Files
gocryptotrader/exchanges/kraken/kraken.go
Scott 80bc8c7e9e Trade history, recent trades, live trade processing and storage (#558)
* End of day commit moving packages and setting foundation into how trade processing will go

* Conformity

* tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now...

* Formalises test functions and designs the trade processor

* Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer

* Figures out sqlboiler for sqlite. Updates websocket entries to process trade data

* One more trade data

* Adds more exchange support

* Adds PSQL stuff

* Begins creating sql implementation

* End of day commit. Helper functions and understanding sql usage in GCT

* Adds delete and cleans up table design

* Finishes trades conceptually. Awaits candle data update in order to translate trades to candles

* Initial handling of trades in coinbene

* Proto

* Fixing of some bugs, attempting to address coinbene asset type ws issues

* Fixes up coinbene websocket implementation for the most part

* finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter

* Implements rpc commands and adds testing

* updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer

* Changes trade to be its own entity rather than attached to a websocket.

* Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data

* Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change

* Implements trade fetching for all wrappers hurray hurrah. Updates all the tests

* Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met

* Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history

* Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id

* Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled

* Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db

* Adds support for generating candles from candlesextended. May extend it further, idk

* Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data

* Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands

* Fixes specific exchange based issues. Extends recent trades to 24 hours where possible

* Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits

* Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code.

* Adds unique constraint. Fixes up niggling issues for wrappers and websockets

* Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds

* Updates trades to use timestamps instead of int64 unix

* Adds missing FTX wrapper implementation. Regens docs

* Linting the linters. Updating readme

* Adds new command to set whether an exchange can process trades

* Doc update

* Adds recent trades and historic trade endpoints to grpc

* formats pair_test.go to appease linter gods

* Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really.

* Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references

* Reduces map lookups. Adds base func and moves wrappers to use it

* Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json

* Reverts config and updates test names. Also WAYYYYY LESS SPAMMY

* oopsie doopsie missed a whoopsie

* mint flavoured lint

* Fixes issues caused by rebase

* Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var

* fixes whoopsie oopsie doopsie I forgot to remove code shoopsie

* missed a line

* 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉

* Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries

* Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo

* End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo

* Improves testing and handling of historical trades function

* Fixes tests after latest changes

* Fix potential fatal err now that db is enabled in test config now

* Fixes up some database settings to use a local engine instead of global var

* DELICIOUS LINT CHOCOLATE FIXES

* Fixes data race by slashing competitor's tyres

* Adds mock test fixes to allow for live and stored data test

* Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund

* Oopsie doopsie, fixed a whoopsie

* Loggers can no longer do data drag races on my lawn 👴

* Removes bad lock

* Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail

* Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response

* Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept

* Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands

* Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions

* Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period.

* Addresses nits, runs linting fix and ensures a test is consistent

* Fix merge issues

* Moves sort to timeperiods. Adds test coverage. Fixes typo

* Removes log package in CLI

* Fixes `GetTrades` url

* Reorders all instances of validation occuring after settingup RPC connection

* Fixes test to ensure that it is setup before testing that it is setup

* Fixed issue with bool retrieval. Removes double append

* Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses

* Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell

* Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does

* Fixes migration for postgres to downscale properly

* Really really fixes the psql index changes

* Fixes broken tests

* Now with working tests and no pocket lint

* Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc

* Lint & Sprüngli

* Updates zb to use more appropriate side

* Fixes oopsie

* Attempts to address a data race from globals

* Fixes build

* Fixes missed regen rpc files

* Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval`

* mint flavoured lint

* Uses the real default to set the default value by default

* Fixes some extra tests surrounding email sending and number incompatibility

* Reverts test config

* re-adds gom2/usdt currency

* Fixes typo, don't look!

