sfccxt
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A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,152 lines (1,127 loc) • 110 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { BadSymbol, BadRequest, ExchangeNotAvailable, ArgumentsRequired, NotSupported, PermissionDenied, AuthenticationError, ExchangeError, OrderNotFound, DDoSProtection, InvalidNonce, InsufficientFunds, CancelPending, InvalidOrder, InvalidAddress, RateLimitExceeded, OnMaintenance, AccountSuspended } = require ('./base/errors');
const { TRUNCATE, TICK_SIZE } = require ('./base/functions/number');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class kraken extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'kraken',
'name': 'Kraken',
'countries': [ 'US' ],
'version': '0',
'rateLimit': 1000,
'certified': false,
'pro': true,
'has': {
'CORS': undefined,
'spot': true,
'margin': true,
'swap': false,
'future': false,
'option': false,
'addMargin': false,
'cancelAllOrders': true,
'cancelOrder': true,
'cancelOrders': true,
'createDepositAddress': true,
'createOrder': true,
'createStopLimitOrder': true,
'createStopMarketOrder': true,
'createStopOrder': true,
'editOrder': true,
'fetchBalance': true,
'fetchBorrowInterest': false,
'fetchBorrowRate': false,
'fetchBorrowRateHistories': false,
'fetchBorrowRateHistory': false,
'fetchBorrowRates': false,
'fetchClosedOrders': true,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchDeposits': true,
'fetchFundingHistory': false,
'fetchFundingRate': false,
'fetchFundingRateHistory': false,
'fetchFundingRates': false,
'fetchIndexOHLCV': false,
'fetchLedger': true,
'fetchLedgerEntry': true,
'fetchLeverageTiers': false,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenInterestHistory': false,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrderTrades': 'emulated',
'fetchPositions': true,
'fetchPremiumIndexOHLCV': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTime': true,
'fetchTrades': true,
'fetchTradingFee': true,
'fetchTradingFees': false,
'fetchWithdrawals': true,
'setLeverage': false,
'setMarginMode': false, // Kraken only supports cross margin
'withdraw': true,
},
'marketsByAltname': {},
'timeframes': {
'1m': 1,
'5m': 5,
'15m': 15,
'30m': 30,
'1h': 60,
'4h': 240,
'1d': 1440,
'1w': 10080,
'2w': 21600,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/51840849/76173629-fc67fb00-61b1-11ea-84fe-f2de582f58a3.jpg',
'api': {
'public': 'https://api.kraken.com',
'private': 'https://api.kraken.com',
'zendesk': 'https://kraken.zendesk.com/api/v2/help_center/en-us/articles', // use the public zendesk api to receive article bodies and bypass new anti-spam protections
},
'www': 'https://www.kraken.com',
'doc': 'https://www.kraken.com/features/api',
'fees': 'https://www.kraken.com/en-us/features/fee-schedule',
},
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'taker': this.parseNumber ('0.0026'),
'maker': this.parseNumber ('0.0016'),
'tiers': {
'taker': [
[ this.parseNumber ('0'), this.parseNumber ('0.0026') ],
[ this.parseNumber ('50000'), this.parseNumber ('0.0024') ],
[ this.parseNumber ('100000'), this.parseNumber ('0.0022') ],
[ this.parseNumber ('250000'), this.parseNumber ('0.0020') ],
[ this.parseNumber ('500000'), this.parseNumber ('0.0018') ],
[ this.parseNumber ('1000000'), this.parseNumber ('0.0016') ],
[ this.parseNumber ('2500000'), this.parseNumber ('0.0014') ],
[ this.parseNumber ('5000000'), this.parseNumber ('0.0012') ],
[ this.parseNumber ('10000000'), this.parseNumber ('0.0001') ],
],
'maker': [
[ this.parseNumber ('0'), this.parseNumber ('0.0016') ],
[ this.parseNumber ('50000'), this.parseNumber ('0.0014') ],
[ this.parseNumber ('100000'), this.parseNumber ('0.0012') ],
