mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
* Shift wrapper function GetDefaultConfig to exchange.Base method definition, to ensure set defaults doesn't get called twice and to reduce code * rm alphapoint bootstrap method as is defined as exchange.Base method * add tests * glorious: make it a function and make it IBOTEXCHANGE --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
1797 lines
54 KiB
Go
1797 lines
54 KiB
Go
package kraken
|
|
|
|
import (
|
|
"context"
|
|
"errors"
|
|
"fmt"
|
|
"sort"
|
|
"strconv"
|
|
"strings"
|
|
"time"
|
|
|
|
"github.com/shopspring/decimal"
|
|
"github.com/thrasher-corp/gocryptotrader/common"
|
|
"github.com/thrasher-corp/gocryptotrader/common/convert"
|
|
"github.com/thrasher-corp/gocryptotrader/common/key"
|
|
"github.com/thrasher-corp/gocryptotrader/config"
|
|
"github.com/thrasher-corp/gocryptotrader/currency"
|
|
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
|
|
"github.com/thrasher-corp/gocryptotrader/log"
|
|
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
|
|
)
|
|
|
|
// SetDefaults sets current default settings
|
|
func (k *Kraken) SetDefaults() {
|
|
k.Name = "Kraken"
|
|
k.Enabled = true
|
|
k.Verbose = true
|
|
k.API.CredentialsValidator.RequiresKey = true
|
|
k.API.CredentialsValidator.RequiresSecret = true
|
|
k.API.CredentialsValidator.RequiresBase64DecodeSecret = true
|
|
|
|
pairStore := currency.PairStore{
|
|
RequestFormat: ¤cy.PairFormat{
|
|
Uppercase: true,
|
|
Separator: ",",
|
|
},
|
|
ConfigFormat: ¤cy.PairFormat{
|
|
Uppercase: true,
|
|
Delimiter: currency.UnderscoreDelimiter,
|
|
Separator: ",",
|
|
},
|
|
}
|
|
|
|
futures := currency.PairStore{
|
|
RequestFormat: ¤cy.PairFormat{
|
|
Delimiter: currency.UnderscoreDelimiter,
|
|
Uppercase: true,
|
|
},
|
|
ConfigFormat: ¤cy.PairFormat{
|
|
Uppercase: true,
|
|
Delimiter: currency.UnderscoreDelimiter,
|
|
},
|
|
}
|
|
|
|
err := k.StoreAssetPairFormat(asset.Spot, pairStore)
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
|
|
err = k.StoreAssetPairFormat(asset.Futures, futures)
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
|
|
err = k.DisableAssetWebsocketSupport(asset.Futures)
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
|
|
k.Features = exchange.Features{
|
|
Supports: exchange.FeaturesSupported{
|
|
REST: true,
|
|
Websocket: true,
|
|
RESTCapabilities: protocol.Features{
|
|
TickerBatching: true,
|
|
TickerFetching: true,
|
|
KlineFetching: true,
|
|
TradeFetching: true,
|
|
OrderbookFetching: true,
|
|
AutoPairUpdates: true,
|
|
AccountInfo: true,
|
|
GetOrder: true,
|
|
GetOrders: true,
|
|
CancelOrder: true,
|
|
SubmitOrder: true,
|
|
UserTradeHistory: true,
|
|
CryptoDeposit: true,
|
|
CryptoWithdrawal: true,
|
|
FiatDeposit: true,
|
|
FiatWithdraw: true,
|
|
TradeFee: true,
|
|
FiatDepositFee: true,
|
|
FiatWithdrawalFee: true,
|
|
CryptoDepositFee: true,
|
|
CryptoWithdrawalFee: true,
|
|
MultiChainDeposits: true,
|
|
MultiChainWithdrawals: true,
|
|
HasAssetTypeAccountSegregation: true,
|
|
FundingRateFetching: true,
|
|
PredictedFundingRate: true,
|
|
},
|
|
WebsocketCapabilities: protocol.Features{
|
|
TickerFetching: true,
|
|
TradeFetching: true,
|
|
KlineFetching: true,
|
|
OrderbookFetching: true,
|
|
Subscribe: true,
|
|
Unsubscribe: true,
|
|
MessageCorrelation: true,
|
|
SubmitOrder: true,
|
|
CancelOrder: true,
|
|
CancelOrders: true,
|
|
GetOrders: true,
|
|
GetOrder: true,
|
|
FundingRateFetching: false, // has capability but is not supported // TODO when multi-websocket support added
|
|
},
|
|
WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
|
|
exchange.WithdrawCryptoWith2FA |
|
|
exchange.AutoWithdrawFiatWithSetup |
|
|
exchange.WithdrawFiatWith2FA,
|
|
Kline: kline.ExchangeCapabilitiesSupported{
|
|
DateRanges: true,
|
|
Intervals: true,
|
|
},
|
|
FuturesCapabilities: exchange.FuturesCapabilities{
|
|
FundingRates: true,
|
|
SupportedFundingRateFrequencies: map[kline.Interval]bool{
|
|
kline.FourHour: true,
|
|
},
|
|
FundingRateBatching: map[asset.Item]bool{
|
|
asset.Futures: true,
|
|
},
|
|
OpenInterest: exchange.OpenInterestSupport{
|
|
Supported: true,
|
|
SupportsRestBatch: true,
|
|
SupportedViaTicker: true,
|
|
},
|
|
},
|
|
},
|
|
Enabled: exchange.FeaturesEnabled{
|
|
AutoPairUpdates: true,
|
|
Kline: kline.ExchangeCapabilitiesEnabled{
|
|
Intervals: kline.DeployExchangeIntervals(
|
|
kline.IntervalCapacity{Interval: kline.OneMin},
|
|
kline.IntervalCapacity{Interval: kline.FiveMin},
|
|
kline.IntervalCapacity{Interval: kline.FifteenMin},
|
|
kline.IntervalCapacity{Interval: kline.ThirtyMin},
|
|
kline.IntervalCapacity{Interval: kline.OneHour},
|
|
kline.IntervalCapacity{Interval: kline.FourHour},
|
|
kline.IntervalCapacity{Interval: kline.OneDay},
|
|
kline.IntervalCapacity{Interval: kline.OneWeek},
|
|
kline.IntervalCapacity{Interval: kline.FifteenDay},
|
|
),
|
|
GlobalResultLimit: 720,
|
|
},
|
|
},
|
|
}
|
|
|
|
k.Requester, err = request.New(k.Name,
|
|
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
|
|
request.WithLimiter(request.NewBasicRateLimit(krakenRateInterval, krakenRequestRate)))
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
k.API.Endpoints = k.NewEndpoints()
|
|
err = k.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
|
|
exchange.RestSpot: krakenAPIURL,
|
|
exchange.RestFutures: krakenFuturesURL,
|
|
exchange.WebsocketSpot: krakenWSURL,
|
|
exchange.RestFuturesSupplementary: krakenFuturesSupplementaryURL,
|
|
})
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
k.Websocket = stream.NewWebsocket()
|
|
k.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
|
|
k.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
|
|
k.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
|
|
}
|
|
|
|
// Setup sets current exchange configuration
|
|
func (k *Kraken) Setup(exch *config.Exchange) error {
|
|
err := exch.Validate()
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if !exch.Enabled {
|
|
k.SetEnabled(false)
|
|
return nil
|
|
}
|
|
err = k.SetupDefaults(exch)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
err = k.SeedAssets(context.TODO())
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
wsRunningURL, err := k.API.Endpoints.GetURL(exchange.WebsocketSpot)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