* Fixes minor codelingo pickups

* Adds more precision to handling of trade data from Kraken. Expands test

* interface christmas tree

* lint
2020-10-29 13:00:02 +11:00

1189 lines
31 KiB
Go

package kraken
import (
"context"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/log"
)
const (
krakenAPIURL = "https://api.kraken.com"
krakenAPIVersion = "0"
krakenServerTime = "Time"
krakenAssets = "Assets"
krakenAssetPairs = "AssetPairs"
krakenTicker = "Ticker"
krakenOHLC = "OHLC"
krakenDepth = "Depth"
krakenTrades = "Trades"
krakenSpread = "Spread"
krakenBalance = "Balance"
krakenTradeBalance = "TradeBalance"
krakenOpenOrders = "OpenOrders"
krakenClosedOrders = "ClosedOrders"
krakenQueryOrders = "QueryOrders"
krakenTradeHistory = "TradesHistory"
krakenQueryTrades = "QueryTrades"
krakenOpenPositions = "OpenPositions"
krakenLedgers = "Ledgers"
krakenQueryLedgers = "QueryLedgers"
krakenTradeVolume = "TradeVolume"
krakenOrderCancel = "CancelOrder"
krakenOrderPlace = "AddOrder"
krakenWithdrawInfo = "WithdrawInfo"
krakenWithdraw = "Withdraw"
krakenDepositMethods = "DepositMethods"
krakenDepositAddresses = "DepositAddresses"
krakenWithdrawStatus = "WithdrawStatus"
krakenWithdrawCancel = "WithdrawCancel"
krakenWebsocketToken = "GetWebSocketsToken"
// Rate limit consts
krakenRateInterval = time.Second
krakenRequestRate = 1
)
var (
assetTranslator assetTranslatorStore
)
// Kraken is the overarching type across the alphapoint package
type Kraken struct {
exchange.Base
wsRequestMtx sync.Mutex
}
// GetServerTime returns current server time
func (k *Kraken) GetServerTime() (TimeResponse, error) {
path := fmt.Sprintf("%s/%s/public/%s", k.API.Endpoints.URL, krakenAPIVersion, krakenServerTime)
var response struct {
Error []string `json:"error"`
Result TimeResponse `json:"result"`
}
if err := k.SendHTTPRequest(path, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// SeedAssets seeds Kraken's asset list and stores it in the
// asset translator
func (k *Kraken) SeedAssets() error {
assets, err := k.GetAssets()
if err != nil {
return err
}
for k, v := range assets {
assetTranslator.Seed(k, v.Altname)
}
assetPairs, err := k.GetAssetPairs()
if err != nil {
return err
}
for k, v := range assetPairs {
assetTranslator.Seed(k, v.Altname)
}
return nil
}
// GetAssets returns a full asset list
func (k *Kraken) GetAssets() (map[string]*Asset, error) {
path := fmt.Sprintf("%s/%s/public/%s", k.API.Endpoints.URL, krakenAPIVersion, krakenAssets)
var response struct {
Error []string `json:"error"`
Result map[string]*Asset `json:"result"`
}
if err := k.SendHTTPRequest(path, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetAssetPairs returns a full asset pair list
func (k *Kraken) GetAssetPairs() (map[string]*AssetPairs, error) {
path := fmt.Sprintf("%s/%s/public/%s", k.API.Endpoints.URL, krakenAPIVersion, krakenAssetPairs)
var response struct {
Error []string `json:"error"`
Result map[string]*AssetPairs `json:"result"`
}
if err := k.SendHTTPRequest(path, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetTicker returns ticker information from kraken
func (k *Kraken) GetTicker(symbol string) (Ticker, error) {
tick := Ticker{}
values := url.Values{}
values.Set("pair", symbol)
type Response struct {
Error []interface{} `json:"error"`
Data map[string]TickerResponse `json:"result"`
}
resp := Response{}
path := fmt.Sprintf("%s/%s/public/%s?%s", k.API.Endpoints.URL, krakenAPIVersion, krakenTicker, values.Encode())
err := k.SendHTTPRequest(path, &resp)
if err != nil {
return tick, err
}
if len(resp.Error) > 0 {
return tick, fmt.Errorf("%s error: %s", k.Name, resp.Error)
}
for i := range resp.Data {
tick.Ask, _ = strconv.ParseFloat(resp.Data[i].Ask[0], 64)
tick.Bid, _ = strconv.ParseFloat(resp.Data[i].Bid[0], 64)
tick.Last, _ = strconv.ParseFloat(resp.Data[i].Last[0], 64)
tick.Volume, _ = strconv.ParseFloat(resp.Data[i].Volume[1], 64)
tick.VolumeWeightedAveragePrice, _ = strconv.ParseFloat(resp.Data[i].VolumeWeightedAveragePrice[1], 64)
