Class: KrakenApiWrapper

Inherits:
ApiWrapper show all
Defined in:
lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb

Overview

Wrapper implementation for Kraken API. www.kraken.com/en-us/help/api

Constant Summary collapse

MIN_AMOUNT = 
0.002

Instance Attribute Summary collapse

Instance Method Summary collapse

Methods inherited from ApiWrapper

#base, #base_quote, #cancel, #place_order, #quote

Constructor Details

#initialize(settings) ⇒ KrakenApiWrapper

Returns a new instance of KrakenApiWrapper.



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 8

def initialize(settings)
  self.api_key = settings.api_key
  self.api_secret = settings.api_secret
  setup
end

Instance Attribute Details

#api_key ⇒ Object

Returns the value of attribute api_key.



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 4

def api_key
  @api_key
end

#api_secret ⇒ Object

Returns the value of attribute api_secret.



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 4

def api_secret
  @api_secret
end

#client ⇒ Object

Returns the value of attribute client.



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 4

def client
  @client
end

Instance Method Details

#amount_and_quantity(order_id) ⇒ Object 



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 20

def amount_and_quantity(order_id)
  KrakenOrder.amount_and_quantity(order_id)
end

#balance ⇒ Object 



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 24

def balance
  balance_summary_parser(client.private.balance)
rescue KrakenClient::ErrorResponse, Net::ReadTimeout
  retry
end

#balance_parser(balances, currency, reserved) ⇒ Object

rubocop:enable Metrics/AbcSize



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 75

def balance_parser(balances, currency, reserved)
  Balance.new(balances[currency].to_d, reserved, balances[currency].to_d - reserved)
end

#balance_summary_parser(balances) ⇒ Object

{ ZEUR: ‘1433.0939’, XXBT: ‘0.0000000000’, ‘XETH’: ‘99.7497224800’ } rubocop:disable Metrics/AbcSize



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 65

def balance_summary_parser(balances)
  open_orders = KrakenOrder.open
  BalanceSummary.new(
    balance_parser(balances, currency_pair[:base], btc_reserved(open_orders)),
    balance_parser(balances, currency_pair[:quote], usd_reserved(open_orders)),
    client.private.trade_volume(pair: currency_pair[:altname])[:fees][currency_pair[:name]][:fee].to_d
  )
end

#btc_reserved(open_orders) ⇒ Object 



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 79

def btc_reserved(open_orders)
  orders_by(open_orders, :sell).map { |o| (o.amount - o.executed_amount).to_d }.sum
end

#currency_pair ⇒ Object

{

'XBTUSD' => {
  'altname' => 'XBTUSD',
  'aclass_base' => 'currency',
  'base' => 'XXBT',
  'aclass_quote' => 'currency',
  'quote' => 'ZUSD',
  'lot' => 'unit',
  'pair_decimals' => 1,
  'lot_decimals' => 8,
  'lot_multiplier' => 1,
  'leverage_buy' => [2, 3, 4, 5],
  'leverage_sell' => [2, 3, 4, 5],
  'fees' => [[0, 0.26], .., [250_000, 0.2]],
  'fees_maker' => [[0, 0.16], .., [250_000, 0.1]],
  'fee_volume_currency' => 'ZUSD',
  'margin_call' => 80,
  'margin_stop' => 40
}

}



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 137

def currency_pair
  @currency_pair ||= client.public.asset_pairs.map do |currency_pair, data|
    [data['altname'], data.merge(name: currency_pair).with_indifferent_access]
  end.to_h[BitexBot::Settings.taker_settings.order_book.upcase]
end

#enough_order_size?(quantity, _price) ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 30

def enough_order_size?(quantity, _price)
  quantity >= MIN_AMOUNT
end

#find_lost(type, price, quantity) ⇒ Object 



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 34

def find_lost(type, price, quantity)
  KrakenOrder.find_lost(type, price, quantity)
end

#order_book ⇒ Object 



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 38

def order_book
  order_book_parser(client.public.order_book(currency_pair[:altname])[currency_pair[:name]])
rescue NoMethodError
  retry
end

#order_book_parser(book) ⇒ Object 

'asks': [['204.52893', '0.010', 1440291148], ['204.78790', '0.312', 1440291132]],
'bids': [['204.24000', '0.100', 1440291016], ['204.23010', '0.312', 1440290699]]




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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 95

def order_book_parser(book)
  OrderBook.new(Time.now.to_i, order_summary_parser(book[:bids]), order_summary_parser(book[:asks]))
end

#order_parser(order) ⇒ Object

<KrakenOrder: @id=‘O5TDV2-WDYB2-6OGJRD’, @type=:buy, @price=‘1.01’, @amount=‘1.00000000’, @datetime=‘2013-09-26 23:15:04’>



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 104

def order_parser(order)
  Order.new(order.id.to_s, order.type, order.price, order.amount, order.datetime, order)
end

#order_summary_parser(stock_market) ⇒ Object 



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 99

def order_summary_parser(stock_market)
  stock_market.map { |stock| OrderSummary.new(stock[0].to_d, stock[1].to_d) }
end

#orders ⇒ Object 



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 44

def orders
  KrakenOrder.open.map { |ko| order_parser(ko) }
end

#orders_by(open_orders, order_type) ⇒ Object 



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 87

def orders_by(open_orders, order_type)
  open_orders.select { |o| o.type == order_type }
end

#send_order(type, price, quantity) ⇒ Object 



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 48

def send_order(type, price, quantity)
  KrakenOrder.create!(type, price, quantity)
end

#setup ⇒ Object 



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 14

def setup
  KrakenOrder.api_wrapper = self
  self.client ||= KrakenClient.load(api_key: api_key, api_secret: api_secret)
  HTTParty::Basement.headers('User-Agent' => BitexBot.user_agent)
end

#transaction_parser(transaction) ⇒ Object

[

['price', 'amount', 'timestamp', 'buy/sell', 'market/limit', 'miscellaneous']
['202.51626', '0.01440000', 1440277319.1922, 'b', 'l', ''],
['202.54000', '0.10000000', 1440277322.8993, 'b', 'l', '']

]



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 113

def transaction_parser(transaction)
  Transaction.new(transaction[2].to_i, transaction[0].to_d, transaction[1].to_d, transaction[2].to_i)
end

#transactions ⇒ Object 



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 52

def transactions
  client.public.trades(currency_pair[:altname])[currency_pair[:name]].reverse.map { |t| transaction_parser(t) }
rescue NoMethodError
  retry
end

#usd_reserved(open_orders) ⇒ Object 



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 83

def usd_reserved(open_orders)
  orders_by(open_orders, :buy).map { |o| (o.amount - o.executed_amount) * o.price.to_d }.sum
end

#user_transactions ⇒ Object

We don’t need to fetch the list of transactions for Kraken



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# File 'lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb', line 59

def user_transactions
  []
end