Files
gocryptotrader/exchanges/kraken/kraken_wrapper.go
Andrew 75ac5ee791 (Exchange Interface) Convert Fetch & Update orderbook/ticker methods to return pointers (#398)
* moved order and ticker fetching to return a pointer

* return nil instead of empty struct

* fixed incorrect nil

* general cleanup
2019-12-17 15:54:09 +11:00

708 lines
21 KiB
Go

package kraken
import (
"errors"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
"github.com/thrasher-corp/gocryptotrader/exchanges/withdraw"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// GetDefaultConfig returns a default exchange config
func (k *Kraken) GetDefaultConfig() (*config.ExchangeConfig, error) {
k.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = k.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = k.BaseCurrencies
err := k.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if k.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = k.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets current default settings
func (k *Kraken) SetDefaults() {
k.Name = "Kraken"
k.Enabled = true
k.Verbose = true
k.API.CredentialsValidator.RequiresKey = true
k.API.CredentialsValidator.RequiresSecret = true
k.API.CredentialsValidator.RequiresBase64DecodeSecret = true
k.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Uppercase: true,
Separator: ",",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
Separator: ",",
},
}
k.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
FiatDeposit: true,
FiatWithdraw: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
KlineFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
MessageCorrelation: true,
SubmitOrder: true,
CancelOrder: true,
CancelOrders: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
exchange.WithdrawCryptoWith2FA |
exchange.AutoWithdrawFiatWithSetup |
exchange.WithdrawFiatWith2FA,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
k.Requester = request.New(k.Name,
request.NewRateLimit(time.Second, krakenAuthRate),
request.NewRateLimit(time.Second, krakenUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
k.API.Endpoints.URLDefault = krakenAPIURL
k.API.Endpoints.URL = k.API.Endpoints.URLDefault
k.Websocket = wshandler.New()
k.API.Endpoints.WebsocketURL = krakenWSURL
k.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
k.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
k.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets current exchange configuration
func (k *Kraken) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
k.SetEnabled(false)
return nil
}
err := k.SetupDefaults(exch)
if err != nil {
return err
}
err = k.Websocket.Setup(
&wshandler.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: krakenWSURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: k.WsConnect,
Subscriber: k.Subscribe,
UnSubscriber: k.Unsubscribe,
Features: &k.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
k.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: k.Name,
URL: k.Websocket.GetWebsocketURL(),
ProxyURL: k.Websocket.GetProxyAddress(),
Verbose: k.Verbose,
RateLimit: krakenWsRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
k.AuthenticatedWebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: k.Name,
URL: krakenAuthWSURL,
ProxyURL: k.Websocket.GetProxyAddress(),
Verbose: k.Verbose,
RateLimit: krakenWsRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
k.Websocket.Orderbook.Setup(
exch.WebsocketOrderbookBufferLimit,
true,
true,
false,
false,
exch.Name)
return nil
}
// Start starts the Kraken go routine
func (k *Kraken) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
k.Run()
wg.Done()
}()
}
// Run implements the Kraken wrapper
func (k *Kraken) Run() {
if k.Verbose {
k.PrintEnabledPairs()
}
forceUpdate := false
delim := k.GetPairFormat(asset.Spot, false).Delimiter
if !common.StringDataContains(k.GetEnabledPairs(asset.Spot).Strings(), delim) ||
!common.StringDataContains(k.GetAvailablePairs(asset.Spot).Strings(), delim) {
enabledPairs := currency.NewPairsFromStrings(
[]string{currency.XBT.String() + delim + currency.USD.String()},
)
log.Warn(log.ExchangeSys, "Available pairs for Kraken reset due to config upgrade, please enable the ones you would like again")
forceUpdate = true
err := k.UpdatePairs(enabledPairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
k.Name,
err)
}
}
if !k.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err := k.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
k.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (k *Kraken) FetchTradablePairs(asset asset.Item) ([]string, error) {
pairs, err := k.GetAssetPairs()
if err != nil {
return nil, err
}
var products []string
for i := range pairs {
v := pairs[i]
if strings.Contains(v.Altname, ".d") {
continue
}
if v.Base[0] == 'X' {
if len(v.Base) > 3 {
v.Base = v.Base[1:]
}
}
if v.Quote[0] == 'Z' || v.Quote[0] == 'X' {
v.Quote = v.Quote[1:]
}
products = append(products, v.Base+
k.GetPairFormat(asset, false).Delimiter+
v.Quote)
}
