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types.go
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package krakenapi
import (
"encoding/json"
"errors"
"math/big"
"reflect"
"strconv"
"strings"
"time"
)
const (
ADACAD = "ADACAD"
ADAETH = "ADAETH"
ADAEUR = "ADAEUR"
ADAUSD = "ADAUSD"
ADAXBT = "ADAXBT"
BCHEUR = "BCHEUR"
BCHUSD = "BCHUSD"
BCHXBT = "BCHXBT"
DASHEUR = "DASHEUR"
DASHUSD = "DASHUSD"
DASHXBT = "DASHXBT"
EOSETH = "EOSETH"
EOSEUR = "EOSEUR"
EOSUSD = "EOSUSD"
EOSXBT = "EOSXBT"
GNOETH = "GNOETH"
GNOEUR = "GNOEUR"
GNOUSD = "GNOUSD"
GNOXBT = "GNOXBT"
QTUMCAD = "QTUMCAD"
QTUMETH = "QTUMETH"
QTUMEUR = "QTUMEUR"
QTUMUSD = "QTUMUSD"
QTUMXBT = "QTUMXBT"
USDTZUSD = "USDTZUSD"
XETCXETH = "XETCXETH"
XETCXXBT = "XETCXXBT"
XETCZEUR = "XETCZEUR"
XETCZUSD = "XETCZUSD"
XETHXXBT = "XETHXXBT"
XETHZCAD = "XETHZCAD"
XETHZEUR = "XETHZEUR"
XETHZGBP = "XETHZGBP"
XETHZJPY = "XETHZJPY"
XETHZUSD = "XETHZUSD"
XICNXETH = "XICNXETH"
XICNXXBT = "XICNXXBT"
XLTCXXBT = "XLTCXXBT"
XLTCZEUR = "XLTCZEUR"
XLTCZUSD = "XLTCZUSD"
XMLNXETH = "XMLNXETH"
XMLNXXBT = "XMLNXXBT"
XREPXETH = "XREPXETH"
XREPXXBT = "XREPXXBT"
XREPZEUR = "XREPZEUR"
XREPZUSD = "XREPZUSD"
XTZCAD = "XTZCAD"
XTZETH = "XTZETH"
XTZEUR = "XTZEUR"
XTZUSD = "XTZUSD"
XTZXBT = "XTZXBT"
XXBTZCAD = "XXBTZCAD"
XXBTZEUR = "XXBTZEUR"
XXBTZGBP = "XXBTZGBP"
XXBTZJPY = "XXBTZJPY"
XXBTZUSD = "XXBTZUSD"
XXDGXXBT = "XXDGXXBT"
XXLMXXBT = "XXLMXXBT"
XXLMZEUR = "XXLMZEUR"
XXLMZUSD = "XXLMZUSD"
XXMRXXBT = "XXMRXXBT"
XXMRZEUR = "XXMRZEUR"
XXMRZUSD = "XXMRZUSD"
XXRPXXBT = "XXRPXXBT"
XXRPZCAD = "XXRPZCAD"
XXRPZEUR = "XXRPZEUR"
XXRPZJPY = "XXRPZJPY"
XXRPZUSD = "XXRPZUSD"
XZECXXBT = "XZECXXBT"
XZECZEUR = "XZECZEUR"
XZECZUSD = "XZECZUSD"
)
const (
BUY = "b"
SELL = "s"
MARKET = "m"
LIMIT = "l"
)
var (
errTimeParse = errors.New("failed to parse timestamp")
)
// KrakenResponse wraps the Kraken API JSON response
type KrakenResponse struct {
Error []string `json:"error"`
Result interface{} `json:"result"`
}
// TimeResponse represents the server's time
type TimeResponse struct {
// Unix timestamp
Unixtime int64
// RFC 1123 time format
Rfc1123 string
}
// AssetPairsResponse includes asset pair informations
type AssetPairsResponse struct {
ADACAD AssetPairInfo
ADAETH AssetPairInfo
ADAEUR AssetPairInfo
ADAUSD AssetPairInfo
ADAXBT AssetPairInfo
BCHEUR AssetPairInfo
BCHUSD AssetPairInfo
BCHXBT AssetPairInfo
DASHEUR AssetPairInfo
DASHUSD AssetPairInfo
DASHXBT AssetPairInfo
EOSETH AssetPairInfo
EOSEUR AssetPairInfo
EOSUSD AssetPairInfo
EOSXBT AssetPairInfo
GNOETH AssetPairInfo
GNOEUR AssetPairInfo
GNOUSD AssetPairInfo
GNOXBT AssetPairInfo
QTUMCAD AssetPairInfo
QTUMETH AssetPairInfo
QTUMEUR AssetPairInfo
QTUMUSD AssetPairInfo
QTUMXBT AssetPairInfo
USDTZUSD AssetPairInfo
XETCXETH AssetPairInfo
XETCXXBT AssetPairInfo
XETCZEUR AssetPairInfo
XETCZUSD AssetPairInfo
XETHXXBT AssetPairInfo
XETHZCAD AssetPairInfo
XETHZEUR AssetPairInfo
XETHZGBP AssetPairInfo
XETHZJPY AssetPairInfo
XETHZUSD AssetPairInfo
XICNXETH AssetPairInfo
XICNXXBT AssetPairInfo
XLTCXXBT AssetPairInfo
XLTCZEUR AssetPairInfo
XLTCZUSD AssetPairInfo
