Files
gocryptotrader/exchanges/kraken/kraken.go
Scott 5ea5245afb Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker

* Moving everything in a broken fashion

* Removes tradetracker. Removes some errors for subsystems

* Cleans up some subsystems, renames stuttering types. Removes some global Bot usage

* More basic subsystem renaming and file moving

* Removes engine dependency from events,ntpserver,ordermanager,comms manager

* Exports eventManager, fixes rpcserver. puts rpcserver back for now

* Removes redundant error message, further removes engine dependencies

* experimental end of day interface usage

* adds ability to build the application

* Withdraw and event manager handling

* cleans up apiserver and communications manager

* Cleans up some start/setup processes. Though should separate

* More consistency with Setup Start Stop IsRunning funcs

* Final consistency pass before testing phase

* Fixes engine tests. Fixes stop nil issue

* api server tests

* Communications manager testing

* Connection manager tests and nilsubsystem error

* End of day currencypairsyncer tests

* Adds databaseconnection/databaseconnection_test.go

* Adds withdrawal manager tests

* Deposit address testing. Moved orderbook sync first as its more important

* Adds test for event manager

* More full eventmanager testing

* Adds testfile. Enables skipped test.

* ntp manager tests

* Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles

* Adds websocket routine manager tests

* Basic portfolio manager testing

* Fixes issue with currency pair sync startup

* Fixes issue with event manager startup

* Starts the order manager before backtester starts

* Fixes fee tests. Expands testing. Doesnt fix races

* Fixes most test races

* Resolves data races

* Fixes subsystem test issues

* currency pair syncer coverage tests

* Refactors portfolio. Fixes tests. Withdraw validation

Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager
is in charge how the portfolio is handled and all portfolio functions are attached
to the base instead of just exported at the package level

Withdrawal validation occurred at the exchange level when it can just be run at the
withdrawal manager level. All withdrawal requests go through that endpoint

* lint -fix

* golang lint fixes

* lints and comments everything

* Updates GCT logo, adds documentation for some subsystems

* More documentation and more logo updates

* Fixes backtesting and apiserver errors encountered

* Fixes errors and typos from reviewing

* More minor fixes

* Changes %h verb to %w

* reverbs to %s

* Humbly begins reverting to more flat engine package

The main reasoning for this is that the subsystem split doesn't make sense
in a golang environment. The subsystems are only meant to be used with engine
and so by placing them in a non-engine area, it does not work and is
inconsistent with the rest of the application's package layout.

This will begin salvaging the changes made by reverting to a flat
engine package, but maintaining the consistent designs introduced.
Further, I will look to remove any TestMains and decrease the scope
of testing to be more local and decrease the issues that have been
caused from our style of testing.

* Manages to re-flatten things. Everything is within its own file

* mini fixes

* Fixes tests and data races and lints

* Updates docs tool for engine to create filename readmes

* os -> ioutil

* remove err

* Appveyor version increase test

* Removes tCleanup as its unsupported on appveyor

* Adds stuff that I thought was in previous merge master commit

* Removes cancel from test

* Fixes really fun test-exclusive data race

* minor nit fixes

* niterinos

* docs gen

* rm;rf test

* Remove typoline. expands startstop helper. Splits apiserver

* Removes accidental folder

* Uses update instead of replace for order upsert

* addresses nits. Renames files. Regenerates documentation.

