✅ Binance (completed previously)
✅ Coinbase Pro (completed in this task) ✅ Kraken (completed in this task)
This commit is contained in:
Dobromir Popov
@ -3,11 +3,17 @@ Exchange connector implementations for the COBY system.
|
||||
"""
|
||||
|
||||
from .base_connector import BaseExchangeConnector
|
||||
from .binance_connector import BinanceConnector
|
||||
from .coinbase_connector import CoinbaseConnector
|
||||
from .kraken_connector import KrakenConnector
|
||||
from .connection_manager import ConnectionManager
|
||||
from .circuit_breaker import CircuitBreaker
|
||||
|
||||
__all__ = [
|
||||
'BaseExchangeConnector',
|
||||
'BinanceConnector',
|
||||
'CoinbaseConnector',
|
||||
'KrakenConnector',
|
||||
'ConnectionManager',
|
||||
'CircuitBreaker'
|
||||
]
|
||||
650
COBY/connectors/coinbase_connector.py
Normal file
650
COBY/connectors/coinbase_connector.py
Normal file
@ -0,0 +1,650 @@
|
||||
"""
|
||||
Coinbase Pro exchange connector implementation.
|
||||
Supports WebSocket connections to Coinbase Pro (now Coinbase Advanced Trade).
|
||||
"""
|
||||
|
||||
import json
|
||||
import hmac
|
||||
import hashlib
|
||||
import base64
|
||||
import time
|
||||
from typing import Dict, List, Optional, Any
|
||||
from datetime import datetime, timezone
|
||||
|
||||
from ..models.core import OrderBookSnapshot, TradeEvent, PriceLevel
|
||||
from ..utils.logging import get_logger, set_correlation_id
|
||||
from ..utils.exceptions import ValidationError, ConnectionError
|
||||
from ..utils.validation import validate_symbol, validate_price, validate_volume
|
||||
from .base_connector import BaseExchangeConnector
|
||||
|
||||
logger = get_logger(__name__)
|
||||
|
||||
|
||||
class CoinbaseConnector(BaseExchangeConnector):
|
||||
"""
|
||||
Coinbase Pro WebSocket connector implementation.
|
||||
|
||||
Supports:
|
||||
- Order book level2 streams
|
||||
- Trade streams (matches)
|
||||
- Symbol normalization
|
||||
- Authentication for private channels (if needed)
|
||||
"""
|
||||
|
||||
# Coinbase Pro WebSocket URLs
|
||||
WEBSOCKET_URL = "wss://ws-feed.exchange.coinbase.com"
|
||||
SANDBOX_URL = "wss://ws-feed-public.sandbox.exchange.coinbase.com"
|
||||
API_URL = "https://api.exchange.coinbase.com"
|
||||
|
||||
def __init__(self, use_sandbox: bool = False, api_key: str = None,
|
||||
api_secret: str = None, passphrase: str = None):
|
||||
"""
|
||||
Initialize Coinbase connector.
|
||||
|
||||
Args:
|
||||
use_sandbox: Whether to use sandbox environment
|
||||
api_key: API key for authentication (optional)
|
||||
api_secret: API secret for authentication (optional)
|
||||
passphrase: API passphrase for authentication (optional)
|
||||
"""
|
||||
websocket_url = self.SANDBOX_URL if use_sandbox else self.WEBSOCKET_URL
|
||||
super().__init__("coinbase", websocket_url)
|
||||
|
||||
# Authentication credentials (optional)
|
||||
self.api_key = api_key
|
||||
self.api_secret = api_secret
|
||||
self.passphrase = passphrase
|
||||
self.use_sandbox = use_sandbox
|
||||
|
||||
# Coinbase-specific message handlers
|
||||
self.message_handlers.update({
|
||||
'l2update': self._handle_orderbook_update,
|
||||
'match': self._handle_trade_update,
|
||||
'snapshot': self._handle_orderbook_snapshot,
|
||||
'error': self._handle_error_message,
|
||||
'subscriptions': self._handle_subscription_response
|
||||
})
|
||||
|
||||
# Channel management
|
||||
self.subscribed_channels = set()
|
||||
self.product_ids = set()
|
||||
|
||||
logger.info(f"Coinbase connector initialized ({'sandbox' if use_sandbox else 'production'})")
|
||||
|
||||
def _get_message_type(self, data: Dict) -> str:
|
||||
"""
|
||||
Determine message type from Coinbase message data.
|
||||
|
||||
Args:
|
||||
data: Parsed message data
|
||||
|
||||
Returns:
|
||||
str: Message type identifier
|
||||
"""
|
||||
# Coinbase uses 'type' field for message type
|
||||
return data.get('type', 'unknown')
|
||||
|
||||
def normalize_symbol(self, symbol: str) -> str:
|
||||
"""
|
||||
Normalize symbol to Coinbase format.
|
||||
|
||||
Args:
|
||||
symbol: Standard symbol format (e.g., 'BTCUSDT')
|
||||
|
||||
Returns:
|
||||
str: Coinbase product ID format (e.g., 'BTC-USD')
|
||||
"""
|
||||
# Convert standard format to Coinbase product ID
|
||||
if symbol.upper() == 'BTCUSDT':
|
||||
return 'BTC-USD'
|
||||
elif symbol.upper() == 'ETHUSDT':
|
||||
return 'ETH-USD'
|
||||
elif symbol.upper() == 'ADAUSDT':
|
||||
return 'ADA-USD'
|
||||
elif symbol.upper() == 'DOTUSDT':
|
||||
return 'DOT-USD'
|
||||
elif symbol.upper() == 'LINKUSDT':
|
||||
return 'LINK-USD'
|
||||
else:
|
||||
# Generic conversion: BTCUSDT -> BTC-USD
|
||||
if symbol.endswith('USDT'):
|
||||
base = symbol[:-4]
|
||||
return f"{base}-USD"
|
||||
elif symbol.endswith('USD'):
|
||||
base = symbol[:-3]
|
||||
return f"{base}-USD"
|
||||
else:
|
||||
# Assume it's already in correct format or try to parse
|
||||
if '-' in symbol:
|
||||
return symbol.upper()
|
||||
else:
|
||||
# Default fallback
|
||||
return symbol.upper()
|
||||
|
||||
def _denormalize_symbol(self, product_id: str) -> str:
|
||||
"""
|
||||
Convert Coinbase product ID back to standard format.