XMLNXETH AssetPairInfo
XMLNXXBT AssetPairInfo
XREPXETH AssetPairInfo
XREPXXBT AssetPairInfo
XREPZEUR AssetPairInfo
XREPZUSD AssetPairInfo
XTZCAD AssetPairInfo
XTZETH AssetPairInfo
XTZEUR AssetPairInfo
XTZUSD AssetPairInfo
XTZXBT AssetPairInfo
XXBTZCAD AssetPairInfo
XXBTZEUR AssetPairInfo
XXBTZGBP AssetPairInfo
XXBTZJPY AssetPairInfo
XXBTZUSD AssetPairInfo
XXDGXXBT AssetPairInfo
XXLMXXBT AssetPairInfo
XXLMZEUR AssetPairInfo
XXLMZUSD AssetPairInfo
XXMRXXBT AssetPairInfo
XXMRZEUR AssetPairInfo
XXMRZUSD AssetPairInfo
XXRPXXBT AssetPairInfo
XXRPZCAD AssetPairInfo
XXRPZEUR AssetPairInfo
XXRPZJPY AssetPairInfo
XXRPZUSD AssetPairInfo
XZECXXBT AssetPairInfo
XZECZEUR AssetPairInfo
XZECZUSD AssetPairInfo
}
// AssetPairInfo represents asset pair information
type AssetPairInfo struct {
// Alternate pair name
Altname string `json:"altname"`
// Asset class of base component
AssetClassBase string `json:"aclass_base"`
// Asset id of base component
Base string `json:"base"`
// Asset class of quote component
AssetClassQuote string `json:"aclass_quote"`
// Asset id of quote component
Quote string `json:"quote"`
// Volume lot size
Lot string `json:"lot"`
// Scaling decimal places for pair
PairDecimals int `json:"pair_decimals"`
// Scaling decimal places for volume
LotDecimals int `json:"lot_decimals"`
// Amount to multiply lot volume by to get currency volume
LotMultiplier int `json:"lot_multiplier"`
// Array of leverage amounts available when buying
LeverageBuy []float64 `json:"leverage_buy"`
// Array of leverage amounts available when selling
LeverageSell []float64 `json:"leverage_sell"`
// Fee schedule array in [volume, percent fee] tuples
Fees [][]float64 `json:"fees"`
// // Maker fee schedule array in [volume, percent fee] tuples (if on maker/taker)
FeesMaker [][]float64 `json:"fees_maker"`
// // Volume discount currency
FeeVolumeCurrency string `json:"fee_volume_currency"`
// Margin call level
MarginCall int `json:"margin_call"`
// Stop-out/Liquidation margin level
MarginStop int `json:"margin_stop"`
}
// AssetsResponse includes asset informations
type AssetsResponse struct {
ADA AssetInfo
BCH AssetInfo
DASH AssetInfo
EOS AssetInfo
GNO AssetInfo
KFEE AssetInfo
QTUM AssetInfo
USDT AssetInfo
XDAO AssetInfo
XETC AssetInfo
XETH AssetInfo
XICN AssetInfo
XLTC AssetInfo
XMLN AssetInfo
XNMC AssetInfo
XREP AssetInfo
XXBT AssetInfo
XXDG AssetInfo
XXLM AssetInfo
XXMR AssetInfo
XXRP AssetInfo
XTZ AssetInfo
XXVN AssetInfo
XZEC AssetInfo
ZCAD AssetInfo
ZEUR AssetInfo
ZGBP AssetInfo
ZJPY AssetInfo
ZKRW AssetInfo
ZUSD AssetInfo
}
// AssetInfo represents an asset information
type AssetInfo struct {
// Alternate name
Altname string
// Asset class
AssetClass string `json:"aclass"`
// Scaling decimal places for record keeping
Decimals int
// Scaling decimal places for output display
DisplayDecimals int `json:"display_decimals"`
}
type BalanceResponse struct {
ADA float64 `json:"ADA,string"`
BCH float64 `json:"BCH,string"`
DASH float64 `json:"DASH,string"`
EOS float64 `json:"EOS,string"`
GNO float64 `json:"GNO,string"`
QTUM float64 `json:"QTUM,string"`
