Files
gocryptotrader/exchanges/kraken/kraken.go
Adrian Gallagher 34eeed287a Add various helper functions for exchanges and currency pairs.
Improve Kraken config/request currency handling.
Update config file to reflect changes.
2018-01-15 16:53:12 +11:00

620 lines
16 KiB
Go

package kraken
import (
"fmt"
"log"
"net/url"
"strconv"
"strings"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
)
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"
)
// Kraken is the overarching type across the alphapoint package
type Kraken struct {
exchange.Base
CryptoFee, FiatFee float64
Ticker map[string]Ticker
}
// SetDefaults sets current default settings
func (k *Kraken) SetDefaults() {
k.Name = "Kraken"
k.Enabled = false
k.FiatFee = 0.35
k.CryptoFee = 0.10
k.Verbose = false
k.Websocket = false
k.RESTPollingDelay = 10
k.Ticker = make(map[string]Ticker)
k.RequestCurrencyPairFormat.Delimiter = ""
k.RequestCurrencyPairFormat.Uppercase = true
k.RequestCurrencyPairFormat.Separator = ","
k.ConfigCurrencyPairFormat.Delimiter = "-"
k.ConfigCurrencyPairFormat.Uppercase = true
k.AssetTypes = []string{ticker.Spot}
}
// Setup sets current exchange configuration
func (k *Kraken) Setup(exch config.ExchangeConfig) {
if !exch.Enabled {
k.SetEnabled(false)
} else {
k.Enabled = true
k.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
k.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
k.RESTPollingDelay = exch.RESTPollingDelay
k.Verbose = exch.Verbose
k.Websocket = exch.Websocket
k.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
k.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
k.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
err := k.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
}
err = k.SetAssetTypes()
if err != nil {
log.Fatal(err)
}
}
}
// GetFee returns current fee for either crypto or fiat
func (k *Kraken) GetFee(cryptoTrade bool) float64 {
if cryptoTrade {
return k.CryptoFee
}
return k.FiatFee
}
// GetServerTime returns current server time
func (k *Kraken) GetServerTime(unixTime bool) (interface{}, error) {
var result GeneralResponse
path := fmt.Sprintf("%s/%s/public/%s", krakenAPIURL, krakenAPIVersion, krakenServerTime)
err := common.SendHTTPGetRequest(path, true, k.Verbose, &result)
if err != nil {
return nil, fmt.Errorf("getServerTime() error %s", err)
}
if unixTime {
return result.Result["unixtime"], nil
}
return result.Result["rfc1123"], nil
}
// GetAssets returns a full asset list
func (k *Kraken) GetAssets() (interface{}, error) {
var result GeneralResponse
path := fmt.Sprintf("%s/%s/public/%s", krakenAPIURL, krakenAPIVersion, krakenAssets)
return result.Result, common.SendHTTPGetRequest(path, true, k.Verbose, &result)
}
// GetAssetPairs returns a full asset pair list
func (k *Kraken) GetAssetPairs() (map[string]AssetPairs, error) {
type Response struct {
Result map[string]AssetPairs `json:"result"`
Error []interface{} `json:"error"`
}
response := Response{}
path := fmt.Sprintf("%s/%s/public/%s", krakenAPIURL, krakenAPIVersion, krakenAssetPairs)
return response.Result, common.SendHTTPGetRequest(path, true, k.Verbose, &response)
}
// GetTicker returns ticker information from kraken
func (k *Kraken) GetTicker(symbol string) (Ticker, error) {
ticker := 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", krakenAPIURL, krakenAPIVersion, krakenTicker, values.Encode())
err := common.SendHTTPGetRequest(path, true, k.Verbose, &resp)
if err != nil {
return ticker, err
}
if len(resp.Error) > 0 {
return ticker, fmt.Errorf("Kraken error: %s", resp.Error)
}
for _, y := range resp.Data {
ticker.Ask, _ = strconv.ParseFloat(y.Ask[0], 64)
ticker.Bid, _ = strconv.ParseFloat(y.Bid[0], 64)
ticker.Last, _ = strconv.ParseFloat(y.Last[0], 64)
ticker.Volume, _ = strconv.ParseFloat(y.Volume[1], 64)
ticker.VWAP, _ = strconv.ParseFloat(y.VWAP[1], 64)
ticker.Trades = y.Trades[1]
ticker.Low, _ = strconv.ParseFloat(y.Low[1], 64)
ticker.High, _ = strconv.ParseFloat(y.High[1], 64)
ticker.Open, _ = strconv.ParseFloat(y.Open, 64)
}
return ticker, nil
}
// GetOHLC returns an array of open high low close values of a currency pair
func (k *Kraken) GetOHLC(symbol string) ([]OpenHighLowClose, error) {
values := url.Values{}
values.Set("pair", symbol)
type Response struct {
Error []interface{} `json:"error"`
Data map[string]interface{} `json:"result"`
}
var OHLC []OpenHighLowClose
var result Response
