Files
gocryptotrader/kraken.go
2015-06-20 17:01:55 +10:00

590 lines
12 KiB
Go

package main
import (
"errors"
"fmt"
"log"
"net/url"
"strconv"
"strings"
"time"
)
const (
KRAKEN_API_URL = "https://api.kraken.com"
KRAKEN_API_VERSION = "0"
KRAKEN_SERVER_TIME = "Time"
KRAKEN_ASSETS = "Assets"
KRAKEN_ASSET_PAIRS = "AssetPairs"
KRAKEN_TICKER = "Ticker"
KRAKEN_OHLC = "OHLC"
KRAKEN_DEPTH = "Depth"
KRAKEN_TRADES = "Trades"
KRAKEN_SPREAD = "Spread"
KRAKEN_BALANCE = "Balance"
KRAKEN_TRADE_BALANCE = "TradeBalance"
KRAKEN_OPEN_ORDERS = "OpenOrders"
KRAKEN_CLOSED_ORDERS = "ClosedOrders"
KRAKEN_QUERY_ORDERS = "QueryOrders"
KRAKEN_TRADES_HISTORY = "TradesHistory"
KRAKEN_QUERY_TRADES = "QueryTrades"
KRAKEN_OPEN_POSITIONS = "OpenPositions"
KRAKEN_LEDGERS = "Ledgers"
KRAKEN_QUERY_LEDGERS = "QueryLedgers"
KRAKEN_TRADE_VOLUME = "TradeVolume"
KRAKEN_ORDER_CANCEL = "CancelOrder"
KRAKEN_ORDER_PLACE = "AddOrder"
)
type Kraken struct {
Name string
Enabled bool
Verbose bool
Websocket bool
RESTPollingDelay time.Duration
AuthenticatedAPISupport bool
ClientKey, APISecret string
FiatFee, CryptoFee float64
BaseCurrencies []string
AvailablePairs []string
EnabledPairs []string
Ticker map[string]KrakenTicker
}
func (k *Kraken) SetDefaults() {
k.Name = "Kraken"
k.Enabled = true
k.FiatFee = 0.35
k.CryptoFee = 0.10
k.Verbose = false
k.Websocket = false
k.RESTPollingDelay = 10
k.Ticker = make(map[string]KrakenTicker)
}
func (k *Kraken) GetName() string {
return k.Name
}
func (k *Kraken) SetEnabled(enabled bool) {
k.Enabled = enabled
}
func (k *Kraken) IsEnabled() bool {
return k.Enabled
}
func (k *Kraken) SetAPIKeys(apiKey, apiSecret string) {
k.ClientKey = apiKey
k.APISecret = apiSecret
}
func (k *Kraken) GetFee(cryptoTrade bool) float64 {
if cryptoTrade {
return k.CryptoFee
} else {
return k.FiatFee
}
}
func (k *Kraken) Run() {
if k.Verbose {
log.Printf("%s polling delay: %ds.\n", k.GetName(), k.RESTPollingDelay)
log.Printf("%s %d currencies enabled: %s.\n", k.GetName(), len(k.EnabledPairs), k.EnabledPairs)
}
for k.Enabled {
err := k.GetTicker(JoinStrings(k.EnabledPairs, ","))
if err != nil {
log.Println(err)
} else {
for _, x := range k.EnabledPairs {
ticker := k.Ticker[x]
log.Printf("Kraken %s Last %f High %f Low %f Volume %f\n", x, ticker.Last, ticker.High, ticker.Low, ticker.Volume)
AddExchangeInfo(k.GetName(), x[0:3], x[3:], ticker.Last, ticker.Volume)
}
}
time.Sleep(time.Second * k.RESTPollingDelay)
}
}
func (k *Kraken) GetServerTime() error {
var result interface{}
path := fmt.Sprintf("%s/%s/public/%s", KRAKEN_API_URL, KRAKEN_API_VERSION, KRAKEN_SERVER_TIME)
err := SendHTTPGetRequest(path, true, &result)
if err != nil {
return err
}
log.Println(result)
return nil
}
func (k *Kraken) GetAssets() error {
var result interface{}
path := fmt.Sprintf("%s/%s/public/%s", KRAKEN_API_URL, KRAKEN_API_VERSION, KRAKEN_ASSETS)
err := SendHTTPGetRequest(path, true, &result)
if err != nil {
return err
}
log.Println(result)
return nil
}
func (k *Kraken) GetAssetPairs() error {
var result interface{}