KFEE float64 `json:"KFEE,string"`
USDT float64 `json:"USDT,string"`
XDAO float64 `json:"XDAO,string"`
XETC float64 `json:"XETC,string"`
XETH float64 `json:"XETH,string"`
XICN float64 `json:"XICN,string"`
XLTC float64 `json:"XLTC,string"`
XMLN float64 `json:"XMLN,string"`
XNMC float64 `json:"XNMC,string"`
XREP float64 `json:"XREP,string"`
XXBT float64 `json:"XXBT,string"`
XXDG float64 `json:"XXDG,string"`
XXLM float64 `json:"XXLM,string"`
XXMR float64 `json:"XXMR,string"`
XXRP float64 `json:"XXRP,string"`
XTZ float64 `json:"XTZ,string"`
XXVN float64 `json:"XXVN,string"`
XZEC float64 `json:"XZEC,string"`
ZCAD float64 `json:"ZCAD,string"`
ZEUR float64 `json:"ZEUR,string"`
ZGBP float64 `json:"ZGBP,string"`
ZJPY float64 `json:"ZJPY,string"`
ZKRW float64 `json:"ZKRW,string"`
ZUSD float64 `json:"ZUSD,string"`
}
type TradeBalanceResponse struct {
EquivalentBalance float64 `json:"eb,string"`
TradeBalance float64 `json:"tb,string"`
MarginOP float64 `json:"m,string"`
UnrealizedNetProfitLossOP float64 `json:"n,string"`
CostBasisOP float64 `json:"c,string"`
CurrentValuationOP float64 `json:"v,string"`
Equity float64 `json:"e,string"`
FreeMargin float64 `json:"mf,string"`
MarginLevel float64 `json:"ml,string"`
}
// TickerResponse includes the requested ticker pairs
type TickerResponse struct {
ADACAD PairTickerInfo
ADAETH PairTickerInfo
ADAEUR PairTickerInfo
ADAUSD PairTickerInfo
ADAXBT PairTickerInfo
BCHEUR PairTickerInfo
BCHUSD PairTickerInfo
BCHXBT PairTickerInfo
DASHEUR PairTickerInfo
DASHUSD PairTickerInfo
DASHXBT PairTickerInfo
EOSETH PairTickerInfo
EOSEUR PairTickerInfo
EOSUSD PairTickerInfo
EOSXBT PairTickerInfo
GNOETH PairTickerInfo
GNOEUR PairTickerInfo
GNOUSD PairTickerInfo
GNOXBT PairTickerInfo
QTUMCAD PairTickerInfo
QTUMETH PairTickerInfo
QTUMEUR PairTickerInfo
QTUMUSD PairTickerInfo
QTUMXBT PairTickerInfo
USDTZUSD PairTickerInfo
XETCXETH PairTickerInfo
XETCXXBT PairTickerInfo
XETCZEUR PairTickerInfo
XETCZUSD PairTickerInfo
XETHXXBT PairTickerInfo
XETHZCAD PairTickerInfo
XETHZEUR PairTickerInfo
XETHZGBP PairTickerInfo
XETHZJPY PairTickerInfo
XETHZUSD PairTickerInfo
XICNXETH PairTickerInfo
XICNXXBT PairTickerInfo
XLTCXXBT PairTickerInfo
XLTCZEUR PairTickerInfo
XLTCZUSD PairTickerInfo
XMLNXETH PairTickerInfo
XMLNXXBT PairTickerInfo
XREPXETH PairTickerInfo
XREPXXBT PairTickerInfo
XREPZEUR PairTickerInfo
XREPZUSD PairTickerInfo
XXBTZCAD PairTickerInfo
XXBTZEUR PairTickerInfo
XXBTZGBP PairTickerInfo
XXBTZJPY PairTickerInfo
XXBTZUSD PairTickerInfo
XXDGXXBT PairTickerInfo
XXLMXXBT PairTickerInfo
XXLMZEUR PairTickerInfo
XXLMZUSD PairTickerInfo
XXMRXXBT PairTickerInfo
XXMRZEUR PairTickerInfo
XXMRZUSD PairTickerInfo
XXRPXXBT PairTickerInfo
XXRPZCAD PairTickerInfo
XXRPZEUR PairTickerInfo
XXRPZJPY PairTickerInfo
XXRPZUSD PairTickerInfo
XTZCAD PairTickerInfo
XTZETH PairTickerInfo
XTZEUR PairTickerInfo
XTZUSD PairTickerInfo
XTZXBT PairTickerInfo
XZECXXBT PairTickerInfo
XZECZEUR PairTickerInfo
XZECZUSD PairTickerInfo
}
// DepositAddressesResponse is the response type of a DepositAddresses query to the Kraken API.