path := fmt.Sprintf("%s/%s/public/%s?%s", krakenAPIURL, krakenAPIVersion, krakenOHLC, values.Encode())
err := common.SendHTTPGetRequest(path, true, k.Verbose, &result)
if err != nil {
return OHLC, err
}
if len(result.Error) != 0 {
return OHLC, fmt.Errorf("GetOHLC error: %s", result.Error)
}
for _, y := range result.Data[symbol].([]interface{}) {
o := OpenHighLowClose{}
for i, x := range y.([]interface{}) {
switch i {
case 0:
o.Time = x.(float64)
case 1:
o.Open, _ = strconv.ParseFloat(x.(string), 64)
case 2:
o.High, _ = strconv.ParseFloat(x.(string), 64)
case 3:
o.Low, _ = strconv.ParseFloat(x.(string), 64)
case 4:
o.Close, _ = strconv.ParseFloat(x.(string), 64)
case 5:
o.Vwap, _ = 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", krakenAPIURL, krakenAPIVersion, krakenDepth, values.Encode())
err := common.SendHTTPGetRequest(path, true, k.Verbose, &result)
if err != nil {
return orderBook, err
}
data := result.(map[string]interface{})
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)
if err != nil {
return orderBook, err
}
return orderBook, nil
}
// 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", krakenAPIURL, krakenAPIVersion, krakenTrades, values.Encode())
err := common.SendHTTPGetRequest(path, true, k.Verbose, &result)
if err != nil {
return recentTrades, err
}
data := result.(map[string]interface{})
tradeInfo := data["result"].(map[string]interface{})
for _, x := range tradeInfo[symbol].([]interface{}) {
r := RecentTrades{}
for i, y := range x.([]interface{}) {
switch i {
case 0:
r.Price, _ = strconv.ParseFloat(y.(string), 64)
case 1:
r.Volume, _ = strconv.ParseFloat(y.(string), 64)
case 2:
r.Time = y.(float64)
case 3:
r.BuyOrSell = y.(string)
case 4:
r.MarketOrLimit = y.(string)
case 5:
r.Miscellaneous = y.(string)
}
}
recentTrades = append(recentTrades, r)
}
return recentTrades, nil
}
// GetSpread returns the full spread on Kraken
func (k *Kraken) GetSpread(symbol string) ([]Spread, error) {
values := url.Values{}
values.Set("pair", symbol)
var peanutButter []Spread
var response interface{}
path := fmt.Sprintf("%s/%s/public/%s?%s", krakenAPIURL, krakenAPIVersion, krakenSpread, values.Encode())
err := common.SendHTTPGetRequest(path, true, k.Verbose, &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() (interface{}, error) {
return k.SendAuthenticatedHTTPRequest(krakenBalance, url.Values{})
}
// GetTradeBalance returns full information about your trades on Kraken
func (k *Kraken) GetTradeBalance(symbol, asset string) (interface{}, error) {
values := url.Values{}
if len(symbol) > 0 {
values.Set("aclass", symbol)
}
if len(asset) > 0 {
values.Set("asset", asset)
}
return k.SendAuthenticatedHTTPRequest(krakenTradeBalance, values)
}
// GetOpenOrders returns all current open orders
func (k *Kraken) GetOpenOrders(showTrades bool, userref int64) (interface{}, error) {
values := url.Values{}
if showTrades {
values.Set("trades", "true")
}
if userref != 0 {
values.Set("userref", strconv.FormatInt(userref, 10))
}
return k.SendAuthenticatedHTTPRequest(krakenOpenOrders, values)
}
// GetClosedOrders returns a list of closed orders
func (k *Kraken) GetClosedOrders(showTrades bool, userref, start, end, offset int64, closetime string) (interface{}, error) {
values := url.Values{}
if showTrades {
values.Set("trades", "true")
}
if userref != 0 {
values.Set("userref", strconv.FormatInt(userref, 10))
}
if start != 0 {
values.Set("start", strconv.FormatInt(start, 10))
}
if end != 0 {
values.Set("end", strconv.FormatInt(end, 10))
}
if offset != 0 {
values.Set("ofs", strconv.FormatInt(offset, 10))
}
if len(closetime) > 0 {
values.Set("closetime", closetime)
}
return k.SendAuthenticatedHTTPRequest(krakenClosedOrders, values)
}
// QueryOrdersInfo returns order information
func (k *Kraken) QueryOrdersInfo(showTrades bool, userref, txid int64) (interface{}, error) {
values := url.Values{}
if showTrades {
values.Set("trades", "true")
}
if userref != 0 {
values.Set("userref", strconv.FormatInt(userref, 10))
}
if txid != 0 {
values.Set("txid", strconv.FormatInt(userref, 10))
}
return k.SendAuthenticatedHTTPRequest(krakenQueryOrders, values)
}
// GetTradesHistory returns trade history information
func (k *Kraken) GetTradesHistory(tradeType string, showRelatedTrades bool, start, end, offset int64) (interface{}, error) {
values := url.Values{}
if len(tradeType) > 0 {
values.Set("aclass", tradeType)
}
if showRelatedTrades {
