@3rd-eye-labs/openmm 0.0.1 → 0.1.0

package/dist/exchanges/kraken/kraken-data-mapper.js

@@ -0,0 +1,169 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.KrakenDataMapper = void 0;
+const kraken_utils_1 = require("./kraken-utils");
+class KrakenDataMapper {
+    mapBalance(balances) {
+        const result = {};
+        for (const [krakenAsset, amount] of Object.entries(balances)) {
+            const total = parseFloat(amount);
+            const standardAsset = kraken_utils_1.KrakenUtils.fromKrakenAsset(krakenAsset);
+            result[standardAsset] = {
+                asset: standardAsset,
+                free: total,
+                used: 0,
+                total,
+                available: total,
+            };
+        }
+        return result;
+    }
+    mapTicker(data) {
+        const ask = data.a;
+        const bid = data.b;
+        const last = data.c;
+        const volume = data.v;
+        return {
+            symbol: '',
+            bid: parseFloat(bid[0]),
+            ask: parseFloat(ask[0]),
+            last: parseFloat(last[0]),
+            baseVolume: parseFloat(volume[1]),
+            quoteVolume: parseFloat(volume[0]),
+            timestamp: Date.now(),
+        };
+    }
+    mapOrderBook(data) {
+        const asks = data.asks.map(([price, volume]) => ({
+            price: parseFloat(price),
+            amount: parseFloat(volume),
+        }));
+        const bids = data.bids.map(([price, volume]) => ({
+            price: parseFloat(price),
+            amount: parseFloat(volume),
+        }));
+        return {
+            symbol: '',
+            bids,
+            asks,
+            timestamp: Date.now(),
+        };
+    }
+    mapTrade(trade) {
+        const tradeArray = trade;
+        const [price, volume, time, side] = tradeArray;
+        return {
+            id: time.toString(),
+            symbol: '',
+            price: parseFloat(price),
+            amount: parseFloat(volume),
+            side: side === 'b' ? 'buy' : 'sell',
+            timestamp: kraken_utils_1.KrakenUtils.parseTimestamp(time),
+        };
+    }
+    mapTrades(trades) {
+        return trades.map(([price, volume, time, side]) => ({
+            id: time.toString(),
+            symbol: '',
+            price: parseFloat(price),
+            amount: parseFloat(volume),
+            side: side === 'b' ? 'buy' : 'sell',
+            timestamp: kraken_utils_1.KrakenUtils.parseTimestamp(time),
+        }));
+    }
+    mapOrder(order) {
+        const descr = order.descr;
+        const status = kraken_utils_1.KrakenUtils.mapOrderStatus(order.status);
+        const side = kraken_utils_1.KrakenUtils.fromKrakenOrderSide(descr.type.startsWith('buy') ? 'buy' : 'sell');
+        const type = kraken_utils_1.KrakenUtils.fromKrakenOrderType(descr.ordertype);
+        return {
+            id: order.txid,
+            symbol: descr.pair,
+            type,
+            side,
+            price: parseFloat(descr.price || '0'),
+            amount: parseFloat(order.vol),
+            filled: parseFloat(order.vol_exec),
+            remaining: parseFloat(order.vol) - parseFloat(order.vol_exec),
+            status,
+            timestamp: kraken_utils_1.KrakenUtils.parseTimestamp(order.opentm),
+        };
+    }
+    mapWebSocketTicker(data) {
+        return {
+            symbol: '',
+            bid: parseFloat(data.bid || '0'),
+            ask: parseFloat(data.ask || '0'),
+            last: parseFloat(data.last || '0'),
+            baseVolume: parseFloat(data.volume || '0'),
+            quoteVolume: parseFloat(data.volume_quote || '0'),
+            timestamp: typeof data.timestamp === 'number' ? data.timestamp : Date.now(),
+        };
+    }
+    mapWebSocketOrderBook(data) {
+        const asks = (data.asks || []).map((ask) => ({
+            price: parseFloat(ask.price || ask[0]),
+            amount: parseFloat(ask.qty || ask[1]),
+        }));
+        const bids = (data.bids || []).map((bid) => ({
+            price: parseFloat(bid.price || bid[0]),
+            amount: parseFloat(bid.qty || bid[1]),
+        }));
+        return {
+            symbol: '',
+            bids,
+            asks,
+            timestamp: typeof data.timestamp === 'number' ? data.timestamp : Date.now(),
+        };
+    }
+    mapWebSocketTrade(data) {
+        return {
+            id: data.trade_id || data.ord_id || Date.now().toString(),
+            symbol: '',
+            price: parseFloat(data.price),
+            amount: parseFloat(data.qty || data.volume || '0'),
+            side: data.side === 'buy' ? 'buy' : 'sell',
+            timestamp: typeof data.timestamp === 'number' ? data.timestamp : Date.now(),
+        };
+    }
+    mapWebSocketOrder(data) {
+        const rawStatus = data.order_status || data.ord_status || data.status || 'open';
+        const status = kraken_utils_1.KrakenUtils.mapOrderStatus(rawStatus);
+        const symbol = data.symbol ? kraken_utils_1.KrakenUtils.fromKrakenSymbol(data.symbol) : '';
+        const cumQty = typeof data.cum_qty === 'number' ? data.cum_qty : parseFloat(data.cum_qty || '0');
+        const filled = cumQty || parseFloat(data.cum_exec_qty || data.exec_qty || data.filled_qty || '0');
+        let amount = parseFloat(data.order_qty || data.qty || '0');
+        if (amount === 0 && filled > 0) {
+            amount = filled;
+        }
+        const remaining = amount > 0 ? Math.max(0, amount - filled) : 0;
+        let finalStatus = status;
+        if (data.order_status === 'filled' || data.exec_type === 'filled') {
+            finalStatus = 'filled';
+        }
+        else if (data.order_status === 'partially_filled' ||
+            (data.exec_type === 'trade' && filled > 0 && filled < amount)) {
+            finalStatus = 'partially_filled';
+        }
+        else if (data.order_status === 'new' || data.exec_type === 'new') {
+            finalStatus = 'open';
+        }
+        else if (data.order_status === 'canceled' || data.exec_type === 'canceled') {
+            finalStatus = 'cancelled';
+        }
+        return {
+            id: data.order_id || data.ord_id || data.orderId || Date.now().toString(),
+            symbol,
+            type: data.order_type === 'market' ? 'market' : 'limit',
+            side: data.side === 'buy' ? 'buy' : 'sell',
+            price: parseFloat(data.avg_price ? String(data.avg_price) : data.limit_price || data.price || '0'),
+            amount,
+            filled,
+            remaining,
+            status: finalStatus,
+            timestamp: typeof data.timestamp === 'number' ? data.timestamp : Date.now(),
+        };
+    }
+}
+exports.KrakenDataMapper = KrakenDataMapper;
+//# sourceMappingURL=kraken-data-mapper.js.map

