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Kraken cl_ord_id support #1

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Kraken cl_ord_id support #1

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68278e9
Kraken cl_ord_id support
colin-nl Aug 26, 2024
1996e7d
Update Kraken editOrder to use AmendOrder endpoint
calvin-nl Oct 21, 2024
a27fe08
Throw error on Amend errors
calvin-nl Oct 25, 2024
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6 changes: 3 additions & 3 deletions exchanges.cfg
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Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,6 @@
# Leaving this config empty will build all exchanges.
# -------------------------------------------------------------------------------

# binance
# huobi
# kraken
binance
kraken
kucoin
1 change: 1 addition & 0 deletions js/src/abstract/kraken.d.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -15,6 +15,7 @@ interface Exchange {
privatePostAddOrder(params?: {}): Promise<implicitReturnType>;
privatePostAddOrderBatch(params?: {}): Promise<implicitReturnType>;
privatePostAddExport(params?: {}): Promise<implicitReturnType>;
privatePostAmendOrder(params?: {}): Promise<implicitReturnType>;
privatePostBalance(params?: {}): Promise<implicitReturnType>;
privatePostCancelAll(params?: {}): Promise<implicitReturnType>;
privatePostCancelAllOrdersAfter(params?: {}): Promise<implicitReturnType>;
Expand Down
63 changes: 36 additions & 27 deletions ts/src/kraken.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -178,6 +178,7 @@ export default class kraken extends Exchange {
'AddOrder': 0,
'AddOrderBatch': 0,
'AddExport': 3,
'AmendOrder': 0,
'Balance': 3,
'CancelAll': 3,
'CancelAllOrdersAfter': 3,
Expand Down Expand Up @@ -1468,6 +1469,7 @@ export default class kraken extends Exchange {
* @method
* @name kraken#createOrder
* @see https://docs.kraken.com/rest/#tag/Spot-Trading/operation/addOrder
* @see https://docs.kraken.com/api/docs/rest-api/add-order/
* @description create a trade order
* @param {string} symbol unified symbol of the market to create an order in
* @param {string} type 'market' or 'limit'
Expand All @@ -1483,6 +1485,7 @@ export default class kraken extends Exchange {
* @param {string} [params.trailingLimitAmount] *margin only* the quote amount away from the trailingAmount
* @param {string} [params.offset] *margin only* '+' or '-' whether you want the trailingLimitAmount value to be positive or negative, default is negative '-'
* @param {string} [params.trigger] *margin only* the activation price type, 'last' or 'index', default is 'last'
* @param {int} [params.leverage] the leverage level to use
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
await this.loadMarkets ();
Expand Down Expand Up @@ -1750,7 +1753,7 @@ export default class kraken extends Exchange {
const txid = this.safeList (order, 'txid');
id = this.safeString (txid, 0);
}
const clientOrderId = this.safeString2 (order, 'userref', 'newuserref');
const clientOrderId = this.safeStringN (order, [ 'cl_ord_id', 'userref', 'newuserref' ]);
const rawTrades = this.safeValue (order, 'trades', []);
const trades = [];
for (let i = 0; i < rawTrades.length; i++) {
Expand Down Expand Up @@ -1801,10 +1804,10 @@ export default class kraken extends Exchange {
}