* lint and removal of comments

* Add new test for default scenario

* Fixes typo

* regen docs
2021-05-31 10:17:12 +10:00

1216 lines
32 KiB
Go

package kraken
import (
"context"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/log"
)
const (
krakenAPIURL = "https://api.kraken.com"
krakenFuturesURL = "https://futures.kraken.com"
futuresURL = "https://futures.kraken.com/derivatives"
krakenSpotVersion = "0"
krakenFuturesVersion = "3"
)
// Kraken is the overarching type across the alphapoint package
type Kraken struct {
exchange.Base
wsRequestMtx sync.Mutex
}
// GetServerTime returns current server time
func (k *Kraken) GetServerTime() (TimeResponse, error) {
path := fmt.Sprintf("/%s/public/%s", krakenAPIVersion, krakenServerTime)
var response struct {
Error []string `json:"error"`
Result TimeResponse `json:"result"`
}
if err := k.SendHTTPRequest(exchange.RestSpot, path, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// SeedAssets seeds Kraken's asset list and stores it in the
// asset translator
func (k *Kraken) SeedAssets() error {
assets, err := k.GetAssets()
if err != nil {
return err
}
for orig, val := range assets {
assetTranslator.Seed(orig, val.Altname)
}
assetPairs, err := k.GetAssetPairs([]string{}, "")
if err != nil {
return err
}
for k := range assetPairs {
assetTranslator.Seed(k, assetPairs[k].Altname)
}
return nil
}
// GetAssets returns a full asset list
func (k *Kraken) GetAssets() (map[string]*Asset, error) {
path := fmt.Sprintf("/%s/public/%s", krakenAPIVersion, krakenAssets)
var response struct {
Error []string `json:"error"`
Result map[string]*Asset `json:"result"`
}
if err := k.SendHTTPRequest(exchange.RestSpot, path, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetAssetPairs returns a full asset pair list
// Parameter 'info' only supports 4 strings: "fees", "leverage", "margin", "info" <- (default)
func (k *Kraken) GetAssetPairs(assetPairs []string, info string) (map[string]AssetPairs, error) {
path := fmt.Sprintf("/%s/public/%s", krakenAPIVersion, krakenAssetPairs)
params := url.Values{}
var assets string
if len(assetPairs) != 0 {
assets = strings.Join(assetPairs, ",")
params.Set("pair", assets)
}
var response struct {
Error []string `json:"error"`
Result map[string]AssetPairs `json:"result"`
}
if info != "" {
if info != "margin" && info != "leverage" && info != "fees" && info != "info" {
return response.Result, errors.New("parameter info can only be 'asset', 'margin', 'fees' or 'leverage'")
}
params.Set("info", info)
}
if err := k.SendHTTPRequest(exchange.RestSpot, path+params.Encode(), &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetTicker returns ticker information from kraken
func (k *Kraken) GetTicker(symbol currency.Pair) (Ticker, error) {
tick := Ticker{}
values := url.Values{}
symbolValue, err := k.FormatSymbol(symbol, asset.Spot)
if err != nil {
return tick, err
}
values.Set("pair", symbolValue)
type Response struct {
Error []interface{} `json:"error"`
Data map[string]TickerResponse `json:"result"`
}
resp := Response{}
path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenTicker, values.Encode())
err = k.SendHTTPRequest(exchange.RestSpot, path, &resp)
if err != nil {
return tick, err
}
if len(resp.Error) > 0 {
return tick, fmt.Errorf("%s error: %s", k.Name, resp.Error)
}
for i := range resp.Data {
tick.Ask, _ = strconv.ParseFloat(resp.Data[i].Ask[0], 64)
tick.Bid, _ = strconv.ParseFloat(resp.Data[i].Bid[0], 64)
tick.Last, _ = strconv.ParseFloat(resp.Data[i].Last[0], 64)
tick.Volume, _ = strconv.ParseFloat(resp.Data[i].Volume[1], 64)
tick.VolumeWeightedAveragePrice, _ = strconv.ParseFloat(resp.Data[i].VolumeWeightedAveragePrice[1], 64)
tick.Trades = resp.Data[i].Trades[1]
tick.Low, _ = strconv.ParseFloat(resp.Data[i].Low[1], 64)
tick.High, _ = strconv.ParseFloat(resp.Data[i].High[1], 64)
tick.Open, _ = strconv.ParseFloat(resp.Data[i].Open, 64)
}
return tick, nil
}
// GetTickers supports fetching multiple tickers from Kraken
// pairList must be in the format pairs separated by commas
// ("LTCUSD,ETCUSD")
func (k *Kraken) GetTickers(pairList string) (map[string]Ticker, error) {
