mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
* build/linters: Bump Go to v1.25 and golangci-lint to v2.4.0 * refactor: Update TODO comments for net.Listen and net.DialTimeout; improve variable naming in websocket and exchange methods * refactor: Rename massageMissingData to backfillMissingData for clarity and update references in RSI and MFI calculations * fix: Correct typo in TODO comment for net.Listen in RPC server
1011 lines
28 KiB
Go
1011 lines
28 KiB
Go
package kraken
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import (
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"context"
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"crypto/sha256"
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"encoding/base64"
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"errors"
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"fmt"
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"net/http"
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"net/url"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/convert"
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"github.com/thrasher-corp/gocryptotrader/common/crypto"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/encoding/json"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/nonce"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/types"
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)
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const (
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krakenAPIURL = "https://api.kraken.com"
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krakenFuturesURL = "https://futures.kraken.com/derivatives"
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krakenFuturesSupplementaryURL = "https://futures.kraken.com/api/"
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tradeBaseURL = "https://pro.kraken.com/app/trade/"
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tradeFuturesURL = "https://futures.kraken.com/trade/futures/"
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krakenSpotVersion = "0"
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krakenFuturesVersion = "3"
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)
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// Exchange implements exchange.IBotExchange and contains additional specific api methods for interacting with Kraken
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type Exchange struct {
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exchange.Base
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wsAuthToken string
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wsAuthMtx sync.RWMutex
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}
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// GetCurrentServerTime returns current server time
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func (e *Exchange) GetCurrentServerTime(ctx context.Context) (*TimeResponse, error) {
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path := fmt.Sprintf("/%s/public/%s", krakenAPIVersion, krakenServerTime)
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var result TimeResponse
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if err := e.SendHTTPRequest(ctx, exchange.RestSpot, path, &result); err != nil {
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return nil, err
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}
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return &result, nil
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}
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// SeedAssets seeds Kraken's asset list and stores it in the
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// asset translator
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func (e *Exchange) SeedAssets(ctx context.Context) error {
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assets, err := e.GetAssets(ctx)
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if err != nil {
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return err
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}
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for orig, val := range assets {
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assetTranslator.Seed(orig, val.Altname)
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}
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assetPairs, err := e.GetAssetPairs(ctx, []string{}, "")
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if err != nil {
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return err
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}
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for k, v := range assetPairs {
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assetTranslator.Seed(k, v.Altname)
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}
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return nil
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}
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// GetAssets returns a full asset list
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func (e *Exchange) GetAssets(ctx context.Context) (map[string]*Asset, error) {
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path := fmt.Sprintf("/%s/public/%s", krakenAPIVersion, krakenAssets)
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var result map[string]*Asset
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if err := e.SendHTTPRequest(ctx, exchange.RestSpot, path, &result); err != nil {
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return nil, err
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}
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return result, nil
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}
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// GetAssetPairs returns a full asset pair list
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// Parameter 'info' only supports 4 strings: "fees", "leverage", "margin", "info" <- (default)
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func (e *Exchange) GetAssetPairs(ctx context.Context, assetPairs []string, info string) (map[string]*AssetPairs, error) {
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path := fmt.Sprintf("/%s/public/%s", krakenAPIVersion, krakenAssetPairs)
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params := url.Values{}
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var assets string