err = k.Websocket.Setup(&stream.WebsocketSetup{
|
|
ExchangeConfig: exch,
|
|
DefaultURL: krakenWSURL,
|
|
RunningURL: wsRunningURL,
|
|
Connector: k.WsConnect,
|
|
Subscriber: k.Subscribe,
|
|
Unsubscriber: k.Unsubscribe,
|
|
GenerateSubscriptions: k.GenerateDefaultSubscriptions,
|
|
Features: &k.Features.Supports.WebsocketCapabilities,
|
|
OrderbookBufferConfig: buffer.Config{SortBuffer: true},
|
|
})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
err = k.Websocket.SetupNewConnection(stream.ConnectionSetup{
|
|
RateLimit: krakenWsRateLimit,
|
|
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
|
|
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
|
|
URL: krakenWSURL,
|
|
})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
return k.Websocket.SetupNewConnection(stream.ConnectionSetup{
|
|
RateLimit: krakenWsRateLimit,
|
|
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
|
|
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
|
|
URL: krakenAuthWSURL,
|
|
Authenticated: true,
|
|
})
|
|
}
|
|
|
|
// UpdateOrderExecutionLimits sets exchange execution order limits for an asset type
|
|
func (k *Kraken) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
|
|
if a != asset.Spot {
|
|
return common.ErrNotYetImplemented
|
|
}
|
|
|
|
pairInfo, err := k.fetchSpotPairInfo(ctx)
|
|
if err != nil {
|
|
return fmt.Errorf("%s failed to load %s pair execution limits. Err: %s", k.Name, a, err)
|
|
}
|
|
|
|
limits := make([]order.MinMaxLevel, 0, len(pairInfo))
|
|
|
|
for pair, info := range pairInfo {
|
|
limits = append(limits, order.MinMaxLevel{
|
|
Asset: a,
|
|
Pair: pair,
|
|
PriceStepIncrementSize: info.TickSize,
|
|
MinimumBaseAmount: info.OrderMinimum,
|
|
})
|
|
}
|
|
|
|
if err := k.LoadLimits(limits); err != nil {
|
|
return fmt.Errorf("%s Error loading %s exchange limits: %w", k.Name, a, err)
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
func (k *Kraken) fetchSpotPairInfo(ctx context.Context) (map[currency.Pair]*AssetPairs, error) {
|
|
pairs := make(map[currency.Pair]*AssetPairs)
|
|
|
|
pairInfo, err := k.GetAssetPairs(ctx, nil, "")
|
|
if err != nil {
|
|
return pairs, err
|
|
}
|
|
|
|
for _, info := range pairInfo {
|
|
if info.Status != "online" {
|
|
continue
|
|
}
|
|
base := assetTranslator.LookupAltName(info.Base)
|
|
if base == "" {
|
|
log.Warnf(log.ExchangeSys,
|
|
"%s unable to lookup altname for base currency %s",
|
|
k.Name,
|
|
info.Base)
|
|
continue
|
|
}
|
|
quote := assetTranslator.LookupAltName(info.Quote)
|
|
if quote == "" {
|
|
log.Warnf(log.ExchangeSys,
|
|
"%s unable to lookup altname for quote currency %s",
|
|
k.Name,
|
|
info.Quote)
|
|
continue
|
|
}
|
|
pair, err := currency.NewPairFromStrings(base, quote)
|
|
if err != nil {
|
|
return pairs, err
|
|
}
|
|
pairs[pair] = info
|
|
}
|
|
|
|
return pairs, nil
|
|
}
|
|
|
|
// FetchTradablePairs returns a list of the exchanges tradable pairs
|
|
func (k *Kraken) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
|
|
pairs := currency.Pairs{}
|
|
switch a {
|
|
case asset.Spot:
|
|
if !assetTranslator.Seeded() {
|
|
if err := k.SeedAssets(ctx); err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
pairInfo, err := k.fetchSpotPairInfo(ctx)
|
|
if err != nil {
|
|
return pairs, err
|
|
}
|
|
pairs = make(currency.Pairs, 0, len(pairInfo))
|
|
for pair := range pairInfo {
|
|
pairs = append(pairs, pair)
|
|
}
|
|
case asset.Futures:
|
|
symbols, err := k.GetInstruments(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
pairs = make([]currency.Pair, 0, len(symbols.Instruments))
|
|
for x := range symbols.Instruments {
|
|
if !symbols.Instruments[x].Tradable {
|
|
continue
|
|
}
|
|
pair, err := currency.NewPairFromString(symbols.Instruments[x].Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
pairs = append(pairs, pair)
|
|
}
|
|
}
|
|
return pairs, nil
|
|
}
|
|
|
|
// UpdateTradablePairs updates the exchanges available pairs and stores them in the exchanges config
|
|
func (k *Kraken) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
|
|
assets := k.GetAssetTypes(false)
|
|
for x := range assets {
|
|
pairs, err := k.FetchTradablePairs(ctx, assets[x])
|
|
if err != nil {
|
|
return err
|
|
}
|
|
err = k.UpdatePairs(pairs, assets[x], false, forceUpdate)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
return k.EnsureOnePairEnabled()
|
|
}
|
|
|
|
// UpdateTickers updates the ticker for all currency pairs of a given asset type
|
|
func (k *Kraken) UpdateTickers(ctx context.Context, a asset.Item) error {
|
|
switch a {
|
|
case asset.Spot:
|
|
tickers, err := k.GetTickers(ctx, "")
|
|
if err != nil {
|
|
return err
|
|
}
|
|
for c, t := range tickers {
|
|
var cp currency.Pair
|
|
cp, err = k.MatchSymbolWithAvailablePairs(c, a, false)
|
|
if err != nil {
|
|
if !errors.Is(err, currency.ErrPairNotFound) {
|
|
return err
|
|
}
|
|
altName := assetTranslator.LookupAltName(c)
|
|
if altName == "" {
|
|
continue
|
|
}
|
|
cp, err = k.MatchSymbolWithAvailablePairs(altName, a, false)
|
|
if err != nil {
|
|
continue
|
|
}
|
|
}
|
|
err = ticker.ProcessTicker(&ticker.Price{
|
|
Last: t.Last,
|
|
High: t.High,
|
|
Low: t.Low,
|
|
Bid: t.Bid,
|
|
BidSize: t.BidSize,
|
|
Ask: t.Ask,
|
|
AskSize: t.AskSize,
|
|
Volume: t.Volume,
|
|
Open: t.Open,
|
|
Pair: cp,
|
|
ExchangeName: k.Name,
|
|
AssetType: a,
|
|
})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
case asset.Futures:
|
|
t, err := k.GetFuturesTickers(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
for x := range t.Tickers {
|
|
var cp currency.Pair
|
|
cp, err = currency.NewPairFromString(t.Tickers[x].Symbol)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
err = ticker.ProcessTicker(&ticker.Price{
|
|
Last: t.Tickers[x].Last,
|
|
Bid: t.Tickers[x].Bid,
|
|
BidSize: t.Tickers[x].BidSize,
|
|
Ask: t.Tickers[x].Ask,
|
|
AskSize: t.Tickers[x].AskSize,
|
|
Volume: t.Tickers[x].Vol24h,
|
|
Open: t.Tickers[x].Open24H,
|
|
OpenInterest: t.Tickers[x].OpenInterest,
|
|
MarkPrice: t.Tickers[x].MarkPrice,
|
|
IndexPrice: t.Tickers[x].IndexPrice,
|
|
Pair: cp,
|
|
ExchangeName: k.Name,
|
|
AssetType: a,
|
|
})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
default:
|
|
return fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// UpdateTicker updates and returns the ticker for a currency pair
