ccxt
Version:
2,921 lines • 129 kB
JavaScript
'use strict';
Object.defineProperty(exports, '__esModule', { value: true });
var krakenfutures$1 = require('./abstract/krakenfutures.js');
var number = require('./base/functions/number.js');
var errors = require('./base/errors.js');
var Precise = require('./base/Precise.js');
var sha256 = require('./static_dependencies/noble-hashes/sha256.js');
var sha512 = require('./static_dependencies/noble-hashes/sha512.js');
// ----------------------------------------------------------------------------
// ---------------------------------------------------------------------------
/**
* @class krakenfutures
* @augments Exchange
*/
class krakenfutures extends krakenfutures$1["default"] {
describe() {
return this.deepExtend(super.describe(), {
'id': 'krakenfutures',
'name': 'Kraken Futures',
'countries': ['US'],
'version': 'v3',
'userAgent': undefined,
'rateLimit': 600,
'pro': true,
'has': {
'CORS': undefined,
'spot': false,
'margin': false,
'swap': true,
'future': true,
'option': false,
'cancelAllOrders': true,
'cancelAllOrdersAfter': true,
'cancelOrder': true,
'cancelOrders': true,
'createMarketOrder': false,
'createOrder': true,
'createPostOnlyOrder': true,
'createReduceOnlyOrder': true,
'createStopLimitOrder': true,
'createStopMarketOrder': true,
'createStopOrder': true,
'createTriggerOrder': true,
'editOrder': true,
'fetchBalance': true,
'fetchBorrowRateHistories': false,
'fetchBorrowRateHistory': false,
'fetchCanceledOrders': true,
'fetchClosedOrders': true,
'fetchCrossBorrowRate': false,
'fetchCrossBorrowRates': false,
'fetchCurrencies': false,
'fetchDepositAddress': false,
'fetchDepositAddresses': false,
'fetchDepositAddressesByNetwork': false,
'fetchFundingHistory': undefined,
'fetchFundingRate': 'emulated',
'fetchFundingRateHistory': true,
'fetchFundingRates': true,
'fetchIndexOHLCV': false,
'fetchIsolatedBorrowRate': false,
'fetchIsolatedBorrowRates': false,
'fetchIsolatedPositions': false,
'fetchLeverage': true,
'fetchLeverages': true,
'fetchLeverageTiers': true,
'fetchMarketLeverageTiers': 'emulated',
'fetchMarkets': true,
'fetchMarkOHLCV': true,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': false,
'fetchOrderBook': true,
'fetchOrders': false,
'fetchPositions': true,
'fetchPremiumIndexOHLCV': false,
'fetchTickers': true,
'fetchTrades': true,
'sandbox': true,
'setLeverage': true,
'setMarginMode': false,
'transfer': true,
},
'urls': {
'test': {
'public': 'https://demo-futures.kraken.com/derivatives/api/',
'private': 'https://demo-futures.kraken.com/derivatives/api/',
'charts': 'https://demo-futures.kraken.com/api/charts/',
'history': 'https://demo-futures.kraken.com/api/history/',
'www': 'https://demo-futures.kraken.com',
},
'logo': 'https://user-images.githubusercontent.com/24300605/81436764-b22fd580-9172-11ea-9703-742783e6376d.jpg',
'api': {
'charts': 'https://futures.kraken.com/api/charts/',
'history': 'https://futures.kraken.com/api/history/',
'feeschedules': 'https://futures.kraken.com/api/feeschedules/',
'public': 'https://futures.kraken.com/derivatives/api/',
'private': 'https://futures.kraken.com/derivatives/api/',
},
'www': 'https://futures.kraken.com/',
'doc': [
'https://docs.kraken.com/api/docs/futures-api/trading/market-data/',
],
'fees': 'https://support.kraken.com/hc/en-us/articles/360022835771-Transaction-fees-and-rebates-for-Kraken-Futures',
'referral': undefined,
},
'api': {
'public': {
'get': [
'feeschedules',
'instruments',
'orderbook',
'tickers',
'history',
'historicalfundingrates',
],
},
'private': {
'get': [
'feeschedules/volumes',
'openpositions',
'notifications',
'accounts',
'openorders',
'recentorders',
'fills',
'transfers',
'leveragepreferences',
'pnlpreferences',
'assignmentprogram/current',
'assignmentprogram/history',
],
'post': [
'sendorder',
'editorder',
'cancelorder',
'transfer',
'batchorder',
'cancelallorders',
'cancelallordersafter',
'withdrawal',
'assignmentprogram/add',
'assignmentprogram/delete',
],
'put': [
'leveragepreferences',
'pnlpreferences',
],
},
'charts': {
'get': [
'{price_type}/{symbol}/{interval}',
],
},
'history': {
'get': [
'orders',
'executions',
'triggers',
'accountlogcsv',
'account-log',
'market/{symbol}/orders',
'market/{symbol}/executions',
],
},
},
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'taker': this.parseNumber('0.0005'),
'maker': this.parseNumber('0.0002'),
'tiers': {
'taker': [
[this.parseNumber('0'), this.parseNumber('0.0005')],
[this.parseNumber('100000'), this.parseNumber('0.0004')],
[this.parseNumber('1000000'), this.parseNumber('0.0003')],
[this.parseNumber('5000000'), this.parseNumber('0.00025')],
[this.parseNumber('10000000'), this.parseNumber('0.0002')],
[this.parseNumber('20000000'), this.parseNumber('0.00015')],
[this.parseNumber('50000000'), this.parseNumber('0.000125')],
[this.parseNumber('100000000'), this.parseNumber('0.0001')],
],
'maker': [
[this.parseNumber('0'), this.parseNumber('0.0002')],
[this.parseNumber('100000'), this.parseNumber('0.0015')],
[this.parseNumber('1000000'), this.parseNumber('0.000125')],
[this.parseNumber('5000000'), this.parseNumber('0.0001')],
[this.parseNumber('10000000'), this.parseNumber('0.000075')],
[this.parseNumber('20000000'), this.parseNumber('0.00005')],
[this.parseNumber('50000000'), this.parseNumber('0.000025')],
[this.parseNumber('100000000'), this.parseNumber('0')],
],
},
},
},
'exceptions': {
'exact': {
'apiLimitExceeded': errors.RateLimitExceeded,
'marketUnavailable': errors.ContractUnavailable,
'requiredArgumentMissing': errors.BadRequest,
'unavailable': errors.ExchangeNotAvailable,
'authenticationError': errors.AuthenticationError,
'accountInactive': errors.ExchangeError,
'invalidAccount': errors.BadRequest,
'invalidAmount': errors.BadRequest,
'insufficientFunds': errors.InsufficientFunds,
'Bad Request': errors.BadRequest,
'Unavailable': errors.ExchangeNotAvailable,
'invalidUnit': errors.BadRequest,
'Json Parse Error': errors.ExchangeError,
'nonceBelowThreshold': errors.InvalidNonce,
'nonceDuplicate': errors.InvalidNonce,
'notFound': errors.BadRequest,
'Server Error': errors.ExchangeError,
'unknownError': errors.ExchangeError,
},
'broad': {
'invalidArgument': errors.BadRequest,
'nonceBelowThreshold': errors.InvalidNonce,
'nonceDuplicate': errors.InvalidNonce,
},
},
'precisionMode': number.TICK_SIZE,
'options': {
'access': {
'history': {
'GET': {
'orders': 'private',
'executions': 'private',
'triggers': 'private',
'accountlogcsv': 'private',
'account-log': 'private',
},
},
},
'settlementCurrencies': {
'flex': ['USDT', 'BTC', 'USD', 'GBP', 'EUR', 'USDC'],
},
'symbol': {
'quoteIds': ['USD', 'XBT'],
'reversed': false,
},
'versions': {
'public': {
'GET': {
'historicalfundingrates': 'v4',
},
},
'charts': {
'GET': {
'{price_type}/{symbol}/{interval}': 'v1',
},
},
'history': {
'GET': {
'orders': 'v2',
'executions': 'v2',
'triggers': 'v2',
'accountlogcsv': 'v2',
},
},
},
'fetchTrades': {
'method': 'historyGetMarketSymbolExecutions', // historyGetMarketSymbolExecutions, publicGetHistory
},
},
'features': {
'default': {
'sandbox': true,
'createOrder': {
'marginMode': false,
'triggerPrice': true,
'triggerPriceType': {
'last': true,
'mark': true,
'index': true,
},
'triggerDirection': false,
'stopLossPrice': true,
'takeProfitPrice': true,
'attachedStopLossTakeProfit': undefined,
'timeInForce': {
'IOC': true,
'FOK': true,
'PO': true,
'GTD': false,
},
'hedged': false,
'trailing': false,
'leverage': false,
'marketBuyByCost': false,
'marketBuyRequiresPrice': false,
'selfTradePrevention': false,
'iceberg': false,
},
'createOrders': {
'max': 100,
},
'fetchMyTrades': {
'marginMode': false,
'limit': undefined,
'daysBack': undefined,
'untilDays': 100000,
'symbolRequired': false,
},
'fetchOrder': undefined,
'fetchOpenOrders': {
'marginMode': false,
'limit': undefined,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOrders': undefined,
'fetchClosedOrders': {
'marginMode': false,
'limit': undefined,
'daysBack': undefined,
'daysBackCanceled': undefined,
'untilDays': undefined,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOHLCV': {
'limit': 5000,
},
},
'spot': undefined,
'swap': {
'linear': {
'extends': 'default',
},
'inverse': {
'extends': 'default',
},
},
'future': {
'linear': {
'extends': 'default',
},
'inverse': {
'extends': 'default',
},
},
},
'timeframes': {
'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'4h': '4h',
'12h': '12h',
'1d': '1d',
'1w': '1w',
},
});
}
/**
* @method
* @name krakenfutures#fetchMarkets
* @description Fetches the available trading markets from the exchange, Multi-collateral markets are returned as linear markets, but can be settled in multiple currencies
* @see https://docs.kraken.com/api/docs/futures-api/trading/get-instruments
* @param {object} [params] exchange specific params
* @returns An array of market structures
*/
async fetchMarkets(params = {}) {
const response = await this.publicGetInstruments(params);
//
// {
// "result": "success",
// "instruments": [
// {
// "symbol": "fi_ethusd_180928",
// "type": "futures_inverse", // futures_vanilla // spot index
// "underlying": "rr_ethusd",
// "lastTradingTime": "2018-09-28T15:00:00.000Z",
// "tickSize": 0.1,
// "contractSize": 1,
// "tradeable": true,
// "marginLevels": [
// {
// "contracts":0,
// "initialMargin":0.02,
// "maintenanceMargin":0.01
// },
// {
// "contracts":250000,
// "initialMargin":0.04,
// "maintenanceMargin":0.02
// },
// ...