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if len(assetPairs) != 0 {
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assets = strings.Join(assetPairs, ",")
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params.Set("pair", assets)
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}
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var result map[string]*AssetPairs
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if info != "" {
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if info != "margin" && info != "leverage" && info != "fees" && info != "info" {
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return nil, errors.New("parameter info can only be 'asset', 'margin', 'fees' or 'leverage'")
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}
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params.Set("info", info)
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}
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if err := e.SendHTTPRequest(ctx, exchange.RestSpot, path+params.Encode(), &result); err != nil {
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return nil, err
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}
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return result, nil
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}
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// GetTicker returns ticker information from kraken
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func (e *Exchange) GetTicker(ctx context.Context, symbol currency.Pair) (*Ticker, error) {
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values := url.Values{}
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symbolValue, err := e.FormatSymbol(symbol, asset.Spot)
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if err != nil {
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return nil, err
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}
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values.Set("pair", symbolValue)
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var data map[string]*TickerResponse
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path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenTicker, values.Encode())
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if err := e.SendHTTPRequest(ctx, exchange.RestSpot, path, &data); err != nil {
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return nil, err
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}
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var tick Ticker
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for _, v := range data {
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tick.Ask = v.Ask[0].Float64()
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tick.AskSize = v.Ask[2].Float64()
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tick.Bid = v.Bid[0].Float64()
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tick.BidSize = v.Bid[2].Float64()
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tick.Last = v.Last[0].Float64()
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tick.Volume = v.Volume[1].Float64()
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tick.VolumeWeightedAveragePrice = v.VolumeWeightedAveragePrice[1].Float64()
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tick.Trades = v.Trades[1]
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tick.Low = v.Low[1].Float64()
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tick.High = v.High[1].Float64()
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tick.Open = v.Open.Float64()
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}
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return &tick, nil
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}
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// GetTickers supports fetching multiple tickers from Kraken
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// pairList must be in the format pairs separated by commas
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// ("LTCUSD,ETCUSD")
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func (e *Exchange) GetTickers(ctx context.Context, pairList string) (map[string]Ticker, error) {
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values := url.Values{}
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if pairList != "" {
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values.Set("pair", pairList)
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}
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var result map[string]*TickerResponse
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path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenTicker, values.Encode())
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err := e.SendHTTPRequest(ctx, exchange.RestSpot, path, &result)
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if err != nil {
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return nil, err
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}
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tickers := make(map[string]Ticker, len(result))
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for k, v := range result {
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tickers[k] = Ticker{
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Ask: v.Ask[0].Float64(),
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AskSize: v.Ask[2].Float64(),
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Bid: v.Bid[0].Float64(),
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BidSize: v.Bid[2].Float64(),
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Last: v.Last[0].Float64(),
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Volume: v.Volume[1].Float64(),
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VolumeWeightedAveragePrice: v.VolumeWeightedAveragePrice[1].Float64(),
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Trades: v.Trades[1],
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Low: v.Low[1].Float64(),
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High: v.High[1].Float64(),
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Open: v.Open.Float64(),
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}
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}
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return tickers, nil
