData[i].BuyOrSell == "s" {
|
|
side = order.Sell
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
TID: strconv.FormatInt(tradeData[i].TradeID, 10),
|
|
Exchange: k.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: tradeData[i].Price,
|
|
Amount: tradeData[i].Volume,
|
|
Timestamp: convert.TimeFromUnixTimestampDecimal(tradeData[i].Time),
|
|
})
|
|
}
|
|
case asset.Futures:
|
|
var tradeData *FuturesPublicTrades
|
|
tradeData, err = k.GetFuturesTrades(ctx, p, time.Time{}, time.Time{})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range tradeData.Elements {
|
|
side := order.Buy
|
|
if strings.EqualFold(tradeData.Elements[i].ExecutionEvent.OuterExecutionHolder.Execution.MakerOrder.Direction, "sell") {
|
|
side = order.Sell
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
TID: tradeData.Elements[i].UID,
|
|
Exchange: k.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: tradeData.Elements[i].ExecutionEvent.OuterExecutionHolder.Execution.MakerOrder.LimitPrice,
|
|
Amount: tradeData.Elements[i].ExecutionEvent.OuterExecutionHolder.Execution.MakerOrder.Quantity,
|
|
Timestamp: time.UnixMilli(tradeData.Elements[i].ExecutionEvent.OuterExecutionHolder.Execution.MakerOrder.Timestamp),
|
|
})
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
|
|
err = k.AddTradesToBuffer(resp...)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
sort.Sort(trade.ByDate(resp))
|
|
return resp, nil
|
|
}
|
|
|
|
// GetHistoricTrades returns historic trade data within the timeframe provided
|
|
func (k *Kraken) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (k *Kraken) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
|
|
err := s.Validate(k.GetTradingRequirements())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orderID string
|
|
status := order.New
|
|
switch s.AssetType {
|
|
case asset.Spot:
|
|
timeInForce := RequestParamsTimeGTC
|
|
if s.ImmediateOrCancel {
|
|
timeInForce = RequestParamsTimeIOC
|
|
}
|
|
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
orderID, err = k.wsAddOrder(&WsAddOrderRequest{
|
|
OrderType: s.Type.Lower(),
|
|
OrderSide: s.Side.Lower(),
|
|
Pair: s.Pair.Format(currency.PairFormat{Uppercase: true, Delimiter: "/"}).String(), // required pair format: ISO 4217-A3
|
|
Price: s.Price,
|
|
Volume: s.Amount,
|
|
TimeInForce: timeInForce,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
} else {
|
|
var response *AddOrderResponse
|
|
response, err = k.AddOrder(ctx,
|
|
s.Pair,
|
|
s.Side.String(),
|
|
s.Type.String(),
|
|
s.Amount,
|
|
s.Price,
|
|
0,
|
|
0,
|
|
&AddOrderOptions{
|
|
TimeInForce: timeInForce,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(response.TransactionIDs) > 0 {
|
|
orderID = strings.Join(response.TransactionIDs, ", ")
|
|
}
|
|
}
|
|
if s.Type == order.Market {
|
|
status = order.Filled
|
|
}
|
|
case asset.Futures:
|
|
var fOrder FuturesSendOrderData
|
|
fOrder, err = k.FuturesSendOrder(ctx,
|
|
s.Type,
|
|
s.Pair,
|
|
s.Side.Lower(),
|
|
"",
|
|
s.ClientOrderID,
|
|
"",
|
|
s.ImmediateOrCancel,
|
|
s.Amount,
|
|
s.Price,
|
|
0,
|
|
)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
// check the status, anything that is not placed we error out
|
|
if fOrder.SendStatus.Status != "placed" {
|
|
return nil, fmt.Errorf("submit order failed: %s", fOrder.SendStatus.Status)
|
|
}
|
|
orderID = fOrder.SendStatus.OrderID
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, s.AssetType)
|
|
}
|
|
resp, err := s.DeriveSubmitResponse(orderID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp.Status = status
|
|
return resp, nil
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to market conversion
|
|
func (k *Kraken) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (k *Kraken) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
switch o.AssetType {
|
|
case asset.Spot:
|
|
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
return k.wsCancelOrders([]string{o.OrderID})
|
|
}
|
|
_, err := k.CancelExistingOrder(ctx, o.OrderID)
|
|
return err
|
|
case asset.Futures:
|
|
_, err := k.FuturesCancelOrder(ctx, o.OrderID, "")
|
|
if err != nil {
|
|
return err
|
|
}
|
|
default:
|
|
return fmt.Errorf("%w %v", asset.ErrNotSupported, o.AssetType)
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (k *Kraken) CancelBatchOrders(_ context.Context, o []order.Cancel) (*order.CancelBatchResponse, error) {
|
|
if !k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
ordersList := make([]string, len(o))
|
|
for i := range o {
|
|
if err := o[i].Validate(o[i].StandardCancel()); err != nil {
|
|
return nil, err
|
|
}
|
|
ordersList[i] = o[i].OrderID
|
|
}
|
|
|
|
err := k.wsCancelOrders(ordersList)
|
|
return nil, err