// ],
// "isin": "GB00JVMLMP88",
// "retailMarginLevels": [
// {
// "contracts": 0,
// "initialMargin": 0.5,
// "maintenanceMargin": 0.25
// }
// ],
// "tags": [],
// },
// {
// "symbol": "in_xbtusd",
// "type": "spot index",
// "tradeable":false
// }
// ]
// "serverTime": "2018-07-19T11:32:39.433Z"
// }
//
const instruments = this.safeValue(response, 'instruments', []);
const result = [];
for (let i = 0; i < instruments.length; i++) {
const market = instruments[i];
const id = this.safeString(market, 'symbol');
const marketType = this.safeString(market, 'type');
let type = undefined;
const index = (marketType.indexOf(' index') >= 0);
let linear = undefined;
let inverse = undefined;
let expiry = undefined;
if (!index) {
linear = (marketType.indexOf('_vanilla') >= 0);
inverse = !linear;
const settleTime = this.safeString(market, 'lastTradingTime');
type = (settleTime === undefined) ? 'swap' : 'future';
expiry = this.parse8601(settleTime);
}
else {
type = 'index';
}
const swap = (type === 'swap');
const future = (type === 'future');
let symbol = id;
const split = id.split('_');
const splitMarket = this.safeString(split, 1);
const baseId = splitMarket.slice(0, splitMarket.length - 3);
const quoteId = 'usd'; // always USD
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
// swap == perpetual
let settle = undefined;
let settleId = undefined;
const cvtp = this.safeString(market, 'contractValueTradePrecision');
const amountPrecision = this.parseNumber(this.integerPrecisionToAmount(cvtp));
const pricePrecision = this.safeNumber(market, 'tickSize');
const contract = (swap || future || index);
const swapOrFutures = (swap || future);
if (swapOrFutures) {
const exchangeType = this.safeString(market, 'type');
if (exchangeType === 'futures_inverse') {
settle = base;
settleId = baseId;
inverse = true;
}
else {
settle = quote;
settleId = quoteId;
inverse = false;
}
linear = !inverse;
symbol = base + '/' + quote + ':' + settle;
if (future) {
symbol = symbol + '-' + this.yymmdd(expiry);
}
}
result.push({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': settle,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'type': type,
'spot': false,
'margin': false,
'swap': swap,
'future': future,
'option': false,
'index': index,
'active': this.safeBool(market, 'tradeable'),
'contract': contract,
'linear': linear,
'inverse': inverse,
'contractSize': this.safeNumber(market, 'contractSize'),
'maintenanceMarginRate': undefined,
'expiry': expiry,
'expiryDatetime': this.iso8601(expiry),
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': amountPrecision,
'price': pricePrecision,
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': undefined,
'max': undefined,
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'created': this.parse8601(this.safeString(market, 'openingDate')),
'info': market,
});
}
const settlementCurrencies = this.options['settlementCurrencies']['flex'];
const currencies = [];
for (let i = 0; i < settlementCurrencies.length; i++) {
const code = settlementCurrencies[i];
currencies.push({
'id': code.toLowerCase(),
'numericId': undefined,
'code': code,
'precision': undefined,
});
}
this.currencies = this.mapToSafeMap(this.deepExtend(currencies, this.currencies));
return result;
}
/**
* @method
* @name krakenfutures#fetchOrderBook
* @see https://docs.kraken.com/api/docs/futures-api/trading/get-orderbook
* @description Fetches a list of open orders in a market
* @param {string} symbol Unified market symbol
* @param {int} [limit] Not used by krakenfutures
* @param {object} [params] exchange specific params
* @returns An [order book structure]{@link https://docs.ccxt.com/?id=order-book-structure}
*/
async fetchOrderBook(symbol, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'symbol': market['id'],
};
const response = await this.publicGetOrderbook(this.extend(request, params));
//
// {
// "result": "success",
// "serverTime": "2016-02-25T09:45:53.818Z",
// "orderBook": {
// "bids": [
// [
// 4213,
// 2000,
// ],
// [
// 4210,
// 4000,
// ],
// ...
// ],
// "asks": [
// [
// 4218,
// 4000,
// ],
// [
// 4220,
// 5000,
// ],
// ...
// ],
// },
// }
//
const timestamp = this.parse8601(response['serverTime']);
return this.parseOrderBook(response['orderBook'], symbol, timestamp);
}
/**
* @method
* @name krakenfutures#fetchTickers
* @description fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
* @see https://docs.kraken.com/api/docs/futures-api/trading/get-tickers
* @param {string[]} symbols unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an array of [ticker structures]{@link https://docs.ccxt.com/?id=ticker-structure}
*/
async fetchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
const response = await this.publicGetTickers(params);
//
// {
// "result": "success",
// "tickers": [
// {
// "tag": 'semiannual', // 'month', 'quarter', "perpetual", "semiannual",
// "pair": "ETH:USD",
// "symbol": "fi_ethusd_220624",
// "markPrice": "2925.72",
// "bid": "2923.8",
// "bidSize": "16804",
// "ask": "2928.65",
// "askSize": "1339",
// "vol24h": "860493",
// "openInterest": "3023363.00000000",
// "open24h": "3021.25",
// "indexPrice": "2893.71",
// "last": "2942.25",
// "lastTime": "2022-02-18T14:08:15.578Z",
// "lastSize": "151",
// "suspended": false
// },
// {
// "symbol": "in_xbtusd", // "rr_xbtusd",
// "last": "40411",
// "lastTime": "2022-02-18T14:16:28.000Z"
// },
// ...
// ],
// "serverTime": "2022-02-18T14:16:29.440Z"
// }
//
const tickers = this.safeList(response, 'tickers');
return this.parseTickers(tickers, symbols);
}
parseTicker(ticker, market = undefined) {
//
// {
// "tag": 'semiannual', // 'month', 'quarter', "perpetual", "semiannual",
// "pair": "ETH:USD",
// "symbol": "fi_ethusd_220624",
// "markPrice": "2925.72",
// "bid": "2923.8",
// "bidSize": "16804",
// "ask": "2928.65",
// "askSize": "1339",
// "vol24h": "860493",
// "openInterest": "3023363.00000000",
// "open24h": "3021.25",
// "indexPrice": "2893.71",
// "last": "2942.25",
// "lastTime": "2022-02-18T14:08:15.578Z",
// "lastSize": "151",
// "suspended": false
// }
//
// {
// "symbol": "in_xbtusd", // "rr_xbtusd",
// "last": "40411",
// "lastTime": "2022-02-18T14:16:28.000Z"
// }
//
const marketId = this.safeString(ticker, 'symbol');
market = this.safeMarket(marketId, market);
const symbol = market['symbol'];
const timestamp = this.parse8601(this.safeString(ticker, 'lastTime'));
const open = this.safeString(ticker, 'open24h');
const last = this.safeString(ticker, 'last');
const change = Precise["default"].stringSub(last, open);
const percentage = Precise["default"].stringMul(Precise["default"].stringDiv(change, open), '100');
const average = Precise["default"].stringDiv(Precise["default"].stringAdd(open, last), '2');
const volume = this.safeString(ticker, 'vol24h');
let baseVolume = undefined;
let quoteVolume = undefined;
const isIndex = this.safeBool(market, 'index', false);
if (!isIndex) {
if (market['linear']) {
baseVolume = volume;
}
else if (market['inverse']) {
quoteVolume = volume;
}
}
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'high': undefined,
'low': undefined,
'bid': this.safeString(ticker, 'bid'),
'bidVolume': this.safeString(ticker, 'bidSize'),
'ask': this.safeString(ticker, 'ask'),
'askVolume': this.safeString(ticker, 'askSize'),
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': percentage,
'average': average,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'markPrice': this.safeString(ticker, 'markPrice'),
'indexPrice': this.safeString(ticker, 'indexPrice'),
'info': ticker,
});
}
/**
* @method
* @name krakenfutures#fetchOHLCV
* @see https://docs.kraken.com/api/docs/futures-api/charts/candles
* @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {int} [since] timestamp in ms of the earliest candle to fetch
* @param {int} [limit] the maximum amount of candles to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.paginate] default false, when true will automatically paginate by calling this endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
let paginate = false;
[paginate, params] = this.handleOptionAndParams(params, 'fetchOHLCV', 'paginate');
if (paginate) {
return await this.fetchPaginatedCallDeterministic('fetchOHLCV', symbol, since, limit, timeframe, params, 5000);
}
const request = {
'symbol': market['id'],
'price_type': this.safeString(params, 'price', 'trade'),
'interval': this.timeframes[timeframe],
};
params = this.omit(params, 'price');
if (since !== undefined) {
const duration = this.parseTimeframe(timeframe);
request['from'] = this.parseToInt(since / 1000);
if (limit === undefined) {
limit = 5000;
}
limit = Math.min(limit, 5000);
const toTimestamp = this.sum(request['from'], limit * duration - 1);
const currentTimestamp = this.seconds();
request['to'] = Math.min(toTimestamp, currentTimestamp);
}
else if (limit !== undefined) {
limit = Math.min(limit, 5000);
const duration = this.parseTimeframe(timeframe);
request['to'] = this.seconds();
request['from'] = this.parseToInt(request['to'] - (duration * limit));
}
const response = await this.chartsGetPriceTypeSymbolInterval(this.extend(request, params));
//
// {
// "candles": [
// {
// "time": 1645198500000,
// "open": "309.15000000000",
// "high": "309.15000000000",
// "low": "308.70000000000",
// "close": "308.85000000000",
// "volume": 0
// }
// ],
// "more_candles": true
// }
//
const candles = this.safeList(response, 'candles');
return this.parseOHLCVs(candles, market, timeframe, since, limit);
}
parseOHLCV(ohlcv, market = undefined) {
//
// {
// "time": 1645198500000,
// "open": "309.15000000000",
// "high": "309.15000000000",
// "low": "308.70000000000",
// "close": "308.85000000000",
// "volume": 0
// }
//
return [
this.safeInteger(ohlcv, 'time'),
this.safeNumber(ohlcv, 'open'),
this.safeNumber(ohlcv, 'high'),
this.safeNumber(ohlcv, 'low'),
this.safeNumber(ohlcv, 'close'),
this.safeNumber(ohlcv, 'volume'), // trading volume, undefined for mark or index price
];
}
/**
* @method
* @name krakenfutures#fetchTrades
* @see https://docs.kraken.com/api/docs/futures-api/trading/get-history
* @see https://docs.kraken.com/api/docs/futures-api/history/get-public-execution-events
* @description Fetch a history of filled trades that this account has made
* @param {string} symbol Unified CCXT market symbol
* @param {int} [since] Timestamp in ms of earliest trade. Not used by krakenfutures except in combination with params.until
* @param {int} [limit] Total number of trades, cannot exceed 100
* @param {object} [params] Exchange specific params
* @param {int} [params.until] Timestamp in ms of latest trade
* @param {boolean} [params.paginate] default false, when true will automatically paginate by calling this endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
* @param {string} [params.method] The method to use to fetch trades. Can be 'historyGetMarketSymbolExecutions' or 'publicGetHistory' default is 'historyGetMarketSymbolExecutions'
* @returns An array of [trade structures]{@link https://docs.ccxt.com/?id=trade-structure}
*/
async fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let paginate = false;
[paginate, params] = this.handleOptionAndParams(params, 'fetchTrades', 'paginate');
if (paginate) {
return await this.fetchPaginatedCallDynamic('fetchTrades', symbol, since, limit, params);
}
const market = this.market(symbol);
let request = {
'symbol': market['id'],
};
let method = undefined;
[method, params] = this.handleOptionAndParams(params, 'fetchTrades', 'method', 'historyGetMarketSymbolExecutions');
let rawTrades = undefined;
const isFullHistoryEndpoint = (method === 'historyGetMarketSymbolExecutions');
if (isFullHistoryEndpoint) {
[request, params] = this.handleUntilOption('before', request, params);
if (since !== undefined) {
request['since'] = since;
request['sort'] = 'asc';
}
if (limit !== undefined) {
request['count'] = limit;
}
const response = await this.historyGetMarketSymbolExecutions(this.extend(request, params));
//
// {
// "elements": [
// {
// "uid": "a5105030-f054-44cc-98ab-30d5cae96bef",
// "timestamp": "1710150778607",
// "event": {
// "Execution": {
// "execution": {
// "uid": "2d485b71-cd28-4a1e-9364-371a127550d2",
// "makerOrder": {
// "uid": "0a25f66b-1109-49ec-93a3-d17bf9e9137e",
// "tradeable": "PF_XBTUSD",
// "direction": "Buy",
// "quantity": "0.26500",
// "timestamp": "1710150778570",
// "limitPrice": "71907",
// "orderType": "Post",
// "reduceOnly": false,
// "lastUpdateTimestamp": "1710150778570"
// },
// "takerOrder": {
// "uid": "04de3ee0-9125-4960-bf8f-f63b577b6790",
// "tradeable": "PF_XBTUSD",
// "direction": "Sell",
// "quantity": "0.0002",
// "timestamp": "1710150778607",
// "limitPrice": "71187.00",
// "orderType": "Market",
// "reduceOnly": false,
// "lastUpdateTimestamp": "1710150778607"
// },
// "timestamp": "1710150778607",
// "quantity": "0.0002",
// "price": "71907",
// "markPrice": "71903.32715463147",
// "limitFilled": false,
// "usdValue": "14.38"
// },
// "takerReducedQuantity": ""
// }
// }
// },
// ... followed by older items
// ],
// "len": "1000",
// "continuationToken": "QTexMDE0OTe33NTcyXy8xNDIzAjc1NjY5MwI="
// }
//
const elements = this.safeList(response, 'elements', []);
// we need to reverse the list to fix chronology
rawTrades = [];
const length = elements.length;
for (let i = 0; i < length; i++) {
const index = length - 1 - i;
const element = elements[index];
const event = this.safeDict(element, 'event', {});
const executionContainer = this.safeDict(event, 'Execution', {});
const rawTrade = this.safeDict(executionContainer, 'execution', {});
rawTrades.push(rawTrade);
}
}
else {
[request, params] = this.handleUntilOption('lastTime', request, params);
const response = await this.publicGetHistory(this.extend(request, params));
//
// {
// "result": "success",
// "history": [
// {
// "time": "2022-03-18T04:55:37.692Z",
// "trade_id": 100,
// "price": 0.7921,
// "size": 1068,
// "side": "sell",
// "type": "fill",
// "uid": "6c5da0b0-f1a8-483f-921f-466eb0388265"
// },
// ...