tick.Trades = resp.Data[i].Trades[1]
tick.Low, _ = strconv.ParseFloat(resp.Data[i].Low[1], 64)
tick.High, _ = strconv.ParseFloat(resp.Data[i].High[1], 64)
tick.Open, _ = strconv.ParseFloat(resp.Data[i].Open, 64)
}
return tick, nil
}
// GetTickers supports fetching multiple tickers from Kraken
// pairList must be in the format pairs separated by commas
// ("LTCUSD,ETCUSD")
func (k *Kraken) GetTickers(pairList string) (map[string]Ticker, error) {
values := url.Values{}
values.Set("pair", pairList)
type Response struct {
Error []interface{} `json:"error"`
Data map[string]TickerResponse `json:"result"`
}
resp := Response{}
path := fmt.Sprintf("%s/%s/public/%s?%s", k.API.Endpoints.URL, krakenAPIVersion, krakenTicker, values.Encode())
err := k.SendHTTPRequest(path, &resp)
if err != nil {
return nil, err
}
if len(resp.Error) > 0 {
return nil, fmt.Errorf("%s error: %s", k.Name, resp.Error)
}
tickers := make(map[string]Ticker)
for i := range resp.Data {
tick := Ticker{}
tick.Ask, _ = strconv.ParseFloat(resp.Data[i].Ask[0], 64)
tick.Bid, _ = strconv.ParseFloat(resp.Data[i].Bid[0], 64)
tick.Last, _ = strconv.ParseFloat(resp.Data[i].Last[0], 64)
tick.Volume, _ = strconv.ParseFloat(resp.Data[i].Volume[1], 64)
tick.VolumeWeightedAveragePrice, _ = strconv.ParseFloat(resp.Data[i].VolumeWeightedAveragePrice[1], 64)
tick.Trades = resp.Data[i].Trades[1]
tick.Low, _ = strconv.ParseFloat(resp.Data[i].Low[1], 64)
tick.High, _ = strconv.ParseFloat(resp.Data[i].High[1], 64)
tick.Open, _ = strconv.ParseFloat(resp.Data[i].Open, 64)
tickers[i] = tick
}
return tickers, nil
}
// GetOHLC returns an array of open high low close values of a currency pair
func (k *Kraken) GetOHLC(symbol, interval string) ([]OpenHighLowClose, error) {
values := url.Values{}
values.Set("pair", symbol)
values.Set("interval", interval)
type Response struct {
Error []interface{} `json:"error"`
Data map[string]interface{} `json:"result"`
}
var OHLC []OpenHighLowClose
var result Response
path := fmt.Sprintf("%s/%s/public/%s?%s", k.API.Endpoints.URL, krakenAPIVersion, krakenOHLC, values.Encode())
err := k.SendHTTPRequest(path, &result)
if err != nil {
return OHLC, err
}
if len(result.Error) != 0 {
return OHLC, fmt.Errorf("getOHLC error: %s", result.Error)
}
_, ok := result.Data[symbol].([]interface{})
if !ok {
return nil, errors.New("invalid data returned")
}
for _, y := range result.Data[symbol].([]interface{}) {
o := OpenHighLowClose{}
for i, x := range y.([]interface{}) {
switch i {
case 0:
o.Time = x.(float64)
case 1:
o.Open, _ = strconv.ParseFloat(x.(string), 64)
case 2:
o.High, _ = strconv.ParseFloat(x.(string), 64)
case 3:
o.Low, _ = strconv.ParseFloat(x.(string), 64)
case 4:
o.Close, _ = strconv.ParseFloat(x.(string), 64)
case 5:
o.VolumeWeightedAveragePrice, _ = strconv.ParseFloat(x.(string), 64)
case 6:
o.Volume, _ = strconv.ParseFloat(x.(string), 64)
case 7:
o.Count = x.(float64)
}
}
OHLC = append(OHLC, o)
}
return OHLC, nil
}
// GetDepth returns the orderbook for a particular currency
func (k *Kraken) GetDepth(symbol string) (Orderbook, error) {
values := url.Values{}
values.Set("pair", symbol)
var result interface{}
var orderBook Orderbook
path := fmt.Sprintf("%s/%s/public/%s?%s", k.API.Endpoints.URL, krakenAPIVersion, krakenDepth, values.Encode())
err := k.SendHTTPRequest(path, &result)
if err != nil {
return orderBook, err
}
if result == nil {
return orderBook, fmt.Errorf("%s GetDepth result is nil", k.Name)
}
data := result.(map[string]interface{})
if data["result"] == nil {
return orderBook, fmt.Errorf("%s GetDepth data[result] is nil", k.Name)
}
orderbookData := data["result"].(map[string]interface{})
var bidsData []interface{}
var asksData []interface{}
for _, y := range orderbookData {
yData := y.(map[string]interface{})
bidsData = yData["bids"].([]interface{})
asksData = yData["asks"].([]interface{})
}
processOrderbook := func(data []interface{}) ([]OrderbookBase, error) {
var result []OrderbookBase
for x := range data {