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}
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// GetOHLC returns an array of open high low close values of a currency pair
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func (e *Exchange) GetOHLC(ctx context.Context, symbol currency.Pair, interval string) ([]OpenHighLowClose, error) {
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values := url.Values{}
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symbolValue, err := e.FormatSymbol(symbol, asset.Spot)
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if err != nil {
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return nil, err
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}
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translatedAsset := assetTranslator.LookupCurrency(symbolValue)
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if translatedAsset == "" {
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translatedAsset = symbolValue
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}
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values.Set("pair", translatedAsset)
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values.Set("interval", interval)
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path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenOHLC, values.Encode())
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result := make(map[string]any)
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err = e.SendHTTPRequest(ctx, exchange.RestSpot, path, &result)
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if err != nil {
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return nil, err
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}
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ohlcData, ok := result[translatedAsset].([]any)
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if !ok {
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return nil, errors.New("invalid data returned")
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}
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OHLC := make([]OpenHighLowClose, len(ohlcData))
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for x := range ohlcData {
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subData, ok := ohlcData[x].([]any)
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if !ok {
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return nil, errors.New("unable to type assert subData")
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}
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if len(subData) < 8 {
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return nil, errors.New("unexpected data length returned")
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}
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var o OpenHighLowClose
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tmData, ok := subData[0].(float64)
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if !ok {
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return nil, errors.New("unable to type assert time")
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}
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o.Time = time.Unix(int64(tmData), 0)
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if o.Open, err = convert.FloatFromString(subData[1]); err != nil {
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return nil, err
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}
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if o.High, err = convert.FloatFromString(subData[2]); err != nil {
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return nil, err
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}
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if o.Low, err = convert.FloatFromString(subData[3]); err != nil {
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return nil, err
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}
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if o.Close, err = convert.FloatFromString(subData[4]); err != nil {
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return nil, err
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}
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if o.VolumeWeightedAveragePrice, err = convert.FloatFromString(subData[5]); err != nil {
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return nil, err
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}
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if o.Volume, err = convert.FloatFromString(subData[6]); err != nil {
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return nil, err
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}
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if o.Count, ok = subData[7].(float64); !ok {
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return nil, errors.New("unable to type assert count")
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}
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OHLC[x] = o
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}
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return OHLC, nil
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}
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// GetDepth returns the orderbook for a particular currency
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func (e *Exchange) GetDepth(ctx context.Context, symbol currency.Pair) (*Orderbook, error) {
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symbolValue, err := e.FormatSymbol(symbol, asset.Spot)
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if err != nil {
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return nil, err
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}
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values := url.Values{}
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values.Set("pair", symbolValue)
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path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenDepth, values.Encode())
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type orderbookStructure struct {
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Bids [][3]types.Number `json:"bids"`
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Asks [][3]types.Number `json:"asks"`
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}
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result := make(map[string]*orderbookStructure)