[ this.parseNumber ('250000'), this.parseNumber ('0.0010') ],
[ this.parseNumber ('500000'), this.parseNumber ('0.0008') ],
[ this.parseNumber ('1000000'), this.parseNumber ('0.0006') ],
[ this.parseNumber ('2500000'), this.parseNumber ('0.0004') ],
[ this.parseNumber ('5000000'), this.parseNumber ('0.0002') ],
[ this.parseNumber ('10000000'), this.parseNumber ('0.0') ],
],
},
},
},
'handleContentTypeApplicationZip': true,
'api': {
'zendesk': {
'get': [
// we should really refrain from putting fixed fee numbers and stop hardcoding
// we will be using their web APIs to scrape all numbers from these articles
'360000292886', // -What-are-the-deposit-fees-
'201893608', // -What-are-the-withdrawal-fees-
],
},
'public': {
'get': {
// public endpoint rate-limits are described in article: https://support.kraken.com/hc/en-us/articles/206548367-What-are-the-API-rate-limits-#1
'Assets': 1,
'AssetPairs': 1,
'Depth': 1,
'OHLC': 1,
'Spread': 1,
'Ticker': 1,
'Time': 1,
'Trades': 1,
},
},
'private': {
'post': {
'AddOrder': 0,
'AddOrderBatch': 0,
'AddExport': 3,
'Balance': 3,
'CancelAll': 3,
'CancelOrder': 0,
'CancelOrderBatch': 0,
'ClosedOrders': 6,
'DepositAddresses': 3,
'DepositMethods': 3,
'DepositStatus': 3,
'EditOrder': 0,
'ExportStatus': 3,
'GetWebSocketsToken': 3,
'Ledgers': 6,
'OpenOrders': 3,
'OpenPositions': 3,
'QueryLedgers': 3,
'QueryOrders': 3,
'QueryTrades': 3,
'RetrieveExport': 3,
'RemoveExport': 3,
'TradeBalance': 3,
'TradesHistory': 6,
'TradeVolume': 3,
'Withdraw': 3,
'WithdrawCancel': 3,
'WithdrawInfo': 3,
'WithdrawStatus': 3,
// staking
'Stake': 3,
'Unstake': 3,
'Staking/Assets': 3,
'Staking/Pending': 3,
'Staking/Transactions': 3,
},
},
},
'commonCurrencies': {
'LUNA': 'LUNC',
'LUNA2': 'LUNA',
'REPV2': 'REP',
'REP': 'REPV1',
'UST': 'USTC',
'XBT': 'BTC',
'XBT.M': 'BTC.M', // https://support.kraken.com/hc/en-us/articles/360039879471-What-is-Asset-S-and-Asset-M-
'XDG': 'DOGE',
},
'options': {
'delistedMarketsById': {},
// cannot withdraw/deposit these
'inactiveCurrencies': [ 'CAD', 'USD', 'JPY', 'GBP' ],
'networks': {
'ETH': 'ERC20',
'TRX': 'TRC20',
},
'depositMethods': {
'1INCH': '1inch (1INCH)',
'AAVE': 'Aave',
'ADA': 'ADA',
'ALGO': 'Algorand',
'ANKR': 'ANKR (ANKR)',
'ANT': 'Aragon (ANT)',
'ATOM': 'Cosmos',
'AXS': 'Axie Infinity Shards (AXS)',
'BADGER': 'Bager DAO (BADGER)',
'BAL': 'Balancer (BAL)',
'BAND': 'Band Protocol (BAND)',
'BAT': 'BAT',
'BCH': 'Bitcoin Cash',
'BNC': 'Bifrost (BNC)',
'BNT': 'Bancor (BNT)',
'BTC': 'Bitcoin',
'CHZ': 'Chiliz (CHZ)',
'COMP': 'Compound (COMP)',
'CQT': '\tCovalent Query Token (CQT)',
'CRV': 'Curve DAO Token (CRV)',
'CTSI': 'Cartesi (CTSI)',
'DAI': 'Dai',
'DASH': 'Dash',
'DOGE': 'Dogecoin',
'DOT': 'Polkadot',
'DYDX': 'dYdX (DYDX)',
'ENJ': 'Enjin Coin (ENJ)',
'EOS': 'EOS',
'ETC': 'Ether Classic (Hex)',
'ETH': 'Ether (Hex)',
'EWT': 'Energy Web Token',
'FEE': 'Kraken Fee Credit',
'FIL': 'Filecoin',
'FLOW': 'Flow',
'GHST': 'Aavegotchi (GHST)',
'GNO': 'GNO',
'GRT': 'GRT',
'ICX': 'Icon',
'INJ': 'Injective Protocol (INJ)',
'KAR': 'Karura (KAR)',
'KAVA': 'Kava',
'KEEP': 'Keep Token (KEEP)',
'KNC': 'Kyber Network (KNC)',
'KSM': 'Kusama',
'LINK': 'Link',
'LPT': 'Livepeer Token (LPT)',
'LRC': 'Loopring (LRC)',
'LSK': 'Lisk',
'LTC': 'Litecoin',
'MANA': 'MANA',
'MATIC': 'Polygon (MATIC)',
'MINA': 'Mina', // inspected from webui
'MIR': 'Mirror Protocol (MIR)',
'MKR': 'Maker (MKR)',
'MLN': 'MLN',
'MOVR': 'Moonriver (MOVR)',
'NANO': 'NANO',
'OCEAN': 'OCEAN',
'OGN': 'Origin Protocol (OGN)',
'OMG': 'OMG',
'OXT': 'Orchid (OXT)',
'OXY': 'Oxygen (OXY)',
'PAXG': 'PAX (Gold)',
'PERP': 'Perpetual Protocol (PERP)',
'PHA': 'Phala (PHA)',
'QTUM': 'QTUM',
'RARI': 'Rarible (RARI)',
'RAY': 'Raydium (RAY)',
'REN': 'Ren Protocol (REN)',
'REP': 'REPv2',
'REPV1': 'REP',
'SAND': 'The Sandbox (SAND)',