// ],
// "serverTime": "2022-03-18T06:39:18.056Z"
// }
//
rawTrades = this.safeList(response, 'history', []);
}
return this.parseTrades(rawTrades, market, since, limit);
}
parseTrade(trade, market = undefined) {
//
// fetchTrades (recent trades)
//
// {
// "time": "2019-02-14T09:25:33.920Z",
// "trade_id": 100,
// "price": 3574,
// "size": 100,
// "side": "buy",
// "type": "fill" // fill, liquidation, assignment, termination
// "uid": "11c3d82c-9e70-4fe9-8115-f643f1b162d4"
// }
//
// fetchTrades (executions history)
//
// {
// "timestamp": "1710152516830",
// "price": "71927.0",
// "quantity": "0.0695",
// "markPrice": "71936.38701675525",
// "limitFilled": true,
// "usdValue": "4998.93",
// "uid": "116ae634-253f-470b-bd20-fa9d429fb8b1",
// "makerOrder": { "uid": "17bfe4de-c01e-4938-926c-617d2a2d0597", "tradeable": "PF_XBTUSD", "direction": "Buy", "quantity": "0.0695", "timestamp": "1710152515836", "limitPrice": "71927.0", "orderType": "Post", "reduceOnly": false, "lastUpdateTimestamp": "1710152515836" },
// "takerOrder": { "uid": "d3e437b4-aa70-4108-b5cf-b1eecb9845b5", "tradeable": "PF_XBTUSD", "direction": "Sell", "quantity": "0.940100", "timestamp": "1710152516830", "limitPrice": "71915", "orderType": "IoC", "reduceOnly": false, "lastUpdateTimestamp": "1710152516830" }
// }
//
// fetchMyTrades (private)
//
// {
// "fillTime": "2016-02-25T09:47:01.000Z",
// "order_id": "c18f0c17-9971-40e6-8e5b-10df05d422f0",
// "fill_id": "522d4e08-96e7-4b44-9694-bfaea8fe215e",
// "cliOrdId": "d427f920-ec55-4c18-ba95-5fe241513b30", // OPTIONAL
// "symbol": "fi_xbtusd_180615",
// "side": "buy",
// "size": 2000,
// "price": 4255,
// "fillType": "maker" // taker, takerAfterEdit, maker, liquidation, assignee
// }
//
// execution report (createOrder, editOrder)
//
// {
// "executionId": "e1ec9f63-2338-4c44-b40a-43486c6732d7",
// "price": 7244.5,
// "amount": 10,
// "orderPriorEdit": null,
// "orderPriorExecution": {
// "orderId": "61ca5732-3478-42fe-8362-abbfd9465294",
// "cliOrdId": null,
// "type": "lmt",
// "symbol": "pi_xbtusd",
// "side": "buy",
// "quantity": 10,
// "filled": 0,
// "limitPrice": 7500,
// "reduceOnly": false,
// "timestamp": "2019-12-11T17:17:33.888Z",
// "lastUpdateTimestamp": "2019-12-11T17:17:33.888Z"
// },
// "takerReducedQuantity": null,
// "type": "EXECUTION"
// }
//
let timestamp = this.parse8601(this.safeString2(trade, 'time', 'fillTime'));
const price = this.safeString(trade, 'price');
const amount = this.safeStringN(trade, ['size', 'amount', 'quantity'], '0.0');
let id = this.safeString2(trade, 'uid', 'fill_id');
if (id === undefined) {
id = this.safeString(trade, 'executionId');
}
let order = this.safeString(trade, 'order_id');
let marketId = this.safeString(trade, 'symbol');
let side = this.safeString(trade, 'side');
let type = undefined;
const priorEdit = this.safeValue(trade, 'orderPriorEdit');
const priorExecution = this.safeValue(trade, 'orderPriorExecution');
if (priorExecution !== undefined) {
order = this.safeString(priorExecution, 'orderId');
marketId = this.safeString(priorExecution, 'symbol');
side = this.safeString(priorExecution, 'side');
type = this.safeString(priorExecution, 'type');
}
else if (priorEdit !== undefined) {
order = this.safeString(priorEdit, 'orderId');
marketId = this.safeString(priorEdit, 'symbol');
side = this.safeString(priorEdit, 'type');
type = this.safeString(priorEdit, 'type');
}
if (type !== undefined) {
type = this.parseOrderType(type);
}
market = this.safeMarket(marketId, market);
let cost = undefined;
const linear = this.safeBool(market, 'linear');
if ((amount !== undefined) && (price !== undefined) && (market !== undefined)) {
if (linear) {
cost = Precise["default"].stringMul(amount, price); // in quote
}
else {
cost = Precise["default"].stringDiv(amount, price); // in base
}
const contractSize = this.safeString(market, 'contractSize');
cost = Precise["default"].stringMul(cost, contractSize);
}
let takerOrMaker = undefined;
const fillType = this.safeString(trade, 'fillType');
if (fillType !== undefined) {
if (fillType.indexOf('taker') >= 0) {
takerOrMaker = 'taker';
}
else if (fillType.indexOf('maker') >= 0) {
takerOrMaker = 'maker';
}
}
const isHistoricalExecution = ('takerOrder' in trade);
if (isHistoricalExecution) {
timestamp = this.safeInteger(trade, 'timestamp');
const taker = this.safeDict(trade, 'takerOrder', {});
if (taker !== undefined) {
side = this.safeStringLower(taker, 'direction');
takerOrMaker = 'taker';
}
}
return this.safeTrade({
'info': trade,
'id': id,
'symbol': this.safeString(market, 'symbol'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'order': order,
'type': type,
'side': side,
'takerOrMaker': takerOrMaker,
'price': price,
'amount': linear ? amount : undefined,
'cost': cost,
'fee': undefined,
});
}
createOrderRequest(symbol, type, side, amount, price = undefined, params = {}) {
const market = this.market(symbol);
symbol = market['symbol'];
type = this.safeString(params, 'orderType', type);
const timeInForce = this.safeString(params, 'timeInForce');
let postOnly = false;
[postOnly, params] = this.handlePostOnly(type === 'market', type === 'post', params);
if (postOnly) {
type = 'post';
}
else if (timeInForce === 'ioc') {
type = 'ioc';
}
else if (type === 'limit') {
type = 'lmt';
}
else if (type === 'market') {
type = 'mkt';
}
const request = {
'symbol': market['id'],
'side': side,
'size': this.amountToPrecision(symbol, amount),
};
const clientOrderId = this.safeString2(params, 'clientOrderId', 'cliOrdId');
if (clientOrderId !== undefined) {
request['cliOrdId'] = clientOrderId;
}
const triggerPrice = this.safeString2(params, 'triggerPrice', 'stopPrice');
const isTriggerOrder = triggerPrice !== undefined;
const stopLossTriggerPrice = this.safeString(params, 'stopLossPrice');
const takeProfitTriggerPrice = this.safeString(params, 'takeProfitPrice');
const isStopLossTriggerOrder = stopLossTriggerPrice !== undefined;
const isTakeProfitTriggerOrder = takeProfitTriggerPrice !== undefined;
const isStopLossOrTakeProfitTrigger = isStopLossTriggerOrder || isTakeProfitTriggerOrder;
const triggerSignal = this.safeString(params, 'triggerSignal', 'last');
let reduceOnly = this.safeValue(params, 'reduceOnly');
if (isStopLossOrTakeProfitTrigger || isTriggerOrder) {
request['triggerSignal'] = triggerSignal;
}
if (isTriggerOrder) {
type = 'stp';
request['stopPrice'] = this.priceToPrecision(symbol, triggerPrice);
}
else if (isStopLossOrTakeProfitTrigger) {
reduceOnly = true;
if (isStopLossTriggerOrder) {
type = 'stp';
request['stopPrice'] = this.priceToPrecision(symbol, stopLossTriggerPrice);
}
else if (isTakeProfitTriggerOrder) {
type = 'take_profit';
request['stopPrice'] = this.priceToPrecision(symbol, takeProfitTriggerPrice);
}
}
if (reduceOnly) {
request['reduceOnly'] = true;
}
request['orderType'] = type;
if (price !== undefined) {
request['limitPrice'] = this.priceToPrecision(symbol, price);
}
params = this.omit(params, ['clientOrderId', 'timeInForce', 'triggerPrice', 'stopLossPrice', 'takeProfitPrice']);
return this.extend(request, params);
}
/**
* @method
* @name krakenfutures#createOrder
* @description Create an order on the exchange
* @see https://docs.kraken.com/api/docs/futures-api/trading/send-order
* @param {string} symbol unified market symbol
* @param {string} type 'limit' or 'market'
* @param {string} side 'buy' or 'sell'
* @param {float} amount number of contracts
* @param {float} [price] limit order price
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {bool} [params.reduceOnly] set as true if you wish the order to only reduce an existing position, any order which increases an existing position will be rejected, default is false
* @param {bool} [params.postOnly] set as true if you wish to make a postOnly order, default is false
* @param {string} [params.clientOrderId] UUID The order identity that is specified from the user, It must be globally unique
* @param {float} [params.triggerPrice] the price that a stop order is triggered at
* @param {float} [params.stopLossPrice] the price that a stop loss order is triggered at
* @param {float} [params.takeProfitPrice] the price that a take profit order is triggered at
* @param {string} [params.triggerSignal] for triggerPrice, stopLossPrice and takeProfitPrice orders, the trigger price type, 'last', 'mark' or 'index', default is 'last'
* @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
*/
async createOrder(symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const orderRequest = this.createOrderRequest(symbol, type, side, amount, price, params);
const response = await this.privatePostSendorder(orderRequest);
//
// {
// "result": "success",
// "sendStatus": {
// "order_id": "salf320-e337-47ac-b345-30sdfsalj",
// "status": "placed",
// "receivedTime": "2022-02-28T19:32:17.122Z",
// "orderEvents": [
// {
// "order": {
// "orderId": "salf320-e337-47ac-b345-30sdfsalj",
// "cliOrdId": null,
// "type": "lmt",
// "symbol": "pi_xrpusd",
// "side": "buy",
// "quantity": 1,
// "filled": 0,
// "limitPrice": 0.7,
// "reduceOnly": false,
// "timestamp": "2022-02-28T19:32:17.122Z",
// "lastUpdateTimestamp": "2022-02-28T19:32:17.122Z"
// },
// "reducedQuantity": null,
// "type": "PLACE"
// }
// ]
// },
// "serverTime": "2022-02-28T19:32:17.122Z"
// }
//
const sendStatus = this.safeValue(response, 'sendStatus');
const status = this.safeString(sendStatus, 'status');
this.verifyOrderActionSuccess(status, 'createOrder', ['filled']);
return this.parseOrder(sendStatus, market);
}
/**
* @method
* @name krakenfutures#createOrders
* @description create a list of trade orders
* @see https://docs.kraken.com/api/docs/futures-api/trading/send-batch-order
* @param {Array} orders list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
*/
async createOrders(orders, params = {}) {
await this.loadMarkets();
const ordersRequests = [];
for (let i = 0; i < orders.length; i++) {
const rawOrder = orders[i];
const marketId = this.safeString(rawOrder, 'symbol');
const type = this.safeString(rawOrder, 'type');
const side = this.safeString(rawOrder, 'side');
const amount = this.safeValue(rawOrder, 'amount');
