115 lines
3.5 KiB
Python
115 lines
3.5 KiB
Python
# piker: trading gear for hackers
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# Copyright (C) Tyler Goodlet (in stewardship for pikers)
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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# This program is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU Affero General Public License for more details.
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# You should have received a copy of the GNU Affero General Public License
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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'''
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Symbology defs and deats!
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'''
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from decimal import Decimal
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from piker.accounting._mktinfo import (
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digits_to_dec,
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)
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from piker.data.types import Struct
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# https://www.kraken.com/features/api#get-tradable-pairs
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class Pair(Struct):
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respname: str # idiotic bs_mktid equiv i guess?
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altname: str # alternate pair name
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wsname: str # WebSocket pair name (if available)
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aclass_base: str # asset class of base component
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base: str # asset id of base component
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aclass_quote: str # asset class of quote component
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quote: str # asset id of quote component
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lot: str # volume lot size
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cost_decimals: int
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costmin: float
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pair_decimals: int # scaling decimal places for pair
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lot_decimals: int # scaling decimal places for volume
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# amount to multiply lot volume by to get currency volume
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lot_multiplier: float
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# array of leverage amounts available when buying
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leverage_buy: list[int]
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# array of leverage amounts available when selling
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leverage_sell: list[int]
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# fee schedule array in [volume, percent fee] tuples
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fees: list[tuple[int, float]]
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# maker fee schedule array in [volume, percent fee] tuples (if on
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# maker/taker)
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fees_maker: list[tuple[int, float]]
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fee_volume_currency: str # volume discount currency
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margin_call: str # margin call level
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margin_stop: str # stop-out/liquidation margin level
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ordermin: float # minimum order volume for pair
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tick_size: float # min price step size
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status: str
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short_position_limit: float = 0
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long_position_limit: float = float('inf')
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# TODO: should we make this a literal NamespacePath ref?
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ns_path: str = 'piker.brokers.kraken:Pair'
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@property
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def bs_mktid(self) -> str:
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'''
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Kraken seems to index it's market symbol sets in
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transaction ledgers using the key returned from rest
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queries.. so use that since apparently they can't
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make up their minds on a better key set XD
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'''
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return self.respname
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@property
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def price_tick(self) -> Decimal:
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return digits_to_dec(self.pair_decimals)
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@property
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def size_tick(self) -> Decimal:
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return digits_to_dec(self.lot_decimals)
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@property
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def bs_dst_asset(self) -> str:
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dst, _ = self.wsname.split('/')
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return dst
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@property
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def bs_src_asset(self) -> str:
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_, src = self.wsname.split('/')
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return src
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@property
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def bs_fqme(self) -> str:
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'''
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Basically the `.altname` but with special '.' handling and
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`.SPOT` suffix appending (for future multi-venue support).
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'''
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dst, src = self.wsname.split('/')
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# XXX: omg for stupid shite like ETH2.S/ETH..
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dst = dst.replace('.', '-')
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return f'{dst}{src}.SPOT'
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