values := url.Values{}
values.Set("pair", pairList)
type Response struct {
Error []interface{} `json:"error"`
Data map[string]TickerResponse `json:"result"`
}
resp := Response{}
path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenTicker, values.Encode())
err := k.SendHTTPRequest(exchange.RestSpot, path, &resp)
if err != nil {
return nil, err
}
if len(resp.Error) > 0 {
return nil, fmt.Errorf("%s error: %s", k.Name, resp.Error)
}
tickers := make(map[string]Ticker)
for i := range resp.Data {
tick := Ticker{}
tick.Ask, _ = strconv.ParseFloat(resp.Data[i].Ask[0], 64)
tick.Bid, _ = strconv.ParseFloat(resp.Data[i].Bid[0], 64)
tick.Last, _ = strconv.ParseFloat(resp.Data[i].Last[0], 64)
tick.Volume, _ = strconv.ParseFloat(resp.Data[i].Volume[1], 64)
tick.VolumeWeightedAveragePrice, _ = strconv.ParseFloat(resp.Data[i].VolumeWeightedAveragePrice[1], 64)
tick.Trades = resp.Data[i].Trades[1]
tick.Low, _ = strconv.ParseFloat(resp.Data[i].Low[1], 64)
tick.High, _ = strconv.ParseFloat(resp.Data[i].High[1], 64)
tick.Open, _ = strconv.ParseFloat(resp.Data[i].Open, 64)
tickers[i] = tick
}
return tickers, nil
}
// GetOHLC returns an array of open high low close values of a currency pair
func (k *Kraken) GetOHLC(symbol currency.Pair, interval string) ([]OpenHighLowClose, error) {
values := url.Values{}
symbolValue, err := k.FormatSymbol(symbol, asset.Spot)
if err != nil {
return nil, err
}
translatedAsset := assetTranslator.LookupCurrency(symbolValue)
if translatedAsset == "" {
translatedAsset = symbolValue
}
values.Set("pair", translatedAsset)
values.Set("interval", interval)
type Response struct {
Error []interface{} `json:"error"`
Data map[string]interface{} `json:"result"`
}
var OHLC []OpenHighLowClose
var result Response
path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenOHLC, values.Encode())
err = k.SendHTTPRequest(exchange.RestSpot, path, &result)
if err != nil {
return OHLC, err
}
if len(result.Error) != 0 {
return OHLC, fmt.Errorf("getOHLC error: %s", result.Error)
}
_, ok := result.Data[translatedAsset].([]interface{})
if !ok {
return nil, errors.New("invalid data returned")
}
for _, y := range result.Data[translatedAsset].([]interface{}) {
o := OpenHighLowClose{}
for i, x := range y.([]interface{}) {
switch i {
case 0:
o.Time = x.(float64)
case 1:
o.Open, _ = strconv.ParseFloat(x.(string), 64)
case 2:
o.High, _ = strconv.ParseFloat(x.(string), 64)
case 3:
o.Low, _ = strconv.ParseFloat(x.(string), 64)
case 4:
o.Close, _ = strconv.ParseFloat(x.(string), 64)
case 5:
o.VolumeWeightedAveragePrice, _ = strconv.ParseFloat(x.(string), 64)
case 6:
o.Volume, _ = strconv.ParseFloat(x.(string), 64)
case 7:
o.Count = x.(float64)
}
}
OHLC = append(OHLC, o)
}
return OHLC, nil
}
// GetDepth returns the orderbook for a particular currency
func (k *Kraken) GetDepth(symbol currency.Pair) (Orderbook, error) {
var result interface{}
var orderBook Orderbook
values := url.Values{}
symbolValue, err := k.FormatSymbol(symbol, asset.Spot)
if err != nil {
return orderBook, err
}
values.Set("pair", symbolValue)
path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenDepth, values.Encode())
err = k.SendHTTPRequest(exchange.RestSpot, path, &result)
if err != nil {
return orderBook, err
}
if result == nil {
return orderBook, fmt.Errorf("%s GetDepth result is nil", k.Name)
}
data := result.(map[string]interface{})
if data["result"] == nil {
return orderBook, fmt.Errorf("%s GetDepth data[result] is nil", k.Name)
}
orderbookData := data["result"].(map[string]interface{})
var bidsData []interface{}
var asksData []interface{}
for _, y := range orderbookData {
yData := y.(map[string]interface{})
bidsData = yData["bids"].([]interface{})
asksData = yData["asks"].([]interface{})
}
processOrderbook := func(data []interface{}) ([]OrderbookBase, error) {
var result []OrderbookBase
for x := range data {
entry := data[x].([]interface{})
price, priceErr := strconv.ParseFloat(entry[0].(string), 64)
if priceErr != nil {
return nil, priceErr
}
amount, amountErr := strconv.ParseFloat(entry[1].(string), 64)
if amountErr != nil {
return nil, amountErr
}
result = append(result, OrderbookBase{Price: price, Amount: amount})