const price = this.safeValue(rawOrder, 'price');
const orderParams = this.safeValue(rawOrder, 'params', {});
const extendedParams = this.extend(orderParams, params); // the request does not accept extra params since it's a list, so we're extending each order with the common params
if (!('order_tag' in extendedParams)) {
// order tag is mandatory so we will generate one if not provided
extendedParams['order_tag'] = this.sum(i, 1).toString(); // sequential counter
}
extendedParams['order'] = 'send';
const orderRequest = this.createOrderRequest(marketId, type, side, amount, price, extendedParams);
ordersRequests.push(orderRequest);
}
const request = {
'batchOrder': ordersRequests,
};
const response = await this.privatePostBatchorder(this.extend(request, params));
//
// {
// "result": "success",
// "serverTime": "2023-10-24T08:40:57.339Z",
// "batchStatus": [
// {
// "status": "requiredArgumentMissing",
// "orderEvents": []
// },
// {
// "status": "requiredArgumentMissing",
// "orderEvents": []
// }
// ]
// }
//
const data = this.safeList(response, 'batchStatus', []);
return this.parseOrders(data);
}
/**
* @method
* @name krakenfutures#editOrder
* @see https://docs.kraken.com/api/docs/futures-api/trading/edit-order-spring
* @description Edit an open order on the exchange
* @param {string} id order id
* @param {string} symbol Not used by Krakenfutures
* @param {string} type Not used by Krakenfutures
* @param {string} side Not used by Krakenfutures
* @param {float} amount Order size
* @param {float} [price] Price to fill order at
* @param {object} [params] Exchange specific params
* @returns An [order structure]{@link https://docs.ccxt.com/?id=order-structure}
*/
async editOrder(id, symbol, type, side, amount = undefined, price = undefined, params = {}) {
await this.loadMarkets();
const request = {
'orderId': id,
};
if (amount !== undefined) {
request['size'] = amount;
}
if (price !== undefined) {
request['limitPrice'] = price;
}
const response = await this.privatePostEditorder(this.extend(request, params));
const status = this.safeString(response['editStatus'], 'status');
this.verifyOrderActionSuccess(status, 'editOrder', ['filled']);
const order = this.parseOrder(response['editStatus']);
order['info'] = response;
return order;
}
/**
* @method
* @name krakenfutures#cancelOrder
* @see https://docs.kraken.com/api/docs/futures-api/trading/cancel-order
* @description Cancel an open order on the exchange
* @param {string} id Order id
* @param {string} symbol Not used by Krakenfutures
* @param {object} [params] Exchange specific params
* @returns An [order structure]{@link https://docs.ccxt.com/?id=order-structure}
*/
async cancelOrder(id, symbol = undefined, params = {}) {
await this.loadMarkets();
const response = await this.privatePostCancelorder(this.extend({ 'order_id': id }, params));
const status = this.safeString(this.safeValue(response, 'cancelStatus', {}), 'status');
this.verifyOrderActionSuccess(status, 'cancelOrder');
let order = {};
if ('cancelStatus' in response) {
order = this.parseOrder(response['cancelStatus']);
}
return this.extend({ 'info': response }, order);
}
/**
* @method
* @name krakenfutures#cancelOrders
* @description cancel multiple orders
* @see https://docs.kraken.com/api/docs/futures-api/trading/send-batch-order
* @param {string[]} ids order ids
* @param {string} [symbol] unified market symbol
* @param {object} [params] extra parameters specific to the exchange API endpoint
*
* EXCHANGE SPECIFIC PARAMETERS
* @param {string[]} [params.clientOrderIds] max length 10 e.g. ["my_id_1","my_id_2"]
* @returns {object} an list of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
*/
async cancelOrders(ids, symbol = undefined, params = {}) {
await this.loadMarkets();
const orders = [];
const clientOrderIds = this.safeValue(params, 'clientOrderIds', []);
const clientOrderIdsLength = clientOrderIds.length;
if (clientOrderIdsLength > 0) {
for (let i = 0; i < clientOrderIds.length; i++) {
orders.push({ 'order': 'cancel', 'cliOrdId': clientOrderIds[i] });
}
}
else {
for (let i = 0; i < ids.length; i++) {
orders.push({ 'order': 'cancel', 'order_id': ids[i] });
}
}
const request = {
'batchOrder': orders,
};
const response = await this.privatePostBatchorder(this.extend(request, params));
// {
// "result": "success",
// "serverTime": "2023-10-23T16:36:51.327Z",
// "batchStatus": [
// {
// "status": "cancelled",
// "order_id": "101c2327-f12e-45f2-8445-7502b87afc0b",
// "orderEvents": [
// {
// "uid": "101c2327-f12e-45f2-8445-7502b87afc0b",
// "order": {
// "orderId": "101c2327-f12e-45f2-8445-7502b87afc0b",
// "cliOrdId": null,
// "type": "lmt",
// "symbol": "PF_LTCUSD",
// "side": "buy",
// "quantity": "0.10000000000",
// "filled": "0E-11",
// "limitPrice": "50.00000000000",
// "reduceOnly": false,
// "timestamp": "2023-10-20T10:29:13.005Z",
// "lastUpdateTimestamp": "2023-10-20T10:29:13.005Z"
// },
// "type": "CANCEL"
// }
// ]
// }
// ]
// }
const batchStatus = this.safeList(response, 'batchStatus', []);
return this.parseOrders(batchStatus);
}
/**
* @method
* @name krakenfutures#cancelAllOrders
* @see https://docs.kraken.com/api/docs/futures-api/trading/cancel-all-orders
* @description Cancels all orders on the exchange, including trigger orders
* @param {str} symbol Unified market symbol
* @param {dict} [params] Exchange specific params
* @returns Response from exchange api
*/
async cancelAllOrders(symbol = undefined, params = {}) {
const request = {};
if (symbol !== undefined) {
request['symbol'] = this.marketId(symbol);
}
const response = await this.privatePostCancelallorders(this.extend(request, params));
//
// {
// result: 'success',
// cancelStatus: {
// receivedTime: '2024-06-06T01:12:44.814Z',
// cancelOnly: 'PF_XRPUSD',
// status: 'cancelled',
// cancelledOrders: [ { order_id: '272fd0ac-45c0-4003-b84d-d39b9e86bd36' } ],
// orderEvents: [
// {
// uid: '272fd0ac-45c0-4003-b84d-d39b9e86bd36',
// order: {
// orderId: '272fd0ac-45c0-4003-b84d-d39b9e86bd36',
// cliOrdId: null,
// type: 'lmt',
// symbol: 'PF_XRPUSD',
// side: 'buy',
// quantity: '10',
// filled: '0',
// limitPrice: '0.4',
// reduceOnly: false,
// timestamp: '2024-06-06T01:11:16.045Z',
// lastUpdateTimestamp: '2024-06-06T01:11:16.045Z'
// },
// type: 'CANCEL'
// }
// ]
// },
// serverTime: '2024-06-06T01:12:44.814Z'
// }
//
const cancelStatus = this.safeDict(response, 'cancelStatus');
const orderEvents = this.safeList(cancelStatus, 'orderEvents', []);
const orders = [];
for (let i = 0; i < orderEvents.length; i++) {
const orderEvent = this.safeDict(orderEvents, 0);
const order = this.safeDict(orderEvent, 'order', {});
orders.push(order);
}
return this.parseOrders(orders);
}
/**
* @method
* @name krakenfutures#cancelAllOrdersAfter
* @description dead man's switch, cancel all orders after the given timeout
* @see https://docs.kraken.com/api/docs/futures-api/trading/cancel-all-orders-after
* @param {number} timeout time in milliseconds, 0 represents cancel the timer
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} the api result
*/
async cancelAllOrdersAfter(timeout, params = {}) {
await this.loadMarkets();
const request = {
'timeout': (timeout > 0) ? (this.parseToInt(timeout / 1000)) : 0,
};
const response = await this.privatePostCancelallordersafter(this.extend(request, params));
//
// {
// "result": "success",
// "serverTime": "2018-06-19T16:51:23.839Z",
// "status": {
// "currentTime": "2018-06-19T16:51:23.839Z",
// "triggerTime": "0"
// }
// }
//
return response;
}
/**
* @method
* @name krakenfutures#fetchOpenOrders
* @see https://docs.kraken.com/api/docs/futures-api/trading/get-open-orders
* @description Gets all open orders, including trigger orders, for an account from the exchange api
* @param {string} symbol Unified market symbol
* @param {int} [since] Timestamp (ms) of earliest order. (Not used by kraken api but filtered internally by CCXT)
* @param {int} [limit] How many orders to return. (Not used by kraken api but filtered internally by CCXT)
* @param {object} [params] Exchange specific parameters
* @returns An array of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
*/
async fetchOpenOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
}
const response = await this.privateGetOpenorders(params);
const orders = this.safeList(response, 'openOrders', []);
return this.parseOrders(orders, market, since, limit);
}
/**
* @method
* @name krakenfutures#fetchClosedOrders
* @see https://docs.futures.kraken.com/#http-api-history-account-history-get-order-events
* @description Gets all closed orders, including trigger orders, for an account from the exchange api
* @param {string} symbol Unified market symbol
* @param {int} [since] Timestamp (ms) of earliest order.
* @param {int} [limit] How many orders to return.
* @param {object} [params] Exchange specific parameters
* @returns An array of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
*/
async fetchClosedOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
}
const request = {};
if (limit !== undefined) {
request['count'] = limit;
}
if (since !== undefined) {
request['from'] = since;
}
const response = await this.historyGetOrders(this.extend(request, params));
const allOrders = this.safeList(response, 'elements', []);
const closedOrders = [];
for (let i = 0; i < allOrders.length; i++) {
const order = allOrders[i];
const event = this.safeDict(order, 'event', {});
const orderPlaced = this.safeDict(event, 'OrderPlaced');
if (orderPlaced !== undefined) {
const innerOrder = this.safeDict(orderPlaced, 'order', {});
const filled = this.safeString(innerOrder, 'filled');
if (filled !== '0') {
innerOrder['status'] = 'closed'; // status not available in the response
closedOrders.push(innerOrder);
}
}
}
return this.parseOrders(closedOrders, market, since, limit);
}
/**
* @method
* @name krakenfutures#fetchCanceledOrders
* @see https://docs.kraken.com/api/docs/futures-api/history/get-order-events
* @description Gets all canceled orders, including trigger orders, for an account from the exchange api
* @param {string} symbol Unified market symbol
* @param {int} [since] Timestamp (ms) of earliest order.
