@3rd-eye-labs/openmm 0.0.1 → 0.1.1

package/dist/exchanges/kraken/kraken-auth.js

@@ -0,0 +1,68 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.KrakenAuth = void 0;
+const crypto_1 = __importDefault(require("crypto"));
+const utils_1 = require("../../utils");
+class KrakenAuth {
+    constructor(credentials) {
+        this.logger = (0, utils_1.createLogger)('kraken-auth');
+        if (!credentials.apiKey || !credentials.secret) {
+            throw new Error('API key and secret are required for Kraken');
+        }
+        this.apiKey = credentials.apiKey;
+        this.apiSecret = credentials.secret;
+    }
+    getNonce() {
+        return Date.now().toString();
+    }
+    signMessage(path, nonce, postData) {
+        const message = path +
+            crypto_1.default
+                .createHash('sha256')
+                .update(nonce + postData)
+                .digest('binary');
+        const secret = Buffer.from(this.apiSecret, 'base64');
+        const hmac = crypto_1.default.createHmac('sha512', secret);
+        hmac.update(message, 'binary');
+        return hmac.digest('base64');
+    }
+    getHeaders(path, nonce, postData) {
+        return {
+            'API-Key': this.apiKey,
+            'API-Sign': this.signMessage(path, nonce, postData),
+            'Content-Type': 'application/x-www-form-urlencoded',
+        };
+    }
+    async makeRequest(url, path, params = {}, method = 'POST') {
+        const nonce = this.getNonce();
+        const bodyParams = { nonce, ...params };
+        const postData = new URLSearchParams(bodyParams).toString();
+        const headers = this.getHeaders(path, nonce, postData);
+        try {
+            const response = await fetch(url, {
+                method,
+                headers,
+                body: method === 'POST' ? postData : undefined,
+            });
+            const data = await response.json();
+            if (data.error && data.error.length > 0) {
+                throw new Error(`Kraken API error: ${data.error.join(', ')}`);
+            }
+            return data.result;
+        }
+        catch (error) {
+            this.logger.error('Request failed', {
+                method,
+                path,
+                params,
+                error: error instanceof Error ? error.message : error,
+            });
+            throw error;
+        }
+    }
+}
+exports.KrakenAuth = KrakenAuth;
+//# sourceMappingURL=kraken-auth.js.map

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

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

@@ -0,0 +1,38 @@
+import { BaseExchangeConnector } from '../../core/exchange/base-exchange-connector';
+import { Order, OrderBook, Ticker, Trade, OrderType, OrderSide, Balance, WebSocketStatus } from '../../types';
+export declare class KrakenConnector extends BaseExchangeConnector {
+    private auth?;
+    private webSocket?;
+    private readonly baseUrl;
+    private readonly dataMapper;
+    private logger;
+    private userOrderSubscriptionId?;
+    private userTradeSubscriptionId?;
+    constructor();
+    connect(): Promise<void>;
+    disconnect(): Promise<void>;
+    getBalance(): Promise<Record<string, Balance>>;
+    createOrder(symbol: string, type: OrderType, side: OrderSide, amount: number, price?: number): Promise<Order>;
+    cancelOrder(orderId: string, symbol?: string): Promise<void>;
+    cancelAllOrders(symbol?: string): Promise<void>;
+    getOrder(orderId: string, symbol?: string): Promise<Order>;
+    getOpenOrders(symbol?: string): Promise<Order[]>;
+    getTicker(symbol: string): Promise<Ticker>;
+    getOrderBook(symbol: string): Promise<OrderBook>;
+    getRecentTrades(symbol: string, count?: number): Promise<Trade[]>;
+    connectWebSocket(): Promise<void>;
+    disconnectWebSocket(): Promise<void>;
+    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>;
+    subscribeOrders(callback: (order: Order) => void): Promise<string>;
+    unsubscribe(subscriptionId: string): Promise<void>;
+    isWebSocketConnected(): boolean;
+    getWebSocketStatus(): WebSocketStatus;
+    connectUserDataStream(): Promise<void>;
+    disconnectUserDataStream(): Promise<void>;
+    subscribeUserOrders(callback: (order: Order) => void): Promise<string>;
+    subscribeUserTrades(callback: (trade: Trade) => void): Promise<string>;
+    isUserDataStreamConnected(): boolean;
+}
+//# sourceMappingURL=kraken-connector.d.ts.map