path := fmt.Sprintf("%s/%s/public/%s", KRAKEN_API_URL, KRAKEN_API_VERSION, KRAKEN_ASSET_PAIRS)
err := SendHTTPGetRequest(path, true, &result)
if err != nil {
return err
}
log.Println(result)
return nil
}
type KrakenTicker struct {
Ask float64
Bid float64
Last float64
Volume float64
VWAP float64
Trades int64
Low float64
High float64
Open float64
}
type KrakenTickerResponse struct {
Ask []string `json:"a"`
Bid []string `json:"b"`
Last []string `json:"c"`
Volume []string `json:"v"`
VWAP []string `json:"p"`
Trades []int64 `json:"t"`
Low []string `json:"l"`
High []string `json:"h"`
Open string `json:"o"`
}
func (k *Kraken) GetTicker(symbol string) error {
values := url.Values{}
values.Set("pair", symbol)
type Response struct {
Error []interface{} `json:"error"`
Data map[string]KrakenTickerResponse `json:"result"`
}
resp := Response{}
path := fmt.Sprintf("%s/%s/public/%s?%s", KRAKEN_API_URL, KRAKEN_API_VERSION, KRAKEN_TICKER, values.Encode())
err := SendHTTPGetRequest(path, true, &resp)
if err != nil {
return err
}
if len(resp.Error) > 0 {
return errors.New(fmt.Sprintf("Kraken error: %s", resp.Error))
}
for x, y := range resp.Data {
x = x[1:4] + x[5:]
ticker := KrakenTicker{}
ticker.Ask, _ = strconv.ParseFloat(y.Ask[0], 64)
ticker.Bid, _ = strconv.ParseFloat(y.Bid[0], 64)
ticker.Last, _ = strconv.ParseFloat(y.Last[0], 64)
ticker.Volume, _ = strconv.ParseFloat(y.Volume[1], 64)
ticker.VWAP, _ = strconv.ParseFloat(y.VWAP[1], 64)
ticker.Trades = y.Trades[1]
ticker.Low, _ = strconv.ParseFloat(y.Low[1], 64)
ticker.High, _ = strconv.ParseFloat(y.High[1], 64)
ticker.Open, _ = strconv.ParseFloat(y.Open, 64)
k.Ticker[x] = ticker
}
return nil
}
func (k *Kraken) GetOHLC(symbol string) error {
values := url.Values{}
values.Set("pair", symbol)
var result interface{}
path := fmt.Sprintf("%s/%s/public/%s?%s", KRAKEN_API_URL, KRAKEN_API_VERSION, KRAKEN_OHLC, values.Encode())
err := SendHTTPGetRequest(path, true, &result)
if err != nil {
return err
}
log.Println(result)
return nil
}
func (k *Kraken) GetDepth(symbol string) error {
values := url.Values{}
values.Set("pair", symbol)
var result interface{}
path := fmt.Sprintf("%s/%s/public/%s?%s", KRAKEN_API_URL, KRAKEN_API_VERSION, KRAKEN_DEPTH, values.Encode())
err := SendHTTPGetRequest(path, true, &result)
if err != nil {
return err
}
log.Println(result)
return nil
}
func (k *Kraken) GetTrades(symbol string) error {
values := url.Values{}
values.Set("pair", symbol)
var result interface{}
path := fmt.Sprintf("%s/%s/public/%s?%s", KRAKEN_API_URL, KRAKEN_API_VERSION, KRAKEN_TRADES, values.Encode())
err := SendHTTPGetRequest(path, true, &result)
if err != nil {
return err
}
log.Println(result)
return nil
}
func (k *Kraken) GetSpread(symbol string) {
values := url.Values{}
values.Set("pair", symbol)
var result interface{}
path := fmt.Sprintf("%s/%s/public/%s?%s", KRAKEN_API_URL, KRAKEN_API_VERSION, KRAKEN_SPREAD, values.Encode())
err := SendHTTPGetRequest(path, true, &result)
if err != nil {
log.Println(err)
return
}
}