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if err := e.SendHTTPRequest(ctx, exchange.RestSpot, path, &result); err != nil {
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return nil, err
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}
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ob := new(Orderbook)
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for _, v := range result {
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ob.Asks = make([]OrderbookBase, len(v.Asks))
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ob.Bids = make([]OrderbookBase, len(v.Bids))
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for x := range v.Asks {
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ob.Asks[x].Price = v.Asks[x][0]
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ob.Asks[x].Amount = v.Asks[x][1]
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ob.Asks[x].Timestamp = time.Unix(v.Asks[x][2].Int64(), 0)
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}
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for x := range v.Bids {
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ob.Bids[x].Price = v.Bids[x][0]
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ob.Bids[x].Amount = v.Bids[x][1]
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ob.Bids[x].Timestamp = time.Unix(v.Bids[x][2].Int64(), 0)
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}
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}
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return ob, nil
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}
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// GetTrades returns current trades on Kraken
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func (e *Exchange) GetTrades(ctx context.Context, symbol currency.Pair, since time.Time, count uint64) (*RecentTradesResponse, error) {
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symbolValue, err := e.FormatSymbol(symbol, asset.Spot)
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if err != nil {
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return nil, err
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}
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values := url.Values{}
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values.Set("pair", assetTranslator.LookupCurrency(symbolValue))
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if !since.IsZero() {
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values.Set("since", strconv.FormatInt(since.Unix(), 10))
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}
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if count > 0 {
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values.Set("count", strconv.FormatUint(count, 10))
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}
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path := common.EncodeURLValues("/"+krakenAPIVersion+"/public/"+krakenTrades, values)
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var resp *RecentTradesResponse
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return resp, e.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
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}
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// GetSpread returns the full spread on Kraken
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func (e *Exchange) GetSpread(ctx context.Context, symbol currency.Pair, since time.Time) (*SpreadResponse, error) {
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symbolValue, err := e.FormatSymbol(symbol, asset.Spot)
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if err != nil {
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return nil, err
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}
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values := url.Values{}
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values.Set("pair", symbolValue)
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if !since.IsZero() {
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values.Set("since", strconv.FormatInt(since.Unix(), 10))
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}
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var peanutButter *SpreadResponse
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path := common.EncodeURLValues("/"+krakenAPIVersion+"/public/"+krakenSpread, values)
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return peanutButter, e.SendHTTPRequest(ctx, exchange.RestSpot, path, &peanutButter)
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}
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// GetBalance returns your balance associated with your keys
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func (e *Exchange) GetBalance(ctx context.Context) (map[string]Balance, error) {
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var result map[string]Balance
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if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenBalance, url.Values{}, &result); err != nil {
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return nil, err
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}
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return result, nil
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}
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// GetWithdrawInfo gets withdrawal fees
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func (e *Exchange) GetWithdrawInfo(ctx context.Context, withdrawalAsset, withdrawalKey string, amount float64) (*WithdrawInformation, error) {
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params := url.Values{}
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params.Set("asset", withdrawalAsset)
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params.Set("key", withdrawalKey)
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params.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
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var result *WithdrawInformation
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return result, e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenWithdrawInfo, params, &result)
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}
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// Withdraw withdraws funds