}
return result, nil
}
orderBook.Bids, err = processOrderbook(bidsData)
if err != nil {
return orderBook, err
}
orderBook.Asks, err = processOrderbook(asksData)
return orderBook, err
}
// GetTrades returns current trades on Kraken
func (k *Kraken) GetTrades(symbol currency.Pair) ([]RecentTrades, error) {
values := url.Values{}
symbolValue, err := k.FormatSymbol(symbol, asset.Spot)
if err != nil {
return nil, err
}
translatedAsset := assetTranslator.LookupCurrency(symbolValue)
values.Set("pair", translatedAsset)
var recentTrades []RecentTrades
var result interface{}
path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenTrades, values.Encode())
err = k.SendHTTPRequest(exchange.RestSpot, path, &result)
if err != nil {
return nil, err
}
data, ok := result.(map[string]interface{})
if !ok {
return nil, errors.New("unable to parse trade data")
}
var dataError interface{}
dataError, ok = data["error"]
if ok {
var dataErrorInterface interface{}
dataErrorInterface, ok = dataError.(interface{})
if ok {
var errorList []interface{}
errorList, ok = dataErrorInterface.([]interface{})
if ok {
var errs common.Errors
for i := range errorList {
var errString string
errString, ok = errorList[i].(string)
if !ok {
continue
}
errs = append(errs, errors.New(errString))
}
if len(errs) > 0 {
return nil, errs
}
}
}
}
var resultField interface{}
resultField, ok = data["result"]
if !ok {
return nil, errors.New("unable to find field 'result'")
}
var tradeInfo map[string]interface{}
tradeInfo, ok = resultField.(map[string]interface{})
if !ok {
return nil, errors.New("unable to parse field 'result'")
}
var trades []interface{}
var tradesForSymbol interface{}
tradesForSymbol, ok = tradeInfo[translatedAsset]
if !ok {
return nil, fmt.Errorf("no data returned for symbol %v", symbol)
}
trades, ok = tradesForSymbol.([]interface{})
if !ok {
return nil, fmt.Errorf("no trades returned for symbol %v", symbol)
}
for _, x := range trades {
r := RecentTrades{}
var individualTrade []interface{}
individualTrade, ok = x.([]interface{})
if !ok {
return nil, errors.New("unable to parse individual trade data")
}
if len(individualTrade) != 6 {
return nil, errors.New("unrecognised trade data received")
}
r.Price, err = strconv.ParseFloat(individualTrade[0].(string), 64)
if err != nil {
return nil, err
}
r.Volume, err = strconv.ParseFloat(individualTrade[1].(string), 64)
if err != nil {
return nil, err
}
r.Time, ok = individualTrade[2].(float64)
if !ok {
return nil, errors.New("unable to parse time for individual trade data")
}
r.BuyOrSell, ok = individualTrade[3].(string)
if !ok {
return nil, errors.New("unable to parse order side for individual trade data")
}
r.MarketOrLimit, ok = individualTrade[4].(string)
if !ok {
return nil, errors.New("unable to parse order type for individual trade data")
}
r.Miscellaneous, ok = individualTrade[5].(string)
if !ok {
return nil, errors.New("unable to parse misc field for individual trade data")
}
recentTrades = append(recentTrades, r)
}
return recentTrades, nil
}
// GetSpread returns the full spread on Kraken
func (k *Kraken) GetSpread(symbol currency.Pair) ([]Spread, error) {
values := url.Values{}
symbolValue, err := k.FormatSymbol(symbol, asset.Spot)
if err != nil {
return nil, err
}
values.Set("pair", symbolValue)
var peanutButter []Spread
var response interface{}
path := fmt.Sprintf("/%s/public/%s?%s", krakenAPIVersion, krakenSpread, values.Encode())
err = k.SendHTTPRequest(exchange.RestSpot, path, &response)
if err != nil {
return peanutButter, err
}
data := response.(map[string]interface{})
result := data["result"].(map[string]interface{})
for _, x := range result[symbolValue].([]interface{}) {
s := Spread{}
for i, y := range x.([]interface{}) {
switch i {
case 0:
s.Time = y.(float64)
case 1:
s.Bid, _ = strconv.ParseFloat(y.(string), 64)
case 2:
s.Ask, _ = strconv.ParseFloat(y.(string), 64)
}
}
peanutButter = append(peanutButter, s)
}
return peanutButter, nil
}
// GetBalance returns your balance associated with your keys
func (k *Kraken) GetBalance() (map[string]float64, error) {
var response struct {
