piker/piker/brokers/kraken/symbols.py

# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for pikers)

# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.

# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU Affero General Public License for more details.

# You should have received a copy of the GNU Affero General Public License
# along with this program.  If not, see <https://www.gnu.org/licenses/>.

'''
Symbology defs and deats!

'''
from decimal import Decimal

from piker.accounting._mktinfo import (
    digits_to_dec,
)
from piker.data.types import Struct


# https://www.kraken.com/features/api#get-tradable-pairs
class Pair(Struct):
    respname: str  # idiotic bs_mktid equiv i guess?
    altname: str  # alternate pair name
    wsname: str  # WebSocket pair name (if available)
    aclass_base: str  # asset class of base component
    base: str  # asset id of base component
    aclass_quote: str  # asset class of quote component
    quote: str  # asset id of quote component
    lot: str  # volume lot size

    cost_decimals: int
    costmin: float
    pair_decimals: int  # scaling decimal places for pair
    lot_decimals: int  # scaling decimal places for volume

    # amount to multiply lot volume by to get currency volume
    lot_multiplier: float

    # array of leverage amounts available when buying
    leverage_buy: list[int]
    # array of leverage amounts available when selling
    leverage_sell: list[int]

    # fee schedule array in [volume, percent fee] tuples
    fees: list[tuple[int, float]]

    # maker fee schedule array in [volume, percent fee] tuples (if on
    # maker/taker)
    fees_maker: list[tuple[int, float]]

    fee_volume_currency: str  # volume discount currency
    margin_call: str  # margin call level
    margin_stop: str  # stop-out/liquidation margin level
    ordermin: float  # minimum order volume for pair
    tick_size: float  # min price step size
    status: str

    short_position_limit: float = 0
    long_position_limit: float = float('inf')

    # TODO: should we make this a literal NamespacePath ref?
    ns_path: str = 'piker.brokers.kraken:Pair'

    @property
    def bs_mktid(self) -> str:
        '''
        Kraken seems to index it's market symbol sets in
        transaction ledgers using the key returned from rest
        queries.. so use that since apparently they can't
        make up their minds on a better key set XD

        '''
        return self.respname

    @property
    def price_tick(self) -> Decimal:
        return digits_to_dec(self.pair_decimals)

    @property
    def size_tick(self) -> Decimal:
        return digits_to_dec(self.lot_decimals)

    @property
    def bs_dst_asset(self) -> str:
        dst, _ = self.wsname.split('/')
        return dst

    @property
    def bs_src_asset(self) -> str:
        _, src = self.wsname.split('/')
        return src

    @property
    def bs_fqme(self) -> str:
        '''
        Basically the `.altname` but with special '.' handling and
        `.SPOT` suffix appending (for future multi-venue support).

        '''
        dst, src = self.wsname.split('/')
        # XXX: omg for stupid shite like ETH2.S/ETH..
        dst = dst.replace('.', '-')
        return f'{dst}{src}.SPOT'