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func (e *Exchange) Withdraw(ctx context.Context, withdrawalAsset, withdrawalKey string, amount float64) (string, error) {
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params := url.Values{}
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params.Set("asset", withdrawalAsset)
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params.Set("key", withdrawalKey)
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params.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
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var referenceID string
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if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenWithdraw, params, &referenceID); err != nil {
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return referenceID, err
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}
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return referenceID, nil
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}
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// GetDepositMethods gets withdrawal fees for a specific asset
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func (e *Exchange) GetDepositMethods(ctx context.Context, a string) ([]DepositMethods, error) {
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params := url.Values{}
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params.Set("asset", a)
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var result []DepositMethods
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err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenDepositMethods, params, &result)
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if err != nil {
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return nil, err
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}
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return result, nil
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}
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// GetTradeBalance returns full information about your trades on Kraken
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func (e *Exchange) GetTradeBalance(ctx context.Context, args ...TradeBalanceOptions) (*TradeBalanceInfo, error) {
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params := url.Values{}
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if args != nil {
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if args[0].Aclass != "" {
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params.Set("aclass", args[0].Aclass)
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}
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if args[0].Asset != "" {
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params.Set("asset", args[0].Asset)
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}
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}
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var result TradeBalanceInfo
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if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenTradeBalance, params, &result); err != nil {
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return nil, err
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}
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return &result, nil
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}
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// GetOpenOrders returns all current open orders
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func (e *Exchange) GetOpenOrders(ctx context.Context, args OrderInfoOptions) (*OpenOrders, error) {
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params := url.Values{}
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if args.Trades {
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params.Set("trades", "true")
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}
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if args.UserRef != 0 {
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params.Set("userref", strconv.FormatInt(int64(args.UserRef), 10))
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}
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var result OpenOrders
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if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenOpenOrders, params, &result); err != nil {
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return nil, err
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}
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return &result, nil
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}
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// GetClosedOrders returns a list of closed orders
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func (e *Exchange) GetClosedOrders(ctx context.Context, args GetClosedOrdersOptions) (*ClosedOrders, error) {
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params := url.Values{}
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if args.Trades {
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params.Set("trades", "true")
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}
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if args.UserRef != 0 {
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params.Set("userref", strconv.FormatInt(int64(args.UserRef), 10))
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}
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if args.Start != "" {
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params.Set("start", args.Start)
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}
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if args.End != "" {
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params.Set("end", args.End)
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}
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if args.Ofs > 0 {
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params.Set("ofs", strconv.FormatInt(args.Ofs, 10))
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}
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if args.CloseTime != "" {
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params.Set("closetime", args.CloseTime)
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}
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var result ClosedOrders
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if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenClosedOrders, params, &result); err != nil {