|
||||
|
||||
Args:
|
||||
product_id: Coinbase product ID (e.g., 'BTC-USD')
|
||||
|
||||
Returns:
|
||||
str: Standard symbol format (e.g., 'BTCUSDT')
|
||||
"""
|
||||
if '-' in product_id:
|
||||
base, quote = product_id.split('-', 1)
|
||||
if quote == 'USD':
|
||||
return f"{base}USDT"
|
||||
else:
|
||||
return f"{base}{quote}"
|
||||
return product_id
|
||||
|
||||
async def subscribe_orderbook(self, symbol: str) -> None:
|
||||
"""
|
||||
Subscribe to order book level2 updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
product_id = self.normalize_symbol(symbol)
|
||||
|
||||
# Create subscription message
|
||||
subscription_msg = {
|
||||
"type": "subscribe",
|
||||
"product_ids": [product_id],
|
||||
"channels": ["level2"]
|
||||
}
|
||||
|
||||
# Add authentication if credentials provided
|
||||
if self.api_key and self.api_secret and self.passphrase:
|
||||
subscription_msg.update(self._get_auth_headers(subscription_msg))
|
||||
|
||||
# Send subscription
|
||||
success = await self._send_message(subscription_msg)
|
||||
if success:
|
||||
# Track subscription
|
||||
if symbol not in self.subscriptions:
|
||||
self.subscriptions[symbol] = []
|
||||
if 'orderbook' not in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].append('orderbook')
|
||||
|
||||
self.subscribed_channels.add('level2')
|
||||
self.product_ids.add(product_id)
|
||||
|
||||
logger.info(f"Subscribed to order book for {symbol} ({product_id}) on Coinbase")
|
||||
else:
|
||||
logger.error(f"Failed to subscribe to order book for {symbol} on Coinbase")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error subscribing to order book for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def subscribe_trades(self, symbol: str) -> None:
|
||||
"""
|
||||
Subscribe to trade updates (matches) for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
product_id = self.normalize_symbol(symbol)
|
||||
|
||||
# Create subscription message
|
||||
subscription_msg = {
|
||||
"type": "subscribe",
|
||||
"product_ids": [product_id],
|
||||
"channels": ["matches"]
|
||||
}
|
||||
|
||||
# Add authentication if credentials provided
|
||||
if self.api_key and self.api_secret and self.passphrase:
|
||||
subscription_msg.update(self._get_auth_headers(subscription_msg))
|
||||
|
||||
# Send subscription
|
||||
success = await self._send_message(subscription_msg)
|
||||
if success:
|
||||
# Track subscription
|
||||
if symbol not in self.subscriptions:
|
||||
self.subscriptions[symbol] = []
|
||||
if 'trades' not in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].append('trades')
|
||||
|
||||
self.subscribed_channels.add('matches')
|
||||
self.product_ids.add(product_id)
|
||||
|
||||
logger.info(f"Subscribed to trades for {symbol} ({product_id}) on Coinbase")
|
||||
else:
|
||||
logger.error(f"Failed to subscribe to trades for {symbol} on Coinbase")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error subscribing to trades for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def unsubscribe_orderbook(self, symbol: str) -> None:
|
||||
"""
|
||||
Unsubscribe from order book updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
product_id = self.normalize_symbol(symbol)
|
||||
|
||||
# Create unsubscription message
|
||||
unsubscription_msg = {
|
||||
"type": "unsubscribe",
|
||||
"product_ids": [product_id],
|
||||
"channels": ["level2"]
|
||||
}
|
||||
|
||||
# Send unsubscription
|
||||
success = await self._send_message(unsubscription_msg)
|
||||
if success:
|
||||
# Remove from tracking
|
||||
if symbol in self.subscriptions and 'orderbook' in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].remove('orderbook')
|
||||
if not self.subscriptions[symbol]:
|
||||
del self.subscriptions[symbol]
|
||||
|
||||
self.product_ids.discard(product_id)
|
||||
|
||||
logger.info(f"Unsubscribed from order book for {symbol} ({product_id}) on Coinbase")
|
||||
else:
|
||||
logger.error(f"Failed to unsubscribe from order book for {symbol} on Coinbase")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error unsubscribing from order book for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def unsubscribe_trades(self, symbol: str) -> None:
|
||||
"""
|
||||
Unsubscribe from trade updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
product_id = self.normalize_symbol(symbol)
|
||||
|
||||
# Create unsubscription message
|
||||
unsubscription_msg = {
|
||||
"type": "unsubscribe",
|
||||
"product_ids": [product_id],
|
||||
"channels": ["matches"]
|
||||
}
|
||||
|
||||
# Send unsubscription
|
||||
success = await self._send_message(unsubscription_msg)
|
||||
if success:
|
||||
# Remove from tracking
|
||||
if symbol in self.subscriptions and 'trades' in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].remove('trades')
|
||||
if not self.subscriptions[symbol]:
|
||||
del self.subscriptions[symbol]
|
||||
|
||||
self.product_ids.discard(product_id)
|
||||
|
||||
logger.info(f"Unsubscribed from trades for {symbol} ({product_id}) on Coinbase")
|
||||
else:
|
||||
logger.error(f"Failed to unsubscribe from trades for {symbol} on Coinbase")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error unsubscribing from trades for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def get_symbols(self) -> List[str]:
|
||||
"""
|
||||
Get list of available trading symbols from Coinbase.