package/dist/exchanges/kraken/kraken-data-mapper.js.map

@@ -0,0 +1 @@
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package/dist/exchanges/kraken/kraken-utils.d.ts

@@ -0,0 +1,52 @@
+/**
+ * Kraken Utility Functions
+ * Symbol conversion, error mapping, and validation utilities
+ */
+export declare class KrakenUtils {
+    /**
+     * Convert symbol from standard format to Kraken format
+     * Standard: BTC/USD → Kraken: XXBTZUSD or XBTUSD
+     * Standard: ETH/USD → Kraken: XETHZUSD
+     */
+    static toKrakenSymbol(symbol: string): string;
+    /**
+     * Convert symbol from Kraken format to standard format
+     * Kraken: XXBTZUSD → Standard: BTC/USD
+     * Kraken: XETHZEUR → Standard: ETH/EUR
+     */
+    static fromKrakenSymbol(krakenSymbol: string): string;
+    /**
+     * Map Kraken error codes to standardized error messages
+     *
+     * Kraken error format: { error: ["EAPI:Invalid key", "EGeneral:Invalid arguments"] }
+     */
+    static mapErrorMessage(krakenError: unknown): string;
+    /**
+     * Parse timestamp from Kraken response
+     * Kraken uses seconds (as number) for timestamps
+     */
+    static parseTimestamp(timestamp: string | number): number;
+    /**
+     * Convert order side from Kraken format
+     * Kraken: buy/sell → Standard: buy/sell
+     */
+    static fromKrakenOrderSide(side: string): 'buy' | 'sell';
+    /**
+     * Convert order type from Kraken format
+     * Kraken: limit/market → Standard: limit/market
+     */
+    static fromKrakenOrderType(type: string): 'limit' | 'market';
+    /**
+     * Map Kraken order status to standard format
+     */
+    static mapOrderStatus(status: string): 'open' | 'filled' | 'cancelled' | 'rejected' | 'partially_filled';
+    /**
+     * Convert Kraken asset name to standard asset name
+     * Kraken: ZEUR → Standard: EUR
+     * Kraken: ZUSD → Standard: USD
+     * Kraken: XXBT → Standard: BTC
+     * Kraken: ADA → Standard: ADA (Cardano native token)
+     */
+    static fromKrakenAsset(krakenAsset: string): string;
+}
+//# sourceMappingURL=kraken-utils.d.ts.map

