global: snapshot

pricer/src/fetchers/kraken.rs

@@ -0,0 +1,90 @@
+use std::collections::BTreeMap;
+
+use color_eyre::eyre::ContextCompat;
+use indexer::Timestamp;
+use logger::info;
+use serde_json::Value;
+
+use crate::{fetchers::retry, structs::Date, Cents, Close, Dollars, High, Low, Open, OHLC};
+
+pub struct Kraken;
+
+impl Kraken {
+    pub fn fetch_1mn_prices() -> color_eyre::Result<BTreeMap<Timestamp, OHLC>> {
+        info!("Fetching 1mn prices from Kraken...");
+
+        retry(
+            |_| Self::json_to_timestamp_to_ohlc(&reqwest::blocking::get(Self::url(1))?.json()?),
+            30,
+            10,
+        )
+    }
+
+    pub fn fetch_daily_prices() -> color_eyre::Result<BTreeMap<Date, OHLC>> {
+        info!("Fetching daily prices from Kraken...");
+
+        retry(
+            |_| Self::json_to_date_to_ohlc(&reqwest::blocking::get(Self::url(1440))?.json()?),
+            30,
+            10,
+        )
+    }
+
+    fn json_to_timestamp_to_ohlc(json: &Value) -> color_eyre::Result<BTreeMap<Timestamp, OHLC>> {
+        Self::json_to_btree(json, Self::array_to_timestamp_and_ohlc)
+    }
+
+    fn json_to_date_to_ohlc(json: &Value) -> color_eyre::Result<BTreeMap<Date, OHLC>> {
+        Self::json_to_btree(json, Self::array_to_date_and_ohlc)
+    }
+
+    fn json_to_btree<F, K, V>(json: &Value, fun: F) -> color_eyre::Result<BTreeMap<K, V>>
+    where
+        F: Fn(&Value) -> color_eyre::Result<(K, V)>,
+        K: Ord,
+    {
+        json.as_object()
+            .context("Expect to be an object")?
+            .get("result")
+            .context("Expect object to have result")?
+            .as_object()
+            .context("Expect to be an object")?
+            .get("XXBTZUSD")
+            .context("Expect to have XXBTZUSD")?
+            .as_array()
+            .context("Expect to be an array")?
+            .iter()
+            .map(fun)
+            .collect::<Result<BTreeMap<_, _>, _>>()
+    }
+
+    fn array_to_timestamp_and_ohlc(array: &Value) -> color_eyre::Result<(Timestamp, OHLC)> {
+        let array = array.as_array().context("Expect to be array")?;
+
+        let timestamp = Timestamp::from(array.first().unwrap().as_u64().unwrap() as u32);
+
+        let get_cents = |index: usize| {
+            Cents::from(Dollars::from(
+                array.get(index).unwrap().as_str().unwrap().parse::<f64>().unwrap(),
+            ))
+        };
+
+        Ok((
+            timestamp,
+            OHLC::from((
+                Open::from(get_cents(1)),
+                High::from(get_cents(2)),
+                Low::from(get_cents(3)),
+                Close::from(get_cents(4)),
+            )),
+        ))
+    }
+
+    fn array_to_date_and_ohlc(array: &Value) -> color_eyre::Result<(Date, OHLC)> {
+        Self::array_to_timestamp_and_ohlc(array).map(|(t, ohlc)| (Date::from(t), ohlc))
+    }
+
+    fn url(interval: usize) -> String {
+        format!("https://api.kraken.com/0/public/OHLC?pair=XBTUSD&interval={interval}")
+    }
+}