Error []string `json:"error"`
Result map[string]string `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenBalance, url.Values{}, &response); err != nil {
return nil, err
}
result := make(map[string]float64)
for curency, balance := range response.Result {
var err error
if result[curency], err = strconv.ParseFloat(balance, 64); err != nil {
return nil, err
}
}
return result, GetError(response.Error)
}
// GetWithdrawInfo gets withdrawal fees
func (k *Kraken) GetWithdrawInfo(currency string, amount float64) (WithdrawInformation, error) {
var response struct {
Error []string `json:"error"`
Result WithdrawInformation `json:"result"`
}
params := url.Values{}
params.Set("asset", currency)
params.Set("key", "")
params.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenWithdrawInfo, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// Withdraw withdraws funds
func (k *Kraken) Withdraw(asset, key string, amount float64) (string, error) {
var response struct {
Error []string `json:"error"`
ReferenceID string `json:"refid"`
}
params := url.Values{}
params.Set("asset", asset)
params.Set("key", key)
params.Set("amount", fmt.Sprintf("%f", amount))
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenWithdraw, params, &response); err != nil {
return response.ReferenceID, err
}
return response.ReferenceID, GetError(response.Error)
}
// GetDepositMethods gets withdrawal fees
func (k *Kraken) GetDepositMethods(currency string) ([]DepositMethods, error) {
var response struct {
Error []string `json:"error"`
Result []DepositMethods `json:"result"`
}
params := url.Values{}
params.Set("asset", currency)
err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenDepositMethods, params, &response)
if err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetTradeBalance returns full information about your trades on Kraken
func (k *Kraken) GetTradeBalance(args ...TradeBalanceOptions) (TradeBalanceInfo, error) {
params := url.Values{}
if args != nil {
if len(args[0].Aclass) > 0 {
params.Set("aclass", args[0].Aclass)
}
if len(args[0].Asset) > 0 {
params.Set("asset", args[0].Asset)
}
}
var response struct {
Error []string `json:"error"`
Result TradeBalanceInfo `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenTradeBalance, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetOpenOrders returns all current open orders
func (k *Kraken) GetOpenOrders(args OrderInfoOptions) (OpenOrders, error) {
params := url.Values{}
if args.Trades {
params.Set("trades", "true")
}
if args.UserRef != 0 {
params.Set("userref", strconv.FormatInt(int64(args.UserRef), 10))
}
var response struct {
Error []string `json:"error"`
Result OpenOrders `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenOpenOrders, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetClosedOrders returns a list of closed orders
func (k *Kraken) GetClosedOrders(args GetClosedOrdersOptions) (ClosedOrders, error) {
params := url.Values{}
if args.Trades {
params.Set("trades", "true")
}
if args.UserRef != 0 {
params.Set("userref", strconv.FormatInt(int64(args.UserRef), 10))
}
if len(args.Start) > 0 {
params.Set("start", args.Start)
}
if len(args.End) > 0 {
params.Set("end", args.End)
}
if args.Ofs > 0 {
params.Set("ofs", strconv.FormatInt(args.Ofs, 10))
}
if len(args.CloseTime) > 0 {
params.Set("closetime", args.CloseTime)
}
var response struct {
Error []string `json:"error"`
Result ClosedOrders `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenClosedOrders, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// QueryOrdersInfo returns order information
func (k *Kraken) QueryOrdersInfo(args OrderInfoOptions, txid string, txids ...string) (map[string]OrderInfo, error) {
params := url.Values{
"txid": {txid},
}
if txids != nil {
params.Set("txid", txid+","+strings.Join(txids, ","))
}
if args.Trades {
params.Set("trades", "true")
}
if args.UserRef != 0 {
params.Set("userref", strconv.FormatInt(int64(args.UserRef), 10))
}
var response struct {
Error []string `json:"error"`
Result map[string]OrderInfo `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenQueryOrders, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetTradesHistory returns trade history information