type DepositAddressesResponse []struct {
Address string `json:"address"`
Expiretm string `json:"expiretm"`
New bool `json:"new,omitempty"`
}
// WithdrawResponse is the response type of a Withdraw query to the Kraken API.
type WithdrawResponse struct {
RefID int `json:"refid"`
}
// WithdrawInfoResponse is the response type showing withdrawal information for a selected withdrawal method.
type WithdrawInfoResponse struct {
Method string `json:"method"`
Limit big.Float `json:"limit"`
Amount big.Float `json:"amount"`
Fee big.Float `json:"fee"`
}
// GetPairTickerInfo is a helper method that returns given `pair`'s `PairTickerInfo`
func (v *TickerResponse) GetPairTickerInfo(pair string) PairTickerInfo {
r := reflect.ValueOf(v)
f := reflect.Indirect(r).FieldByName(pair)
return f.Interface().(PairTickerInfo)
}
// PairTickerInfo represents ticker information for a pair
type PairTickerInfo struct {
// Ask array(<price>, <whole lot volume>, <lot volume>)
Ask []string `json:"a"`
// Bid array(<price>, <whole lot volume>, <lot volume>)
Bid []string `json:"b"`
// Last trade closed array(<price>, <lot volume>)
Close []string `json:"c"`
// Volume array(<today>, <last 24 hours>)
Volume []string `json:"v"`
// Volume weighted average price array(<today>, <last 24 hours>)
VolumeAveragePrice []string `json:"p"`
// Number of trades array(<today>, <last 24 hours>)
Trades []int `json:"t"`
// Low array(<today>, <last 24 hours>)
Low []string `json:"l"`
// High array(<today>, <last 24 hours>)
High []string `json:"h"`
// Today's opening price
OpeningPrice float64 `json:"o,string"`
}
// TradesResponse represents a list of the last trades
type TradesResponse struct {
Last int64
Trades []TradeInfo
}
// TradesHistoryResponse represents a list executed trade
type TradesHistoryResponse struct {
Trades map[string]TradeHistoryInfo `json:"trades"`
Count int `json:"count"`
}
type TradeHistoryInfo struct {
TransactionId string `json:"ordertxid"`
PostxId string `json:"postxid"`
AssetPair string `json:"pair"`
Time float64 `json:"time"`
Type string `json:"type"`
OrderType string `json:"ordertype"`
Price float64 `json:"price,string"`
Cost float64 `json:"cost,string"`
Fee float64 `json:"fee,string"`
Volume float64 `json:"vol,string"`
Margin float64 `json:"margin,string"`
Misc string `json:"misc"`
}
// TradeInfo represents a trades information
type TradeInfo struct {
Price string
PriceFloat float64
Volume string
VolumeFloat float64
Time time.Time
Buy bool
Sell bool
Market bool
Limit bool
Miscellaneous string
}
// LedgersResponse represents an associative array of ledgers infos
type LedgersResponse struct {
Ledger map[string]LedgerInfo `json:"ledger"`
}
type LedgerInfo struct {
RefID string `json:"refid"`
Time float64 `json:"time"`
Type string `json:"type"`
Aclass string `json:"aclass"`
Asset string `json:"asset"`
Amount big.Float `json:"amount"`
Fee big.Float `json:"fee"`
Balance big.Float `json:"balance"`
}
// OrderTypes for AddOrder
const (
OTMarket = "market"
OTLimit = "limit" // (price = limit price)
OTStopLoss = "stop-loss" // (price = stop loss price)
OTTakeProfi = "take-profit" // (price = take profit price)
OTStopLossProfit = "stop-loss-profit" // (price = stop loss price, price2 = take profit price)
OTStopLossProfitLimit = "stop-loss-profit-limit" // (price = stop loss price, price2 = take profit price)