|
|
func (k *Kraken) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
|
|
if err := k.UpdateTickers(ctx, a); err != nil {
|
|
return nil, err
|
|
}
|
|
return ticker.GetTicker(k.Name, p, a)
|
|
}
|
|
|
|
// FetchTicker returns the ticker for a currency pair
|
|
func (k *Kraken) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
|
|
tickerNew, err := ticker.GetTicker(k.Name, p, assetType)
|
|
if err != nil {
|
|
return k.UpdateTicker(ctx, p, assetType)
|
|
}
|
|
return tickerNew, nil
|
|
}
|
|
|
|
// FetchOrderbook returns orderbook base on the currency pair
|
|
func (k *Kraken) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
ob, err := orderbook.Get(k.Name, p, assetType)
|
|
if err != nil {
|
|
return k.UpdateOrderbook(ctx, p, assetType)
|
|
}
|
|
return ob, nil
|
|
}
|
|
|
|
// UpdateOrderbook updates and returns the orderbook for a currency pair
|
|
func (k *Kraken) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
if p.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := k.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
book := &orderbook.Base{
|
|
Exchange: k.Name,
|
|
Pair: p,
|
|
Asset: assetType,
|
|
VerifyOrderbook: k.CanVerifyOrderbook,
|
|
}
|
|
var err error
|
|
switch assetType {
|
|
case asset.Spot:
|
|
var orderbookNew *Orderbook
|
|
orderbookNew, err = k.GetDepth(ctx, p)
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
book.Bids = make([]orderbook.Item, len(orderbookNew.Bids))
|
|
for x := range orderbookNew.Bids {
|
|
book.Bids[x] = orderbook.Item{
|
|
Amount: orderbookNew.Bids[x].Amount,
|
|
Price: orderbookNew.Bids[x].Price,
|
|
}
|
|
}
|
|
book.Asks = make([]orderbook.Item, len(orderbookNew.Asks))
|
|
for y := range orderbookNew.Asks {
|
|
book.Asks[y] = orderbook.Item{
|
|
Amount: orderbookNew.Asks[y].Amount,
|
|
Price: orderbookNew.Asks[y].Price,
|
|
}
|
|
}
|
|
case asset.Futures:
|
|
var futuresOB *FuturesOrderbookData
|
|
futuresOB, err = k.GetFuturesOrderbook(ctx, p)
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
book.Asks = make([]orderbook.Item, len(futuresOB.Orderbook.Asks))
|
|
for x := range futuresOB.Orderbook.Asks {
|
|
book.Asks[x] = orderbook.Item{
|
|
Price: futuresOB.Orderbook.Asks[x][0],
|
|
Amount: futuresOB.Orderbook.Asks[x][1],
|
|
}
|
|
}
|
|
book.Bids = make([]orderbook.Item, len(futuresOB.Orderbook.Bids))
|
|
for y := range futuresOB.Orderbook.Bids {
|
|
book.Bids[y] = orderbook.Item{
|
|
Price: futuresOB.Orderbook.Bids[y][0],
|
|
Amount: futuresOB.Orderbook.Bids[y][1],
|
|
}
|
|
}
|
|
default:
|
|
return book, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
err = book.Process()
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
return orderbook.Get(k.Name, p, assetType)
|
|
}
|
|
|
|
// UpdateAccountInfo retrieves balances for all enabled currencies for the
|
|
// Kraken exchange - to-do
|
|
func (k *Kraken) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
var info account.Holdings
|
|
var balances []account.Balance
|
|
info.Exchange = k.Name
|
|
switch assetType {
|
|
case asset.Spot:
|
|
bal, err := k.GetBalance(ctx)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
for key := range bal {
|
|
translatedCurrency := assetTranslator.LookupAltName(key)
|
|
if translatedCurrency == "" {
|
|
log.Warnf(log.ExchangeSys, "%s unable to translate currency: %s\n",
|
|
k.Name,
|
|
key)
|
|
continue
|
|
}
|
|
balances = append(balances, account.Balance{
|
|
Currency: currency.NewCode(translatedCurrency),
|
|
Total: bal[key].Total,
|
|
Hold: bal[key].Hold,
|
|
Free: bal[key].Total - bal[key].Hold,
|
|
})
|
|
}
|
|
info.Accounts = append(info.Accounts, account.SubAccount{
|
|
Currencies: balances,
|
|
AssetType: assetType,
|
|
})
|
|
case asset.Futures:
|
|
bal, err := k.GetFuturesAccountData(ctx)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
for name := range bal.Accounts {
|
|
for code := range bal.Accounts[name].Balances {
|
|
balances = append(balances, account.Balance{
|
|
Currency: currency.NewCode(code).Upper(),
|
|
Total: bal.Accounts[name].Balances[code],
|
|
})
|
|
}
|
|
info.Accounts = append(info.Accounts, account.SubAccount{
|
|
ID: name,
|
|
AssetType: asset.Futures,
|
|
Currencies: balances,
|
|
})
|
|
}
|
|
}
|
|
creds, err := k.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
if err := account.Process(&info, creds); err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
return info, nil
|
|
}
|
|
|
|
// FetchAccountInfo retrieves balances for all enabled currencies
|
|
func (k *Kraken) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
creds, err := k.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
acc, err := account.GetHoldings(k.Name, creds, assetType)
|
|
if err != nil {
|
|
return k.UpdateAccountInfo(ctx, assetType)
|
|
}
|
|
return acc, nil
|
|
}
|
|
|
|
// GetAccountFundingHistory returns funding history, deposits and
|
|
// withdrawals
|
|
func (k *Kraken) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (k *Kraken) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
|
|
withdrawals, err := k.WithdrawStatus(ctx, c, "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]exchange.WithdrawalHistory, len(withdrawals))
|
|
for i := range withdrawals {
|
|
resp[i] = exchange.WithdrawalHistory{
|
|
Status: withdrawals[i].Status,
|
|
TransferID: withdrawals[i].Refid,
|
|
Timestamp: time.Unix(int64(withdrawals[i].Time), 0),
|
|
Amount: withdrawals[i].Amount,
|
|
Fee: withdrawals[i].Fee,
|
|
CryptoToAddress: withdrawals[i].Info,
|
|
CryptoTxID: withdrawals[i].TxID,
|
|
Currency: c.String(),
|
|
}
|
|
}
|
|
|
|
return resp, nil
|
|
}
|
|
|
|
// GetRecentTrades returns the most recent trades for a currency and asset
|
|
func (k *Kraken) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
|
|
var err error
|
|
p, err = k.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []trade.Data
|
|
switch assetType {
|
|
case asset.Spot:
|
|
var tradeData []RecentTrades
|
|
tradeData, err = k.GetTrades(ctx, p)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range tradeData {
|
|
side := order.Buy
|
|
if tradeData[i].BuyOrSell == "s" {
|
|
side = order.Sell
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
TID: strconv.FormatInt(tradeData[i].TradeID, 10),
|
|