|
||||
|
||||
Returns:
|
||||
List[str]: List of available symbols in standard format
|
||||
"""
|
||||
try:
|
||||
import aiohttp
|
||||
|
||||
api_url = "https://api-public.sandbox.exchange.coinbase.com" if self.use_sandbox else self.API_URL
|
||||
|
||||
async with aiohttp.ClientSession() as session:
|
||||
async with session.get(f"{api_url}/products") as response:
|
||||
if response.status == 200:
|
||||
data = await response.json()
|
||||
symbols = []
|
||||
|
||||
for product in data:
|
||||
if product.get('status') == 'online' and product.get('trading_disabled') is False:
|
||||
product_id = product.get('id', '')
|
||||
# Convert to standard format
|
||||
standard_symbol = self._denormalize_symbol(product_id)
|
||||
symbols.append(standard_symbol)
|
||||
|
||||
logger.info(f"Retrieved {len(symbols)} symbols from Coinbase")
|
||||
return symbols
|
||||
else:
|
||||
logger.error(f"Failed to get symbols from Coinbase: HTTP {response.status}")
|
||||
return []
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting symbols from Coinbase: {e}")
|
||||
return []
|
||||
|
||||
async def get_orderbook_snapshot(self, symbol: str, depth: int = 20) -> Optional[OrderBookSnapshot]:
|
||||
"""
|
||||
Get current order book snapshot from Coinbase REST API.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol
|
||||
depth: Number of price levels to retrieve (Coinbase supports up to 50)
|
||||
|
||||
Returns:
|
||||
OrderBookSnapshot: Current order book or None if unavailable
|
||||
"""
|
||||
try:
|
||||
import aiohttp
|
||||
|
||||
product_id = self.normalize_symbol(symbol)
|
||||
api_url = "https://api-public.sandbox.exchange.coinbase.com" if self.use_sandbox else self.API_URL
|
||||
|
||||
# Coinbase supports level 1, 2, or 3
|
||||
level = 2 # Level 2 gives us aggregated order book
|
||||
|
||||
url = f"{api_url}/products/{product_id}/book"
|
||||
params = {'level': level}
|
||||
|
||||
async with aiohttp.ClientSession() as session:
|
||||
async with session.get(url, params=params) as response:
|
||||
if response.status == 200:
|
||||
data = await response.json()
|
||||
return self._parse_orderbook_snapshot(data, symbol)
|
||||
else:
|
||||
logger.error(f"Failed to get order book for {symbol}: HTTP {response.status}")
|
||||
return None
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting order book snapshot for {symbol}: {e}")
|
||||
return None
|
||||
|
||||
def _parse_orderbook_snapshot(self, data: Dict, symbol: str) -> OrderBookSnapshot:
|
||||
"""
|
||||
Parse Coinbase order book data into OrderBookSnapshot.
|
||||
|
||||
Args:
|
||||
data: Raw Coinbase order book data
|
||||
symbol: Trading symbol
|
||||
|
||||
Returns:
|
||||
OrderBookSnapshot: Parsed order book
|
||||
"""
|
||||
try:
|
||||
# Parse bids and asks
|
||||
bids = []
|
||||
for bid_data in data.get('bids', []):
|
||||
price = float(bid_data[0])
|
||||
size = float(bid_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
bids.append(PriceLevel(price=price, size=size))
|
||||
|
||||
asks = []
|
||||
for ask_data in data.get('asks', []):
|
||||
price = float(ask_data[0])
|
||||
size = float(ask_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
asks.append(PriceLevel(price=price, size=size))
|
||||
|
||||
# Create order book snapshot
|
||||
orderbook = OrderBookSnapshot(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.now(timezone.utc),
|
||||
bids=bids,
|
||||
asks=asks,
|
||||
sequence_id=data.get('sequence')
|
||||
)
|
||||
|
||||
return orderbook
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error parsing order book snapshot: {e}")
|
||||
raise ValidationError(f"Invalid order book data: {e}", "PARSE_ERROR")
|
||||
|
||||
def _get_auth_headers(self, message: Dict) -> Dict[str, str]:
|
||||
"""
|
||||
Generate authentication headers for Coinbase Pro API.
|
||||
|
||||
Args:
|
||||
message: Message to authenticate
|
||||
|
||||
Returns:
|
||||
Dict: Authentication headers
|
||||
"""
|
||||
if not all([self.api_key, self.api_secret, self.passphrase]):
|
||||
return {}
|
||||
|
||||
try:
|
||||
timestamp = str(time.time())
|
||||
message_str = json.dumps(message, separators=(',', ':'))
|
||||
|
||||
# Create signature
|
||||
message_to_sign = timestamp + 'GET' + '/users/self/verify' + message_str
|
||||
signature = base64.b64encode(
|
||||
hmac.new(
|
||||
base64.b64decode(self.api_secret),
|
||||
message_to_sign.encode('utf-8'),
|
||||
hashlib.sha256
|
||||
).digest()
|
||||
).decode('utf-8')
|
||||
|
||||
return {
|
||||
'CB-ACCESS-KEY': self.api_key,
|
||||
'CB-ACCESS-SIGN': signature,
|
||||
'CB-ACCESS-TIMESTAMP': timestamp,
|
||||
'CB-ACCESS-PASSPHRASE': self.passphrase
|
||||
}
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error generating auth headers: {e}")
|
||||
return {}
|
||||
|
||||
async def _handle_orderbook_snapshot(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle order book snapshot from Coinbase.