values.Set("trades", "true")
}
if start != 0 {
values.Set("start", strconv.FormatInt(start, 10))
}
if end != 0 {
values.Set("end", strconv.FormatInt(end, 10))
}
if offset != 0 {
values.Set("offset", strconv.FormatInt(offset, 10))
}
return k.SendAuthenticatedHTTPRequest(krakenTradeHistory, values)
}
// QueryTrades returns information on a specific trade
func (k *Kraken) QueryTrades(txid int64, showRelatedTrades bool) (interface{}, error) {
values := url.Values{}
values.Set("txid", strconv.FormatInt(txid, 10))
if showRelatedTrades {
values.Set("trades", "true")
}
return k.SendAuthenticatedHTTPRequest(krakenQueryTrades, values)
}
// OpenPositions returns current open positions
func (k *Kraken) OpenPositions(txid int64, showPL bool) (interface{}, error) {
values := url.Values{}
values.Set("txid", strconv.FormatInt(txid, 10))
if showPL {
values.Set("docalcs", "true")
}
return k.SendAuthenticatedHTTPRequest(krakenOpenPositions, values)
}
// GetLedgers returns current ledgers
func (k *Kraken) GetLedgers(symbol, asset, ledgerType string, start, end, offset int64) (interface{}, error) {
values := url.Values{}
if len(symbol) > 0 {
values.Set("aclass", symbol)
}
if len(asset) > 0 {
values.Set("asset", asset)
}
if len(ledgerType) > 0 {
values.Set("type", ledgerType)
}
if start != 0 {
values.Set("start", strconv.FormatInt(start, 10))
}
if end != 0 {
values.Set("end", strconv.FormatInt(end, 10))
}
if offset != 0 {
values.Set("offset", strconv.FormatInt(offset, 10))
}
return k.SendAuthenticatedHTTPRequest(krakenLedgers, values)
}
// QueryLedgers queries an individual ledger by ID
func (k *Kraken) QueryLedgers(id string) (interface{}, error) {
values := url.Values{}
values.Set("id", id)
return k.SendAuthenticatedHTTPRequest(krakenQueryLedgers, values)
}
// GetTradeVolume returns your trade volume by currency
func (k *Kraken) GetTradeVolume(symbol string) (interface{}, error) {
values := url.Values{}
values.Set("pair", symbol)
return k.SendAuthenticatedHTTPRequest(krakenTradeVolume, values)
}
// AddOrder adds a new order for Kraken exchange
func (k *Kraken) AddOrder(symbol, side, orderType string, price, price2, volume, leverage, position float64) (interface{}, error) {
values := url.Values{}
values.Set("pairs", symbol)
values.Set("type", side)
values.Set("ordertype", orderType)
values.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
values.Set("price2", strconv.FormatFloat(price, 'f', -1, 64))
values.Set("volume", strconv.FormatFloat(volume, 'f', -1, 64))
values.Set("leverage", strconv.FormatFloat(leverage, 'f', -1, 64))
values.Set("position", strconv.FormatFloat(position, 'f', -1, 64))
return k.SendAuthenticatedHTTPRequest(krakenOrderPlace, values)
}
// CancelOrder cancels order by orderID
func (k *Kraken) CancelOrder(orderID int64) (interface{}, error) {
values := url.Values{}
values.Set("txid", strconv.FormatInt(orderID, 10))
return k.SendAuthenticatedHTTPRequest(krakenOrderCancel, values)
}
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request
func (k *Kraken) SendAuthenticatedHTTPRequest(method string, values url.Values) (interface{}, error) {
if !k.AuthenticatedAPISupport {
return nil, fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, k.Name)
}
path := fmt.Sprintf("/%s/private/%s", krakenAPIVersion, method)
if k.Nonce.Get() == 0 {
k.Nonce.Set(time.Now().UnixNano())
} else {
k.Nonce.Inc()
}
values.Set("nonce", k.Nonce.String())
secret, err := common.Base64Decode(k.APISecret)
if err != nil {
return nil, err
}
shasum := common.GetSHA256([]byte(values.Get("nonce") + values.Encode()))
signature := common.Base64Encode(common.GetHMAC(common.HashSHA512, append([]byte(path), shasum...), secret))
if k.Verbose {
log.Printf("Sending POST request to %s, path: %s.", krakenAPIURL, path)
}
headers := make(map[string]string)
headers["API-Key"] = k.APIKey
headers["API-Sign"] = signature
rawResp, err := common.SendHTTPRequest("POST", krakenAPIURL+path, headers, strings.NewReader(values.Encode()))
if err != nil {
return nil, err
}
if k.Verbose {
log.Printf("Received raw: \n%s\n", rawResp)
}
var resp interface{}
err = common.JSONDecode([]byte(rawResp), &resp)
if err != nil {
return nil, err
}
data := resp.(map[string]interface{})
if len(data["error"].([]interface{})) != 0 {
return nil, fmt.Errorf("kraken AuthenticattedHTTPRequest error: %s", data["error"])
}
return data["result"].(interface{}), nil
}