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

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

@@ -0,0 +1,355 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.KrakenConnector = void 0;
+const base_exchange_connector_1 = require("../../core/exchange/base-exchange-connector");
+const kraken_auth_1 = require("./kraken-auth");
+const kraken_data_mapper_1 = require("./kraken-data-mapper");
+const kraken_utils_1 = require("./kraken-utils");
+const kraken_websocket_1 = require("./kraken-websocket");
+const utils_1 = require("../../utils");
+const utils_2 = require("../../utils");
+const environment_1 = __importDefault(require("../../config/environment"));
+class KrakenConnector extends base_exchange_connector_1.BaseExchangeConnector {
+    constructor() {
+        super('kraken', 'Kraken');
+        this.dataMapper = new kraken_data_mapper_1.KrakenDataMapper();
+        this.logger = (0, utils_1.createLogger)('kraken-connector');
+        this.baseUrl = 'https://api.kraken.com';
+        this.setCredentials({
+            apiKey: environment_1.default.kraken?.apiKey || '',
+            secret: environment_1.default.kraken?.secret || '',
+        });
+    }
+    async connect() {
+        try {
+            const credentials = this.getCredentials();
+            this.auth = new kraken_auth_1.KrakenAuth(credentials);
+            this.connected = true;
+            this.logger.info('Connected to Kraken REST API');
+        }
+        catch (error) {
+            this.handleError(error, 'connect');
+        }
+    }
+    async disconnect() {
+        this.connected = false;
+        this.logger.info('Disconnected from Kraken REST API');
+    }
+    async getBalance() {
+        if (!this.auth)
+            throw new Error('Not authenticated');
+        try {
+            const result = await this.auth.makeRequest(`${this.baseUrl}/0/private/Balance`, '/0/private/Balance');
+            return this.dataMapper.mapBalance(result);
+        }
+        catch (error) {
+            this.handleError(error, 'getBalance');
+        }
+    }
+    async createOrder(symbol, type, side, amount, price) {
+        if (!this.auth)
+            throw new Error('Not authenticated');
+        try {
+            const params = utils_2.ExchangeUtils.createKrakenOrderParams(symbol, type, side, amount, price);
+            const result = await this.auth.makeRequest(`${this.baseUrl}/0/private/AddOrder`, '/0/private/AddOrder', params);
+            const orderInfo = result;
+            const orderIds = orderInfo.txid;
+            if (!orderIds || orderIds.length === 0) {
+                throw new Error('No order ID returned from Kraken');
+            }
+            // Wait a moment for the order to be available in the system
+            await new Promise(resolve => setTimeout(resolve, 1000));
+            try {
+                return await this.getOrder(orderIds[0], symbol);
+            }
+            catch (error) {
+                return {
+                    id: orderIds[0],
+                    symbol,
+                    type,
+                    side,
+                    price: price || 0,
+                    amount,
+                    filled: 0,
+                    remaining: amount,
+                    status: 'open',
+                    timestamp: Date.now(),
+                };
+            }
+        }
+        catch (error) {
+            this.handleError(error, 'createOrder');
+        }
+    }
+    async cancelOrder(orderId, symbol) {
+        if (!this.auth)
+            throw new Error('Not authenticated');
+        try {
+            await this.auth.makeRequest(`${this.baseUrl}/0/private/CancelOrder`, '/0/private/CancelOrder', { txid: orderId });
+            this.logger.info(`Order ${orderId} canceled`);
+        }
+        catch (error) {
+            this.handleError(error, 'cancelOrder');
+        }
+    }
+    async cancelAllOrders(symbol) {
+        // Try WebSocket v2 cancel_all first
+        if (this.webSocket && this.webSocket.isPrivateConnected()) {
+            try {
+                await this.webSocket.cancelAllOrders(symbol);
+                this.logger.info(symbol
+                    ? `All orders for ${symbol} cancelled via WebSocket`
+                    : 'All orders cancelled via WebSocket');
+                return;
+            }
+            catch (wsError) {
+                this.logger.warn('WebSocket cancel_all failed, falling back to REST API', {
+                    error: wsError,
+                });
+            }
+        }
+        // Fallback to REST API
+        if (!this.auth)
+            throw new Error('Not authenticated');
+        try {
+            const params = {};
+            if (symbol) {
+                params.pair = kraken_utils_1.KrakenUtils.toKrakenSymbol(symbol);
+            }
+            await this.auth.makeRequest(`${this.baseUrl}/0/private/CancelAll`, '/0/private/CancelAll', params);
+            this.logger.info(symbol ? `All orders for ${symbol} canceled` : 'All orders canceled');
+        }
+        catch (error) {
+            this.handleError(error, 'cancelAllOrders');
+        }
+    }
+    async getOrder(orderId, symbol) {