func (k *Kraken) GetTradesHistory(args ...GetTradesHistoryOptions) (TradesHistory, error) {
params := url.Values{}
if args != nil {
if len(args[0].Type) > 0 {
params.Set("type", args[0].Type)
}
if args[0].Trades {
params.Set("trades", "true")
}
if len(args[0].Start) > 0 {
params.Set("start", args[0].Start)
}
if len(args[0].End) > 0 {
params.Set("end", args[0].End)
}
if args[0].Ofs > 0 {
params.Set("ofs", strconv.FormatInt(args[0].Ofs, 10))
}
}
var response struct {
Error []string `json:"error"`
Result TradesHistory `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenTradeHistory, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// QueryTrades returns information on a specific trade
func (k *Kraken) QueryTrades(trades bool, txid string, txids ...string) (map[string]TradeInfo, error) {
params := url.Values{
"txid": {txid},
}
if trades {
params.Set("trades", "true")
}
if txids != nil {
params.Set("txid", txid+","+strings.Join(txids, ","))
}
var response struct {
Error []string `json:"error"`
Result map[string]TradeInfo `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenQueryTrades, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// OpenPositions returns current open positions
func (k *Kraken) OpenPositions(docalcs bool, txids ...string) (map[string]Position, error) {
params := url.Values{}
if txids != nil {
params.Set("txid", strings.Join(txids, ","))
}
if docalcs {
params.Set("docalcs", "true")
}
var response struct {
Error []string `json:"error"`
Result map[string]Position `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenOpenPositions, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetLedgers returns current ledgers
func (k *Kraken) GetLedgers(args ...GetLedgersOptions) (Ledgers, error) {
params := url.Values{}
if args != nil {
if args[0].Aclass == "" {
params.Set("aclass", args[0].Aclass)
}
if args[0].Asset == "" {
params.Set("asset", args[0].Asset)
}
if args[0].Type == "" {
params.Set("type", args[0].Type)
}
if args[0].Start == "" {
params.Set("start", args[0].Start)
}
if args[0].End == "" {
params.Set("end", args[0].End)
}
if args[0].Ofs != 0 {
params.Set("ofs", strconv.FormatInt(args[0].Ofs, 10))
}
}
var response struct {
Error []string `json:"error"`
Result Ledgers `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenLedgers, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// QueryLedgers queries an individual ledger by ID
func (k *Kraken) QueryLedgers(id string, ids ...string) (map[string]LedgerInfo, error) {
params := url.Values{
"id": {id},
}
if ids != nil {
params.Set("id", id+","+strings.Join(ids, ","))
}
var response struct {
Error []string `json:"error"`
Result map[string]LedgerInfo `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenQueryLedgers, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetTradeVolume returns your trade volume by currency
func (k *Kraken) GetTradeVolume(feeinfo bool, symbol ...currency.Pair) (TradeVolumeResponse, error) {
var response struct {
Error []string `json:"error"`
Result TradeVolumeResponse `json:"result"`
}
params := url.Values{}
var formattedPairs []string
for x := range symbol {
symbolValue, err := k.FormatSymbol(symbol[x], asset.Spot)
if err != nil {
return response.Result, err
}
formattedPairs = append(formattedPairs, symbolValue)
}
if symbol != nil {
params.Set("pair", strings.Join(formattedPairs, ","))
}
if feeinfo {
params.Set("fee-info", "true")
}
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenTradeVolume, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// AddOrder adds a new order for Kraken exchange
func (k *Kraken) AddOrder(symbol currency.Pair, side, orderType string, volume, price, price2, leverage float64, args *AddOrderOptions) (AddOrderResponse, error) {
var response struct {
Error []string `json:"error"`
Result AddOrderResponse `json:"result"`
}
symbolValue, err := k.FormatSymbol(symbol, asset.Spot)
if err != nil {
return response.Result, err
}
params := url.Values{
"pair": {symbolValue},
"type": {strings.ToLower(side)},
"ordertype": {strings.ToLower(orderType)},