Exchange: k.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: tradeData[i].Price,
|
|
Amount: tradeData[i].Volume,
|
|
Timestamp: convert.TimeFromUnixTimestampDecimal(tradeData[i].Time),
|
|
})
|
|
}
|
|
case asset.Futures:
|
|
var tradeData *FuturesPublicTrades
|
|
tradeData, err = k.GetFuturesTrades(ctx, p, time.Time{}, time.Time{})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range tradeData.Elements {
|
|
side := order.Buy
|
|
if strings.EqualFold(tradeData.Elements[i].ExecutionEvent.OuterExecutionHolder.Execution.MakerOrder.Direction, "sell") {
|
|
side = order.Sell
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
TID: tradeData.Elements[i].UID,
|
|
Exchange: k.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: tradeData.Elements[i].ExecutionEvent.OuterExecutionHolder.Execution.MakerOrder.LimitPrice,
|
|
Amount: tradeData.Elements[i].ExecutionEvent.OuterExecutionHolder.Execution.MakerOrder.Quantity,
|
|
Timestamp: time.UnixMilli(tradeData.Elements[i].ExecutionEvent.OuterExecutionHolder.Execution.MakerOrder.Timestamp),
|
|
})
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
|
|
err = k.AddTradesToBuffer(resp...)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
sort.Sort(trade.ByDate(resp))
|
|
return resp, nil
|
|
}
|
|
|
|
// GetHistoricTrades returns historic trade data within the timeframe provided
|
|
func (k *Kraken) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (k *Kraken) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
|
|
err := s.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orderID string
|
|
status := order.New
|
|
switch s.AssetType {
|
|
case asset.Spot:
|
|
timeInForce := RequestParamsTimeGTC
|
|
if s.ImmediateOrCancel {
|
|
timeInForce = RequestParamsTimeIOC
|
|
}
|
|
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
orderID, err = k.wsAddOrder(&WsAddOrderRequest{
|
|
OrderType: s.Type.Lower(),
|
|
OrderSide: s.Side.Lower(),
|
|
Pair: s.Pair.Format(currency.PairFormat{Uppercase: true, Delimiter: "/"}).String(), // required pair format: ISO 4217-A3
|
|
Price: s.Price,
|
|
Volume: s.Amount,
|
|
TimeInForce: timeInForce,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
} else {
|
|
var response AddOrderResponse
|
|
response, err = k.AddOrder(ctx,
|
|
s.Pair,
|
|
s.Side.String(),
|
|
s.Type.String(),
|
|
s.Amount,
|
|
s.Price,
|
|
0,
|
|
0,
|
|
&AddOrderOptions{
|
|
TimeInForce: timeInForce,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(response.TransactionIDs) > 0 {
|
|
orderID = strings.Join(response.TransactionIDs, ", ")
|
|
}
|
|
}
|
|
if s.Type == order.Market {
|
|
status = order.Filled
|
|
}
|
|
case asset.Futures:
|
|
var fOrder FuturesSendOrderData
|
|
fOrder, err = k.FuturesSendOrder(ctx,
|
|
s.Type,
|
|
s.Pair,
|
|
s.Side.Lower(),
|
|
"",
|
|
s.ClientOrderID,
|
|
"",
|
|
s.ImmediateOrCancel,
|
|
s.Amount,
|
|
s.Price,
|
|
0,
|
|
)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
// check the status, anything that is not placed we error out
|
|
if fOrder.SendStatus.Status != "placed" {
|
|
return nil, fmt.Errorf("submit order failed: %s", fOrder.SendStatus.Status)
|
|
}
|
|
orderID = fOrder.SendStatus.OrderID
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, s.AssetType)
|
|
}
|
|
resp, err := s.DeriveSubmitResponse(orderID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp.Status = status
|
|
return resp, nil
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (k *Kraken) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (k *Kraken) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
switch o.AssetType {
|
|
case asset.Spot:
|
|
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
return k.wsCancelOrders([]string{o.OrderID})
|
|
}
|
|
_, err := k.CancelExistingOrder(ctx, o.OrderID)
|
|
return err
|
|
case asset.Futures:
|
|
_, err := k.FuturesCancelOrder(ctx, o.OrderID, "")
|
|
if err != nil {
|
|
return err
|
|
}
|
|
default:
|
|
return fmt.Errorf("%w %v", asset.ErrNotSupported, o.AssetType)
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (k *Kraken) CancelBatchOrders(_ context.Context, o []order.Cancel) (*order.CancelBatchResponse, error) {
|
|
if !k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
ordersList := make([]string, len(o))
|
|
for i := range o {
|
|
if err := o[i].Validate(o[i].StandardCancel()); err != nil {
|
|
return nil, err
|
|
}
|
|
ordersList[i] = o[i].OrderID
|
|
}
|
|
|
|
err := k.wsCancelOrders(ordersList)
|
|
return nil, err
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (k *Kraken) CancelAllOrders(ctx context.Context, req *order.Cancel) (order.CancelAllResponse, error) {
|
|
if err := req.Validate(); err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
cancelAllOrdersResponse := order.CancelAllResponse{
|
|
Status: make(map[string]string),
|
|
}
|
|
switch req.AssetType {
|
|
case asset.Spot:
|
|
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
resp, err := k.wsCancelAllOrders()
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
|
|
cancelAllOrdersResponse.Count = resp.Count
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
|
|
var emptyOrderOptions OrderInfoOptions
|
|
openOrders, err := k.GetOpenOrders(ctx, emptyOrderOptions)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
for orderID := range openOrders.Open {
|
|
var err error
|
|
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
err = k.wsCancelOrders([]string{orderID})
|
|
} else {
|
|
_, err = k.CancelExistingOrder(ctx, orderID)
|
|
}
|
|
if err != nil {
|
|
cancelAllOrdersResponse.Status[orderID] = err.Error()
|
|
}
|
|
}
|
|
case asset.Futures:
|
|
cancelData, err := k.FuturesCancelAllOrders(ctx, req.Pair)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
for x := range cancelData.CancelStatus.CancelledOrders {
|
|
cancelAllOrdersResponse.Status[cancelData.CancelStatus.CancelledOrders[x].OrderID] = "cancelled"
|
|
}
|
|
}
|
|
return cancelAllOrdersResponse, nil
|
|
}
|
|
|
|
// GetOrderInfo returns information on a current open order
|
|
func (k *Kraken) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair, assetType asset.Item) (*order.Detail, error) {
|
|
if err := k.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orderDetail order.Detail
|
|
switch assetType {
|
|
case asset.Spot:
|
|
resp, err := k.QueryOrdersInfo(ctx,
|
|
