Files
gocryptotrader/exchanges/kraken/kraken_wrapper.go
Vazha fab9d934fe Getting closed orders implementation, fixed Binance MARKET order creation, expanded SubmitOrder response (#572)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-10-22 11:54:24 +11:00

977 lines
27 KiB
Go

package kraken
import (
"errors"
"fmt"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (k *Kraken) GetDefaultConfig() (*config.ExchangeConfig, error) {
k.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = k.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = k.BaseCurrencies
err := k.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if k.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = k.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets current default settings
func (k *Kraken) SetDefaults() {
k.Name = "Kraken"
k.Enabled = true
k.Verbose = true
k.API.CredentialsValidator.RequiresKey = true
k.API.CredentialsValidator.RequiresSecret = true
k.API.CredentialsValidator.RequiresBase64DecodeSecret = true
requestFmt := &currency.PairFormat{
Uppercase: true,
Separator: ",",
}
configFmt := &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
Separator: ",",
}
err := k.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
k.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
FiatDeposit: true,
FiatWithdraw: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
KlineFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
MessageCorrelation: true,
SubmitOrder: true,
CancelOrder: true,
CancelOrders: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
exchange.WithdrawCryptoWith2FA |
exchange.AutoWithdrawFiatWithSetup |
exchange.WithdrawFiatWith2FA,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.ThreeMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.FourHour.Word(): true,
kline.OneDay.Word(): true,
kline.FifteenDay.Word(): true,
kline.OneWeek.Word(): true,
},
},
},
}
k.Requester = request.New(k.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(request.NewBasicRateLimit(krakenRateInterval, krakenRequestRate)))
k.API.Endpoints.URLDefault = krakenAPIURL
k.API.Endpoints.URL = k.API.Endpoints.URLDefault
k.Websocket = stream.New()
k.API.Endpoints.WebsocketURL = krakenWSURL
k.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
k.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
k.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets current exchange configuration
func (k *Kraken) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
k.SetEnabled(false)
return nil
}
err := k.SetupDefaults(exch)
if err != nil {
return err
}
err = k.SeedAssets()
if err != nil {
return err
}
err = k.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: krakenWSURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: k.WsConnect,
Subscriber: k.Subscribe,
UnSubscriber: k.Unsubscribe,
GenerateSubscriptions: k.GenerateDefaultSubscriptions,
Features: &k.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: true,
SortBuffer: true,
})
if err != nil {
return err
}
err = k.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: krakenWsRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: krakenWSURL,
})
if err != nil {
return err
}
return k.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: krakenWsRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: krakenAuthWSURL,
Authenticated: true,
})
}
// Start starts the Kraken go routine
func (k *Kraken) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
k.Run()
wg.Done()
}()
}
// Run implements the Kraken wrapper
func (k *Kraken) Run() {
if k.Verbose {
k.PrintEnabledPairs()
}
forceUpdate := false
format, err := k.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
k.Name,
err)
return
}
enabled, err := k.GetEnabledPairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
k.Name,
err)
return
}
avail, err := k.GetAvailablePairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
k.Name,
err)
return
}
if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) ||
common.StringDataContains(avail.Strings(), "ZUSD") {
var p currency.Pairs
p, err = currency.NewPairsFromStrings([]string{currency.XBT.String() +
format.Delimiter +
currency.USD.String()})
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
k.Name,
err)
} else {
log.Warn(log.ExchangeSys, "Available pairs for Kraken reset due to config upgrade, please enable the ones you would like again")
forceUpdate = true
err = k.UpdatePairs(p, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
k.Name,
err)
}
}
}
if !k.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = k.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
k.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (k *Kraken) FetchTradablePairs(asset asset.Item) ([]string, error) {
if !assetTranslator.Seeded() {
if err := k.SeedAssets(); err != nil {
return nil, err
}
}
pairs, err := k.GetAssetPairs()
if err != nil {
return nil, err
}
format, err := k.GetPairFormat(asset, false)
if err != nil {
return nil, err
}
var products []string
for i := range pairs {
if strings.Contains(pairs[i].Altname, ".d") {
continue
}
base := assetTranslator.LookupAltname(pairs[i].Base)
if base == "" {
log.Warnf(log.ExchangeSys,
"%s unable to lookup altname for base currency %s",
k.Name,
pairs[i].Base)
continue
}
quote := assetTranslator.LookupAltname(pairs[i].Quote)
if quote == "" {
log.Warnf(log.ExchangeSys,
"%s unable to lookup altname for quote currency %s",
k.Name,
pairs[i].Quote)
continue
}
products = append(products, base+format.Delimiter+quote)
}
return products, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (k *Kraken) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := k.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return k.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (k *Kraken) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
pairs, err := k.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
pairsCollated, err := k.FormatExchangeCurrencies(pairs, assetType)
if err != nil {
return nil, err
}
tickers, err := k.GetTickers(pairsCollated)
if err != nil {
return nil, err
}
for i := range pairs {
for c, t := range tickers {
pairFmt, err := k.FormatExchangeCurrency(pairs[i], assetType)
if err != nil {
return nil, err
}
if !strings.EqualFold(pairFmt.String(), c) {
altCurrency := assetTranslator.LookupAltname(c)
if altCurrency == "" {
continue
}
if !strings.EqualFold(pairFmt.String(), altCurrency) {
continue // This looks dodge
}
}
err = ticker.ProcessTicker(&ticker.Price{
Last: t.Last,
High: t.High,
Low: t.Low,
Bid: t.Bid,
Ask: t.Ask,
Volume: t.Volume,
Open: t.Open,
Pair: pairs[i],
ExchangeName: k.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
}