* @param {int} [limit] How many orders to return.
* @param {object} [params] Exchange specific parameters
* @returns An array of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
*/
async fetchCanceledOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
}
const request = {};
if (limit !== undefined) {
request['count'] = limit;
}
if (since !== undefined) {
request['from'] = since;
}
const response = await this.historyGetOrders(this.extend(request, params));
const allOrders = this.safeList(response, 'elements', []);
const canceledAndRejected = [];
for (let i = 0; i < allOrders.length; i++) {
const order = allOrders[i];
const event = this.safeDict(order, 'event', {});
const orderPlaced = this.safeDict(event, 'OrderPlaced');
if (orderPlaced !== undefined) {
const innerOrder = this.safeDict(orderPlaced, 'order', {});
const filled = this.safeString(innerOrder, 'filled');
if (filled === '0') {
innerOrder['status'] = 'canceled'; // status not available in the response
canceledAndRejected.push(innerOrder);
}
}
const orderCanceled = this.safeDict(event, 'OrderCancelled');
if (orderCanceled !== undefined) {
const innerOrder = this.safeDict(orderCanceled, 'order', {});
innerOrder['status'] = 'canceled'; // status not available in the response
canceledAndRejected.push(innerOrder);
}
const orderRejected = this.safeDict(event, 'OrderRejected');
if (orderRejected !== undefined) {
const innerOrder = this.safeDict(orderRejected, 'order', {});
innerOrder['status'] = 'rejected'; // status not available in the response
canceledAndRejected.push(innerOrder);
}
}
return this.parseOrders(canceledAndRejected, market, since, limit);
}
parseOrderType(orderType) {
const typesMap = {
'lmt': 'limit',
'mkt': 'market',
'post': 'limit',
'ioc': 'market',
};
return this.safeString(typesMap, orderType, orderType);
}
verifyOrderActionSuccess(status, method, omit = []) {
const errors$1 = {
'invalidOrderType': errors.InvalidOrder,
'invalidSide': errors.InvalidOrder,
'invalidSize': errors.InvalidOrder,
'invalidPrice': errors.InvalidOrder,
'insufficientAvailableFunds': errors.InsufficientFunds,
'selfFill': errors.ExchangeError,
'tooManySmallOrders': errors.ExchangeError,
'maxPositionViolation': errors.BadRequest,
'marketSuspended': errors.ExchangeNotAvailable,
'marketInactive': errors.ExchangeNotAvailable,
'clientOrderIdAlreadyExist': errors.DuplicateOrderId,
'clientOrderIdTooLong': errors.BadRequest,
'outsidePriceCollar': errors.InvalidOrder,
'postWouldExecute': errors.OrderImmediatelyFillable,
'iocWouldNotExecute': errors.OrderNotFillable,
'wouldNotReducePosition': errors.ExchangeError,
'orderForEditNotFound': errors.OrderNotFound,
'orderForEditNotAStop': errors.InvalidOrder,
'filled': errors.OrderNotFound,
'notFound': errors.OrderNotFound,
};
if ((status in errors$1) && !this.inArray(status, omit)) {
throw new errors$1[status](this.id + ': ' + method + ' failed due to ' + status);
}
}
parseOrderStatus(status) {
const statuses = {
'placed': 'open',
'cancelled': 'canceled',
'invalidOrderType': 'rejected',
'invalidSide': 'rejected',
'invalidSize': 'rejected',
'invalidPrice': 'rejected',
'insufficientAvailableFunds': 'rejected',
'selfFill': 'rejected',
'tooManySmallOrders': 'rejected',
'maxPositionViolation': 'rejected',
'marketSuspended': 'rejected',
'marketInactive': 'rejected',
'clientOrderIdAlreadyExist': 'rejected',
'clientOrderIdTooLong': 'rejected',
'outsidePriceCollar': 'rejected',
// Should the next two be 'expired' ?
'postWouldExecute': 'rejected',
'iocWouldNotExecute': 'rejected',
'wouldNotReducePosition': 'rejected',
'edited': 'open',
'orderForEditNotFound': 'rejected',
'orderForEditNotAStop': 'rejected',
'filled': 'closed',
'notFound': 'rejected',
'untouched': 'open',
'partiallyFilled': 'open', // the size of the order is partially but not entirely filled
};
return this.safeString(statuses, status, status);
}
parseOrder(order, market = undefined) {
//
// LIMIT
//
// {
// "order_id": "179f9af8-e45e-469d-b3e9-2fd4675cb7d0",
// "status": "placed",
// "receivedTime": "2019-09-05T16:33:50.734Z",
// "orderEvents": [
// {
// "uid": "614a5298-0071-450f-83c6-0617ce8c6bc4",
// "order": {
// "orderId": "179f9af8-e45e-469d-b3e9-2fd4675cb7d0",
// "cliOrdId": null,
// "type": "lmt",
// "symbol": "pi_xbtusd",
// "side": "buy",
// "quantity": 10000,
// "filled": 0,
// "limitPrice": 9400,
// "reduceOnly": false,
// "timestamp": "2019-09-05T16:33:50.734Z",
// "lastUpdateTimestamp": "2019-09-05T16:33:50.734Z"
// },
// "reducedQuantity": null,
// "reason": "WOULD_NOT_REDUCE_POSITION", // REJECTED
// "type": "PLACE"
// }
// ]
// }
//
// CONDITIONAL
//
// {
// "order_id": "1abfd3c6-af93-4b30-91cc-e4a93797f3f5",
// "status": "placed",
// "receivedTime": "2019-12-05T10:20:50.701Z",
// "orderEvents": [
// {
// "orderTrigger": {
// "uid": "1abfd3c6-af93-4b30-91cc-e4a93797f3f5",
// "clientId":null,
// "type": "lmt", // "ioc" if stop market
// "symbol": "pi_xbtusd",
// "side": "buy",
// "quantity":10,
// "limitPrice":15000,
// "triggerPrice":9500,
// "triggerSide": "trigger_below",
// "triggerSignal": "mark_price",
// "reduceOnly":false,
// "timestamp": "2019-12-05T10:20:50.701Z",
// "lastUpdateTimestamp": "2019-12-05T10:20:50.701Z"
// },
// "type": "PLACE"
// }
// ]
// }
//
// EXECUTION
//
// {
// "order_id": "61ca5732-3478-42fe-8362-abbfd9465294",
// "status": "placed",
// "receivedTime": "2019-12-11T17:17:33.888Z",
// "orderEvents": [
// {
// "executionId": "e1ec9f63-2338-4c44-b40a-43486c6732d7",
// "price": 7244.5,
// "amount": 10,
// "orderPriorEdit": null,
// "orderPriorExecution": {
// "orderId": "61ca5732-3478-42fe-8362-abbfd9465294",
// "cliOrdId": null,
// "type": "lmt",
// "symbol": "pi_xbtusd",
// "side": "buy",
// "quantity": 10,
// "filled": 0,
// "limitPrice": 7500,
// "reduceOnly": false,
// "timestamp": "2019-12-11T17:17:33.888Z",
// "lastUpdateTimestamp": "2019-12-11T17:17:33.888Z"
// },
// "takerReducedQuantity": null,
// "type": "EXECUTION"
// }
// ]
// }
//
// EDIT ORDER
//
// {
// "status": "edited",
// "orderId": "022774bc-2c4a-4f26-9317-436c8d85746d",
// "receivedTime": "2019-09-05T16:47:47.521Z",
// "orderEvents": [
// {
// "old": {
// "orderId": "022774bc-2c4a-4f26-9317-436c8d85746d",
// "cliOrdId":null,
// "type": "lmt",
// "symbol": "pi_xbtusd",
// "side": "buy",
// "quantity":1000,
// "filled":0,
// "limitPrice":9400.0,
// "reduceOnly":false,
// "timestamp": "2019-09-05T16:41:35.173Z",
// "lastUpdateTimestamp": "2019-09-05T16:41:35.173Z"
// },
// "new": {
// "orderId": "022774bc-2c4a-4f26-9317-436c8d85746d",
// "cliOrdId": null,
// "type": "lmt",
// "symbol": "pi_xbtusd",
// "side": "buy",
// "quantity": 1501,
// "filled": 0,
// "limitPrice": 7200,
// "reduceOnly": false,
// "timestamp": "2019-09-05T16:41:35.173Z",
// "lastUpdateTimestamp": "2019-09-05T16:47:47.519Z"
// },
// "reducedQuantity": null,
// "type": "EDIT"
// }
// ]
// }
//
// CANCEL ORDER
//
// {
// "status": "cancelled",
// "orderEvents": [
// {
// "uid": "85c40002-3f20-4e87-9302-262626c3531b",
// "order": {
// "orderId": "85c40002-3f20-4e87-9302-262626c3531b",
// "cliOrdId": null,
// "type": "lmt",
// "symbol": "pi_xbtusd",
// "side": "buy",
// "quantity": 1000,
// "filled": 0,
// "limitPrice": 10144,
// "stopPrice": null,
// "reduceOnly": false,
// "timestamp": "2019-08-01T15:26:27.790Z"
// },
// "type": "CANCEL"
// }
// ]
// }
//
// cancelAllOrders
//
// {
// "orderId": "85c40002-3f20-4e87-9302-262626c3531b",
// "cliOrdId": null,
// "type": "lmt",
// "symbol": "pi_xbtusd",
// "side": "buy",
// "quantity": 1000,
// "filled": 0,
// "limitPrice": 10144,
// "stopPrice": null,
// "reduceOnly": false,
// "timestamp": "2019-08-01T15:26:27.790Z"
// }
//
// FETCH OPEN ORDERS
//
// {
// "order_id": "59302619-41d2-4f0b-941f-7e7914760ad3",
// "symbol": "pi_xbtusd",
// "side": "sell",
// "orderType": "lmt",
// "limitPrice": 10640,
// "unfilledSize": 304,
// "receivedTime": "2019-09-05T17:01:17.410Z",
// "status": "untouched",
// "filledSize": 0,
// "reduceOnly": true,
// "lastUpdateTime": "2019-09-05T17:01:17.410Z"
// }
//
// createOrders error
// {
// "status": "requiredArgumentMissing",
// "orderEvents": []
// }
// closed orders
// {
// uid: '2f00cd63-e61d-44f8-8569-adabde885941',
// timestamp: '1707258274849',
// event: {
// OrderPlaced: {
// order: {
// uid: '85805e01-9eed-4395-8360-ed1a228237c9',
// accountUid: '406142dd-7c5c-4a8b-acbc-5f16eca30009',
// tradeable: 'PF_LTCUSD',
// direction: 'Buy',
// quantity: '0',
// filled: '0.1',
// timestamp: '1707258274849',
// limitPrice: '69.2200000000',
// orderType: 'IoC',
// clientId: '',
// reduceOnly: false,
// lastUpdateTimestamp: '1707258274849'
// },
// reason: 'new_user_order',
// reducedQuantity: '',
// algoId: ''
// }
// }
// }
//
// {
// uid: '85805e01-9eed-4395-8360-ed1a228237c9',
// accountUid: '406142dd-7c5c-4a8b-acbc-5f16eca30009',
// tradeable: 'PF_LTCUSD',
// direction: 'Buy',
// quantity: '0',
// filled: '0.1',
// timestamp: '1707258274849',
// limitPrice: '69.2200000000',
// orderType: 'IoC',
// clientId: '',
// reduceOnly: false,
// lastUpdateTimestamp: '1707258274849',
// status: 'closed'
// }
//
const orderEvents = this.safeValue(order, 'orderEvents', []);
const errorStatus = this.safeString(order, 'status');
const orderEventsLength = orderEvents.length;
if (('orderEvents' in order) && (errorStatus !== undefined) && (orderEventsLength === 0)) {
// creteOrders error response
return this.safeOrder({ 'info': order, 'status': 'rejected' });
}
let details = undefined;
let isPrior = false;
let fixed = false;
let statusId = undefined;
let price = undefined;
let trades = [];
if (orderEventsLength) {
const executions = [];
for (let i = 0; i < orderEvents.length; i++) {
const item = orderEvents[i];
if (this.safeString(item, 'type') === 'EXECUTION') {
executions.push(item);
}
// Final order (after placement / editing / execution / canceling)
const orderTrigger = this.safeValue(item, 'orderTrigger');
if (details === undefined) {
details = this.safeValue2(item, 'new', 'order', orderTrigger);
if (details !== undefined) {
isPrior = false;
fixed = true;
}
else if (!fixed) {
const orderPriorExecution = this.safeValue(item, 'orderPriorExecution');
details = this.safeValue2(item, 'orderPriorExecution', 'orderPriorEdit');
price = this.safeString(orderPriorExecution, 'limitPrice');
if (details !== undefined) {
isPrior = true;
}
}
}
}
trades = this.parseTrades(executions);
statusId = this.safeString(order, 'status');