package/dist/exchanges/kraken/kraken-utils.d.ts.map

@@ -0,0 +1 @@
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package/dist/exchanges/kraken/kraken-utils.js

@@ -0,0 +1,206 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.KrakenUtils = void 0;
+/**
+ * Kraken Utility Functions
+ * Symbol conversion, error mapping, and validation utilities
+ */
+class KrakenUtils {
+    /**
+     * Convert symbol from standard format to Kraken format
+     * Standard: BTC/USD → Kraken: XXBTZUSD or XBTUSD
+     * Standard: ETH/USD → Kraken: XETHZUSD
+     */
+    static toKrakenSymbol(symbol) {
+        const [base, quote] = symbol.split('/');
+        const baseMap = {
+            BTC: 'XBT',
+            DOGE: 'XDG',
+        };
+        const mappedBase = baseMap[base] || base;
+        if ((mappedBase === 'XBT' || base === 'ETH') && (quote === 'USD' || quote === 'EUR')) {
+            return `X${mappedBase}Z${quote}`;
+        }
+        if (quote === 'USDC' || quote === 'USDT' || quote === 'DAI') {
+            return `${mappedBase}${quote}`;
+        }
+        return `${mappedBase}${quote}`;
+    }
+    /**
+     * Convert symbol from Kraken format to standard format
+     * Kraken: XXBTZUSD → Standard: BTC/USD
+     * Kraken: XETHZEUR → Standard: ETH/EUR
+     */
+    static fromKrakenSymbol(krakenSymbol) {
+        const symbolMap = {
+            XXBTZUSD: 'BTC/USD',
+            XETHZUSD: 'ETH/USD',
+            XXBTZEUR: 'BTC/EUR',
+            XETHZEUR: 'ETH/EUR',
+            XBTUSD: 'BTC/USD',
+            ETHUSD: 'ETH/USD',
+            XBTEUR: 'BTC/EUR',
+            ETHEUR: 'ETH/EUR',
+        };
+        if (symbolMap[krakenSymbol]) {
+            return symbolMap[krakenSymbol];
+        }
+        const xzMatch = krakenSymbol.match(/^X([A-Z]{3})Z([A-Z]{3})$/);
+        if (xzMatch) {
+            const base = xzMatch[1] === 'XBT' ? 'BTC' : xzMatch[1];
+            const quote = xzMatch[2];
+            return `${base}/${quote}`;
+        }
+        const simpleMatch = krakenSymbol.match(/^([A-Z]{3,4})([A-Z]{3,4})$/);
+        if (simpleMatch) {
+            const base = simpleMatch[1] === 'XBT' ? 'BTC' : simpleMatch[1];
+            const quote = simpleMatch[2];
+            return `${base}/${quote}`;
+        }
+        return krakenSymbol;
+    }
+    /**
+     * Map Kraken error codes to standardized error messages
+     *
+     * Kraken error format: { error: ["EAPI:Invalid key", "EGeneral:Invalid arguments"] }
+     */
+    static mapErrorMessage(krakenError) {
+        if (!krakenError)
+            return 'Unknown error';
+        if (Array.isArray(krakenError)) {
+            return krakenError.join(', ');
+        }
+        const error = krakenError;
+        const errorMessages = error.error || [];
+        if (errorMessages.length === 0) {
+            return typeof krakenError === 'string' ? krakenError : 'Unknown error';
+        }
+        const errorMap = {
+            // API errors
+            'EAPI:Invalid key': 'Invalid API key',
+            'EAPI:Invalid signature': 'Invalid signature',
+            'EAPI:Invalid nonce': 'Invalid or duplicate nonce',
+            'EAPI:Invalid arguments': 'Invalid arguments provided',
+            'EAPI:Feature disabled': 'Feature is disabled',
+            // Permission errors
+            'EGeneral:Permission denied': 'Permission denied for this operation',
+            'EGeneral:Invalid arguments': 'Invalid arguments',
+            // Order errors
+            'EOrder:Invalid order': 'Invalid order',
+            'EOrder:Unknown order': 'Order not found',
+            'EOrder:Invalid price': 'Invalid price',
+            'EOrder:Invalid volume': 'Invalid volume',
+            'EOrder:Order minimum not met': 'Order minimum not met',
+            'EOrder:Order limits exceeded': 'Order limits exceeded',
+            'EOrder:Insufficient funds': 'Insufficient funds',
+            'EOrder:Insufficient margin': 'Insufficient margin',
+            'EOrder:Position limit exceeded': 'Position limit exceeded',