OrderInfoOptions{
|
|
Trades: true,
|
|
}, orderID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orderInfo, ok := resp[orderID]
|
|
if !ok {
|
|
return nil, fmt.Errorf("order %s not found in response", orderID)
|
|
}
|
|
|
|
if !assetType.IsValid() {
|
|
assetType = asset.UseDefault()
|
|
}
|
|
|
|
avail, err := k.GetAvailablePairs(assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
format, err := k.GetPairFormat(assetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var trades []order.TradeHistory
|
|
for i := range orderInfo.Trades {
|
|
trades = append(trades, order.TradeHistory{
|
|
TID: orderInfo.Trades[i],
|
|
})
|
|
}
|
|
side, err := order.StringToOrderSide(orderInfo.Description.Type)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
status, err := order.StringToOrderStatus(orderInfo.Status)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", k.Name, err)
|
|
}
|
|
oType, err := order.StringToOrderType(orderInfo.Description.OrderType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
p, err := currency.NewPairFromFormattedPairs(orderInfo.Description.Pair,
|
|
avail,
|
|
format)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
price := orderInfo.Price
|
|
if orderInfo.Status == statusOpen {
|
|
price = orderInfo.Description.Price
|
|
}
|
|
|
|
orderDetail = order.Detail{
|
|
Exchange: k.Name,
|
|
OrderID: orderID,
|
|
Pair: p,
|
|
Side: side,
|
|
Type: oType,
|
|
Date: convert.TimeFromUnixTimestampDecimal(orderInfo.OpenTime),
|
|
CloseTime: convert.TimeFromUnixTimestampDecimal(orderInfo.CloseTime),
|
|
Status: status,
|
|
Price: price,
|
|
Amount: orderInfo.Volume,
|
|
ExecutedAmount: orderInfo.VolumeExecuted,
|
|
RemainingAmount: orderInfo.Volume - orderInfo.VolumeExecuted,
|
|
Fee: orderInfo.Fee,
|
|
Trades: trades,
|
|
Cost: orderInfo.Cost,
|
|
AssetType: asset.Spot,
|
|
}
|
|
case asset.Futures:
|
|
orderInfo, err := k.FuturesGetFills(ctx, time.Time{})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for y := range orderInfo.Fills {
|
|
if orderInfo.Fills[y].OrderID != orderID {
|
|
continue
|
|
}
|
|
pair, err := currency.NewPairFromString(orderInfo.Fills[y].Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
oSide, err := compatibleOrderSide(orderInfo.Fills[y].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
fillOrderType, err := compatibleFillOrderType(orderInfo.Fills[y].FillType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
timeVar, err := time.Parse(krakenFormat, orderInfo.Fills[y].FillTime)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderDetail = order.Detail{
|
|
OrderID: orderID,
|
|
Price: orderInfo.Fills[y].Price,
|
|
Amount: orderInfo.Fills[y].Size,
|
|
Side: oSide,
|
|
Type: fillOrderType,
|
|
Date: timeVar,
|
|
Pair: pair,
|
|
Exchange: k.Name,
|
|
AssetType: asset.Futures,
|
|
}
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
return &orderDetail, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (k *Kraken) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
|
|
if chain == "" {
|
|
methods, err := k.GetDepositMethods(ctx, cryptocurrency.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(methods) == 0 {
|
|
return nil, errors.New("unable to get any deposit methods")
|
|
}
|
|
chain = methods[0].Method
|
|
}
|
|
|
|
depositAddr, err := k.GetCryptoDepositAddress(ctx, chain, cryptocurrency.String(), false)
|
|
if err != nil {
|
|
if strings.Contains(err.Error(), "no addresses returned") {
|
|
depositAddr, err = k.GetCryptoDepositAddress(ctx, chain, cryptocurrency.String(), true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
} else {
|
|
return nil, err
|
|
}
|
|
}
|
|
return &deposit.Address{
|
|
Address: depositAddr[0].Address,
|
|
Tag: depositAddr[0].Tag,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal
|
|
// Populate exchange.WithdrawRequest.TradePassword with withdrawal key name, as set up on your account
|
|
func (k *Kraken) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
v, err := k.Withdraw(ctx,
|
|
withdrawRequest.Currency.String(),
|
|
withdrawRequest.TradePassword,
|
|
withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: v,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (k *Kraken) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
v, err := k.Withdraw(ctx,
|
|
withdrawRequest.Currency.String(),
|
|
withdrawRequest.TradePassword,
|
|
withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
Status: v,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (k *Kraken) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
v, err := k.Withdraw(ctx,
|
|
withdrawRequest.Currency.String(),
|
|
withdrawRequest.TradePassword,
|
|
withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
Status: v,
|
|
}, nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (k *Kraken) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if feeBuilder == nil {
|
|
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
|
|
}
|
|
if !k.AreCredentialsValid(ctx) && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return k.GetFee(ctx, feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (k *Kraken) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var orders []order.Detail
|
|
switch req.AssetType {
|
|
case asset.Spot:
|
|
resp, err := k.GetOpenOrders(ctx, OrderInfoOptions{})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
assetType := req.AssetType
|
|
if !req.AssetType.IsValid() {
|
|
assetType = asset.UseDefault()
|
|
}
|
|
|
|
avail, err := k.GetAvailablePairs(assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
format, err := k.GetPairFormat(assetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range resp.Open {
|
|
p, err := currency.NewPairFromFormattedPairs(resp.Open[i].Description.Pair,
|
|
avail,
|
|
format)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(resp.Open[i].Description.Type)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var orderType order.Type
|
|
orderType, err = order.StringToOrderType(resp.Open[i].Description.OrderType)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", k.Name, err)
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
OrderID: i,
|
|
Amount: resp.Open[i].Volume,
|
|
RemainingAmount: resp.Open[i].Volume - resp.Open[i].VolumeExecuted,
|
|
ExecutedAmount: resp.Open[i].VolumeExecuted,
|
|