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return nil, err
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}
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return &result, nil
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}
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// QueryOrdersInfo returns order information
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func (e *Exchange) QueryOrdersInfo(ctx context.Context, args OrderInfoOptions, txid string, txids ...string) (map[string]OrderInfo, error) {
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params := url.Values{
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"txid": {txid},
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}
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if txids != nil {
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params.Set("txid", txid+","+strings.Join(txids, ","))
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}
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if args.Trades {
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params.Set("trades", "true")
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}
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if args.UserRef != 0 {
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params.Set("userref", strconv.FormatInt(int64(args.UserRef), 10))
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}
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var result map[string]OrderInfo
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if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenQueryOrders, params, &result); err != nil {
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return result, err
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}
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return result, nil
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}
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// GetTradesHistory returns trade history information
|
|
func (e *Exchange) GetTradesHistory(ctx context.Context, args ...GetTradesHistoryOptions) (*TradesHistory, error) {
|
|
params := url.Values{}
|
|
|
|
if args != nil {
|
|
if args[0].Type != "" {
|
|
params.Set("type", args[0].Type)
|
|
}
|
|
|
|
if args[0].Trades {
|
|
params.Set("trades", "true")
|
|
}
|
|
|
|
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 result TradesHistory
|
|
if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenTradeHistory, params, &result); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &result, nil
|
|
}
|
|
|
|
// QueryTrades returns information on a specific trade
|
|
func (e *Exchange) QueryTrades(ctx context.Context, 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 result map[string]TradeInfo
|
|
if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenQueryTrades, params, &result); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return result, nil
|
|
}
|
|
|
|
// OpenPositions returns current open positions
|
|
func (e *Exchange) OpenPositions(ctx context.Context, 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 result map[string]Position
|
|
if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenOpenPositions, params, &result); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return result, nil
|
|
}
|
|
|
|
// GetLedgers returns current ledgers
|
|
func (e *Exchange) GetLedgers(ctx context.Context, 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 result Ledgers
|
|
if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenLedgers, params, &result); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &result, nil
|
|
}
|
|
|
|
// QueryLedgers queries an individual ledger by ID
|
|
func (e *Exchange) QueryLedgers(ctx context.Context, id string, ids ...string) (map[string]LedgerInfo, error) {
|
|
params := url.Values{
|
|
"id": {id},
|
|
}
|
|
|
|
if ids != nil {
|
|
params.Set("id", id+","+strings.Join(ids, ","))
|
|
}
|
|
|
|
var result map[string]LedgerInfo
|
|
if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenQueryLedgers, params, &result); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return result, nil
|
|
}
|
|
|
|
// GetTradeVolume returns your trade volume by currency
|
|
func (e *Exchange) GetTradeVolume(ctx context.Context, feeinfo bool, symbol ...currency.Pair) (*TradeVolumeResponse, error) {
|
|
params := url.Values{}
|
|
formattedPairs := make([]string, len(symbol))
|
|
for x := range symbol {
|
|
symbolValue, err := e.FormatSymbol(symbol[x], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
formattedPairs[x] = symbolValue
|
|
}
|
|
if symbol != nil {
|
|
params.Set("pair", strings.Join(formattedPairs, ","))
|
|
}
|
|
|
|
if feeinfo {
|
|
params.Set("fee-info", "true")
|
|
}
|
|
|
|
var result *TradeVolumeResponse
|
|
if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenTradeVolume, params, &result); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return result, nil
|
|
}
|
|
|
|
// AddOrder adds a new order for Kraken exchange
|
|
func (e *Exchange) AddOrder(ctx context.Context, symbol currency.Pair, side, orderType string, volume, price, price2, leverage float64, args *AddOrderOptions) (*AddOrderResponse, error) {
|
|
symbolValue, err := e.FormatSymbol(symbol, asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
params := url.Values{
|
|
"pair": {symbolValue},
|
|
"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")
|
|
}
|
|
|
|
if args.TimeInForce != "" {
|
|
params.Set("timeinforce", args.TimeInForce)
|
|
}
|
|
|
|
var result AddOrderResponse
|
|
if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenOrderPlace, params, &result); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &result, nil
|
|
}
|
|
|
|
// CancelExistingOrder cancels order by orderID
|
|
func (e *Exchange) CancelExistingOrder(ctx context.Context, txid string) (*CancelOrderResponse, error) {
|
|
values := url.Values{
|
|
"txid": {txid},
|
|
}
|
|
|
|
var result CancelOrderResponse
|
|
if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenOrderCancel, values, &result); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &result, nil
|
|
}
|
|
|
|
// SendHTTPRequest sends an unauthenticated HTTP requests
|
|
func (e *Exchange) SendHTTPRequest(ctx context.Context, ep exchange.URL, path string, result any) error {
|
|
endpoint, err := e.API.Endpoints.GetURL(ep)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
var rawMessage json.RawMessage
|
|