+            'EOrder:Margin allowance exceeded': 'Margin allowance exceeded',
+            // Trading errors
+            'ETrade:Invalid pair': 'Invalid trading pair',
+            'ETrade:Market closed': 'Market is closed',
+            // Service errors
+            'EService:Unavailable': 'Service temporarily unavailable',
+            'EService:Busy': 'Service is busy, try again later',
+            'EService:Market in cancel only mode': 'Market in cancel-only mode',
+            'EService:Market in post only mode': 'Market in post-only mode',
+            // Database errors
+            'EDatabase:Internal error': 'Internal database error',
+            'EDatabase:Unavailable': 'Database unavailable',
+            // Network errors
+            'ENetwork:Timeout': 'Network timeout',
+            'ENetwork:Unavailable': 'Network unavailable',
+            // General errors
+            'EGeneral:Unknown method': 'Unknown method',
+            'EGeneral:Invalid method': 'Invalid method',
+            'EGeneral:Internal error': 'Internal error',
+            'EGeneral:Rate limit': 'Rate limit exceeded',
+        };
+        const mappedErrors = errorMessages.map(errorMsg => {
+            if (errorMap[errorMsg]) {
+                return errorMap[errorMsg];
+            }
+            for (const [key, value] of Object.entries(errorMap)) {
+                if (errorMsg.includes(key.split(':')[0])) {
+                    return value;
+                }
+            }
+            return errorMsg;
+        });
+        return `Kraken Error: ${mappedErrors.join(', ')}`;
+    }
+    /**
+     * Parse timestamp from Kraken response
+     * Kraken uses seconds (as number) for timestamps
+     */
+    static parseTimestamp(timestamp) {
+        const ts = typeof timestamp === 'string' ? parseFloat(timestamp) : timestamp;
+        if (ts < 10000000000) {
+            return Math.floor(ts * 1000);
+        }
+        return Math.floor(ts);
+    }
+    /**
+     * Convert order side from Kraken format
+     * Kraken: buy/sell → Standard: buy/sell
+     */
+    static fromKrakenOrderSide(side) {
+        return side.toLowerCase();
+    }
+    /**
+     * Convert order type from Kraken format
+     * Kraken: limit/market → Standard: limit/market
+     */
+    static fromKrakenOrderType(type) {
+        return type.toLowerCase();
+    }
+    /**
+     * Map Kraken order status to standard format
+     */
+    static mapOrderStatus(status) {
+        const statusMap = {
+            pending: 'open',
+            new: 'open',
+            open: 'open',
+            closed: 'filled',
+            canceled: 'cancelled',
+            expired: 'cancelled',
+            'partially-filled': 'partially_filled',
+        };
+        return statusMap[status.toLowerCase()] || 'rejected';
+    }
+    /**
+     * Convert Kraken asset name to standard asset name
+     * Kraken: ZEUR → Standard: EUR
+     * Kraken: ZUSD → Standard: USD
+     * Kraken: XXBT → Standard: BTC
+     * Kraken: ADA → Standard: ADA (Cardano native token)
+     */
+    static fromKrakenAsset(krakenAsset) {
+        const assetMap = {
+            ZEUR: 'EUR',
+            ZUSD: 'USD',
+            ZGBP: 'GBP',
+            XXBT: 'BTC',
+            XETH: 'ETH',
+            ADA: 'ADA',
+            USDT: 'USDT',
+            USDC: 'USDC',
+        };
+        if (assetMap[krakenAsset]) {
+            return assetMap[krakenAsset];
+        }
+        if (krakenAsset.startsWith('Z') && krakenAsset.length === 4) {
+            return krakenAsset.substring(1); // ZSNEK → SNEK, ZNIGHT → NIGHT
+        }
+        if (krakenAsset.startsWith('X') && krakenAsset.length === 4) {
+            return krakenAsset.substring(1); // XSNEK → SNEK
+        }
+        if (krakenAsset.startsWith('XX') && krakenAsset.length === 5) {
+            return krakenAsset.substring(2); // XXSNEK → SNEK
+        }
+        return krakenAsset;
+    }
+}
+exports.KrakenUtils = KrakenUtils;
+//# sourceMappingURL=kraken-utils.js.map