Exchange: k.Name,
|
|
Date: convert.TimeFromUnixTimestampDecimal(resp.Open[i].OpenTime),
|
|
Price: resp.Open[i].Description.Price,
|
|
Side: side,
|
|
Type: orderType,
|
|
Pair: p,
|
|
AssetType: asset.Spot,
|
|
Status: order.Open,
|
|
})
|
|
}
|
|
case asset.Futures:
|
|
var err error
|
|
var pairs currency.Pairs
|
|
if len(req.Pairs) > 0 {
|
|
pairs = req.Pairs
|
|
} else {
|
|
pairs, err = k.GetEnabledPairs(asset.Futures)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
}
|
|
activeOrders, err := k.FuturesOpenOrders(ctx)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
for i := range pairs {
|
|
fPair, err := k.FormatExchangeCurrency(pairs[i], asset.Futures)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
for a := range activeOrders.OpenOrders {
|
|
if activeOrders.OpenOrders[a].Symbol != fPair.String() {
|
|
continue
|
|
}
|
|
oSide, err := compatibleOrderSide(activeOrders.OpenOrders[a].Side)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oType, err := compatibleOrderType(activeOrders.OpenOrders[a].OrderType)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
timeVar, err := time.Parse(krakenFormat, activeOrders.OpenOrders[a].ReceivedTime)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
OrderID: activeOrders.OpenOrders[a].OrderID,
|
|
Price: activeOrders.OpenOrders[a].LimitPrice,
|
|
Amount: activeOrders.OpenOrders[a].FilledSize,
|
|
Side: oSide,
|
|
Type: oType,
|
|
Date: timeVar,
|
|
Pair: fPair,
|
|
Exchange: k.Name,
|
|
AssetType: asset.Futures,
|
|
Status: order.Open,
|
|
})
|
|
}
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, req.AssetType)
|
|
}
|
|
return req.Filter(k.Name, orders), nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (k *Kraken) GetOrderHistory(ctx context.Context, getOrdersRequest *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := getOrdersRequest.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var orders []order.Detail
|
|
switch getOrdersRequest.AssetType {
|
|
case asset.Spot:
|
|
req := GetClosedOrdersOptions{}
|
|
if getOrdersRequest.StartTime.Unix() > 0 {
|
|
req.Start = strconv.FormatInt(getOrdersRequest.StartTime.Unix(), 10)
|
|
}
|
|
if getOrdersRequest.EndTime.Unix() > 0 {
|
|
req.End = strconv.FormatInt(getOrdersRequest.EndTime.Unix(), 10)
|
|
}
|
|
|
|
assetType := getOrdersRequest.AssetType
|
|
if !getOrdersRequest.AssetType.IsValid() {
|
|
assetType = asset.UseDefault()
|
|
}
|
|
|
|
avail, err := k.GetAvailablePairs(assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
format, err := k.GetPairFormat(assetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp, err := k.GetClosedOrders(ctx, req)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := range resp.Closed {
|
|
p, err := currency.NewPairFromFormattedPairs(resp.Closed[i].Description.Pair,
|
|
avail,
|
|
format)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(resp.Closed[i].Description.Type)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", k.Name, err)
|
|
}
|
|
status, err := order.StringToOrderStatus(resp.Closed[i].Status)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", k.Name, err)
|
|
}
|
|
var orderType order.Type
|
|
orderType, err = order.StringToOrderType(resp.Closed[i].Description.OrderType)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", k.Name, err)
|
|
}
|
|
detail := order.Detail{
|
|
OrderID: i,
|
|
Amount: resp.Closed[i].Volume,
|
|
ExecutedAmount: resp.Closed[i].VolumeExecuted,
|
|
RemainingAmount: resp.Closed[i].Volume - resp.Closed[i].VolumeExecuted,
|
|
Cost: resp.Closed[i].Cost,
|
|
CostAsset: p.Quote,
|
|
Exchange: k.Name,
|
|
Date: convert.TimeFromUnixTimestampDecimal(resp.Closed[i].OpenTime),
|
|
CloseTime: convert.TimeFromUnixTimestampDecimal(resp.Closed[i].CloseTime),
|
|
Price: resp.Closed[i].Description.Price,
|
|
Side: side,
|
|
Status: status,
|
|
Type: orderType,
|
|
Pair: p,
|
|
}
|
|
detail.InferCostsAndTimes()
|
|
orders = append(orders, detail)
|
|
}
|
|
case asset.Futures:
|
|
var orderHistory FuturesRecentOrdersData
|
|
var err error
|
|
var pairs currency.Pairs
|
|
if len(getOrdersRequest.Pairs) > 0 {
|
|
pairs = getOrdersRequest.Pairs
|
|
} else {
|
|
pairs, err = k.GetEnabledPairs(asset.Futures)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
}
|
|
for p := range pairs {
|
|
orderHistory, err = k.FuturesRecentOrders(ctx, pairs[p])
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
for o := range orderHistory.OrderEvents {
|
|
switch {
|
|
case orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.UID != "":
|
|
timeVar, err := time.Parse(krakenFormat,
|
|
orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Timestamp)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Direction)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.OrderType)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
Price: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.LimitPrice,
|
|
Amount: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Quantity,
|
|
ExecutedAmount: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Filled,
|
|
RemainingAmount: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Quantity -
|
|
orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Filled,
|
|
OrderID: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.UID,
|
|
ClientID: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.ClientID,
|
|
AssetType: asset.Futures,
|
|
Type: oType,
|
|
Date: timeVar,
|
|
Side: oDirection,
|
|
Exchange: k.Name,
|
|
Pair: pairs[p],
|
|
})
|
|
case orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.UID != "":
|
|
timeVar, err := time.Parse(krakenFormat,
|
|
orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Timestamp)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Direction)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.OrderType)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
Price: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.LimitPrice,
|
|
Amount: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Quantity,
|
|
ExecutedAmount: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Filled,
|
|
RemainingAmount: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Quantity -
|
|
orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Filled,
|
|
OrderID: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.UID,