'SC': 'Siacoin',
'SDN': 'Shiden (SDN)',
'SOL': 'Solana', // their deposit method api doesn't work for SOL - was guessed
'SNX': 'Synthetix Network (SNX)',
'SRM': 'Serum', // inspected from webui
'STORJ': 'Storj (STORJ)',
'SUSHI': 'Sushiswap (SUSHI)',
'TBTC': 'tBTC',
'TRX': 'Tron',
'UNI': 'UNI',
'USDC': 'USDC',
'USDT': 'Tether USD (ERC20)',
'USDT-TRC20': 'Tether USD (TRC20)',
'WAVES': 'Waves',
'WBTC': 'Wrapped Bitcoin (WBTC)',
'XLM': 'Stellar XLM',
'XMR': 'Monero',
'XRP': 'Ripple XRP',
'XTZ': 'XTZ',
'YFI': 'YFI',
'ZEC': 'Zcash (Transparent)',
'ZRX': '0x (ZRX)',
},
},
'precisionMode': TICK_SIZE,
'exceptions': {
'EQuery:Invalid asset pair': BadSymbol, // {"error":["EQuery:Invalid asset pair"]}
'EAPI:Invalid key': AuthenticationError,
'EFunding:Unknown withdraw key': InvalidAddress, // {"error":["EFunding:Unknown withdraw key"]}
'EFunding:Invalid amount': InsufficientFunds,
'EService:Unavailable': ExchangeNotAvailable,
'EDatabase:Internal error': ExchangeNotAvailable,
'EService:Busy': ExchangeNotAvailable,
'EQuery:Unknown asset': BadSymbol, // {"error":["EQuery:Unknown asset"]}
'EAPI:Rate limit exceeded': DDoSProtection,
'EOrder:Rate limit exceeded': DDoSProtection,
'EGeneral:Internal error': ExchangeNotAvailable,
'EGeneral:Temporary lockout': DDoSProtection,
'EGeneral:Permission denied': PermissionDenied,
'EOrder:Unknown order': InvalidOrder,
'EOrder:Order minimum not met': InvalidOrder,
'EGeneral:Invalid arguments': BadRequest,
'ESession:Invalid session': AuthenticationError,
'EAPI:Invalid nonce': InvalidNonce,
'EFunding:No funding method': BadRequest, // {"error":"EFunding:No funding method"}
'EFunding:Unknown asset': BadSymbol, // {"error":["EFunding:Unknown asset"]}
'EService:Market in post_only mode': OnMaintenance, // {"error":["EService:Market in post_only mode"]}
'EGeneral:Too many requests': DDoSProtection, // {"error":["EGeneral:Too many requests"]}
'ETrade:User Locked': AccountSuspended, // {"error":["ETrade:User Locked"]}
},
});
}
feeToPrecision (symbol, fee) {
return this.decimalToPrecision (fee, TRUNCATE, this.markets[symbol]['precision']['amount'], this.precisionMode);
}
async fetchMarkets (params = {}) {
/**
* @method
* @name kraken#fetchMarkets
* @description retrieves data on all markets for kraken
* @param {object} params extra parameters specific to the exchange api endpoint
* @returns {[object]} an array of objects representing market data
*/
const response = await this.publicGetAssetPairs (params);
//
// {
// "error": [],
// "result": {
// "ADAETH": {
// "altname": "ADAETH",
// "wsname": "ADA\/ETH",
// "aclass_base": "currency",
// "base": "ADA",
// "aclass_quote": "currency",
// "quote": "XETH",
// "lot": "unit",
// "pair_decimals": 7,
// "lot_decimals": 8,
// "lot_multiplier": 1,
// "leverage_buy": [],
// "leverage_sell": [],
// "fees": [
// [0, 0.26],
// [50000, 0.24],
// [100000, 0.22],
// [250000, 0.2],
// [500000, 0.18],
// [1000000, 0.16],
// [2500000, 0.14],
// [5000000, 0.12],
// [10000000, 0.1]
// ],
// "fees_maker": [
// [0, 0.16],
// [50000, 0.14],
// [100000, 0.12],
// [250000, 0.1],
// [500000, 0.08],
// [1000000, 0.06],
// [2500000, 0.04],
// [5000000, 0.02],
// [10000000, 0]
// ],
// "fee_volume_currency": "ZUSD",
// "margin_call": 80,
// "margin_stop": 40,
// "ordermin": "1"
// },
// }
// }
//
const markets = this.safeValue (response, 'result', {});
const keys = Object.keys (markets);
let result = [];
for (let i = 0; i < keys.length; i++) {
const id = keys[i];
const market = markets[id];
const baseId = this.safeString (market, 'base');
const quoteId = this.safeString (market, 'quote');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const darkpool = id.indexOf ('.d') >= 0;
const altname = this.safeString (market, 'altname');