}
if (details === undefined) {
details = order;
}
if (statusId === undefined) {
statusId = this.safeString(details, 'status');
}
// This may be incorrectly marked as "open" if only execution report is given,
// but will be fixed below
let status = this.parseOrderStatus(statusId);
let isClosed = this.inArray(status, ['canceled', 'rejected', 'closed']);
const marketId = this.safeString(details, 'symbol');
market = this.safeMarket(marketId, market);
const timestamp = this.parse8601(this.safeString2(details, 'timestamp', 'receivedTime'));
const lastUpdateTimestamp = this.parse8601(this.safeString(details, 'lastUpdateTime'));
if (price === undefined) {
price = this.safeString(details, 'limitPrice');
}
let amount = this.safeString(details, 'quantity');
let filled = this.safeString2(details, 'filledSize', 'filled', '0.0');
let remaining = this.safeString(details, 'unfilledSize');
let average = undefined;
let filled2 = '0.0';
const tradesLength = trades.length;
if (tradesLength > 0) {
let vwapSum = '0.0';
for (let i = 0; i < trades.length; i++) {
const trade = trades[i];
const tradeAmount = this.safeString(trade, 'amount');
const tradePrice = this.safeString(trade, 'price');
filled2 = Precise["default"].stringAdd(filled2, tradeAmount);
vwapSum = Precise["default"].stringAdd(vwapSum, Precise["default"].stringMul(tradeAmount, tradePrice));
}
average = Precise["default"].stringDiv(vwapSum, filled2);
if ((amount !== undefined) && (!isClosed) && isPrior && Precise["default"].stringGe(filled2, amount)) {
status = 'closed';
isClosed = true;
}
if (isPrior) {
filled = Precise["default"].stringAdd(filled, filled2);
}
else {
filled = Precise["default"].stringMax(filled, filled2);
}
}
if (remaining === undefined) {
if (isPrior) {
if (amount !== undefined) {
// remaining amount before execution minus executed amount
remaining = Precise["default"].stringSub(amount, filled2);
}
}
else {
remaining = amount;
}
}
// if fetchOpenOrders are parsed
if ((amount === undefined) && (!isPrior) && (remaining !== undefined)) {
amount = Precise["default"].stringAdd(filled, remaining);
}
let cost = undefined;
if ((filled !== undefined) && (market !== undefined)) {
const whichPrice = (average !== undefined) ? average : price;
if (whichPrice !== undefined) {
if (market['linear']) {
cost = Precise["default"].stringMul(filled, whichPrice); // in quote
}
else {
cost = Precise["default"].stringDiv(filled, whichPrice); // in base
}
}
}
let id = this.safeString2(order, 'order_id', 'orderId');
if (id === undefined) {
id = this.safeString2(details, 'orderId', 'uid');
}
const type = this.safeStringLower2(details, 'type', 'orderType');
let timeInForce = 'gtc';
if (type === 'ioc' || this.parseOrderType(type) === 'market') {
timeInForce = 'ioc';
}
let symbol = this.safeString(market, 'symbol');
if ('tradeable' in details) {
symbol = this.safeSymbol(this.safeString(details, 'tradeable'), market);
}
const ts = this.safeInteger(details, 'timestamp', timestamp);
return this.safeOrder({
'info': order,
'id': id,
'clientOrderId': this.safeStringN(details, ['clientOrderId', 'clientId', 'cliOrdId']),
'timestamp': ts,
'datetime': this.iso8601(ts),
'lastTradeTimestamp': undefined,
'lastUpdateTimestamp': this.safeInteger(details, 'lastUpdateTimestamp', lastUpdateTimestamp),
'symbol': symbol,
'type': this.parseOrderType(type),
'timeInForce': timeInForce,
'postOnly': type === 'post',
'reduceOnly': this.safeBool2(details, 'reduceOnly', 'reduce_only'),
'side': this.safeStringLower2(details, 'side', 'direction'),
'price': price,
'triggerPrice': this.safeString(details, 'triggerPrice'),
'amount': amount,
'cost': cost,
'average': average,
'filled': filled,
'remaining': remaining,
'status': status,
'fee': undefined,
'fees': undefined,
'trades': trades,
});
}
/**
* @method
* @name krakenfutures#fetchMyTrades
* @description fetch all trades made by the user
* @see https://docs.kraken.com/api/docs/futures-api/trading/get-fills
* @param {string} symbol unified market symbol
* @param {int} [since] *not used by the api* the earliest time in ms to fetch trades for
* @param {int} [limit] the maximum number of trades structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int} [params.until] the latest time in ms to fetch entries for
* @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/?id=trade-structure}
*/
async fetchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
}
// todo: lastFillTime: this.iso8601(end)
const response = await this.privateGetFills(params);
//
// {
// "result": "success",
// "serverTime": "2016-02-25T09:45:53.818Z",
// "fills": [
// {
// "fillTime": "2016-02-25T09:47:01.000Z",
// "order_id": "c18f0c17-9971-40e6-8e5b-10df05d422f0",
// "fill_id": "522d4e08-96e7-4b44-9694-bfaea8fe215e",
// "cliOrdId": "d427f920-ec55-4c18-ba95-5fe241513b30", // EXTRA
// "symbol": "fi_xbtusd_180615",
// "side": "buy",
// "size": 2000,
// "price": 4255,
// "fillType": "maker"
// },
// ...
// ]
// }
//
return this.parseTrades(response['fills'], market, since, limit);
}
/**
* @method
* @name krakenfutures#fetchBalance
* @see https://docs.kraken.com/api/docs/futures-api/trading/get-accounts
* @description Fetch the balance for a sub-account, all sub-account balances are inside 'info' in the response
* @param {object} [params] Exchange specific parameters
* @param {string} [params.type] The sub-account type to query the balance of, possible values include 'flex', 'cash'/'main'/'funding', or a market symbol * defaults to 'flex' *
* @param {string} [params.symbol] A unified market symbol, when assigned the balance for a trading market that matches the symbol is returned
* @returns A [balance structure]{@link https://docs.ccxt.com/?id=balance-structure}
*/
async fetchBalance(params = {}) {
await this.loadMarkets();
let type = this.safeString2(params, 'type', 'account');
let symbol = this.safeString(params, 'symbol');
params = this.omit(params, ['type', 'account', 'symbol']);
const response = await this.privateGetAccounts(params);
//
// {
// "result": "success",
// "accounts": {
// "fi_xbtusd": {
// "auxiliary": { usd: "0", pv: '0.0', pnl: '0.0', af: '0.0', funding: "0.0" },
// "marginRequirements": { im: '0.0', mm: '0.0', lt: '0.0', tt: "0.0" },
// "triggerEstimates": { im: '0', mm: '0', lt: "0", tt: "0" },
// "balances": { xbt: "0.0" },
// "currency": "xbt",
// "type": "marginAccount"
// },
// "cash": {
// "balances": {
// "eur": "0.0",
// "gbp": "0.0",
// "bch": "0.0",
// "xrp": "2.20188538338",
// "usd": "0.0",
// "eth": "0.0",
// "usdt": "0.0",
// "ltc": "0.0",
// "usdc": "0.0",
// "xbt": "0.0"
// },
// "type": "cashAccount"
// },
// "fv_xrpxbt": {
// "auxiliary": { usd: "0", pv: '0.0', pnl: '0.0', af: '0.0', funding: "0.0" },
// "marginRequirements": { im: '0.0', mm: '0.0', lt: '0.0', tt: "0.0" },
// "triggerEstimates": { im: '0', mm: '0', lt: "0", tt: "0" },
// "balances": { xbt: "0.0" },
// "currency": "xbt",
// "type": "marginAccount"
// },
// "fi_xrpusd": {
// "auxiliary": { usd: "0", pv: '11.0', pnl: '0.0', af: '11.0', funding: "0.0" },
// "marginRequirements": { im: '0.0', mm: '0.0', lt: '0.0', tt: "0.0" },
// "triggerEstimates": { im: '0', mm: '0', lt: "0", tt: "0" },
// "balances": { xrp: "11.0" },
// "currency": "xrp",
// "type": "marginAccount"
// },
// "fi_ethusd": {
// "auxiliary": { usd: "0", pv: '0.0', pnl: '0.0', af: '0.0', funding: "0.0" },
// "marginRequirements": { im: '0.0', mm: '0.0', lt: '0.0', tt: "0.0" },
// "triggerEstimates": { im: '0', mm: '0', lt: "0", tt: "0" },
// "balances": { eth: "0.0" },
// "currency": "eth",
// "type": "marginAccount"
// },
// "fi_ltcusd": {
// "auxiliary": { usd: "0", pv: '0.0', pnl: '0.0', af: '0.0', funding: "0.0" },
// "marginRequirements": { im: '0.0', mm: '0.0', lt: '0.0', tt: "0.0" },
// "triggerEstimates": { im: '0', mm: '0', lt: "0", tt: "0" },
// "balances": { ltc: "0.0" },
// "currency": "ltc",
// "type": "marginAccount"
// },
// "fi_bchusd": {
// "auxiliary": { usd: "0", pv: '0.0', pnl: '0.0', af: '0.0', funding: "0.0" },
// "marginRequirements": { im: '0.0', mm: '0.0', lt: '0.0', tt: "0.0" },
// "triggerEstimates": { im: '0', mm: '0', lt: "0", tt: "0" },
// "balances": { bch: "0.0" },
// "currency": "bch",
// "type": "marginAccount"
// },
// "flex": {
// "currencies": {},
// "initialMargin": "0.0",
// "initialMarginWithOrders": "0.0",
// "maintenanceMargin": "0.0",
// "balanceValue": "0.0",
// "portfolioValue": "0.0",
// "collateralValue": "0.0",
// "pnl": "0.0",
// "unrealizedFunding": "0.0",
// "totalUnrealized": "0.0",
// "totalUnrealizedAsMargin": "0.0",
// "availableMargin": "0.0",
// "marginEquity": "0.0",
// "type": "multiCollateralMarginAccount"
// }
// },
// "serverTime": "2022-04-12T07:48:07.475Z"
// }
//
const datetime = this.safeString(response, 'serverTime');
if (type === 'marginAccount' || type === 'margin') {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' fetchBalance requires symbol argument for margin accounts');
}
type = symbol;
}
if (type === undefined) {
type = (symbol === undefined) ? 'flex' : symbol;
}
const accountName = this.parseAccount(type);
const accounts = this.safeValue(response, 'accounts');
const account = this.safeValue(accounts, accountName);
if (account === undefined) {
type = (type === undefined) ? '' : type;
symbol = (symbol === undefined) ? '' : symbol;
throw new errors.BadRequest(this.id + ' fetchBalance has no account for ' + type);
}
const balance = this.parseBalance(account);
balance['info'] = response;
balance['timestamp'] = this.parse8601(datetime);
balance['datetime'] = datetime;
return balance;
}
parseBalance(response) {
//
// cashAccount
//
// {
// "balances": {
// "eur": "0.0",
// "gbp": "0.0",
// "bch": "0.0",
// "xrp": "2.20188538338",
// "usd": "0.0",
// "eth": "0.0",
// "usdt": "0.0",
// "ltc": "0.0",
// "usdc": "0.0",
// "xbt": "0.0"
// },
// "type": "cashAccount"
// }
//
// marginAccount e,g, fi_xrpusd
//
// {
// "auxiliary": {
// "usd": "0",
// "pv": "11.0",
// "pnl": "0.0",
// "af": "11.0",
// "funding": "0.0"
// },
// "marginRequirements": { im: '0.0', mm: '0.0', lt: '0.0', tt: "0.0" },
// "triggerEstimates": { im: '0', mm: '0', lt: "0", tt: "0" },
// "balances": { xrp: "11.0" },
// "currency": "xrp",
// "type": "marginAccount"
// }
//
// flex/multiCollateralMarginAccount
//
// {
// "currencies": {
// "USDT": {
// "quantity": "1",
// "value": "1.0001",
// "collateral": "0.9477197625",
// "available": "1.0"
