180 lines
7.1 KiB
Python
180 lines
7.1 KiB
Python
"""See `KrakenDepoFetcher` for documentation."""
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import datetime
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import logging
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from decimal import Decimal
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from collections.abc import Iterator
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import fin_defs
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import krakenex
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from .data import (
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Depo,
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DepoFetcher,
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DepoSingle,
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DepositDetails,
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DoubleRegister,
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TradeOrderDetails,
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WithdrawalDetails,
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)
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logger = logging.getLogger(__name__)
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class KrakenDepoFetcher(DepoFetcher):
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"""Depository fetcher for [Kraken](https://www.kraken.com), the online crypto currency exchange.
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Requirements for use:
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- Account on [Kraken](https://www.kraken.com).
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- Have performed Know Your Customer (KYC) for your account.
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- Created API key from [Kraken Pro
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settings](https://pro.kraken.com/app/settings/api).
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API key must have the **Query Funds Permission**, and **should not have
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any additional permissions**. Employ principle of least priviledge.
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- Install [`krakenex`](https://pypi.org/project/krakenex/) library.
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Depository structure: A `DepoSingle`. No nesting.
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"""
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def __init__(self, kraken_key: str, kraken_secret: str):
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self.assert_param('kraken_key', str, kraken_key)
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self.assert_param('kraken_secret', str, kraken_secret)
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self.client = krakenex.API(
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kraken_key,
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kraken_secret,
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)
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def get_depo(self) -> Depo:
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now = datetime.datetime.now(tz=datetime.UTC)
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result = self.client.query_private('Balance')
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assets: dict[fin_defs.Asset, Decimal] = {}
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for ticker, balance_str in result['result'].items():
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asset = parse_asset_from_ticker(ticker)
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balance = Decimal(balance_str)
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if balance != 0:
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assets[asset] = assets.get(asset, Decimal(0)) + balance
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del ticker, balance_str, asset, balance
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return DepoSingle(
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name='Kraken',
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_assets=assets,
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updated_time=now,
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)
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def _get_withdrawals(self) -> list[WithdrawalDetails]:
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raise NotImplementedError("work in progress")
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"""
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json = self.client.query_private('WithdrawStatus',data={'start':1})
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results = []
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for v in json['result']:
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asset = parse_asset_from_ticker(v['asset'])
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results.append(WithdrawalDetails(
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withdrawn=fin_defs.AssetAmount(asset, Decimal(v['amount'])),
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fee=fin_defs.AssetAmount(asset, Decimal(v['fee'])),
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executed_time = datetime.datetime.fromtimestamp(v['time'],tz=datetime.UTC),
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raw_details = v,
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))
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return results
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"""
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def _get_deposits(self) -> list[DepositDetails]:
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raise NotImplementedError("work in progress")
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"""
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json = self.client.query_private('DepositStatus',data={'start':1})
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print(json)
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results = []
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for v in json['result']:
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asset = parse_asset_from_ticker(v['asset'])
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results.append(DepositDetails(
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deposit=fin_defs.AssetAmount(asset, Decimal(v['amount'])),
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fee=fin_defs.AssetAmount(asset, Decimal(v['fee'])),
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executed_time = datetime.datetime.fromtimestamp(v['time'],tz=datetime.UTC),
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raw_details = v,
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))
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return results
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"""
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def _get_historic_spot_orders(self) -> Iterator[TradeOrderDetails]:
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raise NotImplementedError("work in progress")
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"""
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json = self.client.query_private('ClosedOrders',data={'start':1})
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for order_id, v in json['result']['closed'].items():
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assert v['descr']['pair'] == 'USDTEUR', 'Only sell USDT for EUR is supported'
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assert v['descr']['type'] == 'sell', 'Only sell USDT for EUR is supported'
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asset_input = fin_defs.USDT
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asset_output = fin_defs.EUR
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yield TradeOrderDetails(
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input =fin_defs.AssetAmount(asset_input, Decimal(v['vol_exec'])),
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output =fin_defs.AssetAmount(asset_output, Decimal(v['cost'])),
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fee = fin_defs.AssetAmount(asset_output, Decimal(v['fee'])),
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executed_time = datetime.datetime.fromtimestamp(v['closetm'],tz=datetime.UTC),
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order_id=order_id,
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raw_order_details= v,
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)
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del order_id, v
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"""
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def _get_double_registers(self) -> list[DoubleRegister]:
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json = self.client.query_private('Ledgers',data={'start':1})
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return list(parse_from_ledger(json['result']['ledger'].values()))
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def parse_asset_from_ticker(ticker: str) -> fin_defs.Asset:
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account = ticker.removesuffix('.HOLD')
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if account == 'ZEUR':
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return fin_defs.EUR
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return fin_defs.WELL_KNOWN_SYMBOLS[account]
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def parse_from_ledger(ledger_items: list[dict[str,str]]) -> Iterator:
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collected_items = {}
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for item in ledger_items:
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collected_items.setdefault(item['refid'], []).append(item)
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for refid, items in collected_items.items():
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print(refid, items)
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assert len(items) <= 2
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if items[0]['type'] == 'deposit':
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assert len(items) == 1
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asset = parse_asset_from_ticker(items[0]['asset'])
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yield DepositDetails(
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deposit = fin_defs.AssetAmount(asset, Decimal(items[0]['amount'])),
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fee = fin_defs.AssetAmount(asset, Decimal(items[0]['fee'])),
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executed_time = datetime.datetime.fromtimestamp(items[0]['time'],tz=datetime.UTC),
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raw_details = items[0],
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)
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elif items[0]['type'] == 'withdrawal':
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assert len(items) == 1
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asset = parse_asset_from_ticker(items[0]['asset'])
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yield WithdrawalDetails(
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withdrawn = -fin_defs.AssetAmount(asset, Decimal(items[0]['amount'])),
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fee = fin_defs.AssetAmount(asset, Decimal(items[0]['fee'])),
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executed_time = datetime.datetime.fromtimestamp(items[0]['time'],tz=datetime.UTC),
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raw_details = items[0],
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)
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else:
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assert len(items) == 2, items
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assert items[0]['type'] in {'receive', 'trade'}
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assert items[1]['type'] in {'spend', 'trade'}
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assert float(items[0]['amount']) > 0
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assert float(items[1]['amount']) < 0
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asset_input = parse_asset_from_ticker(items[1]['asset'])
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asset_output = parse_asset_from_ticker(items[0]['asset'])
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input = -fin_defs.AssetAmount(asset_input, Decimal(items[1]['amount']))
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output = fin_defs.AssetAmount(asset_output, Decimal(items[0]['amount']))
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fee_of_input = fin_defs.AssetAmount(asset_input, Decimal(items[1]['fee']))
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fee_of_output = fin_defs.AssetAmount(asset_output, Decimal(items[0]['fee']))
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details = TradeOrderDetails(
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input = input,
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output = output,
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fee = fee_of_input if fee_of_input.amount != 0 else fee_of_output,
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executed_time = datetime.datetime.fromtimestamp(items[1]['time'],tz=datetime.UTC),
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order_id = refid,
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raw_order_details = items[0],
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)
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yield details
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