const makerFees = this.safeValue (market, 'fees_maker', []);
const firstMakerFee = this.safeValue (makerFees, 0, []);
const firstMakerFeeRate = this.safeString (firstMakerFee, 1);
let maker = undefined;
if (firstMakerFeeRate !== undefined) {
maker = this.parseNumber (Precise.stringDiv (firstMakerFeeRate, '100'));
}
const takerFees = this.safeValue (market, 'fees', []);
const firstTakerFee = this.safeValue (takerFees, 0, []);
const firstTakerFeeRate = this.safeString (firstTakerFee, 1);
let taker = undefined;
if (firstTakerFeeRate !== undefined) {
taker = this.parseNumber (Precise.stringDiv (firstTakerFeeRate, '100'));
}
const leverageBuy = this.safeValue (market, 'leverage_buy', []);
const leverageBuyLength = leverageBuy.length;
const precisionPrice = this.parseNumber (this.parsePrecision (this.safeString (market, 'pair_decimals')));
result.push ({
'id': id,
'symbol': darkpool ? altname : (base + '/' + quote),
'base': base,
'quote': quote,
'settle': undefined,
'baseId': baseId,
'quoteId': quoteId,
'settleId': undefined,
'darkpool': darkpool,
'altname': market['altname'],
'type': 'spot',
'spot': true,
'margin': (leverageBuyLength > 0),
'swap': false,
'future': false,
'option': false,
'active': true,
'contract': false,
'linear': undefined,
'inverse': undefined,
'taker': taker,
'maker': maker,
'contractSize': undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.parseNumber (this.parsePrecision (this.safeString (market, 'lot_decimals'))),
'price': precisionPrice,
},
'limits': {
'leverage': {
'min': this.parseNumber ('1'),
'max': this.safeNumber (leverageBuy, leverageBuyLength - 1, 1),
},
'amount': {
'min': this.safeNumber (market, 'ordermin'),
'max': undefined,
},
'price': {
'min': precisionPrice,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'info': market,
});
}
result = this.appendInactiveMarkets (result);
this.marketsByAltname = this.indexBy (result, 'altname');
return result;
}
safeCurrency (currencyId, currency = undefined) {
if (currencyId !== undefined) {
if (currencyId.length > 3) {
if ((currencyId.indexOf ('X') === 0) || (currencyId.indexOf ('Z') === 0)) {
if (currencyId.indexOf ('.') > 0) {
return super.safeCurrency (currencyId, currency);
} else {
currencyId = currencyId.slice (1);
}
}
}
}
return super.safeCurrency (currencyId, currency);
}
appendInactiveMarkets (result) {
// result should be an array to append to
const precision = {
'amount': this.parseNumber ('1e-8'),
'price': this.parseNumber ('1e-8'),
};
const costLimits = { 'min': undefined, 'max': undefined };
const priceLimits = { 'min': precision['price'], 'max': undefined };
const amountLimits = { 'min': precision['amount'], 'max': undefined };
const limits = { 'amount': amountLimits, 'price': priceLimits, 'cost': costLimits };
const defaults = {
'darkpool': false,
'info': undefined,
'maker': undefined,
'taker': undefined,
'active': false,
'precision': precision,
'limits': limits,
};
const markets = [
// { 'id': 'XXLMZEUR', 'symbol': 'XLM/EUR', 'base': 'XLM', 'quote': 'EUR', 'altname': 'XLMEUR' },
];
for (let i = 0; i < markets.length; i++) {
result.push (this.extend (defaults, markets[i]));
}
return result;
}
async fetchCurrencies (params = {}) {
/**
* @method
* @name kraken#fetchCurrencies
* @description fetches all available currencies on an exchange
* @param {object} params extra parameters specific to the kraken api endpoint
* @returns {object} an associative dictionary of currencies
*/
const response = await this.publicGetAssets (params);
//
// {
// "error": [],
// "result": {
// "ADA": { "aclass": "currency", "altname": "ADA", "decimals": 8, "display_decimals": 6 },
// "BCH": { "aclass": "currency", "altname": "BCH", "decimals": 10, "display_decimals": 5 },
// ...