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (k *Kraken) CancelAllOrders(ctx context.Context, req *order.Cancel) (order.CancelAllResponse, error) {
|
|
if err := req.Validate(); err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
cancelAllOrdersResponse := order.CancelAllResponse{
|
|
Status: make(map[string]string),
|
|
}
|
|
switch req.AssetType {
|
|
case asset.Spot:
|
|
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
resp, err := k.wsCancelAllOrders()
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
|
|
cancelAllOrdersResponse.Count = resp.Count
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
|
|
var emptyOrderOptions OrderInfoOptions
|
|
openOrders, err := k.GetOpenOrders(ctx, emptyOrderOptions)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
for orderID := range openOrders.Open {
|
|
var err error
|
|
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
err = k.wsCancelOrders([]string{orderID})
|
|
} else {
|
|
_, err = k.CancelExistingOrder(ctx, orderID)
|
|
}
|
|
if err != nil {
|
|
cancelAllOrdersResponse.Status[orderID] = err.Error()
|
|
}
|
|
}
|
|
case asset.Futures:
|
|
cancelData, err := k.FuturesCancelAllOrders(ctx, req.Pair)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
for x := range cancelData.CancelStatus.CancelledOrders {
|
|
cancelAllOrdersResponse.Status[cancelData.CancelStatus.CancelledOrders[x].OrderID] = "cancelled"
|
|
}
|
|
}
|
|
return cancelAllOrdersResponse, nil
|
|
}
|
|
|
|
// GetOrderInfo returns information on a current open order
|
|
func (k *Kraken) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair, assetType asset.Item) (*order.Detail, error) {
|
|
if err := k.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orderDetail order.Detail
|
|
switch assetType {
|
|
case asset.Spot:
|
|
resp, err := k.QueryOrdersInfo(ctx,
|
|
OrderInfoOptions{
|
|
Trades: true,
|
|
}, orderID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orderInfo, ok := resp[orderID]
|
|
if !ok {
|
|
return nil, fmt.Errorf("order %s not found in response", orderID)
|
|
}
|
|
|
|
if !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
|
|
}
|
|
|
|
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 nil, err
|
|
}
|
|
status, err := order.StringToOrderStatus(orderInfo.Status)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", k.Name, err)
|
|
}
|
|
oType, err := order.StringToOrderType(orderInfo.Description.OrderType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
p, err := currency.NewPairFromFormattedPairs(orderInfo.Description.Pair,
|
|
avail,
|
|
format)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
price := orderInfo.Price
|
|
if orderInfo.Status == statusOpen {
|
|
price = orderInfo.Description.Price
|
|
}
|
|
|
|
orderDetail = order.Detail{
|
|
Exchange: k.Name,
|
|
OrderID: orderID,
|
|
Pair: p,
|
|
Side: side,
|
|
Type: oType,
|
|
Date: convert.TimeFromUnixTimestampDecimal(orderInfo.OpenTime),
|
|
CloseTime: convert.TimeFromUnixTimestampDecimal(orderInfo.CloseTime),
|
|
Status: status,
|
|
Price: price,
|
|
Amount: orderInfo.Volume,
|
|
ExecutedAmount: orderInfo.VolumeExecuted,
|
|
RemainingAmount: orderInfo.Volume - orderInfo.VolumeExecuted,
|
|
Fee: orderInfo.Fee,
|
|
Trades: trades,
|
|
Cost: orderInfo.Cost,
|
|
AssetType: asset.Spot,
|
|
}
|
|
case asset.Futures:
|
|
orderInfo, err := k.FuturesGetFills(ctx, time.Time{})
|
|
if err != nil {
|
|
return nil, 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 nil, err
|
|
}
|
|
oSide, err := compatibleOrderSide(orderInfo.Fills[y].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
fillOrderType, err := compatibleFillOrderType(orderInfo.Fills[y].FillType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
timeVar, err := time.Parse(krakenFormat, orderInfo.Fills[y].FillTime)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderDetail = order.Detail{
|
|
OrderID: orderID,
|
|
Price: orderInfo.Fills[y].Price,
|
|
Amount: orderInfo.Fills[y].Size,
|
|
Side: oSide,
|
|
Type: fillOrderType,
|
|
Date: timeVar,
|
|
Pair: pair,
|
|
Exchange: k.Name,
|
|
AssetType: asset.Futures,
|
|
}
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
return &orderDetail, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (k *Kraken) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
|
|
if chain == "" {
|
|
methods, err := k.GetDepositMethods(ctx, cryptocurrency.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(methods) == 0 {
|
|
return nil, errors.New("unable to get any deposit methods")
|
|
}
|
|
chain = methods[0].Method
|
|
}
|
|
|
|
depositAddr, err := k.GetCryptoDepositAddress(ctx, chain, cryptocurrency.String(), false)
|
|
if err != nil {
|
|
if strings.Contains(err.Error(), "no addresses returned") {
|
|