"volume": {strconv.FormatFloat(volume, 'f', -1, 64)},
}
if orderType == order.Limit.Lower() || price > 0 {
params.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
}
if price2 != 0 {
params.Set("price2", strconv.FormatFloat(price2, 'f', -1, 64))
}
if leverage != 0 {
params.Set("leverage", strconv.FormatFloat(leverage, 'f', -1, 64))
}
if args.OrderFlags != "" {
params.Set("oflags", args.OrderFlags)
}
if args.StartTm != "" {
params.Set("starttm", args.StartTm)
}
if args.ExpireTm != "" {
params.Set("expiretm", args.ExpireTm)
}
if args.CloseOrderType != "" {
params.Set("close[ordertype]", args.ExpireTm)
}
if args.ClosePrice != 0 {
params.Set("close[price]", strconv.FormatFloat(args.ClosePrice, 'f', -1, 64))
}
if args.ClosePrice2 != 0 {
params.Set("close[price2]", strconv.FormatFloat(args.ClosePrice2, 'f', -1, 64))
}
if args.Validate {
params.Set("validate", "true")
}
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenOrderPlace, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// CancelExistingOrder cancels order by orderID
func (k *Kraken) CancelExistingOrder(txid string) (CancelOrderResponse, error) {
values := url.Values{
"txid": {txid},
}
var response struct {
Error []string `json:"error"`
Result CancelOrderResponse `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenOrderCancel, values, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetError parse Exchange errors in response and return the first one
// Error format from API doc:
// error = array of error messages in the format of:
// <char-severity code><string-error category>:<string-error type>[:<string-extra info>]
// severity code can be E for error or W for warning
func GetError(apiErrors []string) error {
const exchangeName = "Kraken"
for _, e := range apiErrors {
switch e[0] {
case 'W':
log.Warnf(log.ExchangeSys, "%s API warning: %v\n", exchangeName, e[1:])
default:
return fmt.Errorf("%s API error: %v", exchangeName, e[1:])
}
}
return nil
}
// SendHTTPRequest sends an unauthenticated HTTP requests
func (k *Kraken) SendHTTPRequest(ep exchange.URL, path string, result interface{}) error {
endpoint, err := k.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
return k.SendPayload(context.Background(), &request.Item{
Method: http.MethodGet,
Path: endpoint + path,
Result: result,
Verbose: k.Verbose,
HTTPDebugging: k.HTTPDebugging,
HTTPRecording: k.HTTPRecording,
})
}
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request
func (k *Kraken) SendAuthenticatedHTTPRequest(ep exchange.URL, method string, params url.Values, result interface{}) error {
if !k.AllowAuthenticatedRequest() {
return fmt.Errorf("%s %w", k.Name, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
}
endpoint, err := k.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
path := fmt.Sprintf("/%s/private/%s", krakenAPIVersion, method)
params.Set("nonce", k.Requester.GetNonce(true).String())
encoded := params.Encode()
shasum := crypto.GetSHA256([]byte(params.Get("nonce") + encoded))
signature := crypto.Base64Encode(crypto.GetHMAC(crypto.HashSHA512,
append([]byte(path), shasum...), []byte(k.API.Credentials.Secret)))
if k.Verbose {
log.Debugf(log.ExchangeSys, "Sending POST request to %s, path: %s, params: %s",
endpoint,
path,
encoded)
}
headers := make(map[string]string)
headers["API-Key"] = k.API.Credentials.Key
headers["API-Sign"] = signature
interim := json.RawMessage{}
ctx, cancel := context.WithDeadline(context.Background(), time.Now().Add(time.Minute))
defer cancel()
err = k.SendPayload(ctx, &request.Item{
Method: http.MethodPost,
Path: endpoint + path,
Headers: headers,
Body: strings.NewReader(encoded),
Result: &interim,
AuthRequest: true,
NonceEnabled: true,
Verbose: k.Verbose,
HTTPDebugging: k.HTTPDebugging,
HTTPRecording: k.HTTPRecording,
})
if err != nil {
return err
}
var errCap SpotAuthError
if err := json.Unmarshal(interim, &errCap); err == nil {
if len(errCap.Error) != 0 {
return errors.New(errCap.Error[0])
}
}
return json.Unmarshal(interim, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (k *Kraken) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