orderRequest (method: string, symbol: string, type: string, request: Dict, amount: Num, price: Num = undefined, params = {}) {
const clientOrderId = this.safeString2 (params, 'userref', 'clientOrderId');
params = this.omit (params, [ 'userref', 'clientOrderId' ]);
const clientOrderId = this.safeString2 (params, 'cl_ord_id', 'clientOrderId');
params = this.omit (params, [ 'cl_ord_id', 'clientOrderId' ]);
if (clientOrderId !== undefined) {
request['userref'] = clientOrderId;
request['cl_ord_id'] = clientOrderId;
}
const stopLossTriggerPrice = this.safeString (params, 'stopLossPrice');
const takeProfitTriggerPrice = this.safeString (params, 'takeProfitPrice');
Expand Down Expand Up @@ -1909,7 +1912,7 @@ export default class kraken extends Exchange {
* @method
* @name kraken#editOrder
* @description edit a trade order
* @see https://docs.kraken.com/rest/#tag/Spot-Trading/operation/editOrder
* @see https://docs.kraken.com/api/docs/rest-api/amend-order/
* @param {string} id order id
* @param {string} symbol unified symbol of the market to create an order in
* @param {string} type 'market' or 'limit'
Expand All @@ -1930,33 +1933,39 @@ export default class kraken extends Exchange {
if (!market['spot']) {
throw new NotSupported (this.id + ' editOrder() does not support ' + market['type'] + ' orders, only spot orders are accepted');
}
const request: Dict = {
'txid': id,
'pair': market['id'],
};
const request: Dict = { 'txid': id };
const clientOrderId = this.safeString2 (params, 'cl_ord_id', 'clientOrderId');
params = this.omit (params, [ 'cl_ord_id', 'clientOrderId' ]);
if (clientOrderId !== undefined) {
request['cl_ord_id'] = clientOrderId;
}
if (amount !== undefined) {
request['volume'] = this.amountToPrecision (symbol, amount);
request['order_qty'] = this.amountToPrecision (symbol, amount);
}
if (price !== undefined) {
const isLimitOrder = type.endsWith ('limit'); // supporting limit, stop-loss-limit, take-profit-limit, etc
if (isLimitOrder) {
request['limit_price'] = this.priceToPrecision (symbol, price);
} else {
request['trigger_price'] = this.priceToPrecision (symbol, price);
}
}
const orderRequest = this.orderRequest ('editOrder', symbol, type, request, amount, price, params);
const response = await this.privatePostEditOrder (this.extend (orderRequest[0], orderRequest[1]));
params = this.omit (params, [ 'timeInForce', 'reduceOnly', 'stopLossPrice', 'takeProfitPrice', 'trailingAmount', 'trailingLimitAmount', 'offset' ]);
const response = await this.privatePostAmendOrder (this.extend (request, params));
//
// {
// "error": [],
// "result": {
// "status": "ok",
// "txid": "OAW2BO-7RWEK-PZY5UO",
// "originaltxid": "OXL6SS-UPNMC-26WBE7",
// "volume": "0.00075000",
// "price": "13500.0",
// "orders_cancelled": 1,
// "descr": {
// "order": "buy 0.00075000 XBTUSDT @ limit 13500.0"
// }
// }
// }
// {
// "error": [],
// "result": {
// "amend_id": "TEZA4R-DSDGT-IJBOJK"
// }
// }
//
const data = this.safeDict (response, 'result', {});
return this.parseOrder (data, market);
const error = this.safeList (response, 'error', []);
if (error.length > 0) {
throw new ExchangeError ('Amend error ' + error.toString ());
}
return this.safeOrder ({ 'id': id }, market);
}

async fetchOrder (id: string, symbol: Str = undefined, params = {}) {
Expand Down
19 changes: 9 additions & 10 deletions ts/src/pro/kraken.ts
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Expand Up @@ -1265,12 +1265,15 @@ export default class kraken extends krakenRest {
wsName = this.safeString (description, 'pair', wsName);
market = this.safeValue (this.options['marketsByWsName'], wsName, market);
let symbol = undefined;
const timestamp = this.safeTimestamp (order, 'opentm');
amount = this.safeString (order, 'vol', amount);
const timestamp = this.safeTimestamp2 (order, 'lastupdated', 'opentm');
amount = this.safeString2 (order, 'volume', 'vol', amount);
const filled = this.safeString (order, 'vol_exec');
let fee = undefined;
const cost = this.safeString (order, 'cost');
price = this.safeString (description, 'price', price);
price = this.safeString (order, 'price', price);
if ((price === undefined) || (Precise.stringEq (price, '0.0'))) {
price = this.safeString (description, 'price', price);
}
if ((price === undefined) || (Precise.stringEq (price, '0.0'))) {
price = this.safeString (description, 'price2');
}
Expand All @@ -1281,17 +1284,13 @@ export default class kraken extends krakenRest {
if (market !== undefined) {
symbol = market['symbol'];
if ('fee' in order) {
const flags = order['oflags'];
const feeCost = this.safeString (order, 'fee');
fee = {
'cost': feeCost,
'rate': undefined,
};
if (flags.indexOf ('fciq') >= 0) {
fee['currency'] = market['quote'];
} else if (flags.indexOf ('fcib') >= 0) {
fee['currency'] = market['base'];
}
// Fee currency should always be in quote
fee['currency'] = market['quote'];
}
}
const status = this.parseOrderStatus (this.safeString (order, 'status'));
Expand All @@ -1300,7 +1299,7 @@ export default class kraken extends krakenRest {
const txid = this.safeValue (order, 'txid');
id = this.safeString (txid, 0);
}
const clientOrderId = this.safeString (order, 'userref');
const clientOrderId = this.safeStringN (order, [ 'cl_ord_id', 'userref', 'newuserref' ]);
const rawTrades = this.safeValue (order, 'trades');
let trades = undefined;
if (rawTrades !== undefined) {
Expand Down