depositAddr, err = k.GetCryptoDepositAddress(ctx, chain, cryptocurrency.String(), true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
} else {
|
|
return nil, err
|
|
}
|
|
}
|
|
return &deposit.Address{
|
|
Address: depositAddr[0].Address,
|
|
Tag: depositAddr[0].Tag,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal
|
|
// Populate exchange.WithdrawRequest.TradePassword with withdrawal key name, as set up on your account
|
|
func (k *Kraken) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
v, err := k.Withdraw(ctx,
|
|
withdrawRequest.Currency.String(),
|
|
withdrawRequest.TradePassword,
|
|
withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: v,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (k *Kraken) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
v, err := k.Withdraw(ctx,
|
|
withdrawRequest.Currency.String(),
|
|
withdrawRequest.TradePassword,
|
|
withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
Status: v,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (k *Kraken) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
v, err := k.Withdraw(ctx,
|
|
withdrawRequest.Currency.String(),
|
|
withdrawRequest.TradePassword,
|
|
withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
Status: v,
|
|
}, nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (k *Kraken) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if feeBuilder == nil {
|
|
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
|
|
}
|
|
if !k.AreCredentialsValid(ctx) && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return k.GetFee(ctx, feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (k *Kraken) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var orders []order.Detail
|
|
switch req.AssetType {
|
|
case asset.Spot:
|
|
resp, err := k.GetOpenOrders(ctx, OrderInfoOptions{})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
assetType := req.AssetType
|
|
if !req.AssetType.IsValid() {
|
|
assetType = asset.UseDefault()
|
|
}
|
|
|
|
avail, err := k.GetAvailablePairs(assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
format, err := k.GetPairFormat(assetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range resp.Open {
|
|
p, err := currency.NewPairFromFormattedPairs(resp.Open[i].Description.Pair,
|
|
avail,
|
|
format)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(resp.Open[i].Description.Type)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var orderType order.Type
|
|
orderType, err = order.StringToOrderType(resp.Open[i].Description.OrderType)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", k.Name, err)
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
OrderID: i,
|
|
Amount: resp.Open[i].Volume,
|
|
RemainingAmount: resp.Open[i].Volume - resp.Open[i].VolumeExecuted,
|
|
ExecutedAmount: resp.Open[i].VolumeExecuted,
|
|
Exchange: k.Name,
|
|
Date: convert.TimeFromUnixTimestampDecimal(resp.Open[i].OpenTime),
|
|
Price: resp.Open[i].Description.Price,
|
|
Side: side,
|
|
Type: orderType,
|
|
Pair: p,
|
|
AssetType: asset.Spot,
|
|
Status: order.Open,
|
|
})
|
|
}
|
|
case asset.Futures:
|
|
var err error
|
|
var pairs currency.Pairs
|
|
if len(req.Pairs) > 0 {
|
|
pairs = req.Pairs
|
|
} else {
|
|
pairs, err = k.GetEnabledPairs(asset.Futures)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
}
|
|
activeOrders, err := k.FuturesOpenOrders(ctx)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
for i := range pairs {
|
|
fPair, err := k.FormatExchangeCurrency(pairs[i], asset.Futures)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
for a := range activeOrders.OpenOrders {
|
|
if activeOrders.OpenOrders[a].Symbol != fPair.String() {
|
|
continue
|
|
}
|
|
oSide, err := compatibleOrderSide(activeOrders.OpenOrders[a].Side)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oType, err := compatibleOrderType(activeOrders.OpenOrders[a].OrderType)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
timeVar, err := time.Parse(krakenFormat, activeOrders.OpenOrders[a].ReceivedTime)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
OrderID: activeOrders.OpenOrders[a].OrderID,
|
|
Price: activeOrders.OpenOrders[a].LimitPrice,
|
|
Amount: activeOrders.OpenOrders[a].FilledSize,
|
|
Side: oSide,
|
|
Type: oType,
|
|
Date: timeVar,
|
|
Pair: fPair,
|
|
Exchange: k.Name,
|
|
AssetType: asset.Futures,
|
|
Status: order.Open,
|
|
})
|
|
}
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, req.AssetType)
|
|
}
|
|
return req.Filter(k.Name, orders), nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (k *Kraken) GetOrderHistory(ctx context.Context, getOrdersRequest *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := getOrdersRequest.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var orders []order.Detail