entry := data[x].([]interface{})
price, priceErr := strconv.ParseFloat(entry[0].(string), 64)
if priceErr != nil {
return nil, priceErr
}
amount, amountErr := strconv.ParseFloat(entry[1].(string), 64)
if amountErr != nil {
return nil, amountErr
}
result = append(result, OrderbookBase{Price: price, Amount: amount})
}
return result, nil
}
orderBook.Bids, err = processOrderbook(bidsData)
if err != nil {
return orderBook, err
}
orderBook.Asks, err = processOrderbook(asksData)
return orderBook, err
}
// GetTrades returns current trades on Kraken
func (k *Kraken) GetTrades(symbol string) ([]RecentTrades, error) {
values := url.Values{}
values.Set("pair", symbol)
var recentTrades []RecentTrades
var result interface{}
path := fmt.Sprintf("%s/%s/public/%s?%s", k.API.Endpoints.URL, krakenAPIVersion, krakenTrades, values.Encode())
err := k.SendHTTPRequest(path, &result)
if err != nil {
return nil, err
}
data, ok := result.(map[string]interface{})
if !ok {
return nil, errors.New("unable to parse trade data")
}
var dataError interface{}
dataError, ok = data["error"]
if ok {
var dataErrorInterface interface{}
dataErrorInterface, ok = dataError.(interface{})
if ok {
var errorList []interface{}
errorList, ok = dataErrorInterface.([]interface{})
if ok {
var errs common.Errors
for i := range errorList {
var errString string
errString, ok = errorList[i].(string)
if !ok {
continue
}
errs = append(errs, errors.New(errString))
}
if len(errs) > 0 {
return nil, errs
}
}
}
}
var resultField interface{}
resultField, ok = data["result"]
if !ok {
return nil, errors.New("unable to find field 'result'")
}
var tradeInfo map[string]interface{}
tradeInfo, ok = resultField.(map[string]interface{})
if !ok {
return nil, errors.New("unable to parse field 'result'")
}
var trades []interface{}
var tradesForSymbol interface{}
tradesForSymbol, ok = tradeInfo[symbol]
if !ok {
return nil, fmt.Errorf("no data returned for symbol %v", symbol)
}
trades, ok = tradesForSymbol.([]interface{})
if !ok {
return nil, fmt.Errorf("no trades returned for symbol %v", symbol)
}
for _, x := range trades {
r := RecentTrades{}
var individualTrade []interface{}
individualTrade, ok = x.([]interface{})
if !ok {
return nil, errors.New("unable to parse individual trade data")
}
if len(individualTrade) != 6 {
return nil, errors.New("unrecognised trade data received")
}
r.Price, err = strconv.ParseFloat(individualTrade[0].(string), 64)
if err != nil {
return nil, err
}
r.Volume, err = strconv.ParseFloat(individualTrade[1].(string), 64)
if err != nil {
return nil, err
}
r.Time, ok = individualTrade[2].(float64)
if !ok {
return nil, errors.New("unable to parse time for individual trade data")
}
r.BuyOrSell, ok = individualTrade[3].(string)
if !ok {
return nil, errors.New("unable to parse order side for individual trade data")
}
r.MarketOrLimit, ok = individualTrade[4].(string)
if !ok {
return nil, errors.New("unable to parse order type for individual trade data")
}
r.Miscellaneous, ok = individualTrade[5].(string)
if !ok {
return nil, errors.New("unable to parse misc field for individual trade data")
}
recentTrades = append(recentTrades, r)
}
return recentTrades, nil
}
// GetSpread returns the full spread on Kraken
func (k *Kraken) GetSpread(symbol string) ([]Spread, error) {
values := url.Values{}
values.Set("pair", symbol)
var peanutButter []Spread
var response interface{}
path := fmt.Sprintf("%s/%s/public/%s?%s", k.API.Endpoints.URL, krakenAPIVersion, krakenSpread, values.Encode())
err := k.SendHTTPRequest(path, &response)
if err != nil {
return peanutButter, err
}
data := response.(map[string]interface{})
result := data["result"].(map[string]interface{})
for _, x := range result[symbol].([]interface{}) {
s := Spread{}
for i, y := range x.([]interface{}) {
switch i {
case 0:
s.Time = y.(float64)
case 1:
s.Bid, _ = strconv.ParseFloat(y.(string), 64)
case 2:
s.Ask, _ = strconv.ParseFloat(y.(string), 64)
}
}
peanutButter = append(peanutButter, s)
}