package/dist/exchanges/kraken/kraken-utils.js.map

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package/dist/exchanges/kraken/kraken-websocket.d.ts

@@ -0,0 +1,64 @@
+import { OrderBook, Ticker, Trade, WebSocketStatus, Order } from '../../types';
+export declare class KrakenWebSocket {
+    private ws?;
+    private privateWs?;
+    private subscriptions;
+    private status;
+    private privateStatus;
+    private readonly publicWsUrl;
+    private readonly privateWsUrl;
+    private logger;
+    private reconnectTimer?;
+    private pingTimer?;
+    private privatePingTimer?;
+    private reconnectAttempts;
+    private maxReconnectAttempts;
+    private reconnectDelay;
+    private autoReconnect;
+    private pingInterval;
+    private readonly dataMapper;
+    private nextReqId;
+    private authToken?;
+    private auth?;
+    private pendingCancelRequests;
+    constructor(publicWsUrl?: string, privateWsUrl?: string);
+    setCredentials(apiKey: string, apiSecret: string): void;
+    connectWebSocket(): Promise<void>;
+    private onOpen;
+    private onClose;
+    private onError;
+    private onMessage;
+    private handleSubscriptionResponse;
+    private processMarketData;
+    private handleTickerData;
+    private handleOrderBookData;
+    private handleTradeData;
+    subscribeTicker(symbol: string, callback: (ticker: Ticker) => void): Promise<string>;
+    subscribeOrderBook(symbol: string, callback: (orderbook: OrderBook) => void): Promise<string>;
+    subscribeTrades(symbol: string, callback: (trade: Trade) => void): Promise<string>;
+    unsubscribe(subscriptionId: string): Promise<void>;
+    connectPrivateWebSocket(): Promise<void>;
+    private onPrivateOpen;
+    private authenticatePrivateWebSocket;
+    private onPrivateClose;
+    private onPrivateError;
+    private onPrivateMessage;
+    private handleUserOrderUpdate;
+    private handleCancelAllResponse;
+    subscribeUserOrders(callback: (order: Order) => void): Promise<string>;
+    subscribeUserTrades(callback: (trade: Trade) => void): Promise<string>;
+    cancelAllOrders(symbol?: string): Promise<void>;
+    private startPing;
+    private stopPing;
+    private startPrivatePing;
+    private stopPrivatePing;
+    private scheduleReconnect;
+    private resubscribeAll;
+    private getNextReqId;
+    disconnectWebSocket(): Promise<void>;
+    disconnectPrivateWebSocket(): Promise<void>;
+    isConnected(): boolean;
+    isPrivateConnected(): boolean;
+    getStatus(): WebSocketStatus;
+}
+//# sourceMappingURL=kraken-websocket.d.ts.map

package/dist/exchanges/kraken/kraken-websocket.d.ts.map

@@ -0,0 +1 @@
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