item := &request.Item{
|
|
Method: http.MethodGet,
|
|
Path: endpoint + path,
|
|
Result: &rawMessage,
|
|
Verbose: e.Verbose,
|
|
HTTPDebugging: e.HTTPDebugging,
|
|
HTTPRecording: e.HTTPRecording,
|
|
}
|
|
|
|
err = e.SendPayload(ctx, request.Unset, func() (*request.Item, error) {
|
|
return item, nil
|
|
}, request.UnauthenticatedRequest)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
isSpot := ep == exchange.RestSpot
|
|
if isSpot {
|
|
genResponse := genericRESTResponse{
|
|
Result: result,
|
|
}
|
|
|
|
if err := json.Unmarshal(rawMessage, &genResponse); err != nil {
|
|
return err
|
|
}
|
|
|
|
if genResponse.Error.Warnings() != "" {
|
|
log.Warnf(log.ExchangeSys, "%v: REST request warning: %v", e.Name, genResponse.Error.Warnings())
|
|
}
|
|
|
|
return genResponse.Error.Errors()
|
|
}
|
|
|
|
if err := getFuturesErr(rawMessage); err != nil {
|
|
return err
|
|
}
|
|
|
|
return json.Unmarshal(rawMessage, result)
|
|
}
|
|
|
|
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request
|
|
func (e *Exchange) SendAuthenticatedHTTPRequest(ctx context.Context, ep exchange.URL, method string, params url.Values, result any) error {
|
|
creds, err := e.GetCredentials(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
endpoint, err := e.API.Endpoints.GetURL(ep)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
interim := json.RawMessage{}
|
|
err = e.SendPayload(ctx, request.Unset, func() (*request.Item, error) {
|
|
nonce := e.Requester.GetNonce(nonce.UnixNano).String()
|
|
params.Set("nonce", nonce)
|
|
encoded := params.Encode()
|
|
|
|
shasum := sha256.Sum256([]byte(nonce + encoded))
|
|
path := "/" + krakenAPIVersion + "/private/" + method
|
|
hmac, err := crypto.GetHMAC(crypto.HashSHA512, append([]byte(path), shasum[:]...), []byte(creds.Secret))
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
headers := make(map[string]string)
|
|
headers["API-Key"] = creds.Key
|
|
headers["API-Sign"] = base64.StdEncoding.EncodeToString(hmac)
|
|
|
|
return &request.Item{
|
|
Method: http.MethodPost,
|
|
Path: endpoint + path,
|
|
Headers: headers,
|
|
Body: strings.NewReader(encoded),
|
|
Result: &interim,
|
|
NonceEnabled: true,
|
|
Verbose: e.Verbose,
|
|
HTTPDebugging: e.HTTPDebugging,
|
|
HTTPRecording: e.HTTPRecording,
|
|
}, nil
|
|
}, request.AuthenticatedRequest)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
genResponse := genericRESTResponse{
|
|
Result: result,
|
|
}
|
|
|
|
if err := json.Unmarshal(interim, &genResponse); err != nil {
|
|
return fmt.Errorf("%w %w", request.ErrAuthRequestFailed, err)
|
|
}
|
|
|
|
if err := genResponse.Error.Errors(); err != nil {
|
|
return fmt.Errorf("%w %w", request.ErrAuthRequestFailed, err)
|
|
}
|
|
|
|
if genResponse.Error.Warnings() != "" {
|
|
log.Warnf(log.ExchangeSys, "%v: AUTH REST request warning: %v", e.Name, genResponse.Error.Warnings())
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// GetFee returns an estimate of fee based on type of transaction
|
|
func (e *Exchange) GetFee(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
var fee float64
|
|
switch feeBuilder.FeeType {
|
|
case exchange.CryptocurrencyTradeFee:
|
|
feePair, err := e.GetTradeVolume(ctx, true, feeBuilder.Pair)
|
|
if err != nil {
|
|
return 0, err
|
|
}
|
|
if feeBuilder.IsMaker {
|
|
fee = calculateTradingFee(feePair.Currency,
|
|
feePair.FeesMaker,
|
|
feeBuilder.PurchasePrice,
|
|
feeBuilder.Amount)
|
|
} else {
|
|
fee = calculateTradingFee(feePair.Currency,
|
|
feePair.Fees,
|
|
feeBuilder.PurchasePrice,
|
|
feeBuilder.Amount)
|
|
}
|
|
case exchange.CryptocurrencyWithdrawalFee:
|
|
fee = getWithdrawalFee(feeBuilder.Pair.Base)
|
|
case exchange.InternationalBankDepositFee:
|
|
depositMethods, err := e.GetDepositMethods(ctx,
|
|
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.CryptocurrencyDepositFee:
|
|
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(ccy string, feePair map[string]TradeVolumeFee, purchasePrice, amount float64) float64 {
|
|
return (feePair[ccy].Fee / 100) * purchasePrice * amount
|
|
}
|
|
|
|
// GetCryptoDepositAddress returns a deposit address for a cryptocurrency
|
|
func (e *Exchange) GetCryptoDepositAddress(ctx context.Context, method, code string, createNew bool) ([]DepositAddress, error) {
|
|
values := url.Values{}
|
|
values.Set("asset", code)
|
|
values.Set("method", method)
|
|
|
|
if createNew {
|
|
values.Set("new", "true")
|
|
}
|
|
|
|
var result []DepositAddress
|
|
err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenDepositAddresses, values, &result)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if len(result) == 0 {
|
|
return nil, errors.New("no addresses returned")
|
|
}
|
|
return result, nil
|
|
}
|
|
|
|
// WithdrawStatus gets the status of recent withdrawals
|
|
func (e *Exchange) WithdrawStatus(ctx context.Context, c currency.Code, method string) ([]WithdrawStatusResponse, error) {
|
|
params := url.Values{}
|
|
params.Set("asset", c.String())
|
|
if method != "" {
|
|
params.Set("method", method)
|
|
}
|
|
|
|
var result []WithdrawStatusResponse
|
|
if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenWithdrawStatus, params, &result); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return result, nil
|
|
}
|
|
|
|
// WithdrawCancel sends a withdrawal cancellation request
|
|
func (e *Exchange) WithdrawCancel(ctx context.Context, c currency.Code, refID string) (bool, error) {
|
|
params := url.Values{}
|
|
params.Set("asset", c.String())
|
|
params.Set("refid", refID)
|
|
|
|
var result bool
|
|
if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenWithdrawCancel, params, &result); err != nil {
|
|
return result, err
|
|
}
|
|
|
|
return result, nil
|
|
}
|
|
|
|
// GetWebsocketToken returns a websocket token
|
|
func (e *Exchange) GetWebsocketToken(ctx context.Context) (string, error) {
|
|
var response WsTokenResponse
|
|
if err := e.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, krakenWebsocketToken, url.Values{}, &response); err != nil {
|
|
return "", err
|
|
}
|
|
return response.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
|
|
}
|
|
|
|
// LookupCurrency 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)
|
|
}
|
|
|
|
if _, ok := a.Assets[orig]; ok {
|
|
a.l.Unlock()
|
|
return
|
|
}
|
|
|
|
a.Assets[orig] = alt
|
|
a.l.Unlock()
|
|
}
|
|
|
|
// Seeded checks if assets have been seeded
|
|
func (a *assetTranslatorStore) Seeded() bool {
|
|
a.l.RLock()
|
|
isSeeded := len(a.Assets) > 0
|
|
a.l.RUnlock()
|
|
return isSeeded
|
|
}
|