func (k *Kraken) GetBalance() {
result, err := k.SendAuthenticatedHTTPRequest(KRAKEN_BALANCE, url.Values{})
if err != nil {
log.Println(err)
return
}
log.Println(result)
}
func (k *Kraken) GetTradeBalance(symbol, asset string) {
values := url.Values{}
if len(symbol) > 0 {
values.Set("aclass", symbol)
}
if len(asset) > 0 {
values.Set("asset", asset)
}
result, err := k.SendAuthenticatedHTTPRequest(KRAKEN_TRADE_BALANCE, values)
if err != nil {
log.Println(err)
return
}
log.Println(result)
}
func (k *Kraken) GetOpenOrders(showTrades bool, userref int64) {
values := url.Values{}
if showTrades {
values.Set("trades", "true")
}
if userref != 0 {
values.Set("userref", strconv.FormatInt(userref, 10))
}
result, err := k.SendAuthenticatedHTTPRequest(KRAKEN_OPEN_ORDERS, values)
if err != nil {
log.Println(err)
return
}
log.Println(result)
}
func (k *Kraken) GetClosedOrders(showTrades bool, userref, start, end, offset int64, closetime string) {
values := url.Values{}
if showTrades {
values.Set("trades", "true")
}
if userref != 0 {
values.Set("userref", strconv.FormatInt(userref, 10))
}
if start != 0 {
values.Set("start", strconv.FormatInt(start, 10))
}
if end != 0 {
values.Set("end", strconv.FormatInt(end, 10))
}
if offset != 0 {
values.Set("ofs", strconv.FormatInt(offset, 10))
}
if len(closetime) > 0 {
values.Set("closetime", closetime)
}
result, err := k.SendAuthenticatedHTTPRequest(KRAKEN_CLOSED_ORDERS, values)
if err != nil {
log.Println(err)
return
}
log.Println(result)
}
func (k *Kraken) QueryOrdersInfo(showTrades bool, userref, txid int64) {
values := url.Values{}
if showTrades {
values.Set("trades", "true")
}
if userref != 0 {
values.Set("userref", strconv.FormatInt(userref, 10))
}
if txid != 0 {
values.Set("txid", strconv.FormatInt(userref, 10))
}
result, err := k.SendAuthenticatedHTTPRequest(KRAKEN_QUERY_ORDERS, values)
if err != nil {
log.Println(err)
return
}
log.Println(result)
}
func (k *Kraken) GetTradesHistory(tradeType string, showRelatedTrades bool, start, end, offset int64) {
values := url.Values{}
if len(tradeType) > 0 {
values.Set("aclass", tradeType)
}
if showRelatedTrades {
values.Set("trades", "true")
}
if start != 0 {
values.Set("start", strconv.FormatInt(start, 10))
}
if end != 0 {
values.Set("end", strconv.FormatInt(end, 10))
}
if offset != 0 {
values.Set("offset", strconv.FormatInt(offset, 10))
}
result, err := k.SendAuthenticatedHTTPRequest(KRAKEN_TRADES_HISTORY, values)
if err != nil {
log.Println(err)
return
}
log.Println(result)
}
func (k *Kraken) QueryTrades(txid int64, showRelatedTrades bool) {
values := url.Values{}
values.Set("txid", strconv.FormatInt(txid, 10))
if showRelatedTrades {
values.Set("trades", "true")
}
result, err := k.SendAuthenticatedHTTPRequest(KRAKEN_QUERY_TRADES, values)
if err != nil {
log.Println(err)
return
}
log.Println(result)
}
func (k *Kraken) OpenPositions(txid int64, showPL bool) {
values := url.Values{}
values.Set("txid", strconv.FormatInt(txid, 10))
if showPL {
values.Set("docalcs", "true")
}