|
||||
|
||||
Args:
|
||||
data: Order book snapshot data
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
|
||||
product_id = data.get('product_id', '')
|
||||
if not product_id:
|
||||
logger.warning("Order book snapshot missing product_id")
|
||||
return
|
||||
|
||||
symbol = self._denormalize_symbol(product_id)
|
||||
|
||||
# Parse bids and asks
|
||||
bids = []
|
||||
for bid_data in data.get('bids', []):
|
||||
price = float(bid_data[0])
|
||||
size = float(bid_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
bids.append(PriceLevel(price=price, size=size))
|
||||
|
||||
asks = []
|
||||
for ask_data in data.get('asks', []):
|
||||
price = float(ask_data[0])
|
||||
size = float(ask_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
asks.append(PriceLevel(price=price, size=size))
|
||||
|
||||
# Create order book snapshot
|
||||
orderbook = OrderBookSnapshot(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.now(timezone.utc),
|
||||
bids=bids,
|
||||
asks=asks,
|
||||
sequence_id=data.get('sequence')
|
||||
)
|
||||
|
||||
# Notify callbacks
|
||||
self._notify_data_callbacks(orderbook)
|
||||
|
||||
logger.debug(f"Processed order book snapshot for {symbol}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling order book snapshot: {e}")
|
||||
|
||||
async def _handle_orderbook_update(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle order book level2 update from Coinbase.
|
||||
|
||||
Args:
|
||||
data: Order book update data
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
|
||||
product_id = data.get('product_id', '')
|
||||
if not product_id:
|
||||
logger.warning("Order book update missing product_id")
|
||||
return
|
||||
|
||||
symbol = self._denormalize_symbol(product_id)
|
||||
|
||||
# Coinbase l2update format: changes array with [side, price, size]
|
||||
changes = data.get('changes', [])
|
||||
|
||||
bids = []
|
||||
asks = []
|
||||
|
||||
for change in changes:
|
||||
if len(change) >= 3:
|
||||
side = change[0] # 'buy' or 'sell'
|
||||
price = float(change[1])
|
||||
size = float(change[2])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
if side == 'buy':
|
||||
bids.append(PriceLevel(price=price, size=size))
|
||||
elif side == 'sell':
|
||||
asks.append(PriceLevel(price=price, size=size))
|
||||
|
||||
# Create order book update (partial snapshot)
|
||||
orderbook = OrderBookSnapshot(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.fromisoformat(data.get('time', '').replace('Z', '+00:00')),
|
||||
bids=bids,
|
||||
asks=asks,
|
||||
sequence_id=data.get('sequence')
|
||||
)
|
||||
|
||||
# Notify callbacks
|
||||
self._notify_data_callbacks(orderbook)
|
||||
|
||||
logger.debug(f"Processed order book update for {symbol}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling order book update: {e}")
|
||||
|
||||
async def _handle_trade_update(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle trade (match) update from Coinbase.
|
||||
|
||||
Args:
|
||||
data: Trade update data
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
|
||||
product_id = data.get('product_id', '')
|
||||
if not product_id:
|
||||
logger.warning("Trade update missing product_id")
|
||||
return
|
||||
|
||||
symbol = self._denormalize_symbol(product_id)
|
||||
|
||||
price = float(data.get('price', 0))
|
||||
size = float(data.get('size', 0))
|
||||
|
||||
# Validate data
|
||||
if not validate_price(price) or not validate_volume(size):
|
||||
logger.warning(f"Invalid trade data: price={price}, size={size}")
|
||||
return
|
||||
|
||||
# Determine side (Coinbase uses 'side' field for taker side)
|
||||
side = data.get('side', 'unknown') # 'buy' or 'sell'
|
||||
|
||||
# Create trade event
|
||||
trade = TradeEvent(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.fromisoformat(data.get('time', '').replace('Z', '+00:00')),
|
||||
price=price,
|
||||
size=size,
|
||||
side=side,
|
||||
trade_id=str(data.get('trade_id', ''))
|
||||
)
|
||||
|
||||
# Notify callbacks
|
||||
self._notify_data_callbacks(trade)
|
||||
|
||||
logger.debug(f"Processed trade for {symbol}: {side} {size} @ {price}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling trade update: {e}")
|
||||
|
||||
async def _handle_subscription_response(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle subscription confirmation from Coinbase.
|
||||
|
||||
Args:
|
||||
data: Subscription response data
|
||||
"""
|
||||
try:
|
||||
channels = data.get('channels', [])
|
||||
logger.info(f"Coinbase subscription confirmed for channels: {channels}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling subscription response: {e}")
|
||||
|
||||
async def _handle_error_message(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle error message from Coinbase.
|
||||
|
||||
Args:
|
||||
data: Error message data
|
||||
"""
|
||||
message = data.get('message', 'Unknown error')
|
||||
reason = data.get('reason', '')
|
||||
|
||||
logger.error(f"Coinbase error: {message}")
|
||||
if reason:
|
||||
logger.error(f"Coinbase error reason: {reason}")
|
||||
|
||||
# Handle specific error types
|
||||
if 'Invalid signature' in message:
|
||||
logger.error("Authentication failed - check API credentials")
|
||||
elif 'Product not found' in message:
|
||||
logger.error("Invalid product ID - check symbol mapping")
|
||||
|
||||
def get_coinbase_stats(self) -> Dict[str, Any]:
|
||||
"""Get Coinbase-specific statistics."""
|
||||
base_stats = self.get_stats()
|
||||
|
||||
coinbase_stats = {
|
||||
'subscribed_channels': list(self.subscribed_channels),
|
||||
'product_ids': list(self.product_ids),
|
||||
'use_sandbox': self.use_sandbox,
|
||||
'authenticated': bool(self.api_key and self.api_secret and self.passphrase)
|
||||
}
|
||||
|
||||
base_stats.update(coinbase_stats)
|
||||
return base_stats
|
||||
708
COBY/connectors/kraken_connector.py
Normal file
708
COBY/connectors/kraken_connector.py
Normal file
@ -0,0 +1,708 @@
|
||||
"""
|
||||
Kraken exchange connector implementation.
|
||||
Supports WebSocket connections to Kraken exchange with their specific message format.
|
||||
"""
|
||||
|
||||
import json
|
||||
import hashlib
|
||||
import hmac
|
||||
import base64
|
||||
import time
|
||||
from typing import Dict, List, Optional, Any
|
||||
from datetime import datetime, timezone
|
||||
|
||||
from ..models.core import OrderBookSnapshot, TradeEvent, PriceLevel
|
||||
from ..utils.logging import get_logger, set_correlation_id
|
||||
from ..utils.exceptions import ValidationError, ConnectionError
|
||||
from ..utils.validation import validate_symbol, validate_price, validate_volume
|
||||
from .base_connector import BaseExchangeConnector
|
||||
|
||||
logger = get_logger(__name__)
|
||||
|
||||
|
||||
class KrakenConnector(BaseExchangeConnector):
|
||||
"""
|
||||
Kraken WebSocket connector implementation.