|
|
switch getOrdersRequest.AssetType {
|
|
case asset.Spot:
|
|
req := GetClosedOrdersOptions{}
|
|
if getOrdersRequest.StartTime.Unix() > 0 {
|
|
req.Start = strconv.FormatInt(getOrdersRequest.StartTime.Unix(), 10)
|
|
}
|
|
if getOrdersRequest.EndTime.Unix() > 0 {
|
|
req.End = strconv.FormatInt(getOrdersRequest.EndTime.Unix(), 10)
|
|
}
|
|
|
|
assetType := getOrdersRequest.AssetType
|
|
if !getOrdersRequest.AssetType.IsValid() {
|
|
assetType = asset.UseDefault()
|
|
}
|
|
|
|
avail, err := k.GetAvailablePairs(assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
format, err := k.GetPairFormat(assetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp, err := k.GetClosedOrders(ctx, req)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := range resp.Closed {
|
|
p, err := currency.NewPairFromFormattedPairs(resp.Closed[i].Description.Pair,
|
|
avail,
|
|
format)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(resp.Closed[i].Description.Type)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", k.Name, err)
|
|
}
|
|
status, err := order.StringToOrderStatus(resp.Closed[i].Status)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", k.Name, err)
|
|
}
|
|
var orderType order.Type
|
|
orderType, err = order.StringToOrderType(resp.Closed[i].Description.OrderType)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", k.Name, err)
|
|
}
|
|
detail := order.Detail{
|
|
OrderID: i,
|
|
Amount: resp.Closed[i].Volume,
|
|
ExecutedAmount: resp.Closed[i].VolumeExecuted,
|
|
RemainingAmount: resp.Closed[i].Volume - resp.Closed[i].VolumeExecuted,
|
|
Cost: resp.Closed[i].Cost,
|
|
CostAsset: p.Quote,
|
|
Exchange: k.Name,
|
|
Date: convert.TimeFromUnixTimestampDecimal(resp.Closed[i].OpenTime),
|
|
CloseTime: convert.TimeFromUnixTimestampDecimal(resp.Closed[i].CloseTime),
|
|
Price: resp.Closed[i].Description.Price,
|
|
Side: side,
|
|
Status: status,
|
|
Type: orderType,
|
|
Pair: p,
|
|
}
|
|
detail.InferCostsAndTimes()
|
|
orders = append(orders, detail)
|
|
}
|
|
case asset.Futures:
|
|
var orderHistory FuturesRecentOrdersData
|
|
var err error
|
|
var pairs currency.Pairs
|
|
if len(getOrdersRequest.Pairs) > 0 {
|
|
pairs = getOrdersRequest.Pairs
|
|
} else {
|
|
pairs, err = k.GetEnabledPairs(asset.Futures)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
}
|
|
for p := range pairs {
|
|
orderHistory, err = k.FuturesRecentOrders(ctx, pairs[p])
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
for o := range orderHistory.OrderEvents {
|
|
switch {
|
|
case orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.UID != "":
|
|
timeVar, err := time.Parse(krakenFormat,
|
|
orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Timestamp)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Direction)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.OrderType)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
Price: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.LimitPrice,
|
|
Amount: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Quantity,
|
|
ExecutedAmount: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Filled,
|
|
RemainingAmount: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Quantity -
|
|
orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Filled,
|
|
OrderID: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.UID,
|
|
ClientID: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.ClientID,
|
|
AssetType: asset.Futures,
|
|
Type: oType,
|
|
Date: timeVar,
|
|
Side: oDirection,
|
|
Exchange: k.Name,
|
|
Pair: pairs[p],
|
|
})
|
|
case orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.UID != "":
|
|
timeVar, err := time.Parse(krakenFormat,
|
|
orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Timestamp)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Direction)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.OrderType)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
Price: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.LimitPrice,
|
|
Amount: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Quantity,
|
|
ExecutedAmount: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Filled,
|
|
RemainingAmount: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Quantity -
|
|
orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Filled,
|
|
OrderID: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.UID,
|
|
ClientID: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.AccountID,
|
|
AssetType: asset.Futures,
|
|
Type: oType,
|
|
Date: timeVar,
|
|
Side: oDirection,
|
|
Exchange: k.Name,
|
|
Pair: pairs[p],
|
|
Status: order.Rejected,
|
|
})
|
|
case orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.UID != "":
|
|
timeVar, err := time.Parse(krakenFormat,