+        if (!this.auth)
+            throw new Error('Not authenticated');
+        try {
+            const result = await this.auth.makeRequest(`${this.baseUrl}/0/private/QueryOrders`, '/0/private/QueryOrders', { txid: orderId });
+            const orders = result;
+            const order = orders[orderId];
+            if (!order) {
+                throw new Error(`Order ${orderId} not found`);
+            }
+            const mapped = this.dataMapper.mapOrder({ ...order, txid: orderId });
+            if (symbol) {
+                mapped.symbol = symbol;
+            }
+            else {
+                const descr = order.descr;
+                mapped.symbol = kraken_utils_1.KrakenUtils.fromKrakenSymbol(descr.pair);
+            }
+            return mapped;
+        }
+        catch (error) {
+            this.handleError(error, 'getOrder');
+        }
+    }
+    async getOpenOrders(symbol) {
+        if (!this.auth)
+            throw new Error('Not authenticated');
+        try {
+            const result = await this.auth.makeRequest(`${this.baseUrl}/0/private/OpenOrders`, '/0/private/OpenOrders');
+            // Kraken returns { open: { ...orders } } structure
+            const response = result;
+            const openOrders = response.open || response;
+            if (!openOrders || typeof openOrders !== 'object' || Object.keys(openOrders).length === 0) {
+                return [];
+            }
+            const mappedOrders = Object.entries(openOrders)
+                .filter(([, order]) => order && typeof order === 'object')
+                .map(([txid, order]) => {
+                const mapped = this.dataMapper.mapOrder({ ...order, txid });
+                const descr = order.descr;
+                if (descr && descr.pair) {
+                    mapped.symbol = kraken_utils_1.KrakenUtils.fromKrakenSymbol(descr.pair);
+                }
+                return mapped;
+            });
+            if (symbol) {
+                return mappedOrders.filter(order => order.symbol === symbol);
+            }
+            return mappedOrders;
+        }
+        catch (error) {
+            this.handleError(error, 'getOpenOrders');
+        }
+    }
+    async getTicker(symbol) {
+        const krakenSymbol = kraken_utils_1.KrakenUtils.toKrakenSymbol(symbol);
+        try {
+            const response = await fetch(`${this.baseUrl}/0/public/Ticker?pair=${krakenSymbol}`);
+            const data = await response.json();
+            if (data.error && data.error.length > 0) {
+                throw new Error(kraken_utils_1.KrakenUtils.mapErrorMessage(data.error));
+            }
+            const tickerData = Object.values(data.result)[0];
+            const ticker = this.dataMapper.mapTicker(tickerData);
+            ticker.symbol = symbol;
+            return ticker;
+        }
+        catch (error) {
+            this.handleError(error, 'getTicker');
+        }
+    }
+    async getOrderBook(symbol) {
+        const krakenSymbol = kraken_utils_1.KrakenUtils.toKrakenSymbol(symbol);
+        try {
+            const response = await fetch(`${this.baseUrl}/0/public/Depth?pair=${krakenSymbol}&count=100`);
+            const data = await response.json();
+            if (data.error && data.error.length > 0) {
+                throw new Error(kraken_utils_1.KrakenUtils.mapErrorMessage(data.error));
+            }
+            const bookData = Object.values(data.result)[0];
+            const orderBook = this.dataMapper.mapOrderBook(bookData);
+            orderBook.symbol = symbol;
+            return orderBook;
+        }
+        catch (error) {
+            this.handleError(error, 'getOrderBook');
+        }
+    }
+    async getRecentTrades(symbol, count = 1000) {
+        const krakenSymbol = kraken_utils_1.KrakenUtils.toKrakenSymbol(symbol);
+        try {
+            const response = await fetch(`${this.baseUrl}/0/public/Trades?pair=${krakenSymbol}&count=${count}`);
+            const data = await response.json();
+            if (data.error && data.error.length > 0) {
+                throw new Error(kraken_utils_1.KrakenUtils.mapErrorMessage(data.error));
+            }
+            const tradesData = Object.values(data.result)[0];
+            const trades = this.dataMapper.mapTrades(tradesData);
+            trades.forEach(trade => (trade.symbol = symbol));
+            return trades;
+        }
+        catch (error) {
+            this.handleError(error, 'getRecentTrades');
+        }
+    }
+    async connectWebSocket() {
+        try {
+            if (this.webSocket?.isConnected()) {
+                return;
+            }
+            if (!this.webSocket) {
+                this.webSocket = new kraken_websocket_1.KrakenWebSocket();
+                const credentials = this.getCredentials();
+                if (credentials.apiKey && credentials.secret) {
+                    this.webSocket.setCredentials(credentials.apiKey, credentials.secret);
+                }
+            }
+            await this.webSocket.connectWebSocket();
+            this.logger.info('Connected to Kraken WebSocket');
+        }
+        catch (error) {
