TIANHE
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"""
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Kraken (direct REST) client (spot).
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Auth:
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- API-Key: api key string
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- API-Sign: base64(hmac_sha512(base64_decode(secret), uri_path + sha256(nonce + postdata)))
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Notes:
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- Kraken spot uses asset pairs like XBTUSDT; we do best-effort normalization.
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- This client is spot-only in this project (no futures).
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"""
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from __future__ import annotations
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import base64
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import hashlib
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import hmac
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import time
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from typing import Any, Dict, Optional
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from urllib.parse import urlencode
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from app.services.live_trading.base import BaseRestClient, LiveOrderResult, LiveTradingError
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from app.services.live_trading.symbols import to_kraken_pair
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class KrakenClient(BaseRestClient):
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def __init__(self, *, api_key: str, secret_key: str, base_url: str = "https://api.kraken.com", timeout_sec: float = 15.0):
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super().__init__(base_url=base_url, timeout_sec=timeout_sec)
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self.api_key = (api_key or "").strip()
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self.secret_key = (secret_key or "").strip()
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if not self.api_key or not self.secret_key:
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raise LiveTradingError("Missing Kraken api_key/secret_key")
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try:
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self._secret_bytes = base64.b64decode(self.secret_key)
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except Exception as e:
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raise LiveTradingError(f"Invalid Kraken secret_key (base64 decode failed): {e}")
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def ping(self) -> bool:
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try:
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code, data, _ = self._request("GET", "/0/public/Time")
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return code == 200 and isinstance(data, dict) and (data.get("error") in ([], None, ""))
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except Exception:
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return False
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def get_balance(self) -> Dict[str, Any]:
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"""
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Private balance endpoint (best-effort credential validation).
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"""
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return self._signed_request("POST", "/0/private/Balance", data={})
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def _sign(self, *, urlpath: str, nonce: str, postdata: str) -> str:
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sha = hashlib.sha256((nonce + postdata).encode("utf-8")).digest()
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mac = hmac.new(self._secret_bytes, urlpath.encode("utf-8") + sha, hashlib.sha512).digest()
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return base64.b64encode(mac).decode("utf-8")
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def _signed_request(self, method: str, path: str, *, data: Dict[str, Any]) -> Dict[str, Any]:
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m = str(method or "POST").upper()
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if m != "POST":
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raise LiveTradingError("Kraken private endpoints in this client use POST")
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nonce = str(int(time.time() * 1000))
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body = dict(data or {})
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body["nonce"] = nonce
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postdata = urlencode(body, doseq=True)
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sign = self._sign(urlpath=path, nonce=nonce, postdata=postdata)
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headers = {"API-Key": self.api_key, "API-Sign": sign, "Content-Type": "application/x-www-form-urlencoded"}
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code, resp, text = self._request("POST", path, params=None, json_body=None, data=postdata, headers=headers)
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if code >= 400:
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raise LiveTradingError(f"Kraken HTTP {code}: {text[:500]}")
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if isinstance(resp, dict):
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errs = resp.get("error")
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if isinstance(errs, list) and errs:
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raise LiveTradingError(f"Kraken error: {errs}")
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return resp if isinstance(resp, dict) else {"raw": resp}
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def add_order(
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self,
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*,
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pair: str,
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side: str,
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ordertype: str,
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volume: float,
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price: float = 0.0,
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client_order_id: str = "",
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) -> Dict[str, Any]:
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sd = (side or "").strip().lower()
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if sd not in ("buy", "sell"):
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raise LiveTradingError(f"Invalid side: {side}")
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ot = (ordertype or "").strip().lower()
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if ot not in ("market", "limit"):
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raise LiveTradingError(f"Invalid ordertype: {ordertype}")
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vol = float(volume or 0.0)
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if vol <= 0:
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raise LiveTradingError("Invalid volume")
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body: Dict[str, Any] = {"pair": str(pair), "type": sd, "ordertype": ot, "volume": str(vol)}
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if ot == "limit":
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px = float(price or 0.0)
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if px <= 0:
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raise LiveTradingError("Invalid limit price")
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body["price"] = str(px)
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# Best-effort userref (integer). Only digits allowed. Keep short.
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if client_order_id:
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try:
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body["userref"] = int("".join([c for c in str(client_order_id) if c.isdigit()])[:9] or "0")
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except Exception:
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pass
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return self._signed_request("POST", "/0/private/AddOrder", data=body)
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def place_market_order(self, *, symbol: str, side: str, size: float, client_order_id: Optional[str] = None) -> LiveOrderResult:
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pair = to_kraken_pair(symbol)
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raw = self.add_order(pair=pair, side=side, ordertype="market", volume=float(size or 0.0), client_order_id=str(client_order_id or ""))
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txid = ""
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try:
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tx = ((raw.get("result") or {}).get("txid")) if isinstance(raw, dict) else None
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if isinstance(tx, list) and tx:
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txid = str(tx[0])
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except Exception:
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txid = ""
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return LiveOrderResult(exchange_id="kraken", exchange_order_id=txid, filled=0.0, avg_price=0.0, raw=raw)
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def place_limit_order(self, *, symbol: str, side: str, size: float, price: float, client_order_id: Optional[str] = None) -> LiveOrderResult:
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pair = to_kraken_pair(symbol)
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raw = self.add_order(pair=pair, side=side, ordertype="limit", volume=float(size or 0.0), price=float(price or 0.0), client_order_id=str(client_order_id or ""))
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txid = ""
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try:
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tx = ((raw.get("result") or {}).get("txid")) if isinstance(raw, dict) else None
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if isinstance(tx, list) and tx:
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txid = str(tx[0])
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except Exception:
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txid = ""
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return LiveOrderResult(exchange_id="kraken", exchange_order_id=txid, filled=0.0, avg_price=0.0, raw=raw)
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def cancel_order(self, *, order_id: str) -> Dict[str, Any]:
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if not order_id:
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raise LiveTradingError("Kraken cancel_order requires order_id")
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return self._signed_request("POST", "/0/private/CancelOrder", data={"txid": str(order_id)})
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def get_order(self, *, order_id: str) -> Dict[str, Any]:
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if not order_id:
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raise LiveTradingError("Kraken get_order requires order_id")
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resp = self._signed_request("POST", "/0/private/QueryOrders", data={"txid": str(order_id)})
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res = (resp.get("result") or {}) if isinstance(resp, dict) else {}
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od = (res.get(str(order_id)) if isinstance(res, dict) else None) or {}
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return od if isinstance(od, dict) else {}
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def wait_for_fill(self, *, order_id: str, max_wait_sec: float = 10.0, poll_interval_sec: float = 0.5) -> Dict[str, Any]:
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end_ts = time.time() + float(max_wait_sec or 0.0)
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last: Dict[str, Any] = {}
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while True:
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try:
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last = self.get_order(order_id=str(order_id))
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except Exception:
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last = last or {}
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status = str(last.get("status") or "")
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filled = 0.0
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avg_price = 0.0
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try:
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filled = float(last.get("vol_exec") or 0.0)
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except Exception:
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filled = 0.0
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# Kraken provides "cost" in quote currency. avg = cost / filled.
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try:
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cost = float(last.get("cost") or 0.0)
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if filled > 0 and cost > 0:
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avg_price = cost / filled
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except Exception:
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avg_price = 0.0
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if filled > 0 and avg_price > 0:
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return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
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if status.lower() in ("closed", "canceled", "cancelled", "expired"):
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return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
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if time.time() >= end_ts:
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return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
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time.sleep(float(poll_interval_sec or 0.5))
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