mirror of
https://github.com/d0zingcat/gocryptotrader.git
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* Allow configuration of orderbook publish period For some applications that import GCT it's more interesting to be immediately notified of an exchange orderbook update instead of only getting notified every 10 seconds. This option allows that to happen while keeping the previous default. * exchanges: allow configuration of orderbook update period
1546 lines
46 KiB
Go
1546 lines
46 KiB
Go
package kraken
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import (
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"context"
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"errors"
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"fmt"
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"sort"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/convert"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// GetDefaultConfig returns a default exchange config
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func (k *Kraken) GetDefaultConfig() (*config.ExchangeConfig, error) {
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k.SetDefaults()
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exchCfg := new(config.ExchangeConfig)
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exchCfg.Name = k.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = k.BaseCurrencies
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err := k.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if k.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = k.UpdateTradablePairs(context.TODO(), true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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}
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// SetDefaults sets current default settings
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func (k *Kraken) SetDefaults() {
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k.Name = "Kraken"
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k.Enabled = true
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k.Verbose = true
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k.API.CredentialsValidator.RequiresKey = true
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k.API.CredentialsValidator.RequiresSecret = true
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k.API.CredentialsValidator.RequiresBase64DecodeSecret = true
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pairStore := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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Separator: ",",
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.UnderscoreDelimiter,
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Separator: ",",
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},
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}
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futures := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Delimiter: currency.UnderscoreDelimiter,
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Uppercase: true,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.UnderscoreDelimiter,
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},
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}
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err := k.StoreAssetPairFormat(asset.Spot, pairStore)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = k.StoreAssetPairFormat(asset.Futures, futures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = k.DisableAssetWebsocketSupport(asset.Futures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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k.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerBatching: true,
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TickerFetching: true,
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KlineFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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UserTradeHistory: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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FiatDeposit: true,
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FiatWithdraw: true,
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TradeFee: true,
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FiatDepositFee: true,
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FiatWithdrawalFee: true,
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CryptoDepositFee: true,
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CryptoWithdrawalFee: true,
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MultiChainDeposits: true,
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MultiChainWithdrawals: true,
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},
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WebsocketCapabilities: protocol.Features{
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TickerFetching: true,
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TradeFetching: true,
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KlineFetching: true,
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OrderbookFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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MessageCorrelation: true,
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SubmitOrder: true,
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CancelOrder: true,
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CancelOrders: true,
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GetOrders: true,
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GetOrder: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
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exchange.WithdrawCryptoWith2FA |
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exchange.AutoWithdrawFiatWithSetup |
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exchange.WithdrawFiatWith2FA,
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Kline: kline.ExchangeCapabilitiesSupported{
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DateRanges: true,
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Intervals: true,
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: map[string]bool{
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kline.OneMin.Word(): true,
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kline.ThreeMin.Word(): true,
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kline.FiveMin.Word(): true,
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kline.FifteenMin.Word(): true,
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kline.ThirtyMin.Word(): true,
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kline.OneHour.Word(): true,
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kline.FourHour.Word(): true,
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kline.OneDay.Word(): true,