// },
// }
//
const currencies = this.safeValue (response, 'result', {});
const ids = Object.keys (currencies);
const result = {};
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const currency = currencies[id];
// todo: will need to rethink the fees
// see: https://support.kraken.com/hc/en-us/articles/201893608-What-are-the-withdrawal-fees-
// to add support for multiple withdrawal/deposit methods and
// differentiated fees for each particular method
const code = this.safeCurrencyCode (this.safeString (currency, 'altname'));
const precision = this.parseNumber (this.parsePrecision (this.safeString (currency, 'decimals')));
// assumes all currencies are active except those listed above
const active = !this.inArray (code, this.options['inactiveCurrencies']);
result[code] = {
'id': id,
'code': code,
'info': currency,
'name': code,
'active': active,
'deposit': undefined,
'withdraw': undefined,
'fee': undefined,
'precision': precision,
'limits': {
'amount': {
'min': precision,
'max': undefined,
},
'withdraw': {
'min': undefined,
'max': undefined,
},
},
};
}
return result;
}
async fetchTradingFee (symbol, params = {}) {
/**
* @method
* @name kraken#fetchTradingFee
* @description fetch the trading fees for a market
* @param {string} symbol unified market symbol
* @param {object} params extra parameters specific to the kraken api endpoint
* @returns {object} a [fee structure]{@link https://docs.ccxt.com/en/latest/manual.html#fee-structure}
*/
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'pair': market['id'],
'fee-info': true,
};
const response = await this.privatePostTradeVolume (this.extend (request, params));
//
// {
// error: [],
// result: {
// currency: 'ZUSD',
// volume: '0.0000',
// fees: {
// XXBTZUSD: {
// fee: '0.2600',
// minfee: '0.1000',
// maxfee: '0.2600',
// nextfee: '0.2400',
// tiervolume: '0.0000',
// nextvolume: '50000.0000'
// }
// },
// fees_maker: {
// XXBTZUSD: {
// fee: '0.1600',
// minfee: '0.0000',
// maxfee: '0.1600',
// nextfee: '0.1400',
// tiervolume: '0.0000',
// nextvolume: '50000.0000'
// }
// }
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseTradingFee (result, market);
}
parseTradingFee (response, market) {
const makerFees = this.safeValue (response, 'fees_maker', {});
const takerFees = this.safeValue (response, 'fees', {});
const symbolMakerFee = this.safeValue (makerFees, market['id'], {});
const symbolTakerFee = this.safeValue (takerFees, market['id'], {});
return {
'info': response,
'symbol': market['symbol'],
'maker': this.safeNumber (symbolMakerFee, 'fee'),
'taker': this.safeNumber (symbolTakerFee, 'fee'),
'percentage': true,
'tierBased': true,
};
}
parseBidAsk (bidask, priceKey = 0, amountKey = 1) {
const price = this.safeNumber (bidask, priceKey);
const amount = this.safeNumber (bidask, amountKey);
const timestamp = this.safeInteger (bidask, 2);
return [ price, amount, timestamp ];
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
/**
* @method
* @name kraken#fetchOrderBook
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int|undefined} limit the maximum amount of order book entries to return
* @param {object} params extra parameters specific to the kraken api endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-book-structure} indexed by market symbols
*/
await this.loadMarkets ();
const market = this.market (symbol);
if (market['darkpool']) {
throw new ExchangeError (this.id + ' fetchOrderBook() does not provide an order book for darkpool symbol ' + symbol);
}
const request = {
'pair': market['id'],
};
if (limit !== undefined) {
request['count'] = limit; // 100
}
const response = await this.publicGetDepth (this.extend (request, params));
//
// {
// "error":[],
// "result":{
// "XETHXXBT":{
// "asks":[
// ["0.023480","4.000",1586321307],
// ["0.023490","50.095",1586321306],
// ["0.023500","28.535",1586321302],
// ],
// "bids":[
// ["0.023470","59.580",1586321307],
// ["0.023460","20.000",1586321301],
// ["0.023440","67.832",1586321306],
// ]
// }
// }
// }
//
const result = this.safeValue (response, 'result', {});
let orderbook = this.safeValue (result, market['id']);