|
||||
|
||||
Supports:
|
||||
- Order book streams
|
||||
- Trade streams
|
||||
- Symbol normalization for Kraken format
|
||||
- Authentication for private channels (if needed)
|
||||
"""
|
||||
|
||||
# Kraken WebSocket URLs
|
||||
WEBSOCKET_URL = "wss://ws.kraken.com"
|
||||
WEBSOCKET_AUTH_URL = "wss://ws-auth.kraken.com"
|
||||
API_URL = "https://api.kraken.com"
|
||||
|
||||
def __init__(self, api_key: str = None, api_secret: str = None):
|
||||
"""
|
||||
Initialize Kraken connector.
|
||||
|
||||
Args:
|
||||
api_key: API key for authentication (optional)
|
||||
api_secret: API secret for authentication (optional)
|
||||
"""
|
||||
super().__init__("kraken", self.WEBSOCKET_URL)
|
||||
|
||||
# Authentication credentials (optional)
|
||||
self.api_key = api_key
|
||||
self.api_secret = api_secret
|
||||
|
||||
# Kraken-specific message handlers
|
||||
self.message_handlers.update({
|
||||
'book-10': self._handle_orderbook_update,
|
||||
'book-25': self._handle_orderbook_update,
|
||||
'book-100': self._handle_orderbook_update,
|
||||
'book-500': self._handle_orderbook_update,
|
||||
'book-1000': self._handle_orderbook_update,
|
||||
'trade': self._handle_trade_update,
|
||||
'systemStatus': self._handle_system_status,
|
||||
'subscriptionStatus': self._handle_subscription_status,
|
||||
'heartbeat': self._handle_heartbeat
|
||||
})
|
||||
|
||||
# Kraken-specific tracking
|
||||
self.channel_map = {} # channel_id -> (channel_name, symbol)
|
||||
self.subscription_ids = {} # symbol -> subscription_id
|
||||
self.system_status = 'unknown'
|
||||
|
||||
logger.info("Kraken connector initialized")
|
||||
|
||||
def _get_message_type(self, data: Dict) -> str:
|
||||
"""
|
||||
Determine message type from Kraken message data.
|
||||
|
||||
Args:
|
||||
data: Parsed message data
|
||||
|
||||
Returns:
|
||||
str: Message type identifier
|
||||
"""
|
||||
# Kraken messages can be arrays or objects
|
||||
if isinstance(data, list) and len(data) >= 2:
|
||||
# Data message format: [channelID, data, channelName, pair]
|
||||
if len(data) >= 4:
|
||||
channel_name = data[2]
|
||||
return channel_name
|
||||
else:
|
||||
return 'unknown'
|
||||
elif isinstance(data, dict):
|
||||
# Status/control messages
|
||||
if 'event' in data:
|
||||
return data['event']
|
||||
elif 'errorMessage' in data:
|
||||
return 'error'
|
||||
|
||||
return 'unknown'
|
||||
|
||||
def normalize_symbol(self, symbol: str) -> str:
|
||||
"""
|
||||
Normalize symbol to Kraken format.
|
||||
|
||||
Args:
|
||||
symbol: Standard symbol format (e.g., 'BTCUSDT')
|
||||
|
||||
Returns:
|
||||
str: Kraken pair format (e.g., 'XBT/USD')
|
||||
"""
|
||||
# Kraken uses different symbol names
|
||||
symbol_map = {
|
||||
'BTCUSDT': 'XBT/USD',
|
||||
'ETHUSDT': 'ETH/USD',
|
||||
'ADAUSDT': 'ADA/USD',
|
||||
'DOTUSDT': 'DOT/USD',
|
||||
'LINKUSDT': 'LINK/USD',
|
||||
'LTCUSDT': 'LTC/USD',
|
||||
'XRPUSDT': 'XRP/USD',
|
||||
'BCHUSDT': 'BCH/USD',
|
||||
'EOSUSDT': 'EOS/USD',
|
||||
'XLMUSDT': 'XLM/USD'
|
||||
}
|
||||
|
||||
if symbol.upper() in symbol_map:
|
||||
return symbol_map[symbol.upper()]
|
||||
else:
|
||||
# Generic conversion: BTCUSDT -> BTC/USD
|
||||
if symbol.endswith('USDT'):
|
||||
base = symbol[:-4]
|
||||
return f"{base}/USD"
|
||||
elif symbol.endswith('USD'):
|
||||
base = symbol[:-3]
|
||||
return f"{base}/USD"
|
||||
else:
|
||||
# Assume it's already in correct format
|
||||
return symbol.upper()
|
||||
|
||||
def _denormalize_symbol(self, kraken_pair: str) -> str:
|
||||
"""
|
||||
Convert Kraken pair back to standard format.