feePair, err := k.GetTradeVolume(true, feeBuilder.Pair)
if err != nil {
return 0, err
}
if feeBuilder.IsMaker {
fee = calculateTradingFee(feePair.Currency,
feePair.FeesMaker,
feeBuilder.PurchasePrice,
feeBuilder.Amount)
} else {
fee = calculateTradingFee(feePair.Currency,
feePair.Fees,
feeBuilder.PurchasePrice,
feeBuilder.Amount)
}
case exchange.CryptocurrencyWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.Pair.Base)
case exchange.InternationalBankDepositFee:
depositMethods, err := k.GetDepositMethods(feeBuilder.FiatCurrency.String())
if err != nil {
return 0, err
}
for _, i := range depositMethods {
if feeBuilder.BankTransactionType == exchange.WireTransfer {
if i.Method == "SynapsePay (US Wire)" {
fee = i.Fee
return fee, nil
}
}
}
case exchange.CryptocurrencyDepositFee:
fee = getCryptocurrencyDepositFee(feeBuilder.Pair.Base)
case exchange.InternationalBankWithdrawalFee:
fee = getWithdrawalFee(feeBuilder.FiatCurrency)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.0016 * price * amount
}
func getWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
func getCryptocurrencyDepositFee(c currency.Code) float64 {
return DepositFees[c]
}
func calculateTradingFee(currency string, feePair map[string]TradeVolumeFee, purchasePrice, amount float64) float64 {
return (feePair[currency].Fee / 100) * purchasePrice * amount
}
// GetCryptoDepositAddress returns a deposit address for a cryptocurrency
func (k *Kraken) GetCryptoDepositAddress(method, code string) (string, error) {
var resp = struct {
Error []string `json:"error"`
Result []DepositAddress `json:"result"`
}{}
values := url.Values{}
values.Set("asset", code)
values.Set("method", method)
err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenDepositAddresses, values, &resp)
if err != nil {
return "", err
}
for _, a := range resp.Result {
return a.Address, nil
}
return "", errors.New("no addresses returned")
}
// WithdrawStatus gets the status of recent withdrawals
func (k *Kraken) WithdrawStatus(c currency.Code, method string) ([]WithdrawStatusResponse, error) {
var response struct {
Error []string `json:"error"`
Result []WithdrawStatusResponse `json:"result"`
}
params := url.Values{}
params.Set("asset", c.String())
if method != "" {
params.Set("method", method)
}
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenWithdrawStatus, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// WithdrawCancel sends a withdrawal cancelation request
func (k *Kraken) WithdrawCancel(c currency.Code, refID string) (bool, error) {
var response struct {
Error []string `json:"error"`
Result bool `json:"result"`
}
params := url.Values{}
params.Set("asset", c.String())
params.Set("refid", refID)
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenWithdrawCancel, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetWebsocketToken returns a websocket token
func (k *Kraken) GetWebsocketToken() (string, error) {
var response WsTokenResponse
if err := k.SendAuthenticatedHTTPRequest(exchange.RestSpot, krakenWebsocketToken, url.Values{}, &response); err != nil {
return "", err
}
if len(response.Error) > 0 {
return "", fmt.Errorf("%s - %v", k.Name, response.Error)
}
return response.Result.Token, nil
}
// LookupAltname converts a currency into its altname (ZUSD -> USD)
func (a *assetTranslatorStore) LookupAltname(target string) string {
a.l.RLock()
alt, ok := a.Assets[target]
if !ok {
a.l.RUnlock()
return ""
}
a.l.RUnlock()
return alt
}
// LookupAltname converts an altname to its original type (USD -> ZUSD)
func (a *assetTranslatorStore) LookupCurrency(target string) string {
a.l.RLock()
for k, v := range a.Assets {
if v == target {
a.l.RUnlock()
return k
}
}
a.l.RUnlock()
return ""
}
// Seed seeds a currency translation pair
func (a *assetTranslatorStore) Seed(orig, alt string) {
a.l.Lock()
if a.Assets == nil {
a.Assets = make(map[string]string)
}
_, ok := a.Assets[orig]
if ok {
a.l.Unlock()
return
}
a.Assets[orig] = alt
a.l.Unlock()
}
// Seeded returns whether or not the asset translator has been seeded
func (a *assetTranslatorStore) Seeded() bool {
a.l.RLock()
isSeeded := len(a.Assets) > 0
a.l.RUnlock()
return isSeeded
}