// sometimes kraken returns wsname instead of market id
// https://github.com/ccxt/ccxt/issues/8662
const marketInfo = this.safeValue (market, 'info', {});
const wsName = this.safeValue (marketInfo, 'wsname');
if (wsName !== undefined) {
orderbook = this.safeValue (result, wsName, orderbook);
}
return this.parseOrderBook (orderbook, symbol);
}
parseTicker (ticker, market = undefined) {
//
// {
// "a":["2432.77000","1","1.000"],
// "b":["2431.37000","2","2.000"],
// "c":["2430.58000","0.04408910"],
// "v":["4147.94474901","8896.96086304"],
// "p":["2456.22239","2568.63032"],
// "t":[3907,10056],
// "l":["2302.18000","2302.18000"],
// "h":["2621.14000","2860.01000"],
// "o":"2571.56000"
// }
//
const timestamp = this.milliseconds ();
const symbol = this.safeSymbol (undefined, market);
const v = this.safeValue (ticker, 'v', []);
const baseVolume = this.safeString (v, 1);
const p = this.safeValue (ticker, 'p', []);
const vwap = this.safeString (p, 1);
const quoteVolume = Precise.stringMul (baseVolume, vwap);
const c = this.safeValue (ticker, 'c', []);
const last = this.safeString (c, 0);
const high = this.safeValue (ticker, 'h', []);
const low = this.safeValue (ticker, 'l', []);
const bid = this.safeValue (ticker, 'b', []);
const ask = this.safeValue (ticker, 'a', []);
return this.safeTicker ({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeString (high, 1),
'low': this.safeString (low, 1),
'bid': this.safeString (bid, 0),
'bidVolume': undefined,
'ask': this.safeString (ask, 0),
'askVolume': undefined,
'vwap': vwap,
'open': this.safeString (ticker, 'o'),
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
}, market);
}
async fetchTickers (symbols = undefined, params = {}) {
/**
* @method
* @name kraken#fetchTickers
* @description fetches price tickers for multiple markets, statistical calculations with the information calculated over the past 24 hours each market
* @param {[string]|undefined} 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 kraken api endpoint
* @returns {object} an array of [ticker structures]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
await this.loadMarkets ();
const request = {};
if (symbols !== undefined) {
symbols = this.marketSymbols (symbols);
const marketIds = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.markets[symbol];
if (market['active'] && !market['darkpool']) {
marketIds.push (market['id']);
}
}
request['pair'] = marketIds.join (',');
}
const response = await this.publicGetTicker (this.extend (request, params));
const tickers = response['result'];
const ids = Object.keys (tickers);
const result = {};
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const market = this.safeMarket (id);
const symbol = market['symbol'];
const ticker = tickers[id];
result[symbol] = this.parseTicker (ticker, market);
}
return this.filterByArray (result, 'symbol', symbols);
}
async fetchTicker (symbol, params = {}) {
/**
* @method
* @name kraken#fetchTicker
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} params extra parameters specific to the kraken api endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
await this.loadMarkets ();
const darkpool = symbol.indexOf ('.d') >= 0;
if (darkpool) {
throw new ExchangeError (this.id + ' fetchTicker() does not provide a ticker for darkpool symbol ' + symbol);
}
const market = this.market (symbol);
const request = {
'pair': market['id'],
};
const response = await this.publicGetTicker (this.extend (request, params));
const ticker = response['result'][market['id']];
return this.parseTicker (ticker, market);
}
parseOHLCV (ohlcv, market = undefined) {
//
// [
// 1591475640,
// "0.02500",
// "0.02500",
// "0.02500",
// "0.02500",
// "0.02500",
// "9.12201000",
// 5
// ]
//
return [
this.safeTimestamp (ohlcv, 0),
this.safeNumber (ohlcv, 1),
this.safeNumber (ohlcv, 2),
this.safeNumber (ohlcv, 3),
this.safeNumber (ohlcv, 4),
this.safeNumber (ohlcv, 6),
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name kraken#fetchOHLCV
* @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|undefined} since timestamp in ms of the earliest candle to fetch
* @param {int|undefined} limit the maximum amount of candles to fetch