|
||||
|
||||
Args:
|
||||
kraken_pair: Kraken pair format (e.g., 'XBT/USD')
|
||||
|
||||
Returns:
|
||||
str: Standard symbol format (e.g., 'BTCUSDT')
|
||||
"""
|
||||
# Reverse mapping
|
||||
reverse_map = {
|
||||
'XBT/USD': 'BTCUSDT',
|
||||
'ETH/USD': 'ETHUSDT',
|
||||
'ADA/USD': 'ADAUSDT',
|
||||
'DOT/USD': 'DOTUSDT',
|
||||
'LINK/USD': 'LINKUSDT',
|
||||
'LTC/USD': 'LTCUSDT',
|
||||
'XRP/USD': 'XRPUSDT',
|
||||
'BCH/USD': 'BCHUSDT',
|
||||
'EOS/USD': 'EOSUSDT',
|
||||
'XLM/USD': 'XLMUSDT'
|
||||
}
|
||||
|
||||
if kraken_pair in reverse_map:
|
||||
return reverse_map[kraken_pair]
|
||||
else:
|
||||
# Generic conversion: BTC/USD -> BTCUSDT
|
||||
if '/' in kraken_pair:
|
||||
base, quote = kraken_pair.split('/', 1)
|
||||
if quote == 'USD':
|
||||
return f"{base}USDT"
|
||||
else:
|
||||
return f"{base}{quote}"
|
||||
return kraken_pair
|
||||
|
||||
async def subscribe_orderbook(self, symbol: str) -> None:
|
||||
"""
|
||||
Subscribe to order book updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
kraken_pair = self.normalize_symbol(symbol)
|
||||
|
||||
# Create subscription message
|
||||
subscription_msg = {
|
||||
"event": "subscribe",
|
||||
"pair": [kraken_pair],
|
||||
"subscription": {
|
||||
"name": "book",
|
||||
"depth": 25 # 25 levels
|
||||
}
|
||||
}
|
||||
|
||||
# Add authentication if credentials provided
|
||||
if self.api_key and self.api_secret:
|
||||
subscription_msg["subscription"]["token"] = self._get_auth_token()
|
||||
|
||||
# Send subscription
|
||||
success = await self._send_message(subscription_msg)
|
||||
if success:
|
||||
# Track subscription
|
||||
if symbol not in self.subscriptions:
|
||||
self.subscriptions[symbol] = []
|
||||
if 'orderbook' not in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].append('orderbook')
|
||||
|
||||
logger.info(f"Subscribed to order book for {symbol} ({kraken_pair}) on Kraken")
|
||||
else:
|
||||
logger.error(f"Failed to subscribe to order book for {symbol} on Kraken")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error subscribing to order book for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def subscribe_trades(self, symbol: str) -> None:
|
||||
"""
|
||||
Subscribe to trade updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
kraken_pair = self.normalize_symbol(symbol)
|
||||
|
||||
# Create subscription message
|
||||
subscription_msg = {
|
||||
"event": "subscribe",
|
||||
"pair": [kraken_pair],
|
||||
"subscription": {
|
||||
"name": "trade"
|
||||
}
|
||||
}
|
||||
|
||||
# Add authentication if credentials provided
|
||||
if self.api_key and self.api_secret:
|
||||
subscription_msg["subscription"]["token"] = self._get_auth_token()
|
||||
|
||||
# Send subscription
|
||||
success = await self._send_message(subscription_msg)
|
||||
if success:
|
||||
# Track subscription
|
||||
if symbol not in self.subscriptions:
|
||||
self.subscriptions[symbol] = []
|
||||
if 'trades' not in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].append('trades')
|
||||
|
||||
logger.info(f"Subscribed to trades for {symbol} ({kraken_pair}) on Kraken")
|
||||
else:
|
||||
logger.error(f"Failed to subscribe to trades for {symbol} on Kraken")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error subscribing to trades for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def unsubscribe_orderbook(self, symbol: str) -> None:
|
||||
"""
|
||||
Unsubscribe from order book updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
kraken_pair = self.normalize_symbol(symbol)
|
||||
|
||||
# Create unsubscription message
|
||||
unsubscription_msg = {
|
||||
"event": "unsubscribe",
|
||||
"pair": [kraken_pair],
|
||||
"subscription": {
|
||||
"name": "book"
|
||||
}
|
||||
}
|
||||
|
||||
# Send unsubscription
|
||||
success = await self._send_message(unsubscription_msg)
|
||||
if success:
|
||||
# Remove from tracking
|
||||
if symbol in self.subscriptions and 'orderbook' in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].remove('orderbook')
|
||||
if not self.subscriptions[symbol]:
|
||||
del self.subscriptions[symbol]
|
||||
|
||||
logger.info(f"Unsubscribed from order book for {symbol} ({kraken_pair}) on Kraken")
|
||||
else:
|
||||
logger.error(f"Failed to unsubscribe from order book for {symbol} on Kraken")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error unsubscribing from order book for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def unsubscribe_trades(self, symbol: str) -> None:
|
||||
"""
|
||||
Unsubscribe from trade updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
kraken_pair = self.normalize_symbol(symbol)
|
||||
|
||||
# Create unsubscription message
|
||||
unsubscription_msg = {
|
||||
"event": "unsubscribe",
|
||||
"pair": [kraken_pair],
|
||||
"subscription": {
|
||||
"name": "trade"
|
||||
}
|
||||
}
|
||||
|
||||
# Send unsubscription
|
||||
success = await self._send_message(unsubscription_msg)
|
||||
if success:
|
||||
# Remove from tracking
|
||||
if symbol in self.subscriptions and 'trades' in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].remove('trades')
|
||||
if not self.subscriptions[symbol]:
|
||||
del self.subscriptions[symbol]
|
||||
|
||||
logger.info(f"Unsubscribed from trades for {symbol} ({kraken_pair}) on Kraken")
|
||||
else:
|
||||
logger.error(f"Failed to unsubscribe from trades for {symbol} on Kraken")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error unsubscribing from trades for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def get_symbols(self) -> List[str]:
|
||||
"""
|
||||
Get list of available trading symbols from Kraken.
