Rework kraken to use ledger

fin_depo/defi_kraken.py

@@ -66,7 +66,9 @@ class KrakenDepoFetcher(DepoFetcher):
 
 
     def _get_withdrawals(self) -> list[WithdrawalDetails]:
-        json = self.client.query_private('WithdrawStatus')
+        raise NotImplementedError("work in progress")
+        """
+        json = self.client.query_private('WithdrawStatus',data={'start':1})
         results = []
         for v in json['result']:
             asset = parse_asset_from_ticker(v['asset'])
@@ -77,9 +79,13 @@ class KrakenDepoFetcher(DepoFetcher):
                 raw_details = v,
             ))
         return results
+        """
 
     def _get_deposits(self) -> list[DepositDetails]:
-        json = self.client.query_private('DepositStatus')
+        raise NotImplementedError("work in progress")
+        """
+        json = self.client.query_private('DepositStatus',data={'start':1})
+        print(json)
         results = []
         for v in json['result']:
             asset = parse_asset_from_ticker(v['asset'])
@@ -90,9 +96,12 @@ class KrakenDepoFetcher(DepoFetcher):
                 raw_details = v,
             ))
         return results
+        """
 
     def _get_historic_spot_orders(self) -> Iterator[TradeOrderDetails]:
-        json = self.client.query_private('ClosedOrders')
+        raise NotImplementedError("work in progress")
+        """
+        json = self.client.query_private('ClosedOrders',data={'start':1})
         for order_id, v in json['result']['closed'].items():
             assert v['descr']['pair'] == 'USDTEUR', 'Only sell USDT for EUR is supported'
             assert v['descr']['type'] == 'sell', 'Only sell USDT for EUR is supported'
@@ -107,17 +116,64 @@ class KrakenDepoFetcher(DepoFetcher):
                 raw_order_details= v,
             )
             del order_id, v
+        """
 
     def _get_double_registers(self) -> list[DoubleRegister]:
-        double_registers: list[DoubleRegister] = []
-        double_registers += self._get_deposits()
-        double_registers += self._get_withdrawals()
-        double_registers += self._get_historic_spot_orders()
-        double_registers.sort(key=lambda x: x.executed_time)
-        return double_registers
+        json = self.client.query_private('Ledgers',data={'start':1})
+        return list(parse_from_ledger(json['result']['ledger'].values()))
 
 def parse_asset_from_ticker(ticker: str) -> fin_defs.Asset:
     account = ticker.removesuffix('.HOLD')
     if account == 'ZEUR':
         return fin_defs.EUR
     return fin_defs.WELL_KNOWN_SYMBOLS[account]
+
+def parse_from_ledger(ledger_items: list[dict[str,str]]) -> Iterator:
+    collected_items = {}
+    for item in ledger_items:
+        collected_items.setdefault(item['refid'], []).append(item)
+
+    for refid, items in collected_items.items():
+        print(refid, items)
+        assert len(items) <= 2
+
+        if items[0]['type'] == 'deposit':
+            assert len(items) == 1
+            asset = parse_asset_from_ticker(items[0]['asset'])
+            yield DepositDetails(
+                    deposit = fin_defs.AssetAmount(asset, Decimal(items[0]['amount'])),
+                    fee = fin_defs.AssetAmount(asset, Decimal(items[0]['fee'])),
+                    executed_time = datetime.datetime.fromtimestamp(items[0]['time'],tz=datetime.UTC),
+                    raw_details = items[0],
+            )
+        elif items[0]['type'] == 'withdrawal':
+            assert len(items) == 1
+            asset = parse_asset_from_ticker(items[0]['asset'])
+            yield WithdrawalDetails(
+                    withdrawn = -fin_defs.AssetAmount(asset, Decimal(items[0]['amount'])),
+                    fee = fin_defs.AssetAmount(asset, Decimal(items[0]['fee'])),
+                    executed_time = datetime.datetime.fromtimestamp(items[0]['time'],tz=datetime.UTC),
+                    raw_details = items[0],
+            )
+        else:
+            assert len(items) == 2, items
+            assert items[0]['type'] in {'receive', 'trade'}
+            assert items[1]['type'] in {'spend', 'trade'}
+            assert float(items[0]['amount']) > 0
+            assert float(items[1]['amount']) < 0
+            asset_input = parse_asset_from_ticker(items[1]['asset'])
+            asset_output  = parse_asset_from_ticker(items[0]['asset'])
+
+            input = -fin_defs.AssetAmount(asset_input, Decimal(items[1]['amount']))
+            output = fin_defs.AssetAmount(asset_output, Decimal(items[0]['amount']))
+            fee_of_input = fin_defs.AssetAmount(asset_input, Decimal(items[1]['fee']))
+            fee_of_output = fin_defs.AssetAmount(asset_output, Decimal(items[0]['fee']))
+            details = TradeOrderDetails(
+                    input = input,
+                    output = output,
+                    fee = fee_of_input if fee_of_input.amount != 0 else fee_of_output,
+                    executed_time = datetime.datetime.fromtimestamp(items[1]['time'],tz=datetime.UTC),
+                    order_id = refid,
+                    raw_order_details = items[0],
+            )
+            yield details

test/test_kucoin.py

@@ -36,25 +36,11 @@ def test_get_depo():
         assert isinstance(nested_depo, fin_depo.data.DepoSingle)
 
 
-@needs_secrets
-def test_get_withdrawals():
-    withdrawals = get_fetcher()._get_withdrawals()
-    assert len(withdrawals) > 0
-
-
-@needs_secrets
-def test_get_deposits():
-    deposits = get_fetcher()._get_deposits()
-    assert len(deposits) > 0
-
-
-@needs_secrets
-def test_get_historic_spot_orders():
-    orders = get_fetcher()._get_historic_spot_orders()
-    assert next(orders)
-
-
 @needs_secrets
 def test_get_double_registers():
     double_registers = get_fetcher()._get_double_registers()
     assert len(double_registers) > 0
+    for item in double_registers:
+        print(item)
+        assert item.input.amount > 0 if item.input else None
+        assert item.output.amount > 0 if item.output else None