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kline.FifteenDay.Word(): true,
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kline.OneWeek.Word(): true,
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},
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},
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},
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}
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k.Requester = request.New(k.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(request.NewBasicRateLimit(krakenRateInterval, krakenRequestRate)))
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k.API.Endpoints = k.NewEndpoints()
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err = k.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: krakenAPIURL,
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exchange.RestFutures: futuresURL,
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exchange.WebsocketSpot: krakenWSURL,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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k.Websocket = stream.New()
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k.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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k.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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k.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup sets current exchange configuration
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func (k *Kraken) Setup(exch *config.ExchangeConfig) error {
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if !exch.Enabled {
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k.SetEnabled(false)
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return nil
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}
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err := k.SetupDefaults(exch)
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if err != nil {
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return err
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}
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err = k.SeedAssets(context.TODO())
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if err != nil {
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return err
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}
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wsRunningURL, err := k.API.Endpoints.GetURL(exchange.WebsocketSpot)
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if err != nil {
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return err
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}
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err = k.Websocket.Setup(&stream.WebsocketSetup{
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Enabled: exch.Features.Enabled.Websocket,
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Verbose: exch.Verbose,
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AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
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WebsocketTimeout: exch.WebsocketTrafficTimeout,
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DefaultURL: krakenWSURL,
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ExchangeName: exch.Name,
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RunningURL: wsRunningURL,
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Connector: k.WsConnect,
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Subscriber: k.Subscribe,
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UnSubscriber: k.Unsubscribe,
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GenerateSubscriptions: k.GenerateDefaultSubscriptions,
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Features: &k.Features.Supports.WebsocketCapabilities,
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OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
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OrderbookPublishPeriod: exch.OrderbookConfig.PublishPeriod,
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BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
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SortBuffer: true,
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})
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if err != nil {
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return err
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}
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err = k.Websocket.SetupNewConnection(stream.ConnectionSetup{
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RateLimit: krakenWsRateLimit,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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URL: krakenWSURL,
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})
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if err != nil {
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return err
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}
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return k.Websocket.SetupNewConnection(stream.ConnectionSetup{
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RateLimit: krakenWsRateLimit,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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URL: krakenAuthWSURL,
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Authenticated: true,
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})
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}
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// Start starts the Kraken go routine
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func (k *Kraken) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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k.Run()
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wg.Done()
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}()
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}
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// Run implements the Kraken wrapper
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func (k *Kraken) Run() {
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if k.Verbose {
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k.PrintEnabledPairs()
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}
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forceUpdate := false
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format, err := k.GetPairFormat(asset.UseDefault(), false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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k.Name,
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err)
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return
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}
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enabled, err := k.GetEnabledPairs(asset.UseDefault())
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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k.Name,