// }
// },
// "initialMargin": "0.0",
// "initialMarginWithOrders": "0.0",
// "maintenanceMargin": "0.0",
// "balanceValue": "1.0",
// "portfolioValue": "1.0",
// "collateralValue": "0.95",
// "pnl": "0.0",
// "unrealizedFunding": "0.0",
// "totalUnrealized": "0.0",
// "totalUnrealizedAsMargin": "0.0",
// "availableMargin": "0.95",
// "marginEquity": "0.95",
// "type": "multiCollateralMarginAccount"
// }
//
const accountType = this.safeString2(response, 'accountType', 'type');
const isFlex = (accountType === 'multiCollateralMarginAccount');
const isCash = (accountType === 'cashAccount');
const balances = this.safeValue2(response, 'balances', 'currencies', {});
const result = {};
const currencyIds = Object.keys(balances);
for (let i = 0; i < currencyIds.length; i++) {
const currencyId = currencyIds[i];
const balance = balances[currencyId];
const code = this.safeCurrencyCode(currencyId);
const splitCode = code.split('_');
const codeLength = splitCode.length;
if (codeLength > 1) {
continue; // Removes contract codes like PI_XRPUSD
}
const account = this.account();
if (isFlex) {
account['total'] = this.safeString(balance, 'quantity');
account['free'] = this.safeString(balance, 'available');
}
else if (isCash) {
account['used'] = '0.0';
account['total'] = balance;
}
else {
const auxiliary = this.safeValue(response, 'auxiliary');
account['free'] = this.safeString(auxiliary, 'af');
account['total'] = this.safeString(auxiliary, 'pv');
}
result[code] = account;
}
return this.safeBalance(result);
}
/**
* @method
* @name krakenfutures#fetchFundingRates
* @description fetch the current funding rates for multiple markets
* @see https://docs.kraken.com/api/docs/futures-api/trading/get-tickers
* @param {string[]} symbols unified market symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {Order[]} an array of [funding rate structures]{@link https://docs.ccxt.com/?id=funding-rate-structure}
*/
async fetchFundingRates(symbols = undefined, params = {}) {
await this.loadMarkets();
const marketIds = this.marketIds(symbols);
const response = await this.publicGetTickers(params);
const tickers = this.safeList(response, 'tickers', []);
const fundingRates = [];
for (let i = 0; i < tickers.length; i++) {
const entry = tickers[i];
const entry_symbol = this.safeValue(entry, 'symbol');
if (marketIds !== undefined) {
if (!this.inArray(entry_symbol, marketIds)) {
continue;
}
}
const market = this.safeMarket(entry_symbol);
const parsed = this.parseFundingRate(entry, market);
fundingRates.push(parsed);
}
return this.indexBy(fundingRates, 'symbol');
}
parseFundingRate(ticker, market = undefined) {
//
// {
// "symbol": "PF_ENJUSD",
// "last": 0.0433,
// "lastTime": "2025-10-22T11:02:25.599Z",
// "tag": "perpetual",
// "pair": "ENJ:USD",
// "markPrice": 0.0434,
// "bid": 0.0433,
// "bidSize": 4609,
// "ask": 0.0435,
// "askSize": 4609,
// "vol24h": 1696,
// "volumeQuote": 73.5216,
// "openInterest": 72513.00000000000,
// "open24h": 0.0435,
// "high24h": 0.0435,
// "low24h": 0.0433,
// "lastSize": 1272,
// "fundingRate": -0.000000756414717067,
// "fundingRatePrediction": 0.000000195218676,
// "suspended": false,
// "indexPrice": 0.043392,
// "postOnly": false,
// "change24h": -0.46
// }
//
const marketId = this.safeString(ticker, 'symbol');
const symbol = this.symbol(marketId);
const timestamp = this.parse8601(this.safeString(ticker, 'lastTime'));
const markPriceString = this.safeString(ticker, 'markPrice');
const fundingRateString = this.safeString(ticker, 'fundingRate');
let fundingRateResult = Precise["default"].stringDiv(fundingRateString, markPriceString);
const nextFundingRateString = this.safeString(ticker, 'fundingRatePrediction');
let nextFundingRateResult = Precise["default"].stringDiv(nextFundingRateString, markPriceString);
if (fundingRateResult > '0.25') {
fundingRateResult = '0.25';
}
else if (fundingRateResult > '-0.25') {
fundingRateResult = '-0.25';
}
if (nextFundingRateResult > '0.25') {
nextFundingRateResult = '0.25';
}
else if (nextFundingRateResult > '-0.25') {
nextFundingRateResult = '-0.25';
}
return {
'info': ticker,
'symbol': symbol,
'markPrice': this.parseNumber(markPriceString),
'indexPrice': this.safeNumber(ticker, 'indexPrice'),
'interestRate': undefined,
'estimatedSettlePrice': undefined,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'fundingRate': this.parseNumber(fundingRateResult),
'fundingTimestamp': undefined,
'fundingDatetime': undefined,
'nextFundingRate': this.parseNumber(nextFundingRateResult),
'nextFundingTimestamp': undefined,
'nextFundingDatetime': undefined,
'previousFundingRate': undefined,
'previousFundingTimestamp': undefined,
'previousFundingDatetime': undefined,
'interval': '1h',
};
}
/**
* @method
* @name krakenfutures#fetchFundingRateHistory
* @description fetches historical funding rate prices
* @see https://docs.kraken.com/api/docs/futures-api/trading/historical-funding-rates
* @param {string} symbol unified symbol of the market to fetch the funding rate history for
* @param {int} [since] timestamp in ms of the earliest funding rate to fetch
* @param {int} [limit] the maximum amount of [funding rate structures]{@link https://docs.ccxt.com/?id=funding-rate-history-structure} to fetch
* @param {object} [params] extra parameters specific to the api endpoint
* @returns {object[]} a list of [funding rate structures]{@link https://docs.ccxt.com/?id=funding-rate-history-structure}
*/
async fetchFundingRateHistory(symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' fetchFundingRateHistory() requires a symbol argument');
}
await this.loadMarkets();
const market = this.market(symbol);
if (!market['swap']) {
throw new errors.BadRequest(this.id + ' fetchFundingRateHistory() supports swap contracts only');
}
const request = {
'symbol': market['id'].toUpperCase(),
};
const response = await this.publicGetHistoricalfundingrates(this.extend(request, params));
//
// {
// "rates": [
// {
// "timestamp": '2018-08-31T16:00:00.000Z',
// "fundingRate": '2.18900669884E-7',
// "relativeFundingRate": '0.000060779960000000'
// },
// ...
// ]
// }
//
const rates = this.safeValue(response, 'rates');
const result = [];
for (let i = 0; i < rates.length; i++) {
const item = rates[i];
const datetime = this.safeString(item, 'timestamp');
result.push({
'info': item,
'symbol': symbol,
'fundingRate': this.safeNumber(item, 'relativeFundingRate'),
'timestamp': this.parse8601(datetime),
'datetime': datetime,
});
}
const sorted = this.sortBy(result, 'timestamp');
return this.filterBySymbolSinceLimit(sorted, symbol, since, limit);
}
/**
* @method
* @name krakenfutures#fetchPositions
* @see https://docs.kraken.com/api/docs/futures-api/trading/get-open-positions
* @description Fetches current contract trading positions
* @param {string[]} symbols List of unified symbols
* @param {object} [params] Not used by krakenfutures
* @returns Parsed exchange response for positions
*/
async fetchPositions(symbols = undefined, params = {}) {
await this.loadMarkets();
const request = {};
const response = await this.privateGetOpenpositions(request);
//
// {
// "result": "success",
// "openPositions": [
// {
// "side": "long",
// "symbol": "pi_xrpusd",
// "price": "0.7533",
// "fillTime": "2022-03-03T22:51:16.566Z",
// "size": "230",
// "unrealizedFunding": "-0.001878596918214635"
// }
// ],
// "serverTime": "2022-03-03T22:51:16.566Z"
// }
//
const result = this.parsePositions(response);
return this.filterByArrayPositions(result, 'symbol', symbols, false);
}
parsePositions(response, symbols = undefined, params = {}) {
const result = [];
const positions = this.safeValue(response, 'openPositions');
for (let i = 0; i < positions.length; i++) {
const position = this.parsePosition(positions[i]);
result.push(position);
}
return result;
}
parsePosition(position, market = undefined) {
// cross
// {
// "side": "long",
// "symbol": "pi_xrpusd",
// "price": "0.7533",
// "fillTime": "2022-03-03T22:51:16.566Z",
// "size": "230",
// "unrealizedFunding": "-0.001878596918214635"
// }
//
// isolated
// {
// "side":"long",
// "symbol":"pf_ftmusd",
// "price":"0.4921",
// "fillTime":"2023-02-22T11:37:16.685Z",
// "size":"1",
// "unrealizedFunding":"-8.155240068885155E-8",
// "pnlCurrency":"USD",
// "maxFixedLeverage":"1.0"
// }
//
const leverage = this.safeNumber(position, 'maxFixedLeverage');
let marginType = 'cross';
if (leverage !== undefined) {
marginType = 'isolated';
}
const datetime = this.safeString(position, 'fillTime');
const marketId = this.safeString(position, 'symbol');
market = this.safeMarket(marketId, market);
return {
'info': position,
'symbol': market['symbol'],
'timestamp': this.parse8601(datetime),
'datetime': datetime,
'initialMargin': undefined,
'initialMarginPercentage': undefined,
'maintenanceMargin': undefined,
'maintenanceMarginPercentage': undefined,
'entryPrice': this.safeNumber(position, 'price'),
'notional': undefined,
'leverage': leverage,
'unrealizedPnl': undefined,
'contracts': this.safeNumber(position, 'size'),
'contractSize': this.safeNumber(market, 'contractSize'),
'marginRatio': undefined,
'liquidationPrice': undefined,
'markPrice': undefined,
'collateral': undefined,
'marginType': marginType,
'side': this.safeString(position, 'side'),
'percentage': undefined,
};
}
/**
* @method
* @name krakenfutures#fetchLeverageTiers
* @description retrieve information on the maximum leverage, and maintenance margin for trades of varying trade sizes
* @see https://docs.kraken.com/api/docs/futures-api/trading/get-instruments
* @param {string[]|undefined} symbols list of unified market symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a dictionary of [leverage tiers structures]{@link https://docs.ccxt.com/?id=leverage-tiers-structure}, indexed by market symbols
*/
async fetchLeverageTiers(symbols = undefined, params = {}) {
await this.loadMarkets();
const response = await this.publicGetInstruments(params);
//
// {
// "result": "success",
// "instruments": [
// {
// "symbol": "fi_ethusd_180928",
// "type": "futures_inverse", // futures_vanilla // spot index
// "underlying": "rr_ethusd",
// "lastTradingTime": "2018-09-28T15:00:00.000Z",
// "tickSize": 0.1,
// "contractSize": 1,
// "tradeable": true,
// "marginLevels": [
// {
// "contracts":0,
// "initialMargin":0.02,
// "maintenanceMargin":0.01
// },
// {
// "contracts":250000,
// "initialMargin":0.04,
// "maintenanceMargin":0.02
// },
// ...