* @param {object} params extra parameters specific to the kraken api endpoint
* @returns {[[int]]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'pair': market['id'],
'interval': this.timeframes[timeframe],
};
if (since !== undefined) {
request['since'] = parseInt ((since - 1) / 1000);
}
const response = await this.publicGetOHLC (this.extend (request, params));
//
// {
// "error":[],
// "result":{
// "XETHXXBT":[
// [1591475580,"0.02499","0.02499","0.02499","0.02499","0.00000","0.00000000",0],
// [1591475640,"0.02500","0.02500","0.02500","0.02500","0.02500","9.12201000",5],
// [1591475700,"0.02499","0.02499","0.02499","0.02499","0.02499","1.28681415",2],
// [1591475760,"0.02499","0.02499","0.02499","0.02499","0.02499","0.08800000",1],
// ],
// "last":1591517580
// }
// }
const result = this.safeValue (response, 'result', {});
const ohlcvs = this.safeValue (result, market['id'], []);
return this.parseOHLCVs (ohlcvs, market, timeframe, since, limit);
}
parseLedgerEntryType (type) {
const types = {
'trade': 'trade',
'withdrawal': 'transaction',
'deposit': 'transaction',
'transfer': 'transfer',
'margin': 'margin',
};
return this.safeString (types, type, type);
}
parseLedgerEntry (item, currency = undefined) {
//
// {
// 'LTFK7F-N2CUX-PNY4SX': {
// refid: "TSJTGT-DT7WN-GPPQMJ",
// time: 1520102320.555,
// type: "trade",
// aclass: "currency",
// asset: "XETH",
// amount: "0.1087194600",
// fee: "0.0000000000",
// balance: "0.2855851000"
// },
// ...
// }
//
const id = this.safeString (item, 'id');
let direction = undefined;
const account = undefined;
const referenceId = this.safeString (item, 'refid');
const referenceAccount = undefined;
const type = this.parseLedgerEntryType (this.safeString (item, 'type'));
const code = this.safeCurrencyCode (this.safeString (item, 'asset'), currency);
let amount = this.safeString (item, 'amount');
if (Precise.stringLt (amount, '0')) {
direction = 'out';
amount = Precise.stringAbs (amount);
} else {
direction = 'in';
}
const time = this.safeNumber (item, 'time');
let timestamp = undefined;
if (time !== undefined) {
timestamp = parseInt (time * 1000);
}
return {
'info': item,
'id': id,
'direction': direction,
'account': account,
'referenceId': referenceId,
'referenceAccount': referenceAccount,
'type': type,
'currency': code,
'amount': this.parseNumber (amount),
'before': undefined,
'after': this.safeNumber (item, 'balance'),
'status': 'ok',
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'fee': {
'cost': this.safeNumber (item, 'fee'),
'currency': code,
},
};
}
async fetchLedger (code = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name kraken#fetchLedger
* @description fetch the history of changes, actions done by the user or operations that altered balance of the user
* @param {string|undefined} code unified currency code, default is undefined
* @param {int|undefined} since timestamp in ms of the earliest ledger entry, default is undefined
* @param {int|undefined} limit max number of ledger entrys to return, default is undefined
* @param {object} params extra parameters specific to the kraken api endpoint
* @returns {object} a [ledger structure]{@link https://docs.ccxt.com/en/latest/manual.html#ledger-structure}
*/
// https://www.kraken.com/features/api#get-ledgers-info
await this.loadMarkets ();
const request = {};
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
request['asset'] = currency['id'];
}
if (since !== undefined) {
request['start'] = parseInt (since / 1000);
}
const response = await this.privatePostLedgers (this.extend (request, params));
// { error: [],
// result: { ledger: { 'LPUAIB-TS774-UKHP7X': { refid: "A2B4HBV-L4MDIE-JU4N3N",
// time: 1520103488.314,
// type: "withdrawal",
// aclass: "currency",
// asset: "XETH",
// amount: "-0.2805800000",
// fee: "0.0050000000",
// balance: "0.0000051000" },
const result = this.safeValue (response, 'result', {});
const ledger = this.safeValue (result, 'ledger', {});
const keys = Object.keys (ledger);
const items = [];
for (let i = 0; i < keys.length; i++) {
const key = keys[i];
const value = ledger[key];
value['id'] = key;
items.push (value);