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err)
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return
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}
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avail, err := k.GetAvailablePairs(asset.UseDefault())
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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k.Name,
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err)
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return
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}
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if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
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!common.StringDataContains(avail.Strings(), format.Delimiter) ||
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common.StringDataContains(avail.Strings(), "ZUSD") {
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var p currency.Pairs
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p, err = currency.NewPairsFromStrings([]string{currency.XBT.String() +
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format.Delimiter +
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currency.USD.String()})
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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k.Name,
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err)
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} else {
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log.Warn(log.ExchangeSys, "Available pairs for Kraken reset due to config upgrade, please enable the ones you would like again")
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forceUpdate = true
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err = k.UpdatePairs(p, asset.UseDefault(), true, true)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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k.Name,
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err)
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}
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}
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}
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if !k.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
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return
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}
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err = k.UpdateTradablePairs(context.TODO(), forceUpdate)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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k.Name,
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err)
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}
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (k *Kraken) FetchTradablePairs(ctx context.Context, assetType asset.Item) ([]string, error) {
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var products []string
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format, err := k.GetPairFormat(assetType, false)
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if err != nil {
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return nil, err
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}
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switch assetType {
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case asset.Spot:
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if !assetTranslator.Seeded() {
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if err := k.SeedAssets(ctx); err != nil {
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return nil, err
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}
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}
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pairs, err := k.GetAssetPairs(ctx, []string{}, "")
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if err != nil {
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return nil, err
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}
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for i := range pairs {
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if strings.Contains(pairs[i].Altname, ".d") {
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continue
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}
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base := assetTranslator.LookupAltname(pairs[i].Base)
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if base == "" {
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log.Warnf(log.ExchangeSys,
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"%s unable to lookup altname for base currency %s",
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k.Name,
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pairs[i].Base)
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continue
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}
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quote := assetTranslator.LookupAltname(pairs[i].Quote)
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if quote == "" {
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log.Warnf(log.ExchangeSys,
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"%s unable to lookup altname for quote currency %s",
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k.Name,
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pairs[i].Quote)
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continue
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}
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products = append(products, base+format.Delimiter+quote)
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}
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case asset.Futures:
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pairs, err := k.GetFuturesMarkets(ctx)
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if err != nil {
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return nil, err
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}
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for x := range pairs.Instruments {
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if pairs.Instruments[x].Tradable {
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curr, err := currency.NewPairFromString(pairs.Instruments[x].Symbol)
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if err != nil {
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return nil, err
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}
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products = append(products, format.Format(curr))
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}
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}
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}