OTStopLossLimit = "stop-loss-limit" // (price = stop loss trigger price, price2 = triggered limit price)
OTTakeProfitLimit = "take-profit-limit" // (price = take profit trigger price, price2 = triggered limit price)
OTTrailingStop = "trailing-stop" // (price = trailing stop offset)
OTTrailingStopLimit = "trailing-stop-limit" // (price = trailing stop offset, price2 = triggered limit offset)
OTStopLossAndLimit = "stop-loss-and-limit" // (price = stop loss price, price2 = limit price)
OTSettlePosition = "settle-position"
)
// OrderDescription represents an orders description
type OrderDescription struct {
AssetPair string `json:"pair"`
Close string `json:"close"`
Leverage string `json:"leverage"`
Order string `json:"order"`
OrderType string `json:"ordertype"`
PrimaryPrice string `json:"price"`
SecondaryPrice string `json:"price2"`
Type string `json:"type"`
}
// Order represents a single order
type Order struct {
TransactionID string `json:"-"`
ReferenceID string `json:"refid"`
UserRef int `json:"userref"`
Status string `json:"status"`
OpenTime float64 `json:"opentm"`
StartTime float64 `json:"starttm"`
ExpireTime float64 `json:"expiretm"`
Description OrderDescription `json:"descr"`
Volume string `json:"vol"`
VolumeExecuted float64 `json:"vol_exec,string"`
Cost float64 `json:"cost,string"`
Fee float64 `json:"fee,string"`
Price float64 `json:"price,string"`
StopPrice float64 `json:"stopprice.string"`
LimitPrice float64 `json:"limitprice,string"`
Misc string `json:"misc"`
OrderFlags string `json:"oflags"`
CloseTime float64 `json:"closetm"`
Reason string `json:"reason"`
}
// ClosedOrdersResponse represents a list of closed orders, indexed by id
type ClosedOrdersResponse struct {
Closed map[string]Order `json:"closed"`
Count int `json:"count"`
}
// OrderBookItem is a piece of information about an order.
type OrderBookItem struct {
Price float64
Amount float64
Ts int64
}
// UnmarshalJSON takes a json array from kraken and converts it into an OrderBookItem.
func (o *OrderBookItem) UnmarshalJSON(data []byte) error {
tmp_struct := struct {
price string
amount string
ts int64
}{}
tmp_arr := []interface{}{&tmp_struct.price, &tmp_struct.amount, &tmp_struct.ts}
err := json.Unmarshal(data, &tmp_arr)
if err != nil {
return err
}
o.Price, err = strconv.ParseFloat(tmp_struct.price, 64)
if err != nil {
return err
}
o.Amount, err = strconv.ParseFloat(tmp_struct.amount, 64)
if err != nil {
return err
}
o.Ts = tmp_struct.ts
return nil
}
// DepthResponse is a response from kraken to Depth request.
type DepthResponse map[string]OrderBook
// OrderBook contains top asks and bids.
type OrderBook struct {
Asks []OrderBookItem
Bids []OrderBookItem
}
type OpenOrdersResponse struct {
Open map[string]Order `json:"open"`
Count int `json:"count"`
}
type AddOrderResponse struct {
Description OrderDescription `json:"descr"`
TransactionIds []string `json:"txid"`
}
type CancelOrderResponse struct {
Count int `json:"count"`
Pending bool `json:"pending"`
}
type QueryOrdersResponse map[string]Order
func parseTime(tf float64) (time.Time, error) {
ts := strconv.FormatFloat(tf, 'f', 6, 64)
var t time.Time
s := strings.Split(ts, ".")
if len(s) != 2 {
return t, errTimeParse
}
sec, err := strconv.Atoi(s[0])
if err != nil {
return t, errTimeParse
}
dec, err := strconv.Atoi(s[1])
if err != nil {
return t, errTimeParse
}
t = time.Unix(int64(sec), int64(dec*1000))
return t, nil
}