Start kraken backend

piker/brokers/kraken.py

@@ -0,0 +1,44 @@
+"""
+Kraken backend.
+"""
+from typing import List
+import json
+
+import trio
+import tractor
+from trio_websocket import open_websocket_url
+
+
+if __name__ == '__main__':
+
+    async def stream_quotes(
+        pairs: List[str] = ['BTC/USD'],
+    ) -> None:
+        """Subscribe ohlc quotes for ``pairs``.
+
+        ``pairs`` must be formatted like `crypto/fiat`.
+        """
+        async with open_websocket_url(
+            'wss://ws.kraken.com',
+        ) as ws:
+            # setup subs
+            subs = {
+                'event': 'subscribe',
+                'pair': pairs,
+                'subscription': {
+                    'name': 'ohlc',
+                    # 'name': 'ticker',
+                    # 'name': 'openOrders',
+                    # 'depth': '25',
+                },
+            }
+            await ws.send_message(json.dumps(subs))
+
+            while True:
+                msg = json.loads(await ws.get_message())
+                if isinstance(msg, dict) and msg.get('event') == 'heartbeat':
+                    continue
+
+                print(msg)
+
+    trio.run(stream_quotes)