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return products, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (k *Kraken) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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assets := k.GetAssetTypes(false)
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for x := range assets {
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pairs, err := k.FetchTradablePairs(ctx, assets[x])
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if err != nil {
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return err
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}
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p, err := currency.NewPairsFromStrings(pairs)
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if err != nil {
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return err
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}
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err = k.UpdatePairs(p, assets[x], false, forceUpdate)
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if err != nil {
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return err
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}
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}
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return nil
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}
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// UpdateTickers updates the ticker for all currency pairs of a given asset type
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func (k *Kraken) UpdateTickers(ctx context.Context, a asset.Item) error {
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switch a {
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case asset.Spot:
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pairs, err := k.GetEnabledPairs(a)
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if err != nil {
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return err
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}
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pairsCollated, err := k.FormatExchangeCurrencies(pairs, a)
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if err != nil {
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return err
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}
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tickers, err := k.GetTickers(ctx, pairsCollated)
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if err != nil {
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return err
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}
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for i := range pairs {
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for c, t := range tickers {
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pairFmt, err := k.FormatExchangeCurrency(pairs[i], a)
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if err != nil {
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return err
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}
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if !strings.EqualFold(pairFmt.String(), c) {
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altCurrency := assetTranslator.LookupAltname(c)
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if altCurrency == "" {
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continue
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}
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if !strings.EqualFold(pairFmt.String(), altCurrency) {
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continue
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}
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: t.Last,
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High: t.High,
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Low: t.Low,
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Bid: t.Bid,
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Ask: t.Ask,
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Volume: t.Volume,
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Open: t.Open,
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Pair: pairs[i],
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ExchangeName: k.Name,
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AssetType: a})
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if err != nil {
|
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return err
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}
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}
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}
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case asset.Futures:
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t, err := k.GetFuturesTickers(ctx)
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if err != nil {
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return err
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}
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for x := range t.Tickers {
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pair, err := currency.NewPairFromString(t.Tickers[x].Symbol)
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if err != nil {
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return err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: t.Tickers[x].Last,
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Bid: t.Tickers[x].Bid,
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Ask: t.Tickers[x].Ask,
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Volume: t.Tickers[x].Vol24h,
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Open: t.Tickers[x].Open24H,
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Pair: pair,
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ExchangeName: k.Name,
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AssetType: a})
|
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if err != nil {
|
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return err
|
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}
|
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}
|
|
default:
|
|
return fmt.Errorf("assetType not supported: %v", a)
|
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}
|
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return nil
|
|
}
|
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|
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// UpdateTicker updates and returns the ticker for a currency pair
|
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func (k *Kraken) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
|
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if err := k.UpdateTickers(ctx, a); err != nil {
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return nil, err
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}
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return ticker.GetTicker(k.Name, p, a)
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}
|
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|
