Files
gocryptotrader/exchanges/kraken/kraken_wrapper.go
Ryan O'Hara-Reid 9657a570dd exchanges: shift GetDefaultConfig wrapper function to exchange.go (#1472)
* 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>
2024-04-12 16:15:43 +10:00

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: &currency.PairFormat{
Uppercase: true,
Separator: ",",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.UnderscoreDelimiter,
Separator: ",",
},
}
futures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Delimiter: currency.UnderscoreDelimiter,
Uppercase: true,
},
ConfigFormat: &currency.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
}