return products, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (k *Kraken) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := k.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return k.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (k *Kraken) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerPrice := new(ticker.Price)
pairs := k.GetEnabledPairs(assetType)
pairsCollated, err := k.FormatExchangeCurrencies(pairs, assetType)
if err != nil {
return tickerPrice, err
}
tickers, err := k.GetTickers(pairsCollated)
if err != nil {
return tickerPrice, err
}
for i := range pairs {
for c, t := range tickers {
pairFmt := k.FormatExchangeCurrency(pairs[i], assetType).String()
if !strings.EqualFold(pairFmt, c) {
altCurrency, ok := assetPairMap[c]
if !ok {
continue
}
if !strings.EqualFold(pairFmt, altCurrency) {
continue
}
}
tickerPrice = &ticker.Price{
Last: t.Last,
High: t.High,
Low: t.Low,
Bid: t.Bid,
Ask: t.Ask,
Volume: t.Volume,
Open: t.Open,
Pair: pairs[i],
}
err = ticker.ProcessTicker(k.Name, tickerPrice, assetType)
if err != nil {
log.Error(log.Ticker, err)
}
}
}
return ticker.GetTicker(k.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (k *Kraken) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(k.Name, p, assetType)
if err != nil {
return k.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (k *Kraken) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(k.Name, p, assetType)
if err != nil {
return k.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (k *Kraken) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
orderBook := new(orderbook.Base)
orderbookNew, err := k.GetDepth(k.FormatExchangeCurrency(p,
assetType).String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: orderbookNew.Bids[x].Amount, Price: orderbookNew.Bids[x].Price})
}
for x := range orderbookNew.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: orderbookNew.Asks[x].Amount, Price: orderbookNew.Asks[x].Price})
}
orderBook.Pair = p
orderBook.ExchangeName = k.Name
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(k.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// Kraken exchange - to-do
func (k *Kraken) GetAccountInfo() (exchange.AccountInfo, error) {
var info exchange.AccountInfo
info.Exchange = k.Name
bal, err := k.GetBalance()
if err != nil {
return info, err
}
var balances []exchange.AccountCurrencyInfo
for key := range bal {
balances = append(balances, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(key),
TotalValue: bal[key],
})
}
info.Accounts = append(info.Accounts, exchange.Account{
Currencies: balances,
})
return info, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (k *Kraken) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (k *Kraken) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (k *Kraken) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
err := s.Validate()
if err != nil {
return submitOrderResponse, err
}
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var resp string
resp, err = k.wsAddOrder(&WsAddOrderRequest{
OrderType: s.OrderType.String(),
OrderSide: s.OrderSide.String(),
Pair: s.Pair.String(),
Price: s.Price,
Volume: s.Amount,
})
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = resp
submitOrderResponse.IsOrderPlaced = true
} else {
var response AddOrderResponse
response, err = k.AddOrder(s.Pair.String(),
s.OrderSide.String(),
s.OrderType.String(),
s.Amount,
s.Price,
0,
0,
&AddOrderOptions{})
if err != nil {
return submitOrderResponse, err
}
if len(response.TransactionIds) > 0 {
submitOrderResponse.OrderID = strings.Join(response.TransactionIds, ", ")
}
}
if s.OrderType == order.Market {
submitOrderResponse.FullyMatched = true
}
submitOrderResponse.IsOrderPlaced = true
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (k *Kraken) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (k *Kraken) CancelOrder(order *order.Cancel) error {
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
return k.wsCancelOrders([]string{order.OrderID})
}
_, err := k.CancelExistingOrder(order.OrderID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (k *Kraken) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
var emptyOrderOptions OrderInfoOptions
openOrders, err := k.GetOpenOrders(emptyOrderOptions)
if err != nil {
return cancelAllOrdersResponse, err
}
for orderID := range openOrders.Open {
var err error
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
err = k.wsCancelOrders([]string{orderID})
} else {
_, err = k.CancelExistingOrder(orderID)
}
if err != nil {
cancelAllOrdersResponse.Status[orderID] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (k *Kraken) GetOrderInfo(orderID string) (order.Detail, error) {
var orderDetail order.Detail
var emptyOrderOptions OrderInfoOptions
openOrders, err := k.GetOpenOrders(emptyOrderOptions)
if err != nil {
return orderDetail, err
}
if orderInfo, ok := openOrders.Open[orderID]; ok {
var trades []order.TradeHistory
for i := range orderInfo.Trades {
trades = append(trades, order.TradeHistory{
TID: orderInfo.Trades[i],
})
}
firstNum, decNum, err := convert.SplitFloatDecimals(orderInfo.StartTime)
if err != nil {
return orderDetail, err
}
