def query_online_deposits_withdrawals(
self,
start_ts: Timestamp,
end_ts: Timestamp,
) -> List[AssetMovement]:
result = self.query_until_finished(
endpoint='Ledgers',
keyname='ledger',
start_ts=start_ts,
end_ts=end_ts,
extra_dict=dict(type='deposit'),
)
result.extend(self.query_until_finished(
endpoint='Ledgers',
keyname='ledger',
start_ts=start_ts,
end_ts=end_ts,
extra_dict=dict(type='withdrawal'),
))
log.debug('Kraken deposit/withdrawals query result', num_results=len(result))
movements = list()
for movement in result:
try:
asset = asset_from_kraken(movement['asset'])
movements.append(AssetMovement(
location=Location.KRAKEN,
category=deserialize_asset_movement_category(movement['type']),
timestamp=deserialize_timestamp_from_kraken(movement['time']),
asset=asset,
amount=deserialize_asset_amount(movement['amount']),
fee_asset=asset,
fee=deserialize_fee(movement['fee']),
link=str(movement['refid']),
))
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found unknown kraken asset {e.asset_name}. '
f'Ignoring its deposit/withdrawals query.',
)
continue
except (DeserializationError, KeyError) as e:
msg = str(e)
if isinstance(e, KeyError):
msg = f'Missing key entry for {msg}.'
self.msg_aggregator.add_error(
'Failed to deserialize a kraken deposit/withdrawals. '
'Check logs for details. Ignoring it.',
)
log.error(
'Error processing a kraken deposit/withdrawal.',
raw_asset_movement=movement,
error=msg,
)
continue
return movements
def test_timestamp_deserialization():
"""Test the function that allows to deserialize timestamp from different types"""
assert deserialize_timestamp_from_kraken("1458994442.2353") == 1458994442
assert deserialize_timestamp_from_kraken(1458994442.2353) == 1458994442
assert deserialize_timestamp_from_kraken(1458994442) == 1458994442
assert deserialize_timestamp_from_kraken(
FVal(1458994442.2353)) == 1458994442
with pytest.raises(DeserializationError):
deserialize_timestamp_from_kraken("234a")
with pytest.raises(DeserializationError):
deserialize_timestamp_from_kraken("")
def trade_from_kraken(kraken_trade: Dict[str, Any]) -> Trade:
"""Turn a kraken trade returned from kraken trade history to our common trade
history format
- Can raise UnknownAsset due to kraken_to_world_pair
- Can raise UnprocessableTradePair due to kraken_to_world_pair
- Can raise DeserializationError due to dict entries not being as expected
- Can raise KeyError due to dict entries missing an expected entry
"""
currency_pair = kraken_to_world_pair(kraken_trade['pair'])
quote_currency = get_pair_position_asset(currency_pair, 'second')
timestamp = deserialize_timestamp_from_kraken(kraken_trade['time'])
amount = deserialize_asset_amount(kraken_trade['vol'])
cost = deserialize_price(kraken_trade['cost'])
fee = deserialize_fee(kraken_trade['fee'])
order_type = deserialize_trade_type(kraken_trade['type'])
rate = deserialize_price(kraken_trade['price'])
if cost != amount * rate:
log.warning(
'cost ({cost}) != amount ({amount}) * rate ({rate}) for kraken trade'
)
log.debug(
'Processing kraken Trade',
sensitive_log=True,
timestamp=timestamp,
order_type=order_type,
kraken_pair=kraken_trade['pair'],
pair=currency_pair,
quote_currency=quote_currency,
amount=amount,
cost=cost,
fee=fee,
rate=rate,
)
return Trade(
timestamp=timestamp,
location='kraken',
pair=currency_pair,
trade_type=order_type,
amount=amount,
rate=rate,
fee=fee,
fee_currency=quote_currency,
)
def trade_from_kraken(kraken_trade: Dict[str, Any]) -> Trade:
"""Turn a kraken trade returned from kraken trade history to our common trade
history format
- Can raise UnknownAsset due to kraken_to_world_pair
- Can raise UnprocessableTradePair due to kraken_to_world_pair
- Can raise DeserializationError due to dict entries not being as expected
- Can raise KeyError due to dict entries missing an expected entry
"""
currency_pair = kraken_to_world_pair(kraken_trade['pair'])
quote_currency = get_pair_position_asset(currency_pair, 'second')
timestamp = deserialize_timestamp_from_kraken(kraken_trade['time'])
amount = deserialize_asset_amount(kraken_trade['vol'])
cost = deserialize_price(kraken_trade['cost'])
fee = deserialize_fee(kraken_trade['fee'])
order_type = deserialize_trade_type(kraken_trade['type'])
rate = deserialize_price(kraken_trade['price'])
# pylint does not seem to see that Price is essentially FVal
if not cost.is_close(amount * rate): # pylint: disable=no-member
log.warning(
f'cost ({cost}) != amount ({amount}) * rate ({rate}) for kraken trade'
)
log.debug(
'Processing kraken Trade',
sensitive_log=True,
timestamp=timestamp,
order_type=order_type,
kraken_pair=kraken_trade['pair'],
pair=currency_pair,
quote_currency=quote_currency,
amount=amount,
cost=cost,
fee=fee,
rate=rate,
)
# Kraken trades can have the same ordertxid and postxid for different trades ..
# Also note postxid is optional and can be missing
# The only thing that could differentiate them is timestamps in the milliseconds range
# For example here are parts of two different kraken_trade:
# {'ordertxid': 'AM4ZOZ-GLEMD-ZICOGR', 'postxid': 'AKH2SE-M7IF5-CFI7AT',
# 'pair': 'XXBTZEUR', 'time': FVal(1561161486.2955)
# {'ordertxid': 'AM4ZOZ-GLEMD-ZICOGR', 'postxid': 'AKH2SE-M7IF5-CFI7AT',
# 'pair': 'XXBTZEUR', 'time': FVal(1561161486.3005)
#
# In order to counter this for the unique exchange trade link we are going
# to use a concatenation of the above
exchange_uuid = (
str(kraken_trade['ordertxid']) +
str(kraken_trade.get('postxid', '')) + # postxid is optional
str(kraken_trade['time']))
return Trade(
timestamp=timestamp,
location=Location.KRAKEN,
pair=currency_pair,
trade_type=order_type,
amount=amount,
rate=rate,
fee=fee,
fee_currency=quote_currency,
link=exchange_uuid,
)