return peanutButter, nil
}
// GetBalance returns your balance associated with your keys
func (k *Kraken) GetBalance() (map[string]float64, error) {
var response struct {
Error []string `json:"error"`
Result map[string]string `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(krakenBalance, url.Values{}, &response); err != nil {
return nil, err
}
result := make(map[string]float64)
for curency, balance := range response.Result {
var err error
if result[curency], err = strconv.ParseFloat(balance, 64); err != nil {
return nil, err
}
}
return result, GetError(response.Error)
}
// GetWithdrawInfo gets withdrawal fees
func (k *Kraken) GetWithdrawInfo(currency string, amount float64) (WithdrawInformation, error) {
var response struct {
Error []string `json:"error"`
Result WithdrawInformation `json:"result"`
}
params := url.Values{}
params.Set("asset ", currency)
params.Set("key ", "")
params.Set("amount ", fmt.Sprintf("%f", amount))
if err := k.SendAuthenticatedHTTPRequest(krakenWithdrawInfo, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// Withdraw withdraws funds
func (k *Kraken) Withdraw(asset, key string, amount float64) (string, error) {
var response struct {
Error []string `json:"error"`
ReferenceID string `json:"refid"`
}
params := url.Values{}
params.Set("asset", asset)
params.Set("key", key)
params.Set("amount", fmt.Sprintf("%f", amount))
if err := k.SendAuthenticatedHTTPRequest(krakenWithdraw, params, &response); err != nil {
return response.ReferenceID, err
}
return response.ReferenceID, GetError(response.Error)
}
// GetDepositMethods gets withdrawal fees
func (k *Kraken) GetDepositMethods(currency string) ([]DepositMethods, error) {
var response struct {
Error []string `json:"error"`
Result []DepositMethods `json:"result"`
}
params := url.Values{}
params.Set("asset", currency)
err := k.SendAuthenticatedHTTPRequest(krakenDepositMethods, params, &response)
if err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetTradeBalance returns full information about your trades on Kraken
func (k *Kraken) GetTradeBalance(args ...TradeBalanceOptions) (TradeBalanceInfo, error) {
params := url.Values{}
if args != nil {
if len(args[0].Aclass) > 0 {
params.Set("aclass", args[0].Aclass)
}
if len(args[0].Asset) > 0 {
params.Set("asset", args[0].Asset)
}
}
var response struct {
Error []string `json:"error"`
Result TradeBalanceInfo `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(krakenTradeBalance, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetOpenOrders returns all current open orders
func (k *Kraken) GetOpenOrders(args OrderInfoOptions) (OpenOrders, error) {
params := url.Values{}
if args.Trades {
params.Set("trades", "true")
}
if args.UserRef != 0 {
params.Set("userref", strconv.FormatInt(int64(args.UserRef), 10))
}
var response struct {
Error []string `json:"error"`
Result OpenOrders `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(krakenOpenOrders, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetClosedOrders returns a list of closed orders
func (k *Kraken) GetClosedOrders(args GetClosedOrdersOptions) (ClosedOrders, error) {
params := url.Values{}
if args.Trades {
params.Set("trades", "true")
}
if args.UserRef != 0 {
params.Set("userref", strconv.FormatInt(int64(args.UserRef), 10))
}
if len(args.Start) > 0 {
params.Set("start", args.Start)
}
if len(args.End) > 0 {
params.Set("end", args.End)
}
if args.Ofs > 0 {
params.Set("ofs", strconv.FormatInt(args.Ofs, 10))
}
if len(args.CloseTime) > 0 {
params.Set("closetime", args.CloseTime)
}
var response struct {
Error []string `json:"error"`
Result ClosedOrders `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(krakenClosedOrders, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// QueryOrdersInfo returns order information
func (k *Kraken) QueryOrdersInfo(args OrderInfoOptions, txid string, txids ...string) (map[string]OrderInfo, error) {
params := url.Values{
"txid": {txid},
}
if txids != nil {
params.Set("txid", txid+","+strings.Join(txids, ","))