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// FetchTicker returns the ticker for a currency pair
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func (k *Kraken) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(k.Name, p, assetType)
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if err != nil {
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return k.UpdateTicker(ctx, p, assetType)
|
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}
|
|
return tickerNew, nil
|
|
}
|
|
|
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// FetchOrderbook returns orderbook base on the currency pair
|
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func (k *Kraken) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
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ob, err := orderbook.Get(k.Name, p, assetType)
|
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if err != nil {
|
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return k.UpdateOrderbook(ctx, p, assetType)
|
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}
|
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return ob, nil
|
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}
|
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|
|
// 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) {
|
|
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 nil, err
|
|
}
|
|
for x := range orderbookNew.Bids {
|
|
book.Bids = append(book.Bids, orderbook.Item{
|
|
Amount: orderbookNew.Bids[x].Amount,
|
|
Price: orderbookNew.Bids[x].Price,
|
|
})
|
|
}
|
|
for y := range orderbookNew.Asks {
|
|
book.Asks = append(book.Asks, 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 nil, err
|
|
}
|
|
for x := range futuresOB.Orderbook.Asks {
|
|
book.Asks = append(book.Asks, orderbook.Item{
|
|
Price: futuresOB.Orderbook.Asks[x][0],
|
|
Amount: futuresOB.Orderbook.Asks[x][1],
|
|
})
|
|
}
|
|
for y := range futuresOB.Orderbook.Bids {
|
|
book.Bids = append(book.Bids, orderbook.Item{
|
|
Price: futuresOB.Orderbook.Bids[y][0],
|
|
Amount: futuresOB.Orderbook.Bids[y][1],
|
|
})
|
|
}
|
|
default:
|
|
return book, fmt.Errorf("invalid assetType: %v", 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{
|
|
CurrencyName: currency.NewCode(translatedCurrency),
|
|
TotalValue: bal[key],
|
|
})
|
|
}
|
|
info.Accounts = append(info.Accounts, account.SubAccount{
|
|
Currencies: balances,
|
|
})
|
|
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{
|
|
CurrencyName: currency.NewCode(code).Upper(),
|
|
TotalValue: bal.Accounts[name].Balances[code],
|
|
})
|
|
}
|
|
info.Accounts = append(info.Accounts, account.SubAccount{
|
|
ID: name,
|
|
AssetType: asset.Futures,
|
|
Currencies: balances,
|
|
})
|
|
}
|
|
}
|
|
if err := account.Process(&info); 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) {
|
|
acc, err := account.GetHoldings(k.Name, assetType)
|
|
if err != nil {
|
|
return k.UpdateAccountInfo(ctx, assetType)
|
|
}
|
|
return acc, nil
|
|
}
|
|
|
|
// GetFundingHistory returns funding history, deposits and
|
|
// withdrawals
|
|
func (k *Kraken) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (k *Kraken) GetWithdrawalsHistory(ctx context.Context, c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
|
|
withdrawals, err := k.WithdrawStatus(ctx, c, "")
|
|
for i := range withdrawals {
|
|
resp = append(resp, 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
|
|
}
|
|
|
|
// 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
|
|
var tradeData []RecentTrades
|
|
tradeData, err = k.GetTrades(ctx, p)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []trade.Data
|
|
for i := range tradeData {
|
|
side := order.Buy
|
|
if tradeData[i].BuyOrSell == "s" {
|
|
side = order.Sell
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
Exchange: k.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: tradeData[i].Price,
|
|
Amount: tradeData[i].Volume,
|
|
Timestamp: convert.TimeFromUnixTimestampDecimal(tradeData[i].Time),
|
|
})
|
|
}
|
|
|
|
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) {
|
|
var submitOrderResponse order.SubmitResponse
|
|
if err := s.Validate(); err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
switch s.AssetType {
|
|
case asset.Spot:
|
|
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
var resp string
|
|
s.Pair.Delimiter = "/" // required pair format: ISO 4217-A3
|
|
resp, err := k.wsAddOrder(&WsAddOrderRequest{
|
|
OrderType: s.Type.Lower(),
|
|
OrderSide: s.Side.Lower(),
|
|
Pair: s.Pair.String(),
|
|
Price: s.Price,
|
|
Volume: s.Amount,
|
|
})
|
|
if err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
submitOrderResponse.OrderID = resp
|
|
submitOrderResponse.IsOrderPlaced = true
|
|
} else {
|
|
var response AddOrderResponse
|
|
response, err := k.AddOrder(ctx,
|
|
s.Pair,
|
|
s.Side.String(),
|
|
s.Type.String(),
|
|
s.Amount,
|
|
s.Price,
|
|
0,
|
|
0,
|
|
&AddOrderOptions{})
|
|
if err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
if len(response.TransactionIds) > 0 {
|
|
submitOrderResponse.OrderID = strings.Join(response.TransactionIds, ", ")
|
|
}
|
|
}
|
|
if s.Type == order.Market {
|
|
submitOrderResponse.FullyMatched = true
|
|
}
|
|
submitOrderResponse.IsOrderPlaced = true
|
|
case asset.Futures:
|
|
order, err := k.FuturesSendOrder(ctx,
|
|
s.Type,
|
|
s.Pair,
|
|
s.Side.Lower(),
|
|
"",
|
|
s.ClientOrderID,
|
|
"",
|
|
s.ImmediateOrCancel,
|
|
s.Amount,
|
|
s.Price,
|
|
0,
|
|
)
|
|
if err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
|
|
// check the status, anything that is not placed we error out
|
|
if order.SendStatus.Status != "placed" {
|
|
return submitOrderResponse,
|
|
fmt.Errorf("submit order failed: %s",
|
|
order.SendStatus.Status)
|
|
}
|
|
|
|
submitOrderResponse.OrderID = order.SendStatus.OrderID
|
|
submitOrderResponse.IsOrderPlaced = true
|
|
default:
|
|
return submitOrderResponse, fmt.Errorf("invalid assetType")
|
|
}
|
|
return submitOrderResponse, nil
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (k *Kraken) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
|
|
return order.Modify{}, 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.ID})
|
|
}
|
|
_, err := k.CancelExistingOrder(ctx, o.ID)
|
|
return err
|
|
case asset.Futures:
|
|
_, err := k.FuturesCancelOrder(ctx, o.ID, "")
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (k *Kraken) CancelBatchOrders(ctx context.Context, orders []order.Cancel) (order.CancelBatchResponse, error) {
|
|
var ordersList []string
|
|
for i := range orders {
|
|
if err := orders[i].Validate(orders[i].StandardCancel()); err != nil {
|
|
return order.CancelBatchResponse{}, err
|
|
}
|
|
ordersList = append(ordersList, orders[i].ID)
|
|
}
|
|
|
|
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
err := k.wsCancelOrders(ordersList)
|
|
return order.CancelBatchResponse{}, err
|
|
}
|
|
|
|
return order.CancelBatchResponse{}, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// 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, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