side, err := order.StringToOrderSide(orderInfo.Description.Type)
if err != nil {
return orderDetail, err
}
status, err := order.StringToOrderStatus(orderInfo.Status)
if err != nil {
return orderDetail, err
}
oType, err := order.StringToOrderType(orderInfo.Description.OrderType)
if err != nil {
return orderDetail, err
}
orderDetail = order.Detail{
Exchange: k.Name,
ID: orderID,
CurrencyPair: currency.NewPairFromString(orderInfo.Description.Pair),
OrderSide: side,
OrderType: oType,
OrderDate: time.Unix(firstNum, decNum),
Status: status,
Price: orderInfo.Price,
Amount: orderInfo.Volume,
ExecutedAmount: orderInfo.VolumeExecuted,
RemainingAmount: orderInfo.Volume - orderInfo.VolumeExecuted,
Fee: orderInfo.Fee,
Trades: trades,
}
} else {
return orderDetail, errors.New(k.Name + " - Order ID not found: " + orderID)
}
return orderDetail, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (k *Kraken) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
methods, err := k.GetDepositMethods(cryptocurrency.String())
if err != nil {
return "", err
}
var method string
for _, m := range methods {
method = m.Method
}
if method == "" {
return "", errors.New("method not found")
}
return k.GetCryptoDepositAddress(method, cryptocurrency.String())
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal
// Populate exchange.WithdrawRequest.TradePassword with withdrawal key name, as set up on your account
func (k *Kraken) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.CryptoRequest) (string, error) {
return k.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.TradePassword, withdrawRequest.Amount)
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (k *Kraken) WithdrawFiatFunds(withdrawRequest *withdraw.FiatRequest) (string, error) {
return k.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.TradePassword, withdrawRequest.Amount)
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (k *Kraken) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.FiatRequest) (string, error) {
return k.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.TradePassword, withdrawRequest.Amount)
}
// GetWebsocket returns a pointer to the exchange websocket
func (k *Kraken) GetWebsocket() (*wshandler.Websocket, error) {
return k.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (k *Kraken) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !k.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return k.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (k *Kraken) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
resp, err := k.GetOpenOrders(OrderInfoOptions{})
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp.Open {
symbol := currency.NewPairFromString(resp.Open[i].Description.Pair)
orderDate := time.Unix(int64(resp.Open[i].StartTime), 0)
side := order.Side(strings.ToUpper(resp.Open[i].Description.Type))
orderType := order.Type(strings.ToUpper(resp.Open[i].Description.OrderType))
orders = append(orders, order.Detail{
ID: i,
Amount: resp.Open[i].Volume,
RemainingAmount: (resp.Open[i].Volume - resp.Open[i].VolumeExecuted),
ExecutedAmount: resp.Open[i].VolumeExecuted,
Exchange: k.Name,
OrderDate: orderDate,
Price: resp.Open[i].Description.Price,
OrderSide: side,
OrderType: orderType,
CurrencyPair: symbol,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.OrderSide)
order.FilterOrdersByCurrencies(&orders, req.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (k *Kraken) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
req := GetClosedOrdersOptions{}
if getOrdersRequest.StartTicks.Unix() > 0 {
req.Start = strconv.FormatInt(getOrdersRequest.StartTicks.Unix(), 10)
}
if getOrdersRequest.EndTicks.Unix() > 0 {
req.End = strconv.FormatInt(getOrdersRequest.EndTicks.Unix(), 10)
}
resp, err := k.GetClosedOrders(req)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp.Closed {
symbol := currency.NewPairFromString(resp.Closed[i].Description.Pair)
orderDate := time.Unix(int64(resp.Closed[i].StartTime), 0)
side := order.Side(strings.ToUpper(resp.Closed[i].Description.Type))
orderType := order.Type(strings.ToUpper(resp.Closed[i].Description.OrderType))
orders = append(orders, order.Detail{
ID: i,
Amount: resp.Closed[i].Volume,
RemainingAmount: (resp.Closed[i].Volume - resp.Closed[i].VolumeExecuted),
ExecutedAmount: resp.Closed[i].VolumeExecuted,
Exchange: k.Name,
OrderDate: orderDate,
Price: resp.Closed[i].Description.Price,
OrderSide: side,
OrderType: orderType,
CurrencyPair: symbol,
})
}
order.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
order.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (k *Kraken) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
k.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (k *Kraken) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
k.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (k *Kraken) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return k.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (k *Kraken) AuthenticateWebsocket() error {
resp, err := k.GetWebsocketToken()
if resp != "" {
authToken = resp
}
return err
}