}
if args.Trades {
params.Set("trades", "true")
}
if args.UserRef != 0 {
params.Set("userref", strconv.FormatInt(int64(args.UserRef), 10))
}
var response struct {
Error []string `json:"error"`
Result map[string]OrderInfo `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(krakenQueryOrders, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetTradesHistory returns trade history information
func (k *Kraken) GetTradesHistory(args ...GetTradesHistoryOptions) (TradesHistory, error) {
params := url.Values{}
if args != nil {
if len(args[0].Type) > 0 {
params.Set("type", args[0].Type)
}
if args[0].Trades {
params.Set("trades", "true")
}
if len(args[0].Start) > 0 {
params.Set("start", args[0].Start)
}
if len(args[0].End) > 0 {
params.Set("end", args[0].End)
}
if args[0].Ofs > 0 {
params.Set("ofs", strconv.FormatInt(args[0].Ofs, 10))
}
}
var response struct {
Error []string `json:"error"`
Result TradesHistory `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(krakenTradeHistory, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// QueryTrades returns information on a specific trade
func (k *Kraken) QueryTrades(trades bool, txid string, txids ...string) (map[string]TradeInfo, error) {
params := url.Values{
"txid": {txid},
}
if trades {
params.Set("trades", "true")
}
if txids != nil {
params.Set("txid", txid+","+strings.Join(txids, ","))
}
var response struct {
Error []string `json:"error"`
Result map[string]TradeInfo `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(krakenQueryTrades, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// OpenPositions returns current open positions
func (k *Kraken) OpenPositions(docalcs bool, txids ...string) (map[string]Position, error) {
params := url.Values{}
if txids != nil {
params.Set("txid", strings.Join(txids, ","))
}
if docalcs {
params.Set("docalcs", "true")
}
var response struct {
Error []string `json:"error"`
Result map[string]Position `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(krakenOpenPositions, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetLedgers returns current ledgers
func (k *Kraken) GetLedgers(args ...GetLedgersOptions) (Ledgers, error) {
params := url.Values{}
if args != nil {
if args[0].Aclass == "" {
params.Set("aclass", args[0].Aclass)
}
if args[0].Asset == "" {
params.Set("asset", args[0].Asset)
}
if args[0].Type == "" {
params.Set("type", args[0].Type)
}
if args[0].Start == "" {
params.Set("start", args[0].Start)
}
if args[0].End == "" {
params.Set("end", args[0].End)
}
if args[0].Ofs != 0 {
params.Set("ofs", strconv.FormatInt(args[0].Ofs, 10))
}
}
var response struct {
Error []string `json:"error"`
Result Ledgers `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(krakenLedgers, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// QueryLedgers queries an individual ledger by ID
func (k *Kraken) QueryLedgers(id string, ids ...string) (map[string]LedgerInfo, error) {
params := url.Values{
"id": {id},
}
if ids != nil {
params.Set("id", id+","+strings.Join(ids, ","))
}
var response struct {
Error []string `json:"error"`
Result map[string]LedgerInfo `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(krakenQueryLedgers, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetTradeVolume returns your trade volume by currency
func (k *Kraken) GetTradeVolume(feeinfo bool, symbol ...string) (TradeVolumeResponse, error) {
params := url.Values{}
if symbol != nil {
params.Set("pair", strings.Join(symbol, ","))
}
if feeinfo {
params.Set("fee-info", "true")
}
var response struct {
Error []string `json:"error"`
Result TradeVolumeResponse `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(krakenTradeVolume, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// AddOrder adds a new order for Kraken exchange
func (k *Kraken) AddOrder(symbol, side, orderType string, volume, price, price2, leverage float64, args *AddOrderOptions) (AddOrderResponse, error) {
params := url.Values{
"pair": {symbol},