|
||||
|
||||
Returns:
|
||||
List[str]: List of available symbols in standard format
|
||||
"""
|
||||
try:
|
||||
import aiohttp
|
||||
|
||||
async with aiohttp.ClientSession() as session:
|
||||
async with session.get(f"{self.API_URL}/0/public/AssetPairs") as response:
|
||||
if response.status == 200:
|
||||
data = await response.json()
|
||||
|
||||
if data.get('error'):
|
||||
logger.error(f"Kraken API error: {data['error']}")
|
||||
return []
|
||||
|
||||
symbols = []
|
||||
pairs = data.get('result', {})
|
||||
|
||||
for pair_name, pair_info in pairs.items():
|
||||
# Skip dark pool pairs
|
||||
if '.d' in pair_name:
|
||||
continue
|
||||
|
||||
# Get the WebSocket pair name
|
||||
ws_name = pair_info.get('wsname')
|
||||
if ws_name:
|
||||
# Convert to standard format
|
||||
standard_symbol = self._denormalize_symbol(ws_name)
|
||||
symbols.append(standard_symbol)
|
||||
|
||||
logger.info(f"Retrieved {len(symbols)} symbols from Kraken")
|
||||
return symbols
|
||||
else:
|
||||
logger.error(f"Failed to get symbols from Kraken: HTTP {response.status}")
|
||||
return []
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting symbols from Kraken: {e}")
|
||||
return []
|
||||
|
||||
async def get_orderbook_snapshot(self, symbol: str, depth: int = 20) -> Optional[OrderBookSnapshot]:
|
||||
"""
|
||||
Get current order book snapshot from Kraken REST API.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol
|
||||
depth: Number of price levels to retrieve
|
||||
|
||||
Returns:
|
||||
OrderBookSnapshot: Current order book or None if unavailable
|
||||
"""
|
||||
try:
|
||||
import aiohttp
|
||||
|
||||
kraken_pair = self.normalize_symbol(symbol)
|
||||
|
||||
url = f"{self.API_URL}/0/public/Depth"
|
||||
params = {
|
||||
'pair': kraken_pair,
|
||||
'count': min(depth, 500) # Kraken max is 500
|
||||
}
|
||||
|
||||
async with aiohttp.ClientSession() as session:
|
||||
async with session.get(url, params=params) as response:
|
||||
if response.status == 200:
|
||||
data = await response.json()
|
||||
|
||||
if data.get('error'):
|
||||
logger.error(f"Kraken API error: {data['error']}")
|
||||
return None
|
||||
|
||||
result = data.get('result', {})
|
||||
# Kraken returns data with the actual pair name as key
|
||||
pair_data = None
|
||||
for key, value in result.items():
|
||||
if isinstance(value, dict) and 'bids' in value and 'asks' in value:
|
||||
pair_data = value
|
||||
break
|
||||
|
||||
if pair_data:
|
||||
return self._parse_orderbook_snapshot(pair_data, symbol)
|
||||
else:
|
||||
logger.error(f"No order book data found for {symbol}")
|
||||
return None
|
||||
else:
|
||||
logger.error(f"Failed to get order book for {symbol}: HTTP {response.status}")
|
||||
return None
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting order book snapshot for {symbol}: {e}")
|
||||
return None
|
||||
|
||||
def _parse_orderbook_snapshot(self, data: Dict, symbol: str) -> OrderBookSnapshot:
|
||||
"""
|
||||
Parse Kraken order book data into OrderBookSnapshot.
|
||||
|
||||
Args:
|
||||
data: Raw Kraken order book data
|
||||
symbol: Trading symbol
|
||||
|
||||
Returns:
|
||||
OrderBookSnapshot: Parsed order book
|
||||
"""
|
||||
try:
|
||||
# Parse bids and asks
|
||||
bids = []
|
||||
for bid_data in data.get('bids', []):
|
||||
price = float(bid_data[0])
|
||||
size = float(bid_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
bids.append(PriceLevel(price=price, size=size))
|
||||
|
||||
asks = []
|
||||
for ask_data in data.get('asks', []):
|
||||
price = float(ask_data[0])
|
||||
size = float(ask_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
asks.append(PriceLevel(price=price, size=size))
|
||||
|
||||
# Create order book snapshot
|
||||
orderbook = OrderBookSnapshot(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.now(timezone.utc),
|
||||
bids=bids,
|
||||
asks=asks
|
||||
)
|
||||
|
||||
return orderbook
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error parsing order book snapshot: {e}")
|
||||
raise ValidationError(f"Invalid order book data: {e}", "PARSE_ERROR")
|
||||
|
||||
async def _handle_orderbook_update(self, data: List) -> None:
|
||||
"""
|
||||
Handle order book update from Kraken.
|
||||
|
||||
Args:
|
||||
data: Order book update data (Kraken array format)
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
|
||||
# Kraken format: [channelID, data, channelName, pair]
|
||||
if len(data) < 4:
|
||||
logger.warning("Invalid Kraken order book update format")
|
||||
return
|
||||
|
||||
channel_id = data[0]
|
||||
book_data = data[1]
|
||||
channel_name = data[2]
|
||||
kraken_pair = data[3]
|
||||
|
||||
symbol = self._denormalize_symbol(kraken_pair)
|
||||
|
||||
# Track channel mapping
|
||||
self.channel_map[channel_id] = (channel_name, symbol)
|
||||
|
||||
# Parse order book data
|
||||
bids = []
|
||||
asks = []
|
||||
|
||||
# Kraken book data can have 'b' (bids), 'a' (asks), 'bs' (bid snapshot), 'as' (ask snapshot)
|
||||
if 'b' in book_data:
|
||||
for bid_data in book_data['b']:
|
||||
price = float(bid_data[0])
|
||||
size = float(bid_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
bids.append(PriceLevel(price=price, size=size))
|
||||
|
||||
if 'bs' in book_data: # Bid snapshot
|
||||
for bid_data in book_data['bs']:
|
||||
price = float(bid_data[0])
|
||||
size = float(bid_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
bids.append(PriceLevel(price=price, size=size))
|
||||
|
||||
if 'a' in book_data:
|
||||
for ask_data in book_data['a']:
|
||||
price = float(ask_data[0])
|
||||
size = float(ask_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
asks.append(PriceLevel(price=price, size=size))
|
||||
|
||||
if 'as' in book_data: # Ask snapshot
|
||||
for ask_data in book_data['as']:
|
||||
price = float(ask_data[0])
|
||||
size = float(ask_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
asks.append(PriceLevel(price=price, size=size))
|
||||
|
||||
# Create order book snapshot
|
||||
orderbook = OrderBookSnapshot(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.now(timezone.utc),
|
||||
bids=bids,
|
||||
asks=asks
|
||||
)
|
||||
|
||||
# Notify callbacks
|
||||
self._notify_data_callbacks(orderbook)
|
||||
|
||||
logger.debug(f"Processed order book update for {symbol}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling order book update: {e}")
|
||||
|
||||
async def _handle_trade_update(self, data: List) -> None:
|
||||
"""
|
||||
Handle trade update from Kraken.