result, err := k.SendAuthenticatedHTTPRequest(KRAKEN_OPEN_POSITIONS, values)
if err != nil {
log.Println(err)
return
}
log.Println(result)
}
func (k *Kraken) GetLedgers(symbol, asset, ledgerType string, start, end, offset int64) {
values := url.Values{}
if len(symbol) > 0 {
values.Set("aclass", symbol)
}
if len(asset) > 0 {
values.Set("asset", asset)
}
if len(ledgerType) > 0 {
values.Set("type", ledgerType)
}
if start != 0 {
values.Set("start", strconv.FormatInt(start, 10))
}
if end != 0 {
values.Set("end", strconv.FormatInt(end, 10))
}
if offset != 0 {
values.Set("offset", strconv.FormatInt(offset, 10))
}
result, err := k.SendAuthenticatedHTTPRequest(KRAKEN_LEDGERS, values)
if err != nil {
log.Println(err)
return
}
log.Println(result)
}
func (k *Kraken) QueryLedgers(id string) {
values := url.Values{}
values.Set("id", id)
result, err := k.SendAuthenticatedHTTPRequest(KRAKEN_QUERY_LEDGERS, values)
if err != nil {
log.Println(err)
return
}
log.Println(result)
}
func (k *Kraken) GetTradeVolume(symbol string) {
values := url.Values{}
values.Set("pair", symbol)
result, err := k.SendAuthenticatedHTTPRequest(KRAKEN_TRADE_VOLUME, values)
if err != nil {
log.Println(err)
return
}
log.Println(result)
}
func (k *Kraken) AddOrder(symbol, side, orderType string, price, price2, volume, leverage, position float64) {
values := url.Values{}
values.Set("pairs", symbol)
values.Set("type", side)
values.Set("ordertype", orderType)
values.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
values.Set("price2", strconv.FormatFloat(price, 'f', -1, 64))
values.Set("volume", strconv.FormatFloat(volume, 'f', -1, 64))
values.Set("leverage", strconv.FormatFloat(leverage, 'f', -1, 64))
values.Set("position", strconv.FormatFloat(position, 'f', -1, 64))
result, err := k.SendAuthenticatedHTTPRequest(KRAKEN_ORDER_PLACE, values)
if err != nil {
log.Println(err)
return
}
log.Println(result)
}
func (k *Kraken) CancelOrder(orderID int64) {
values := url.Values{}
values.Set("txid", strconv.FormatInt(orderID, 10))
result, err := k.SendAuthenticatedHTTPRequest(KRAKEN_ORDER_CANCEL, values)
if err != nil {
log.Println(err)
return
}
log.Println(result)
}
func (k *Kraken) SendAuthenticatedHTTPRequest(method string, values url.Values) (interface{}, error) {
path := fmt.Sprintf("/%s/private/%s", KRAKEN_API_VERSION, method)
values.Set("nonce", strconv.FormatInt(time.Now().UnixNano(), 10))
secret, err := Base64Decode(k.APISecret)
if err != nil {
return nil, err
}
shasum := GetSHA256([]byte(values.Get("nonce") + values.Encode()))
signature := Base64Encode(GetHMAC(HASH_SHA512, append([]byte(path), shasum...), secret))
if k.Verbose {
log.Printf("Sending POST request to %s, path: %s.", KRAKEN_API_URL, path)
}
headers := make(map[string]string)
headers["API-Key"] = k.ClientKey
headers["API-Sign"] = signature
resp, err := SendHTTPRequest("POST", KRAKEN_API_URL+path, headers, strings.NewReader(values.Encode()))
if err != nil {
return nil, err
}
if k.Verbose {
log.Printf("Recieved raw: \n%s\n", resp)
}
return resp, nil
}