"type": {strings.ToLower(side)},
"ordertype": {strings.ToLower(orderType)},
"volume": {strconv.FormatFloat(volume, 'f', -1, 64)},
}
if orderType == order.Limit.Lower() || price > 0 {
params.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
}
if price2 != 0 {
params.Set("price2", strconv.FormatFloat(price2, 'f', -1, 64))
}
if leverage != 0 {
params.Set("leverage", strconv.FormatFloat(leverage, 'f', -1, 64))
}
if args.OrderFlags != "" {
params.Set("oflags", args.OrderFlags)
}
if args.StartTm != "" {
params.Set("starttm", args.StartTm)
}
if args.ExpireTm != "" {
params.Set("expiretm", args.ExpireTm)
}
if args.CloseOrderType != "" {
params.Set("close[ordertype]", args.ExpireTm)
}
if args.ClosePrice != 0 {
params.Set("close[price]", strconv.FormatFloat(args.ClosePrice, 'f', -1, 64))
}
if args.ClosePrice2 != 0 {
params.Set("close[price2]", strconv.FormatFloat(args.ClosePrice2, 'f', -1, 64))
}
if args.Validate {
params.Set("validate", "true")
}
var response struct {
Error []string `json:"error"`
Result AddOrderResponse `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(krakenOrderPlace, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// CancelExistingOrder cancels order by orderID
func (k *Kraken) CancelExistingOrder(txid string) (CancelOrderResponse, error) {
values := url.Values{
"txid": {txid},
}
var response struct {
Error []string `json:"error"`
Result CancelOrderResponse `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(krakenOrderCancel, values, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetError parse Exchange errors in response and return the first one
// Error format from API doc:
// error = array of error messages in the format of:
// <char-severity code><string-error category>:<string-error type>[:<string-extra info>]
// severity code can be E for error or W for warning
func GetError(apiErrors []string) error {
const exchangeName = "Kraken"
for _, e := range apiErrors {
switch e[0] {
case 'W':
log.Warnf(log.ExchangeSys, "%s API warning: %v\n", exchangeName, e[1:])
default:
return fmt.Errorf("%s API error: %v", exchangeName, e[1:])
}
}
return nil
}
// SendHTTPRequest sends an unauthenticated HTTP requests
func (k *Kraken) SendHTTPRequest(path string, result interface{}) error {
return k.SendPayload(context.Background(), &request.Item{
Method: http.MethodGet,
Path: path,
Result: result,
Verbose: k.Verbose,
HTTPDebugging: k.HTTPDebugging,
HTTPRecording: k.HTTPRecording,
})
}
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request
func (k *Kraken) SendAuthenticatedHTTPRequest(method string, params url.Values, result interface{}) (err error) {
if !k.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
k.Name)
}
path := fmt.Sprintf("/%s/private/%s", krakenAPIVersion, method)
params.Set("nonce", k.Requester.GetNonce(true).String())
encoded := params.Encode()
shasum := crypto.GetSHA256([]byte(params.Get("nonce") + encoded))
signature := crypto.Base64Encode(crypto.GetHMAC(crypto.HashSHA512,
append([]byte(path), shasum...), []byte(k.API.Credentials.Secret)))
if k.Verbose {
log.Debugf(log.ExchangeSys, "Sending POST request to %s, path: %s, params: %s",
k.API.Endpoints.URL,
path,
encoded)
}
headers := make(map[string]string)
headers["API-Key"] = k.API.Credentials.Key
headers["API-Sign"] = signature
return k.SendPayload(context.Background(), &request.Item{
Method: http.MethodPost,
Path: k.API.Endpoints.URL + path,
Headers: headers,
Body: strings.NewReader(encoded),
Result: result,
AuthRequest: true,
NonceEnabled: true,
Verbose: k.Verbose,
HTTPDebugging: k.HTTPDebugging,
HTTPRecording: k.HTTPRecording,
})
}
// GetFee returns an estimate of fee based on type of transaction
func (k *Kraken) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
c := feeBuilder.Pair.Base.String() +
feeBuilder.Pair.Delimiter +
feeBuilder.Pair.Quote.String()
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
feePair, err := k.GetTradeVolume(true, c)
if err != nil {
return 0, err
}