|
|
var orderDetail order.Detail
|
|
switch assetType {
|
|
case asset.Spot:
|
|
resp, err := k.QueryOrdersInfo(ctx,
|
|
OrderInfoOptions{
|
|
Trades: true,
|
|
}, orderID)
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
|
|
orderInfo, ok := resp[orderID]
|
|
if !ok {
|
|
return orderDetail, fmt.Errorf("order %s not found in response", orderID)
|
|
}
|
|
|
|
if !assetType.IsValid() {
|
|
assetType = asset.UseDefault()
|
|
}
|
|
|
|
avail, err := k.GetAvailablePairs(assetType)
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
|
|
format, err := k.GetPairFormat(assetType, true)
|
|
if err != nil {
|
|
return orderDetail, 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 orderDetail, err
|
|
}
|
|
status, err := order.StringToOrderStatus(orderInfo.Status)
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
oType, err := order.StringToOrderType(orderInfo.Description.OrderType)
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
|
|
p, err := currency.NewPairFromFormattedPairs(orderInfo.Description.Pair,
|
|
avail,
|
|
format)
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
|
|
price := orderInfo.Price
|
|
if orderInfo.Status == statusOpen {
|
|
price = orderInfo.Description.Price
|
|
}
|
|
|
|
orderDetail = order.Detail{
|
|
Exchange: k.Name,
|
|
ID: 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,
|
|
}
|
|
case asset.Futures:
|
|
orderInfo, err := k.FuturesGetFills(ctx, time.Time{})
|
|
if err != nil {
|
|
return orderDetail, 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 orderDetail, err
|
|
}
|
|
oSide, err := compatibleOrderSide(orderInfo.Fills[y].Side)
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
fillOrderType, err := compatibleFillOrderType(orderInfo.Fills[y].FillType)
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
timeVar, err := time.Parse(krakenFormat, orderInfo.Fills[y].FillTime)
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
orderDetail = order.Detail{
|
|
ID: orderID,
|
|
Price: orderInfo.Fills[y].Price,
|
|
Amount: orderInfo.Fills[y].Size,
|
|
Side: oSide,
|
|
Type: fillOrderType,
|
|
Date: timeVar,
|
|
Pair: pair,
|
|
Exchange: k.Name,
|
|
}
|
|
}
|
|
}
|
|
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 !k.AllowAuthenticatedRequest() && // 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.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := req.Validate(); 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
|
|
}
|
|
side := order.Side(strings.ToUpper(resp.Open[i].Description.Type))
|
|
orderType := order.Type(strings.ToUpper(resp.Open[i].Description.OrderType))
|
|
orders = append(orders, order.Detail{
|
|
ID: 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,
|
|
})
|
|
}
|
|
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{
|
|
ID: 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,
|
|
})
|
|
}
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%s assetType not supported", req.AssetType)
|
|
}
|
|
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
|
|
order.FilterOrdersBySide(&orders, req.Side)
|
|
order.FilterOrdersByCurrencies(&orders, req.Pairs)
|
|
return orders, nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (k *Kraken) GetOrderHistory(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := getOrdersRequest.Validate(); 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
|
|
}
|
|
|
|
side := order.Side(strings.ToUpper(resp.Closed[i].Description.Type))
|
|
orderType := order.Type(strings.ToUpper(resp.Closed[i].Description.OrderType))
|
|
orders = append(orders, order.Detail{
|
|
ID: i,
|
|
Amount: resp.Closed[i].Volume,
|
|
RemainingAmount: (resp.Closed[i].Volume - resp.Closed[i].VolumeExecuted),
|
|
ExecutedAmount: resp.Closed[i].VolumeExecuted,
|
|
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,
|
|
Type: orderType,
|
|
Pair: p,
|
|
})
|
|
}
|
|
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,
|
|
ID: 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,
|
|
ID: 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,
|
|
ID: 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,
|
|
ID: 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, fmt.Errorf("invalid orderHistory data")
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
order.FilterOrdersBySide(&orders, getOrdersRequest.Side)
|
|
order.FilterOrdersByCurrencies(&orders, getOrdersRequest.Pairs)
|
|
return 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
|
|
}
|
|
|
|
// ValidateCredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (k *Kraken) ValidateCredentials(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)
|
|
}
|
|
|
|
// 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, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := k.ValidateKline(pair, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
ret := kline.Item{
|
|
Exchange: k.Name,
|
|
Pair: pair,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
candles, err := k.GetOHLC(ctx, pair, k.FormatExchangeKlineInterval(interval))
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
for x := range candles {
|
|
timeValue, err := convert.TimeFromUnixTimestampFloat(candles[x].Time * 1000)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
if timeValue.Before(start) || timeValue.After(end) {
|
|
continue
|
|
}
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: timeValue,
|
|
Open: candles[x].Open,
|
|
High: candles[x].High,
|
|
Low: candles[x].Low,
|
|
Close: candles[x].Close,
|
|
Volume: candles[x].Volume,
|
|
})
|
|
}
|
|
ret.SortCandlesByTimestamp(false)
|
|
return ret, nil
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (k *Kraken) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := k.ValidateKline(pair, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
ret := kline.Item{
|
|
Exchange: k.Name,
|
|
Pair: pair,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
candles, err := k.GetOHLC(ctx, pair, k.FormatExchangeKlineInterval(interval))
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
for i := range candles {
|
|
timeValue, err := convert.TimeFromUnixTimestampFloat(candles[i].Time * 1000)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
if timeValue.Before(start) || timeValue.After(end) {
|
|
continue
|
|
}
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: timeValue,
|
|
Open: candles[i].Open,
|
|
High: candles[i].High,
|
|
Low: candles[i].Low,
|
|
Close: candles[i].Close,
|
|
Volume: candles[i].Volume,
|
|
})
|
|
}
|
|
ret.SortCandlesByTimestamp(false)
|
|
return ret, nil
|
|
}
|
|
|
|
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, fmt.Errorf("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, fmt.Errorf("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, fmt.Errorf("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
|
|
}
|
|
|
|
var availableChains []string
|
|
for x := range methods {
|
|
availableChains = append(availableChains, methods[x].Method)
|
|
}
|
|
return availableChains, nil
|
|
}
|