|
|
orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Timestamp)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Direction)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.OrderType)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
Price: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.LimitPrice,
|
|
Amount: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Quantity,
|
|
ExecutedAmount: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Filled,
|
|
RemainingAmount: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Quantity -
|
|
orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Filled,
|
|
OrderID: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.UID,
|
|
ClientID: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.AccountID,
|
|
AssetType: asset.Futures,
|
|
Type: oType,
|
|
Date: timeVar,
|
|
Side: oDirection,
|
|
Exchange: k.Name,
|
|
Pair: pairs[p],
|
|
Status: order.Cancelled,
|
|
})
|
|
case orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.UID != "":
|
|
timeVar, err := time.Parse(krakenFormat,
|
|
orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Timestamp)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Direction)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.OrderType)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
Price: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.LimitPrice,
|
|
Amount: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Quantity,
|
|
ExecutedAmount: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Filled,
|
|
RemainingAmount: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Quantity -
|
|
orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Filled,
|
|
OrderID: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.UID,
|
|
ClientID: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.AccountID,
|
|
AssetType: asset.Futures,
|
|
Type: oType,
|
|
Date: timeVar,
|
|
Side: oDirection,
|
|
Exchange: k.Name,
|
|
Pair: pairs[p],
|
|
})
|
|
default:
|
|
return orders, errors.New("invalid orderHistory data")
|
|
}
|
|
}
|
|
}
|
|
}
|
|
return getOrdersRequest.Filter(k.Name, orders), nil
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (k *Kraken) AuthenticateWebsocket(ctx context.Context) error {
|
|
resp, err := k.GetWebsocketToken(ctx)
|
|
if resp != "" {
|
|
authToken = resp
|
|
}
|
|
return err
|
|
}
|
|
|
|
// ValidateAPICredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (k *Kraken) ValidateAPICredentials(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)
|
|
}
|
|
|
|
// FormatExchangeKlineIntervalFutures returns Interval to exchange formatted string
|
|
func (k *Kraken) FormatExchangeKlineIntervalFutures(in kline.Interval) string {
|
|
switch in {
|
|
case kline.OneDay:
|
|
return "1d"
|
|
default:
|
|
return in.Short()
|
|
}
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (k *Kraken) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := k.GetKlineRequest(pair, a, interval, start, end, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
timeSeries := make([]kline.Candle, 0, req.Size())
|
|
switch a {
|
|
case asset.Spot:
|
|
candles, err := k.GetOHLC(ctx,
|
|
req.RequestFormatted,
|
|
k.FormatExchangeKlineInterval(req.ExchangeInterval))
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for x := range candles {
|
|
if candles[x].Time.Before(req.Start) || candles[x].Time.After(req.End) {
|
|
continue
|
|
}
|
|
timeSeries = append(timeSeries, kline.Candle{
|
|
Time: candles[x].Time,
|
|
Open: candles[x].Open,
|
|
High: candles[x].High,
|
|
Low: candles[x].Low,
|
|
Close: candles[x].Close,
|
|
Volume: candles[x].Volume,
|
|
})
|
|
}
|
|
default:
|
|
// TODO add new Futures API support
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, req.Asset)
|
|
}
|
|
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (k *Kraken) GetHistoricCandlesExtended(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
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, errors.New("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, errors.New("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, errors.New("invalid orderPriceType")
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetAvailableTransferChains returns the available transfer blockchains for the specific
|
|
// cryptocurrency
|
|
func (k *Kraken) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
|
|
methods, err := k.GetDepositMethods(ctx, cryptocurrency.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
availableChains := make([]string, len(methods))
|
|
for x := range methods {
|
|
availableChains[x] = methods[x].Method
|
|
}
|
|
return availableChains, nil
|
|
}
|
|
|
|
// GetServerTime returns the current exchange server time.
