Files
gocryptotrader/exchanges/kraken/kraken.go
soxipy fb4e2d1452 localbitcoins fixes (#177)
* General LocalBitcoin fixes

* Added override variables to config for exchange packages to allow different API URL's
2018-08-27 14:19:29 +10:00

852 lines
21 KiB
Go

package kraken
import (
"fmt"
"log"
"net/url"
"strconv"
"strings"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
)
const (
krakenAPIURL = "https://api.kraken.com"
krakenAPIVersion = "0"
krakenServerTime = "Time"
krakenAssets = "Assets"
krakenAssetPairs = "AssetPairs"
krakenTicker = "Ticker"
krakenOHLC = "OHLC"
krakenDepth = "Depth"
krakenTrades = "Trades"
krakenSpread = "Spread"
krakenBalance = "Balance"
krakenTradeBalance = "TradeBalance"
krakenOpenOrders = "OpenOrders"
krakenClosedOrders = "ClosedOrders"
krakenQueryOrders = "QueryOrders"
krakenTradeHistory = "TradesHistory"
krakenQueryTrades = "QueryTrades"
krakenOpenPositions = "OpenPositions"
krakenLedgers = "Ledgers"
krakenQueryLedgers = "QueryLedgers"
krakenTradeVolume = "TradeVolume"
krakenOrderCancel = "CancelOrder"
krakenOrderPlace = "AddOrder"
krakenAuthRate = 0
krakenUnauthRate = 0
)
// Kraken is the overarching type across the alphapoint package
type Kraken struct {
exchange.Base
CryptoFee, FiatFee float64
Ticker map[string]Ticker
}
// SetDefaults sets current default settings
func (k *Kraken) SetDefaults() {
k.Name = "Kraken"
k.Enabled = false
k.FiatFee = 0.35
k.CryptoFee = 0.10
k.Verbose = false
k.Websocket = false
k.RESTPollingDelay = 10
k.Ticker = make(map[string]Ticker)
k.RequestCurrencyPairFormat.Delimiter = ""
k.RequestCurrencyPairFormat.Uppercase = true
k.RequestCurrencyPairFormat.Separator = ","
k.ConfigCurrencyPairFormat.Delimiter = "-"
k.ConfigCurrencyPairFormat.Uppercase = true
k.AssetTypes = []string{ticker.Spot}
k.SupportsAutoPairUpdating = true
k.SupportsRESTTickerBatching = true
k.Requester = request.New(k.Name,
request.NewRateLimit(time.Second, krakenAuthRate),
request.NewRateLimit(time.Second, krakenUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
k.APIUrlDefault = krakenAPIURL
k.APIUrl = k.APIUrlDefault
}
// Setup sets current exchange configuration
func (k *Kraken) Setup(exch config.ExchangeConfig) {
if !exch.Enabled {
k.SetEnabled(false)
} else {
k.Enabled = true
k.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
k.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
k.SetHTTPClientTimeout(exch.HTTPTimeout)
k.SetHTTPClientUserAgent(exch.HTTPUserAgent)
k.RESTPollingDelay = exch.RESTPollingDelay
k.Verbose = exch.Verbose
k.Websocket = exch.Websocket
k.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
k.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
k.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
err := k.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
}
err = k.SetAssetTypes()
if err != nil {
log.Fatal(err)
}
err = k.SetAutoPairDefaults()
if err != nil {
log.Fatal(err)
}
err = k.SetAPIURL(exch)
if err != nil {
log.Fatal(err)
}
}
}
// GetFee returns current fee for either crypto or fiat
func (k *Kraken) GetFee(cryptoTrade bool) float64 {
if cryptoTrade {
return k.CryptoFee
}
return k.FiatFee
}
// GetServerTime returns current server time
func (k *Kraken) GetServerTime() (TimeResponse, error) {
path := fmt.Sprintf("%s/%s/public/%s", k.APIUrl, krakenAPIVersion, krakenServerTime)
var response struct {
Error []string `json:"error"`
Result TimeResponse `json:"result"`
}
if err := k.SendHTTPRequest(path, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetAssets returns a full asset list
func (k *Kraken) GetAssets() (map[string]Asset, error) {
path := fmt.Sprintf("%s/%s/public/%s", k.APIUrl, krakenAPIVersion, krakenAssets)
var response struct {
Error []string `json:"error"`
Result map[string]Asset `json:"result"`
}
if err := k.SendHTTPRequest(path, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetAssetPairs returns a full asset pair list
func (k *Kraken) GetAssetPairs() (map[string]AssetPairs, error) {
path := fmt.Sprintf("%s/%s/public/%s", k.APIUrl, krakenAPIVersion, krakenAssetPairs)
var response struct {
Error []string `json:"error"`