return ticker.GetTicker(k.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (k *Kraken) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(k.Name, p, assetType)
if err != nil {
return k.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (k *Kraken) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(k.Name, p, assetType)
if err != nil {
return k.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (k *Kraken) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fpair, err := k.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
orderbookNew, err := k.GetDepth(fpair.String())
if err != nil {
return nil, err
}
var orderBook = new(orderbook.Base)
for x := range orderbookNew.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{
Amount: orderbookNew.Bids[x].Amount,
Price: orderbookNew.Bids[x].Price,
})
}
for x := range orderbookNew.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{
Amount: orderbookNew.Asks[x].Amount,
Price: orderbookNew.Asks[x].Price,
})
}
orderBook.Pair = p
orderBook.ExchangeName = k.Name
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, 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() (account.Holdings, error) {
var info account.Holdings
info.Exchange = k.Name
bal, err := k.GetBalance()
if err != nil {
return info, err
}
var balances []account.Balance
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,
})
err = account.Process(&info)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (k *Kraken) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(k.Name)
if err != nil {
return k.UpdateAccountInfo()
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (k *Kraken) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data within the timeframe provided.
func (k *Kraken) GetExchangeHistory(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (k *Kraken) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
err := s.Validate()
if err != nil {
return submitOrderResponse, err
}
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var resp string
resp, err = k.wsAddOrder(&WsAddOrderRequest{
OrderType: s.Type.String(),
OrderSide: s.Side.String(),
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(s.Pair.String(),
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
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (k *Kraken) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (k *Kraken) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
return k.wsCancelOrders([]string{o.ID})
}
_, err := k.CancelExistingOrder(o.ID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (k *Kraken) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
var emptyOrderOptions OrderInfoOptions
openOrders, err := k.GetOpenOrders(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(orderID)
}
if err != nil {
cancelAllOrdersResponse.Status[orderID] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (k *Kraken) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
resp, err := k.QueryOrdersInfo(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 == "" {
assetType = asset.Spot
}
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
}
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: orderInfo.Price,
Amount: orderInfo.Volume,
ExecutedAmount: orderInfo.VolumeExecuted,
RemainingAmount: orderInfo.Volume - orderInfo.VolumeExecuted,
Fee: orderInfo.Fee,
Trades: trades,
}
return orderDetail, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (k *Kraken) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
methods, err := k.GetDepositMethods(cryptocurrency.String())
if err != nil {
return "", err
}
var method string
for _, m := range methods {
method = m.Method
}
if method == "" {
return "", errors.New("method not found")
}
return k.GetCryptoDepositAddress(method, cryptocurrency.String())
}
// 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(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := k.Withdraw(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(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := k.Withdraw(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(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := k.Withdraw(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(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !k.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return k.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (k *Kraken) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
resp, err := k.GetOpenOrders(OrderInfoOptions{})
if err != nil {
return nil, err
}
avail, err := k.GetAvailablePairs(asset.Spot)
if err != nil {
return nil, err
}
fmt, err := k.GetPairFormat(asset.Spot, true)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp.Open {
p, err := currency.NewPairFromFormattedPairs(resp.Open[i].Description.Pair,
avail,
fmt)
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,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
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(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
if err := getOrdersRequest.Validate(); err != nil {
return nil, err
}
req := GetClosedOrdersOptions{}
if getOrdersRequest.StartTicks.Unix() > 0 {
req.Start = strconv.FormatInt(getOrdersRequest.StartTicks.Unix(), 10)
}
if getOrdersRequest.EndTicks.Unix() > 0 {
req.End = strconv.FormatInt(getOrdersRequest.EndTicks.Unix(), 10)
}
avail, err := k.GetAvailablePairs(asset.Spot)
if err != nil {
return nil, err
}
fmt, err := k.GetPairFormat(asset.Spot, true)
if err != nil {
return nil, err
}
resp, err := k.GetClosedOrders(req)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range resp.Closed {
p, err := currency.NewPairFromFormattedPairs(resp.Closed[i].Description.Pair,
avail,
fmt)
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,
})
}
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() error {
resp, err := k.GetWebsocketToken()
if resp != "" {
authToken = resp
}
return err
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (k *Kraken) ValidateCredentials() error {
_, err := k.UpdateAccountInfo()
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(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,
}
formattedPair, err := k.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
candles, err := k.GetOHLC(assetTranslator.LookupCurrency(formattedPair.Upper().String()), 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(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,
}
formattedPair, err := k.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
candles, err := k.GetOHLC(assetTranslator.LookupCurrency(formattedPair.Upper().String()), 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
}