Files
gocryptotrader/exchanges/kraken/kraken_wrapper.go
Gareth Kirwan 52c6b3bf0b Websocket: Various refactors and test improvements (#1466)
* Websocket: Remove IsInit and simplify SetProxyAddress

IsInit was basically the same as IsConnected.
Any time Connect was called both would be set to true.
Any time we had a disconnect they'd both be set to false
Shutdown() incorrectly didn't setInit(false)

SetProxyAddress simplified to only reconnect a connected Websocket.
Any other state means it hasn't been Connected, or it's about to
reconnect anyway.
There's no handling for IsConnecting previously, either, so I've wrapped
that behind the main mutex.

* Websocket: Expand and Assertify tests

* Websocket: Simplify state transistions

* Websocket: Simplify Connecting/Connected state

* Websocket: Tests and errors for websocket

* Websocket: Make WebsocketNotEnabled a real error

This allows for testing and avoids the repetition.
If each returned error is a error.New() you can never use errors.Is()

* Websocket: Add more testable errors

* Websocket: Improve GenerateMessageID test

Testing just the last id doesn't feel very robust

* Websocket: Protect Setup() from races

* Websocket: Use atomics instead of mutex

This was spurred by looking at the setState call in trafficMonitor and
the effect on blocking and efficiency.
With the new atomic types in Go 1.19, and the small types in use here,
atomics should be safe for our usage. bools should be truly atomic,
and uint32 is atomic when the accepted value range is less than one byte/uint8 since
that can be written atomicly by concurrent processors.
Maybe that's not even a factor any more, however we don't even have to worry enough to check.

* Websocket: Fix and simplify traffic monitor

trafficMonitor had a check throttle at the end of the for loop to stop it just gobbling the (blocking) trafficAlert channel non-stop.
That makes sense, except that nothing is sent to the trafficAlert channel if there's no listener.
So that means that it's out by one second on the trafficAlert, because any traffic received during the pause is doesn't try to send a traffic alert.

The unstopped timer is deliberately leaked for later GC when shutdown.
It won't delay/block anything, and it's a trivial memory leak during an infrequent event.

Deliberately Choosing to recreate the timer each time instead of using Stop, drain and reset

* Websocket: Split traficMonitor test on behaviours

* Websocket: Remove trafficMonitor connected status

trafficMonitor does not need to set the connection to be connected.
Connect() does that. Anything after that should result in a full
shutdown and restart. It can't and shouldn't become connected
unexpectedly, and this is most likely a race anyway.

Also dropped trafficCheckInterval to 100ms to mitigate races of traffic
alerts being buffered for too long.

* Websocket: Set disconnected earlier in Shutdown

This caused a possible race where state is still connected, but we start
to trigger interested actors via ShutdownC and Wait.
They may check state and then call Shutdown again, such as
trafficMonitor

* Websocket: Wait 5s for slow tests to pass traffic draining

Keep getting failures upstream on test rigs.
Think they can be very contended, so this pushes the boundary right out
to 5s
2024-02-23 18:39:25 +11:00

1820 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"
)
// GetDefaultConfig returns a default exchange config
func (k *Kraken) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
k.SetDefaults()
exchCfg, err := k.GetStandardConfig()
if err != nil {
return nil, err
}
err = k.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if k.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = k.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// 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
}