Result map[string]AssetPairs `json:"result"`
}
if err := k.SendHTTPRequest(path, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// GetTicker returns ticker information from kraken
func (k *Kraken) GetTicker(symbol string) (Ticker, error) {
ticker := Ticker{}
values := url.Values{}
values.Set("pair", symbol)
type Response struct {
Error []interface{} `json:"error"`
Data map[string]TickerResponse `json:"result"`
}
resp := Response{}
path := fmt.Sprintf("%s/%s/public/%s?%s", k.APIUrl, krakenAPIVersion, krakenTicker, values.Encode())
err := k.SendHTTPRequest(path, &resp)
if err != nil {
return ticker, err
}
if len(resp.Error) > 0 {
return ticker, fmt.Errorf("Kraken error: %s", resp.Error)
}
for _, y := range resp.Data {
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)
}
return ticker, nil
}
// GetOHLC returns an array of open high low close values of a currency pair
func (k *Kraken) GetOHLC(symbol string) ([]OpenHighLowClose, error) {
values := url.Values{}
values.Set("pair", symbol)
type Response struct {
Error []interface{} `json:"error"`
Data map[string]interface{} `json:"result"`
}
var OHLC []OpenHighLowClose
var result Response
path := fmt.Sprintf("%s/%s/public/%s?%s", k.APIUrl, krakenAPIVersion, krakenOHLC, values.Encode())
err := k.SendHTTPRequest(path, &result)
if err != nil {
return OHLC, err
}
if len(result.Error) != 0 {
return OHLC, fmt.Errorf("GetOHLC error: %s", result.Error)
}
for _, y := range result.Data[symbol].([]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.Vwap, _ = 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 string) (Orderbook, error) {
values := url.Values{}
values.Set("pair", symbol)
var result interface{}
var orderBook Orderbook
path := fmt.Sprintf("%s/%s/public/%s?%s", k.APIUrl, krakenAPIVersion, krakenDepth, values.Encode())
err := k.SendHTTPRequest(path, &result)
if err != nil {
return orderBook, err
}
data := result.(map[string]interface{})
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)
if err != nil {
return orderBook, err
}
return orderBook, nil
}
// GetTrades returns current trades on Kraken
func (k *Kraken) GetTrades(symbol string) ([]RecentTrades, error) {
values := url.Values{}
values.Set("pair", symbol)
var recentTrades []RecentTrades
var result interface{}
path := fmt.Sprintf("%s/%s/public/%s?%s", k.APIUrl, krakenAPIVersion, krakenTrades, values.Encode())
err := k.SendHTTPRequest(path, &result)
if err != nil {
return recentTrades, err
}
data := result.(map[string]interface{})
tradeInfo := data["result"].(map[string]interface{})
for _, x := range tradeInfo[symbol].([]interface{}) {
r := RecentTrades{}
for i, y := range x.([]interface{}) {
switch i {
case 0:
r.Price, _ = strconv.ParseFloat(y.(string), 64)
case 1:
r.Volume, _ = strconv.ParseFloat(y.(string), 64)
case 2:
r.Time = y.(float64)
case 3:
r.BuyOrSell = y.(string)
case 4:
r.MarketOrLimit = y.(string)
case 5:
r.Miscellaneous = y.(string)
}
}
recentTrades = append(recentTrades, r)
}
return recentTrades, nil
}
// GetSpread returns the full spread on Kraken
func (k *Kraken) GetSpread(symbol string) ([]Spread, error) {
values := url.Values{}
values.Set("pair", symbol)
var peanutButter []Spread
var response interface{}
path := fmt.Sprintf("%s/%s/public/%s?%s", k.APIUrl, krakenAPIVersion, krakenSpread, values.Encode())
err := k.SendHTTPRequest(path, &response)
if err != nil {
return peanutButter, err
}
data := response.(map[string]interface{})
result := data["result"].(map[string]interface{})
for _, x := range result[symbol].([]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(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)
}
// 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(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[0].Trades {
params.Set("trades", "true")
}
if args[0].UserRef != 0 {
params.Set("userref", strconv.FormatInt(int64(args[0].UserRef), 10))
}
var response struct {
Error []string `json:"error"`
Result OpenOrders `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(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 != nil {
if args[0].Trades {
