pikers
/
piker
4
1
Fork 0
Code Issues 14 Pull Requests 12 Packages Projects Releases Wiki Activity
piker/piker/brokers/kraken
History
Tyler Goodlet 9ff03ba00c kraken: add `<pair>.spot.kraken` fqme interpolation 
As just added for binance move to using an explicit `.<venue>.kraken`
style for spot markets which makes the current spot symbology expand to
`<PAIR>.SPOT` from the new `Pair.bs_fqme: str`. Reasons for why are
laid out in the equivalent patch for binance. Obviously this also primes
for supporting kraken's futures venue APIs as well 🏄
https://docs.futures.kraken.com/#introduction

Detalles:
- add `.spot.kraken` parsing to `get_mkt_info()` so that if the venue
  token is not passed by caller we implicitly expand it in.
- change `normalize()` to only return the `quote: dict` not the topic
  key.
- rewrite live feed msg loop to use `match:` syntax B)
 		2023-06-27 13:42:08 -04:00
..
README.rst Flip to `.bs_mktid` in `ib` and `kraken` 2023-05-09 14:49:25 -04:00
__init__.py Invert data provider's OHLCV field defs 2023-06-27 13:41:47 -04:00
api.py kraken: add `<pair>.spot.kraken` fqme interpolation 2023-06-27 13:42:08 -04:00
broker.py kraken: add `<pair>.spot.kraken` fqme interpolation 2023-06-27 13:42:08 -04:00
feed.py kraken: add `<pair>.spot.kraken` fqme interpolation 2023-06-27 13:42:08 -04:00

README.rst

kraken backend

though they don't have the most liquidity of all the cexes they sure are accommodating to those of us who appreciate a little xmr.

status

current support is production grade and both real-time data and order management should be correct and fast. this backend is used by core devs for live trading.

config

In order to get order mode support your brokers.toml needs to have something like the following:

[kraken]
accounts.spot = 'spot'
key_descr = "spot"
api_key = "69696969696969696696969696969696969696969696969696969696"
secret = "BOOBSBOOBSBOOBSBOOBSBOOBSSMBZ69696969696969669969696969696"

If everything works correctly you should see any current positions loaded in the pps pane on chart load and you should also be able to check your trade records in the file:

<pikerk_conf_dir>/ledgers/trades_kraken_spot.toml

An example ledger file will have entries written verbatim from the trade events schema:

[TFJBKK-SMBZS-VJ4UWS]
ordertxid = "SMBZSA-7CNQU-3HWLNJ"
postxid = "SMBZSE-M7IF5-CFI7LT"
pair = "XXMRZEUR"
time = 1655691993.4133966
type = "buy"
ordertype = "limit"
price = "103.97000000"
cost = "499.99999977"
fee = "0.80000000"
vol = "4.80907954"
margin = "0.00000000"
misc = ""

your pps.toml file will have position entries like,

[kraken.spot."xmreur.kraken"]
size = 4.80907954
ppu = 103.97000000
bs_mktid = "XXMRZEUR"
clears = [
 { tid = "TFJBKK-SMBZS-VJ4UWS", cost = 0.8, price = 103.97, size = 4.80907954, dt = "2022-05-20T02:26:33.413397+00:00" },
]