}
return this.parseLedger (items, currency, since, limit);
}
async fetchLedgerEntriesByIds (ids, code = undefined, params = {}) {
// https://www.kraken.com/features/api#query-ledgers
await this.loadMarkets ();
ids = ids.join (',');
const request = this.extend ({
'id': ids,
}, params);
const response = await this.privatePostQueryLedgers (request);
// { error: [],
// result: { 'LPUAIB-TS774-UKHP7X': { refid: "A2B4HBV-L4MDIE-JU4N3N",
// time: 1520103488.314,
// type: "withdrawal",
// aclass: "currency",
// asset: "XETH",
// amount: "-0.2805800000",
// fee: "0.0050000000",
// balance: "0.0000051000" } } }
const result = response['result'];
const keys = Object.keys (result);
const items = [];
for (let i = 0; i < keys.length; i++) {
const key = keys[i];
const value = result[key];
value['id'] = key;
items.push (value);
}
return this.parseLedger (items);
}
async fetchLedgerEntry (id, code = undefined, params = {}) {
const items = await this.fetchLedgerEntriesByIds ([ id ], code, params);
return items[0];
}
parseTrade (trade, market = undefined) {
//
// fetchTrades (public)
//
// [
// "0.032310", // price
// "4.28169434", // amount
// 1541390792.763, // timestamp
// "s", // sell or buy
// "l", // limit or market
// ""
// ]
//
// fetchOrderTrades (private)
//
// {
// id: 'TIMIRG-WUNNE-RRJ6GT', // injected from outside
// ordertxid: 'OQRPN2-LRHFY-HIFA7D',
// postxid: 'TKH2SE-M7IF5-CFI7LT',
// pair: 'USDCUSDT',
// time: 1586340086.457,
// type: 'sell',
// ordertype: 'market',
// price: '0.99860000',
// cost: '22.16892001',
// fee: '0.04433784',
// vol: '22.20000000',
// margin: '0.00000000',
// misc: ''
// }
//
let timestamp = undefined;
let side = undefined;
let type = undefined;
let price = undefined;
let amount = undefined;
let id = undefined;
let orderId = undefined;
let fee = undefined;
let symbol = undefined;
if (Array.isArray (trade)) {
timestamp = this.safeTimestamp (trade, 2);
side = (trade[3] === 's') ? 'sell' : 'buy';
type = (trade[4] === 'l') ? 'limit' : 'market';
price = this.safeString (trade, 0);
amount = this.safeString (trade, 1);
const tradeLength = trade.length;
if (tradeLength > 6) {
id = this.safeString (trade, 6); // artificially added as per #1794
}
} else if (typeof trade === 'string') {
id = trade;
} else if ('ordertxid' in trade) {
const marketId = this.safeString (trade, 'pair');
const foundMarket = this.findMarketByAltnameOrId (marketId);
if (foundMarket !== undefined) {
market = foundMarket;
} else if (marketId !== undefined) {
// delisted market ids go here
market = this.getDelistedMarketById (marketId);
}
orderId = this.safeString (trade, 'ordertxid');
id = this.safeString2 (trade, 'id', 'postxid');
timestamp = this.safeTimestamp (trade, 'time');
side = this.safeString (trade, 'type');
type = this.safeString (trade, 'ordertype');
price = this.safeString (trade, 'price');
amount = this.safeString (trade, 'vol');
if ('fee' in trade) {
let currency = undefined;
if (market !== undefined) {
currency = market['quote'];
}
fee = {
'cost': this.safeString (trade, 'fee'),
'currency': currency,
};
}
}
if (market !== undefined) {
symbol = market['symbol'];
}
const cost = this.safeString (trade, 'cost');
return this.safeTrade ({
'id': id,
'order': orderId,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': type,
'side': side,
'takerOrMaker': undefined,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
}, market);
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name kraken#fetchTrades
* @description get the list of most recent trades for a particular symbol
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int|undefined} since timestamp in ms of the earliest trade to fetch
* @param {int|undefined} limit the maximum amount of trades to fetch
* @param {object} params extra parameters specific to the kraken api endpoint
* @returns {[object]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
*/
await this.loadMarkets ();
const market = this.market (symbol);
const id = market['id'];
const request = {
'pair': id,
};
// https://support.kraken.com/hc/en-us/articles/218198197-How-to-pull-all-trade-data-using-the-Kraken-REST-API
// https://github.com