if feeBuilder.IsMaker {
fee = calculateTradingFee(c,
feePair.FeesMaker,
feeBuilder.PurchasePrice,
feeBuilder.Amount)
} else {
fee = calculateTradingFee(c,
feePair.Fees,
feeBuilder.PurchasePrice,
feeBuilder.Amount)
}
case exchange.CryptocurrencyWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.Pair.Base)
case exchange.InternationalBankDepositFee:
depositMethods, err := k.GetDepositMethods(feeBuilder.FiatCurrency.String())
if err != nil {
return 0, err
}
for _, i := range depositMethods {
if feeBuilder.BankTransactionType == exchange.WireTransfer {
if i.Method == "SynapsePay (US Wire)" {
fee = i.Fee
return fee, nil
}
}
}
case exchange.CyptocurrencyDepositFee:
fee = getCryptocurrencyDepositFee(feeBuilder.Pair.Base)
case exchange.InternationalBankWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.FiatCurrency)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.0016 * price * amount
}
func getWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
func getCryptocurrencyDepositFee(c currency.Code) float64 {
return DepositFees[c]
}
func calculateTradingFee(currency string, feePair map[string]TradeVolumeFee, purchasePrice, amount float64) float64 {
return (feePair[currency].Fee / 100) * purchasePrice * amount
}
// GetCryptoDepositAddress returns a deposit address for a cryptocurrency
func (k *Kraken) GetCryptoDepositAddress(method, code string) (string, error) {
var resp = struct {
Error []string `json:"error"`
Result []DepositAddress `json:"result"`
}{}
values := url.Values{}
values.Set("asset", code)
values.Set("method", method)
err := k.SendAuthenticatedHTTPRequest(krakenDepositAddresses, values, &resp)
if err != nil {
return "", err
}
for _, a := range resp.Result {
return a.Address, nil
}
return "", errors.New("no addresses returned")
}
// WithdrawStatus gets the status of recent withdrawals
func (k *Kraken) WithdrawStatus(c currency.Code, method string) ([]WithdrawStatusResponse, error) {
var response struct {
Error []string `json:"error"`
Result []WithdrawStatusResponse `json:"result"`
}
params := url.Values{}
params.Set("asset ", c.String())
if method != "" {
params.Set("method", method)
}
if err := k.SendAuthenticatedHTTPRequest(krakenWithdrawStatus, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// WithdrawCancel sends a withdrawal cancelation request
func (k *Kraken) WithdrawCancel(c currency.Code, refID string) (bool, error) {
var response struct {
Error []string `json:"error"`
Result bool `json:"result"`
}
params := url.Values{}
params.Set("asset ", c.String())
params.Set("refid", refID)
if err := k.SendAuthenticatedHTTPRequest(krakenWithdrawCancel, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetWebsocketToken returns a websocket token
func (k *Kraken) GetWebsocketToken() (string, error) {
var response WsTokenResponse
if err := k.SendAuthenticatedHTTPRequest(krakenWebsocketToken, url.Values{}, &response); err != nil {
return "", err
}
if len(response.Error) > 0 {
return "", fmt.Errorf("%s - %v", k.Name, response.Error)
}
return response.Result.Token, nil
}
// LookupAltname converts a currency into its altname (ZUSD -> USD)
func (a *assetTranslatorStore) LookupAltname(target string) string {
a.l.RLock()
alt, ok := a.Assets[target]
if !ok {
a.l.RUnlock()
return ""
}
a.l.RUnlock()
return alt
}
// LookupAltname converts an altname to its original type (USD -> ZUSD)
func (a *assetTranslatorStore) LookupCurrency(target string) string {
a.l.RLock()
for k, v := range a.Assets {
if v == target {
a.l.RUnlock()
return k
}
}
a.l.RUnlock()
return ""
}
// Seed seeds a currency translation pair
func (a *assetTranslatorStore) Seed(orig, alt string) {
a.l.Lock()
if a.Assets == nil {
a.Assets = make(map[string]string)
}
_, ok := a.Assets[orig]
if ok {
a.l.Unlock()
return
}
a.Assets[orig] = alt
a.l.Unlock()
}
// Seeded returns whether or not the asset translator has been seeded
func (a *assetTranslatorStore) Seeded() bool {
a.l.RLock()
isSeeded := len(a.Assets) > 0
a.l.RUnlock()
return isSeeded
}