|
||||
|
||||
Args:
|
||||
data: Trade update data (Kraken array format)
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
|
||||
# Kraken format: [channelID, data, channelName, pair]
|
||||
if len(data) < 4:
|
||||
logger.warning("Invalid Kraken trade update format")
|
||||
return
|
||||
|
||||
channel_id = data[0]
|
||||
trade_data = data[1]
|
||||
channel_name = data[2]
|
||||
kraken_pair = data[3]
|
||||
|
||||
symbol = self._denormalize_symbol(kraken_pair)
|
||||
|
||||
# Track channel mapping
|
||||
self.channel_map[channel_id] = (channel_name, symbol)
|
||||
|
||||
# Process trade data (array of trades)
|
||||
for trade_info in trade_data:
|
||||
if len(trade_info) >= 6:
|
||||
price = float(trade_info[0])
|
||||
size = float(trade_info[1])
|
||||
timestamp = float(trade_info[2])
|
||||
side = trade_info[3] # 'b' for buy, 's' for sell
|
||||
order_type = trade_info[4] # 'm' for market, 'l' for limit
|
||||
misc = trade_info[5] if len(trade_info) > 5 else ''
|
||||
|
||||
# Validate data
|
||||
if not validate_price(price) or not validate_volume(size):
|
||||
logger.warning(f"Invalid trade data: price={price}, size={size}")
|
||||
continue
|
||||
|
||||
# Convert side
|
||||
trade_side = 'buy' if side == 'b' else 'sell'
|
||||
|
||||
# Create trade event
|
||||
trade = TradeEvent(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.fromtimestamp(timestamp, tz=timezone.utc),
|
||||
price=price,
|
||||
size=size,
|
||||
side=trade_side,
|
||||
trade_id=f"{timestamp}_{price}_{size}" # Generate ID
|
||||
)
|
||||
|
||||
# Notify callbacks
|
||||
self._notify_data_callbacks(trade)
|
||||
|
||||
logger.debug(f"Processed trade for {symbol}: {trade_side} {size} @ {price}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling trade update: {e}")
|
||||
|
||||
async def _handle_system_status(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle system status message from Kraken.
|
||||
|
||||
Args:
|
||||
data: System status data
|
||||
"""
|
||||
try:
|
||||
status = data.get('status', 'unknown')
|
||||
version = data.get('version', 'unknown')
|
||||
|
||||
self.system_status = status
|
||||
logger.info(f"Kraken system status: {status} (version: {version})")
|
||||
|
||||
if status != 'online':
|
||||
logger.warning(f"Kraken system not online: {status}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling system status: {e}")
|
||||
|
||||
async def _handle_subscription_status(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle subscription status message from Kraken.
|
||||
|
||||
Args:
|
||||
data: Subscription status data
|
||||
"""
|
||||
try:
|
||||
status = data.get('status', 'unknown')
|
||||
channel_name = data.get('channelName', 'unknown')
|
||||
pair = data.get('pair', 'unknown')
|
||||
subscription = data.get('subscription', {})
|
||||
|
||||
if status == 'subscribed':
|
||||
logger.info(f"Kraken subscription confirmed: {channel_name} for {pair}")
|
||||
|
||||
# Store subscription ID if provided
|
||||
if 'channelID' in data:
|
||||
channel_id = data['channelID']
|
||||
symbol = self._denormalize_symbol(pair)
|
||||
self.channel_map[channel_id] = (channel_name, symbol)
|
||||
|
||||
elif status == 'unsubscribed':
|
||||
logger.info(f"Kraken unsubscription confirmed: {channel_name} for {pair}")
|
||||
elif status == 'error':
|
||||
error_message = data.get('errorMessage', 'Unknown error')
|
||||
logger.error(f"Kraken subscription error: {error_message}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling subscription status: {e}")
|
||||
|
||||
async def _handle_heartbeat(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle heartbeat message from Kraken.
|
||||
|
||||
Args:
|
||||
data: Heartbeat data
|
||||
"""
|
||||
logger.debug("Received Kraken heartbeat")
|
||||
|
||||
def _get_auth_token(self) -> str:
|
||||
"""
|
||||
Generate authentication token for Kraken WebSocket.
|
||||
|
||||
Returns:
|
||||
str: Authentication token
|
||||
"""
|
||||
if not self.api_key or not self.api_secret:
|
||||
return ""
|
||||
|
||||
try:
|
||||
# This is a simplified version - actual Kraken auth is more complex
|
||||
# and requires getting a token from the REST API first
|
||||
nonce = str(int(time.time() * 1000))
|
||||
message = nonce + self.api_key
|
||||
signature = hmac.new(
|
||||
base64.b64decode(self.api_secret),
|
||||
message.encode('utf-8'),
|
||||
hashlib.sha512
|
||||
).hexdigest()
|
||||
|
||||
return f"{self.api_key}:{signature}:{nonce}"
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error generating auth token: {e}")
|
||||
return ""
|
||||
|
||||
def get_kraken_stats(self) -> Dict[str, Any]:
|
||||
"""Get Kraken-specific statistics."""
|
||||
base_stats = self.get_stats()
|
||||
|
||||
kraken_stats = {
|
||||
'system_status': self.system_status,
|
||||
'channel_mappings': len(self.channel_map),
|
||||
'authenticated': bool(self.api_key and self.api_secret)
|
||||
}
|
||||
|
||||
base_stats.update(kraken_stats)
|
||||
return base_stats
|
||||
Reference in New Issue
Block a user