|
|
ClientID: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.AccountID,
|
|
AssetType: asset.Futures,
|
|
Type: oType,
|
|
Date: timeVar,
|
|
Side: oDirection,
|
|
Exchange: k.Name,
|
|
Pair: pairs[p],
|
|
Status: order.Rejected,
|
|
})
|
|
case orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.UID != "":
|
|
timeVar, err := time.Parse(krakenFormat,
|
|
orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Timestamp)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Direction)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.OrderType)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
Price: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.LimitPrice,
|
|
Amount: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Quantity,
|
|
ExecutedAmount: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Filled,
|
|
RemainingAmount: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Quantity -
|
|
orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Filled,
|
|
OrderID: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.UID,
|
|
ClientID: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.AccountID,
|
|
AssetType: asset.Futures,
|
|
Type: oType,
|
|
Date: timeVar,
|
|
Side: oDirection,
|
|
Exchange: k.Name,
|
|
Pair: pairs[p],
|
|
Status: order.Cancelled,
|
|
})
|
|
case orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.UID != "":
|
|
timeVar, err := time.Parse(krakenFormat,
|
|
orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Timestamp)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Direction)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.OrderType)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
Price: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.LimitPrice,
|
|
Amount: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Quantity,
|
|
ExecutedAmount: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Filled,
|
|
RemainingAmount: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Quantity -
|
|
orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Filled,
|
|
OrderID: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.UID,
|
|
ClientID: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.AccountID,
|
|
AssetType: asset.Futures,
|
|
Type: oType,
|
|
Date: timeVar,
|
|
Side: oDirection,
|
|
Exchange: k.Name,
|
|
Pair: pairs[p],
|
|
})
|
|
default:
|
|
return orders, errors.New("invalid orderHistory data")
|
|
}
|
|
}
|
|
}
|
|
}
|
|
return getOrdersRequest.Filter(k.Name, orders), nil
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (k *Kraken) AuthenticateWebsocket(ctx context.Context) error {
|
|
resp, err := k.GetWebsocketToken(ctx)
|
|
if resp != "" {
|
|
authToken = resp
|
|
}
|
|
return err
|
|
}
|
|
|
|
// ValidateAPICredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (k *Kraken) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := k.UpdateAccountInfo(ctx, assetType)
|
|
return k.CheckTransientError(err)
|
|
}
|
|
|
|
// FormatExchangeKlineInterval returns Interval to exchange formatted string
|
|
func (k *Kraken) FormatExchangeKlineInterval(in kline.Interval) string {
|
|
return strconv.FormatFloat(in.Duration().Minutes(), 'f', -1, 64)
|
|
}
|
|
|
|
// FormatExchangeKlineIntervalFutures returns Interval to exchange formatted string
|
|
func (k *Kraken) FormatExchangeKlineIntervalFutures(in kline.Interval) string {
|
|
switch in {
|
|
case kline.OneDay:
|
|
return "1d"
|
|
default:
|
|
return in.Short()
|
|
}
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (k *Kraken) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := k.GetKlineRequest(pair, a, interval, start, end, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
timeSeries := make([]kline.Candle, 0, req.Size())
|
|
switch a {
|
|
case asset.Spot:
|
|
candles, err := k.GetOHLC(ctx,
|
|
req.RequestFormatted,
|
|
k.FormatExchangeKlineInterval(req.ExchangeInterval))
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for x := range candles {
|
|
timeValue, err := convert.TimeFromUnixTimestampFloat(candles[x].Time * 1000)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if timeValue.Before(req.Start) || timeValue.After(req.End) {
|
|
continue
|
|
}
|
|
timeSeries = append(timeSeries, kline.Candle{
|
|
Time: timeValue,
|
|
Open: candles[x].Open,
|
|
High: candles[x].High,
|
|
Low: candles[x].Low,
|
|
Close: candles[x].Close,
|
|
Volume: candles[x].Volume,
|
|
})
|
|
}
|
|
default:
|
|
// TODO add new Futures API support
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, req.Asset)
|
|
}
|
|
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (k *Kraken) GetHistoricCandlesExtended(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
func compatibleOrderSide(side string) (order.Side, error) {
|
|
switch {
|
|
case strings.EqualFold(order.Buy.String(), side):
|
|
return order.Buy, nil
|
|
case strings.EqualFold(order.Sell.String(), side):
|
|
return order.Sell, nil
|
|
}
|
|
return order.AnySide, errors.New("invalid side received")
|
|
}
|
|
|
|
func compatibleOrderType(orderType string) (order.Type, error) {
|
|
var resp order.Type
|
|
switch orderType {
|
|
case "lmt":
|
|
resp = order.Limit
|
|
case "stp":
|
|
resp = order.Stop
|
|
case "take_profit":
|
|
resp = order.TakeProfit
|
|
default:
|
|
return resp, errors.New("invalid orderType")
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
func compatibleFillOrderType(fillType string) (order.Type, error) {
|
|
var resp order.Type
|
|
switch fillType {
|
|
case "maker":
|
|
resp = order.Limit
|
|
case "taker":
|
|
resp = order.Market
|
|
case "liquidation":
|
|
resp = order.Liquidation
|
|
default:
|
|
return resp, errors.New("invalid orderPriceType")
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetAvailableTransferChains returns the available transfer blockchains for the specific
|
|
// cryptocurrency
|
|
func (k *Kraken) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
|
|
methods, err := k.GetDepositMethods(ctx, cryptocurrency.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
availableChains := make([]string, len(methods))
|
|
for x := range methods {
|
|
availableChains[x] = methods[x].Method
|
|
}
|
|
return availableChains, nil
|
|
}
|
|
|
|
// GetServerTime returns the current exchange server time.