+            this.handleError(error, 'connectWebSocket');
+        }
+    }
+    async disconnectWebSocket() {
+        try {
+            if (!this.webSocket) {
+                return;
+            }
+            await this.webSocket.disconnectWebSocket();
+            this.webSocket = undefined;
+            this.logger.info('Disconnected from Kraken WebSocket');
+        }
+        catch (error) {
+            this.handleError(error, 'disconnectWebSocket');
+        }
+    }
+    async subscribeTicker(symbol, callback) {
+        if (!this.webSocket || !this.webSocket.isConnected()) {
+            await this.connectWebSocket();
+        }
+        return this.webSocket.subscribeTicker(symbol, callback);
+    }
+    async subscribeOrderBook(symbol, callback) {
+        if (!this.webSocket || !this.webSocket.isConnected()) {
+            await this.connectWebSocket();
+        }
+        return this.webSocket.subscribeOrderBook(symbol, callback);
+    }
+    async subscribeTrades(symbol, callback) {
+        if (!this.webSocket || !this.webSocket.isConnected()) {
+            await this.connectWebSocket();
+        }
+        return this.webSocket.subscribeTrades(symbol, callback);
+    }
+    async subscribeOrders(callback) {
+        throw new Error('Orders subscription requires user data stream - use subscribeUserOrders');
+    }
+    async unsubscribe(subscriptionId) {
+        if (!this.webSocket) {
+            throw new Error('WebSocket not connected');
+        }
+        await this.webSocket.unsubscribe(subscriptionId);
+    }
+    isWebSocketConnected() {
+        return this.webSocket?.isConnected() || false;
+    }
+    getWebSocketStatus() {
+        return this.webSocket?.getStatus() || 'disconnected';
+    }
+    async connectUserDataStream() {
+        try {
+            if (this.webSocket?.isPrivateConnected()) {
+                return;
+            }
+            if (!this.webSocket) {
+                this.webSocket = new kraken_websocket_1.KrakenWebSocket();
+                const credentials = this.getCredentials();
+                this.webSocket.setCredentials(credentials.apiKey, credentials.secret);
+            }
+            await this.webSocket.connectPrivateWebSocket();
+            this.logger.info('Connected to Kraken private WebSocket');
+        }
+        catch (error) {
+            this.handleError(error, 'connectUserDataStream');
+        }
+    }
+    async disconnectUserDataStream() {
+        try {
+            if (!this.webSocket) {
+                return;
+            }
+            if (this.userOrderSubscriptionId) {
+                await this.webSocket.unsubscribe(this.userOrderSubscriptionId);
+                this.userOrderSubscriptionId = undefined;
+            }
+            if (this.userTradeSubscriptionId) {
+                await this.webSocket.unsubscribe(this.userTradeSubscriptionId);
+                this.userTradeSubscriptionId = undefined;
+            }
+            await this.webSocket.disconnectPrivateWebSocket();
+            this.logger.info('Disconnected from Kraken private WebSocket');
+        }
+        catch (error) {
+            this.handleError(error, 'disconnectUserDataStream');
+        }
+    }
+    async subscribeUserOrders(callback) {
+        if (!this.webSocket || !this.webSocket.isPrivateConnected()) {
+            await this.connectUserDataStream();
+        }
+        this.userOrderSubscriptionId = await this.webSocket.subscribeUserOrders(callback);
+        return this.userOrderSubscriptionId;
+    }
+    async subscribeUserTrades(callback) {
+        if (!this.webSocket || !this.webSocket.isPrivateConnected()) {
+            await this.connectUserDataStream();
+        }
+        this.userTradeSubscriptionId = await this.webSocket.subscribeUserTrades(callback);
+        return this.userTradeSubscriptionId;
+    }
+    isUserDataStreamConnected() {
+        return this.webSocket?.isPrivateConnected() || false;
+    }
+}
+exports.KrakenConnector = KrakenConnector;
+//# sourceMappingURL=kraken-connector.js.map

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

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

@@ -0,0 +1,14 @@
+import { Order, OrderBook, Ticker, Trade, Balance, KrakenRawTickerData, KrakenRawOrderBookData, KrakenRawTradeData, KrakenRawOrderData } from '../../types';
+export declare class KrakenDataMapper {
+    mapBalance(balances: Record<string, string>): Record<string, Balance>;
+    mapTicker(data: Record<string, unknown>): Ticker;
+    mapOrderBook(data: Record<string, unknown>): OrderBook;
+    mapTrade(trade: unknown): Trade;
+    mapTrades(trades: Array<[string, string, number, string, string, string]>): Trade[];
+    mapOrder(order: Record<string, unknown>): Order;
+    mapWebSocketTicker(data: KrakenRawTickerData): Ticker;
+    mapWebSocketOrderBook(data: KrakenRawOrderBookData): OrderBook;
+    mapWebSocketTrade(data: KrakenRawTradeData): Trade;
+    mapWebSocketOrder(data: KrakenRawOrderData): Order;
+}
+//# sourceMappingURL=kraken-data-mapper.d.ts.map

package/dist/exchanges/kraken/kraken-data-mapper.d.ts.map

@@ -0,0 +1 @@
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