|
|
func (k *Kraken) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
|
|
st, err := k.GetCurrentServerTime(ctx)
|
|
if err != nil {
|
|
return time.Time{}, err
|
|
}
|
|
return time.Parse("Mon, 02 Jan 06 15:04:05 -0700", st.Rfc1123)
|
|
}
|
|
|
|
// GetFuturesContractDetails returns details about futures contracts
|
|
func (k *Kraken) GetFuturesContractDetails(ctx context.Context, item asset.Item) ([]futures.Contract, error) {
|
|
if !item.IsFutures() {
|
|
return nil, futures.ErrNotFuturesAsset
|
|
}
|
|
if !k.SupportsAsset(item) {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, item)
|
|
}
|
|
result, err := k.GetInstruments(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]futures.Contract, len(result.Instruments))
|
|
for i := range result.Instruments {
|
|
var cp, underlying currency.Pair
|
|
var underlyingStr string
|
|
cp, err = currency.NewPairFromString(result.Instruments[i].Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var symbolToSplit string
|
|
if result.Instruments[i].Underlying != "" {
|
|
symbolToSplit = result.Instruments[i].Underlying
|
|
} else {
|
|
symbolToSplit = result.Instruments[i].Symbol
|
|
}
|
|
|
|
underlyingBase := strings.Split(symbolToSplit, "_")
|
|
if len(underlyingBase) <= 1 {
|
|
underlyingStr = symbolToSplit
|
|
} else {
|
|
underlyingStr = underlyingBase[1]
|
|
}
|
|
usdIndex := strings.LastIndex(strings.ToLower(underlyingStr), "usd")
|
|
if usdIndex <= 0 {
|
|
log.Warnf(log.ExchangeSys, "%v unable to find USD index in %v to process contract", k.Name, underlyingStr)
|
|
continue
|
|
}
|
|
underlying, err = currency.NewPairFromStrings(underlyingStr[0:usdIndex], underlyingStr[usdIndex:])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var s, e time.Time
|
|
if result.Instruments[i].OpeningDate != "" {
|
|
s, err = time.Parse(time.RFC3339, result.Instruments[i].OpeningDate)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
var ct futures.ContractType
|
|
if result.Instruments[i].LastTradingTime == "" || item == asset.PerpetualSwap {
|
|
ct = futures.Perpetual
|
|
} else {
|
|
e, err = time.Parse(time.RFC3339, result.Instruments[i].LastTradingTime)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
switch {
|
|
// three day is used for generosity for contract date ranges
|
|
case e.Sub(s) <= kline.OneMonth.Duration()+kline.ThreeDay.Duration():
|
|
ct = futures.Monthly
|
|
case e.Sub(s) <= kline.ThreeMonth.Duration()+kline.ThreeDay.Duration():
|
|
ct = futures.Quarterly
|
|
default:
|
|
ct = futures.SemiAnnually
|
|
}
|
|
}
|
|
contractSettlementType := futures.Linear
|
|
if cp.Base.Equal(currency.PI) || cp.Base.Equal(currency.FI) {
|
|
contractSettlementType = futures.Inverse
|
|
}
|
|
resp[i] = futures.Contract{
|
|
Exchange: k.Name,
|
|
Name: cp,
|
|
Underlying: underlying,
|
|
Asset: item,
|
|
StartDate: s,
|
|
EndDate: e,
|
|
SettlementType: contractSettlementType,
|
|
IsActive: result.Instruments[i].Tradable,
|
|
Type: ct,
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetLatestFundingRates returns the latest funding rates data
|
|
func (k *Kraken) GetLatestFundingRates(ctx context.Context, r *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
|
|
if r == nil {
|
|
return nil, fmt.Errorf("%w LatestRateRequest", common.ErrNilPointer)
|
|
}
|
|
if r.Asset != asset.Futures {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, r.Asset)
|
|
}
|
|
if !r.Pair.IsEmpty() {
|
|
if ok, err := k.CurrencyPairs.IsPairAvailable(r.Pair, r.Asset); err != nil {