|
|
func (k *Kraken) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
|
|
st, err := k.GetCurrentServerTime(ctx)
|
|
if err != nil {
|
|
return time.Time{}, err
|
|
}
|
|
return time.Parse("Mon, 02 Jan 06 15:04:05 -0700", st.Rfc1123)
|
|
}
|
|
|
|
// GetFuturesContractDetails returns details about futures contracts
|
|
func (k *Kraken) GetFuturesContractDetails(ctx context.Context, item asset.Item) ([]futures.Contract, error) {
|
|
if !item.IsFutures() {
|
|
return nil, futures.ErrNotFuturesAsset
|
|
}
|
|
if !k.SupportsAsset(item) {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, item)
|
|
}
|
|
result, err := k.GetInstruments(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]futures.Contract, len(result.Instruments))
|
|
for i := range result.Instruments {
|
|
var cp, underlying currency.Pair
|
|
var underlyingStr string
|
|
cp, err = currency.NewPairFromString(result.Instruments[i].Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var symbolToSplit string
|
|
if result.Instruments[i].Underlying != "" {
|
|
symbolToSplit = result.Instruments[i].Underlying
|
|
} else {
|
|
symbolToSplit = result.Instruments[i].Symbol
|
|
}
|
|
|
|
underlyingBase := strings.Split(symbolToSplit, "_")
|
|
if len(underlyingBase) <= 1 {
|
|
underlyingStr = symbolToSplit
|
|
} else {
|
|
underlyingStr = underlyingBase[1]
|
|
}
|
|
usdIndex := strings.LastIndex(strings.ToLower(underlyingStr), "usd")
|
|
if usdIndex <= 0 {
|
|
log.Warnf(log.ExchangeSys, "%v unable to find USD index in %v to process contract", k.Name, underlyingStr)
|
|
continue
|
|
}
|
|
underlying, err = currency.NewPairFromStrings(underlyingStr[0:usdIndex], underlyingStr[usdIndex:])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var s, e time.Time
|
|
if result.Instruments[i].OpeningDate != "" {
|
|
s, err = time.Parse(time.RFC3339, result.Instruments[i].OpeningDate)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
var ct futures.ContractType
|
|
if result.Instruments[i].LastTradingTime == "" || item == asset.PerpetualSwap {
|
|
ct = futures.Perpetual
|
|
} else {
|
|
e, err = time.Parse(time.RFC3339, result.Instruments[i].LastTradingTime)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
switch {
|
|
// three day is used for generosity for contract date ranges
|
|
case e.Sub(s) <= kline.OneMonth.Duration()+kline.ThreeDay.Duration():
|
|
ct = futures.Monthly
|
|
case e.Sub(s) <= kline.ThreeMonth.Duration()+kline.ThreeDay.Duration():
|
|
ct = futures.Quarterly
|
|
default:
|
|
ct = futures.SemiAnnually
|
|
}
|
|
}
|
|
contractSettlementType := futures.Linear
|
|
if cp.Base.Equal(currency.PI) || cp.Base.Equal(currency.FI) {
|
|
contractSettlementType = futures.Inverse
|
|
}
|
|
resp[i] = futures.Contract{
|
|
Exchange: k.Name,
|
|
Name: cp,
|
|
Underlying: underlying,
|
|
Asset: item,
|
|
StartDate: s,
|
|
EndDate: e,
|
|
SettlementType: contractSettlementType,
|
|
IsActive: result.Instruments[i].Tradable,
|
|
Type: ct,
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetLatestFundingRates returns the latest funding rates data
|
|
func (k *Kraken) GetLatestFundingRates(ctx context.Context, r *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
|
|
if r == nil {
|
|
return nil, fmt.Errorf("%w LatestRateRequest", common.ErrNilPointer)
|
|
}
|
|
if r.Asset != asset.Futures {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, r.Asset)
|
|
}
|
|
if !r.Pair.IsEmpty() {
|
|
_, isEnabled, err := k.MatchSymbolCheckEnabled(r.Pair.String(), r.Asset, r.Pair.Delimiter != "")
|
|
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
|
|
return nil, err
|
|
}
|
|
if !isEnabled {
|
|
return nil, fmt.Errorf("%w %v", currency.ErrPairNotEnabled, r.Pair)
|
|
}
|
|
}
|
|
|
|
t, err := k.GetFuturesTickers(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]fundingrate.LatestRateResponse, 0, len(t.Tickers))
|
|
for i := range t.Tickers {
|
|
pair, err := currency.NewPairFromString(t.Tickers[i].Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !r.Pair.IsEmpty() && !r.Pair.Equal(pair) {
|
|
continue
|
|
}
|
|
var isPerp bool
|
|
isPerp, err = k.IsPerpetualFutureCurrency(r.Asset, pair)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !isPerp {
|
|
continue
|
|
}
|
|
rate := fundingrate.LatestRateResponse{
|
|
Exchange: k.Name,
|
|
Asset: r.Asset,
|
|
Pair: pair,
|
|
LatestRate: fundingrate.Rate{
|
|
Rate: decimal.NewFromFloat(t.Tickers[i].FundingRate),
|
|
},
|
|
TimeChecked: time.Now(),
|
|
}
|
|
if r.IncludePredictedRate {
|
|
rate.PredictedUpcomingRate = fundingrate.Rate{
|
|
Rate: decimal.NewFromFloat(t.Tickers[i].FundingRatePrediction),
|
|
}
|
|
}
|
|
resp = append(resp, rate)
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// IsPerpetualFutureCurrency ensures a given asset and currency is a perpetual future
|
|
func (k *Kraken) IsPerpetualFutureCurrency(a asset.Item, cp currency.Pair) (bool, error) {
|
|
return cp.Base.Equal(currency.PF) && a == asset.Futures, nil
|
|
}
|
|
|
|
// GetOpenInterest returns the open interest rate for a given asset pair
|
|
func (k *Kraken) GetOpenInterest(ctx context.Context, keys ...key.PairAsset) ([]futures.OpenInterest, error) {
|
|
for i := range keys {
|
|
if keys[i].Asset != asset.Futures {
|
|
// avoid API calls or returning errors after a successful retrieval
|
|
return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, keys[i].Asset, keys[i].Pair())
|
|
}
|
|
}
|
|
futuresTickersData, err := k.GetFuturesTickers(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]futures.OpenInterest, 0, len(futuresTickersData.Tickers))
|
|
for i := range futuresTickersData.Tickers {
|
|
var p currency.Pair
|
|
var isEnabled bool
|
|
p, isEnabled, err = k.MatchSymbolCheckEnabled(futuresTickersData.Tickers[i].Symbol, asset.Futures, true)
|
|
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
|
|
return nil, err
|
|
}
|
|
if !isEnabled {
|
|
continue
|
|
}
|
|
var appendData bool
|
|
for j := range keys {
|
|
if keys[j].Pair().Equal(p) {
|
|
appendData = true
|
|
break
|
|
}
|
|
}
|
|
if len(keys) > 0 && !appendData {
|
|
continue
|
|
}
|
|
resp = append(resp, futures.OpenInterest{
|
|
Key: key.ExchangePairAsset{
|
|
Exchange: k.Name,
|
|
Base: p.Base.Item,
|
|
Quote: p.Quote.Item,
|
|
Asset: asset.Futures,
|
|
},
|
|
OpenInterest: futuresTickersData.Tickers[i].OpenInterest,
|
|
})
|
|
}
|
|
return resp, nil
|
|
}
|