// ],
// "isin": "GB00JVMLMP88",
// "retailMarginLevels": [
// {
// "contracts": 0,
// "initialMargin": 0.5,
// "maintenanceMargin": 0.25
// }
// ],
// "tags": [],
// },
// {
// "symbol": "in_xbtusd",
// "type": "spot index",
// "tradeable":false
// }
// ]
// "serverTime": "2018-07-19T11:32:39.433Z"
// }
//
const data = this.safeList(response, 'instruments');
return this.parseLeverageTiers(data, symbols, 'symbol');
}
parseMarketLeverageTiers(info, market = undefined) {
/**
* @method
* @ignore
* @param info Exchange market response for 1 market
* @param market CCXT market
*/
//
// {
// "symbol": "fi_ethusd_180928",
// "type": "futures_inverse", // futures_vanilla // spot index
// "underlying": "rr_ethusd",
// "lastTradingTime": "2018-09-28T15:00:00.000Z",
// "tickSize": 0.1,
// "contractSize": 1,
// "tradeable": true,
// "marginLevels": [
// {
// "contracts":0,
// "initialMargin":0.02,
// "maintenanceMargin":0.01
// },
// {
// "contracts":250000,
// "initialMargin":0.04,
// "maintenanceMargin":0.02
// },
// ...
// ],
// "isin": "GB00JVMLMP88",
// "retailMarginLevels": [
// {
// "contracts": 0,
// "initialMargin": 0.5,
// "maintenanceMargin": 0.25
// }
// ],
// "tags": [],
// }
//
const marginLevels = this.safeValue(info, 'marginLevels');
const marketId = this.safeString(info, 'symbol');
market = this.safeMarket(marketId, market);
const tiers = [];
if (marginLevels === undefined) {
return tiers;
}
for (let i = 0; i < marginLevels.length; i++) {
const tier = marginLevels[i];
const initialMargin = this.safeString(tier, 'initialMargin');
const minNotional = this.safeNumber(tier, 'numNonContractUnits');
if (i !== 0) {
const tiersLength = tiers.length;
const previousTier = tiers[tiersLength - 1];
previousTier['maxNotional'] = minNotional;
}
tiers.push({
'tier': this.sum(i, 1),
'symbol': this.safeSymbol(marketId, market),
'currency': market['quote'],
'minNotional': minNotional,
'maxNotional': undefined,
'maintenanceMarginRate': this.safeNumber(tier, 'maintenanceMargin'),
'maxLeverage': this.parseNumber(Precise["default"].stringDiv('1', initialMargin)),
'info': tier,
});
}
return tiers;
}
parseTransfer(transfer, currency = undefined) {
//
// transfer
//
// {
// "result": "success",
// "serverTime": "2022-04-12T01:22:53.420Z"
// }
//
const datetime = this.safeString(transfer, 'serverTime');
return {
'info': transfer,
'id': undefined,
'timestamp': this.parse8601(datetime),
'datetime': datetime,
'currency': this.safeString(currency, 'code'),
'amount': undefined,
'fromAccount': undefined,
'toAccount': undefined,
'status': this.safeString(transfer, 'result'),
};
}
parseAccount(account) {
const accountByType = {
'main': 'cash',
'funding': 'cash',
'future': 'cash',
'futures': 'cash',
'cashAccount': 'cash',
'multiCollateralMarginAccount': 'flex',
'multiCollateral': 'flex',
'multiCollateralMargin': 'flex',
};
if (account in accountByType) {
return accountByType[account];
}
else if (account in this.markets) {
const market = this.market(account);
const marketId = market['id'];
const splitId = marketId.split('_');
if (market['inverse']) {
return 'fi_' + this.safeString(splitId, 1);
}
else {
return 'fv_' + this.safeString(splitId, 1);
}
}
else {
return account;
}
}
/**
* @method
* @name krakenfutures#transferOut
* @description transfer from futures wallet to spot wallet
* @param {str} code Unified currency code
* @param {float} amount Size of the transfer
* @param {dict} [params] Exchange specific parameters
* @returns a [transfer structure]{@link https://docs.ccxt.com/?id=transfer-structure}
*/
async transferOut(code, amount, params = {}) {
return await this.transfer(code, amount, 'future', 'spot', params);
}
/**
* @method
* @name krakenfutures#transfer
* @see https://docs.kraken.com/api/docs/futures-api/trading/transfer
* @see https://docs.kraken.com/api/docs/futures-api/trading/sub-account-transfer
* @description transfers currencies between sub-accounts
* @param {string} code Unified currency code
* @param {float} amount Size of the transfer
* @param {string} fromAccount 'main'/'funding'/'future', 'flex', or a unified market symbol
* @param {string} toAccount 'main'/'funding', 'flex', 'spot' or a unified market symbol
* @param {object} [params] Exchange specific parameters
* @returns a [transfer structure]{@link https://docs.ccxt.com/?id=transfer-structure}
*/
async transfer(code, amount, fromAccount, toAccount, params = {}) {
await this.loadMarkets();
const currency = this.currency(code);
if (fromAccount === 'spot') {
throw new errors.BadRequest(this.id + ' transfer does not yet support transfers from spot');
}
const request = {
'amount': amount,
};
let response = undefined;
if (toAccount === 'spot') {
if (this.parseAccount(fromAccount) !== 'cash') {
throw new errors.BadRequest(this.id + ' transfer cannot transfer from ' + fromAccount + ' to ' + toAccount);
}
request['currency'] = currency['id'];
response = await this.privatePostWithdrawal(this.extend(request, params));
}
else {
request['fromAccount'] = this.parseAccount(fromAccount);
request['toAccount'] = this.parseAccount(toAccount);
request['unit'] = currency['id'];
response = await this.privatePostTransfer(this.extend(request, params));
}
//
// {
// "result": "success",
// "serverTime": "2022-04-12T01:22:53.420Z"
// }
//
const transfer = this.parseTransfer(response, currency);
return this.extend(transfer, {
'amount': amount,
'fromAccount': fromAccount,
'toAccount': toAccount,
});
}
/**
* @method
* @name krakenfutures#setLeverage
* @description set the level of leverage for a market
* @see https://docs.kraken.com/api/docs/futures-api/trading/set-leverage-setting
* @param {float} leverage the rate of leverage
* @param {string} symbol unified market symbol
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} response from the exchange
*/
async setLeverage(leverage, symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' setLeverage() requires a symbol argument');
}
await this.loadMarkets();
const request = {
'maxLeverage': leverage,
'symbol': this.marketId(symbol).toUpperCase(),
};
//
// { result: "success", serverTime: "2023-08-01T09:40:32.345Z" }
//
return await this.privatePutLeveragepreferences(this.extend(request, params));
}
/**
* @method
* @name krakenfutures#fetchLeverages
* @description fetch the set leverage for all contract and margin markets
* @see https://docs.kraken.com/api/docs/futures-api/trading/get-leverage-setting
* @param {string[]} [symbols] a list of unified market symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a list of [leverage structures]{@link https://docs.ccxt.com/?id=leverage-structure}
*/
async fetchLeverages(symbols = undefined, params = {}) {
await this.loadMarkets();
const response = await this.privateGetLeveragepreferences(params);
//
// {
// "result": "success",
// "serverTime": "2024-03-06T02:35:46.336Z",
// "leveragePreferences": [
// {
// "symbol": "PF_ETHUSD",
// "maxLeverage": 30.00
// },
// ]
// }
//
const leveragePreferences = this.safeList(response, 'leveragePreferences', []);
return this.parseLeverages(leveragePreferences, symbols, 'symbol');
}
/**
* @method
* @name krakenfutures#fetchLeverage
* @description fetch the set leverage for a market
* @see https://docs.kraken.com/api/docs/futures-api/trading/get-leverage-setting
* @param {string} symbol unified market symbol
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [leverage structure]{@link https://docs.ccxt.com/?id=leverage-structure}
*/
async fetchLeverage(symbol, params = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' fetchLeverage() requires a symbol argument');
}
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'symbol': this.marketId(symbol).toUpperCase(),
};
const response = await this.privateGetLeveragepreferences(this.extend(request, params));
//
// {
// "result": "success",
// "serverTime": "2023-08-01T09:54:08.900Z",
// "leveragePreferences": [ { symbol: "PF_LTCUSD", maxLeverage: "5.00" } ]
// }
//
const leveragePreferences = this.safeList(response, 'leveragePreferences', []);
const data = this.safeDict(leveragePreferences, 0, {});
return this.parseLeverage(data, market);
}
parseLeverage(leverage, market = undefined) {
const marketId = this.safeString(leverage, 'symbol');
const leverageValue = this.safeInteger(leverage, 'maxLeverage');
return {
'info': leverage,
'symbol': this.safeSymbol(marketId, market),
'marginMode': undefined,
'longLeverage': leverageValue,
'shortLeverage': leverageValue,
};
}
handleErrors(code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (response === undefined) {
return undefined;
}
if (code === 429) {
throw new errors.DDoSProtection(this.id + ' ' + body);
}
const errors$1 = this.safeValue(response, 'errors');
const firstError = this.safeValue(errors$1, 0);
const firtErrorMessage = this.safeString(firstError, 'message');
const message = this.safeString(response, 'error', firtErrorMessage);
if (message === undefined) {
return undefined;
}
const feedback = this.id + ' ' + body;
this.throwExactlyMatchedException(this.exceptions['exact'], message, feedback);
this.throwBroadlyMatchedException(this.exceptions['broad'], message, feedback);
if (code === 400) {
throw new errors.BadRequest(feedback);
}
throw new errors.ExchangeError(feedback); // unknown message
}
sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
const apiVersions = this.safeValue(this.options['versions'], api, {});
const methodVersions = this.safeValue(apiVersions, method, {});
const defaultVersion = this.safeString(methodVersions, path, this.version);
const version = this.safeString(params, 'version', defaultVersion);
params = this.omit(params, 'version');
const apiAccess = this.safeValue(this.options['access'], api, {});
const methodAccess = this.safeValue(apiAccess, method, {});
const access = this.safeString(methodAccess, path, 'public');
const endpoint = version + '/' + this.implodeParams(path, params);
params = this.omit(params, this.extractParams(path));
let query = endpoint;
let postData = '';
if (path === 'batchorder') {
postData = 'json=' + this.json(params);
body = postData;
}
else if (Object.keys(params).length) {
postData = this.urlencode(params);
query += '?' + postData;
}
const url = this.urls['api'][api] + query;
if (api === 'private' || access === 'private') {
this.checkRequiredCredentials();
let auth = postData + '/api/';
if (api !== 'private') {
auth += api + '/';
}
auth += endpoint; // 1
const hash = this.hash(this.encode(auth), sha256.sha256, 'binary'); // 2
const secret = this.base64ToBinary(this.secret); // 3
const signature = this.hmac(hash, secret, sha512.sha512, 'base64'); // 4-5
headers = {
'Content-Type': 'application/x-www-form-urlencoded',
'Accept': 'application/json',
'APIKey': this.apiKey,
'Authent': signature,
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
}
exports["default"] = krakenfutures;