params.Set("trades", "true")
}
if args[0].UserRef != 0 {
params.Set("userref", strconv.FormatInt(int64(args[0].UserRef), 10))
}
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))
}
if len(args[0].CloseTime) != 0 {
params.Set("closetime", args[0].CloseTime)
}
}
var response struct {
Error []string `json:"error"`
Result ClosedOrders `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(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(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(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(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(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 len(args[0].Aclass) != 0 {
params.Set("aclass", args[0].Aclass)
}
if len(args[0].Asset) != 0 {
params.Set("asset", args[0].Asset)
}
if len(args[0].Type) != 0 {
params.Set("type", args[0].Type)
}
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 Ledgers `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(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(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 ...string) (TradeVolumeResponse, error) {
params := url.Values{}
if symbol != nil {
params.Set("pair", strings.Join(symbol, ","))
}
if feeinfo {
params.Set("fee-info", "true")
}
var response struct {
Error []string `json:"error"`
Result TradeVolumeResponse `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(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, side, orderType string, volume, price, price2, leverage float64, args AddOrderOptions) (AddOrderResponse, error) {
params := url.Values{
"pair": {symbol},
"type": {side},
"ordertype": {orderType},
"volume": {strconv.FormatFloat(volume, 'f', -1, 64)},
}
if 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 len(args.Oflags) != 0 {
params.Set("oflags", args.Oflags)
}
if len(args.StartTm) != 0 {
params.Set("starttm", args.StartTm)
}
if len(args.ExpireTm) != 0 {
params.Set("expiretm", args.ExpireTm)
}
if len(args.CloseOrderType) != 0 {
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")
}
var response struct {
Error []string `json:"error"`
Result AddOrderResponse `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(krakenOrderPlace, params, &response); err != nil {
return response.Result, err
}
return response.Result, GetError(response.Error)
}
// CancelOrder cancels order by orderID
func (k *Kraken) CancelOrder(txid string) (CancelOrderResponse, error) {
values := url.Values{
"txid": {txid},
}
var response struct {
Error []string `json:"error"`
Result CancelOrderResponse `json:"result"`
}
if err := k.SendAuthenticatedHTTPRequest(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(errors []string) error {
for _, e := range errors {
switch e[0] {
case 'W':
log.Printf("Kraken API warning: %v\n", e[1:])
default:
return fmt.Errorf("Kraken API error: %v", e[1:])
}
}
return nil
}
// SendHTTPRequest sends an unauthenticated HTTP requests
func (k *Kraken) SendHTTPRequest(path string, result interface{}) error {
return k.SendPayload("GET", path, nil, nil, result, false, k.Verbose)
}
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request
func (k *Kraken) SendAuthenticatedHTTPRequest(method string, params url.Values, result interface{}) (err error) {
if !k.AuthenticatedAPISupport {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, k.Name)
}
path := fmt.Sprintf("/%s/private/%s", krakenAPIVersion, method)
if k.Nonce.Get() == 0 {
k.Nonce.Set(time.Now().UnixNano())
} else {
k.Nonce.Inc()
}
params.Set("nonce", k.Nonce.String())
secret, err := common.Base64Decode(k.APISecret)
if err != nil {
return err
}
encoded := params.Encode()
shasum := common.GetSHA256([]byte(params.Get("nonce") + encoded))
signature := common.Base64Encode(common.GetHMAC(common.HashSHA512, append([]byte(path), shasum...), secret))
if k.Verbose {
log.Printf("Sending POST request to %s, path: %s, params: %s", k.APIUrl, path, encoded)
}
headers := make(map[string]string)
headers["API-Key"] = k.APIKey
headers["API-Sign"] = signature
return k.SendPayload("POST", k.APIUrl+path, headers, strings.NewReader(encoded), result, true, k.Verbose)
}