|
|
return nil, err
|
|
} else if !ok {
|
|
return nil, currency.ErrPairNotContainedInAvailablePairs
|
|
}
|
|
}
|
|
|
|
t, err := k.GetFuturesTickers(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]fundingrate.LatestRateResponse, 0, len(t.Tickers))
|
|
for i := range t.Tickers {
|
|
pair, err := currency.NewPairFromString(t.Tickers[i].Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !r.Pair.IsEmpty() && !r.Pair.Equal(pair) {
|
|
continue
|
|
}
|
|
var isPerp bool
|
|
isPerp, err = k.IsPerpetualFutureCurrency(r.Asset, pair)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !isPerp {
|
|
continue
|
|
}
|
|
rate := fundingrate.LatestRateResponse{
|
|
Exchange: k.Name,
|
|
Asset: r.Asset,
|
|
Pair: pair,
|
|
LatestRate: fundingrate.Rate{
|
|
Rate: decimal.NewFromFloat(t.Tickers[i].FundingRate),
|
|
},
|
|
TimeChecked: time.Now(),
|
|
}
|
|
if r.IncludePredictedRate {
|
|
rate.PredictedUpcomingRate = fundingrate.Rate{
|
|
Rate: decimal.NewFromFloat(t.Tickers[i].FundingRatePrediction),
|
|
}
|
|
}
|
|
resp = append(resp, rate)
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// IsPerpetualFutureCurrency ensures a given asset and currency is a perpetual future
|
|
func (k *Kraken) IsPerpetualFutureCurrency(a asset.Item, cp currency.Pair) (bool, error) {
|
|
return cp.Base.Equal(currency.PF) && a == asset.Futures, nil
|
|
}
|
|
|
|
// GetOpenInterest returns the open interest rate for a given asset pair
|
|
func (k *Kraken) GetOpenInterest(ctx context.Context, keys ...key.PairAsset) ([]futures.OpenInterest, error) {
|
|
for i := range keys {
|
|
if keys[i].Asset != asset.Futures {
|
|
// avoid API calls or returning errors after a successful retrieval
|
|
return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, keys[i].Asset, keys[i].Pair())
|
|
}
|
|
}
|
|
futuresTickersData, err := k.GetFuturesTickers(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]futures.OpenInterest, 0, len(futuresTickersData.Tickers))
|
|
for i := range futuresTickersData.Tickers {
|
|
var p currency.Pair
|
|
var isEnabled bool
|
|
p, isEnabled, err = k.MatchSymbolCheckEnabled(futuresTickersData.Tickers[i].Symbol, asset.Futures, true)
|
|
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
|
|
return nil, err
|
|
}
|
|
if !isEnabled {
|
|
continue
|
|
}
|
|
var appendData bool
|
|
for j := range keys {
|
|
if keys[j].Pair().Equal(p) {
|
|
appendData = true
|
|
break
|
|
}
|
|
}
|
|
if len(keys) > 0 && !appendData {
|
|
continue
|
|
}
|
|
resp = append(resp, futures.OpenInterest{
|
|
Key: key.ExchangePairAsset{
|
|
Exchange: k.Name,
|
|
Base: p.Base.Item,
|
|
Quote: p.Quote.Item,
|
|
Asset: asset.Futures,
|
|
},
|
|
OpenInterest: futuresTickersData.Tickers[i].OpenInterest,
|
|
})
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetCurrencyTradeURL returns the URL to the exchange's trade page for the given asset and currency pair
|
|
func (k *Kraken) GetCurrencyTradeURL(_ context.Context, a asset.Item, cp currency.Pair) (string, error) {
|
|
_, err := k.CurrencyPairs.IsPairEnabled(cp, a)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
switch a {
|
|
case asset.Spot:
|
|
cp.Delimiter = currency.DashDelimiter
|
|
return tradeBaseURL + cp.Lower().String(), nil
|
|
case asset.Futures:
|
|
cp.Delimiter = currency.UnderscoreDelimiter
|
|
return tradeFuturesURL + cp.Upper().String(), nil
|
|
default:
|
|
return "", fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
}
|