mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-04-24 06:39:58 -07:00
148 lines
4.1 KiB
Rust
148 lines
4.1 KiB
Rust
use std::collections::BTreeMap;
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use brk_error::{Error, Result};
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use brk_types::{Date, Height, OHLCCents, Timestamp};
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use serde_json::Value;
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use tracing::info;
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use ureq::Agent;
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use crate::{
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PriceSource, checked_get, default_retry,
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ohlc::{compute_ohlc_from_range, date_from_timestamp, ohlc_from_array, timestamp_from_secs},
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};
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#[derive(Clone)]
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pub struct Kraken {
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agent: Agent,
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_1mn: Option<BTreeMap<Timestamp, OHLCCents>>,
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_1d: Option<BTreeMap<Date, OHLCCents>>,
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}
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impl Kraken {
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pub fn new(agent: Agent) -> Self {
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Self {
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agent,
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_1mn: None,
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_1d: None,
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}
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}
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}
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impl Kraken {
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fn get_from_1mn(
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&mut self,
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timestamp: Timestamp,
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previous_timestamp: Option<Timestamp>,
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) -> Result<OHLCCents> {
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if self._1mn.as_ref().and_then(|m| m.last_key_value()).is_none_or(|(k, _)| k <= ×tamp)
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{
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self._1mn.replace(self.fetch_1mn()?);
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}
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compute_ohlc_from_range(
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self._1mn.as_ref().unwrap(),
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timestamp,
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previous_timestamp,
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"Kraken 1mn",
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)
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}
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pub fn fetch_1mn(&self) -> Result<BTreeMap<Timestamp, OHLCCents>> {
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let agent = &self.agent;
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default_retry(|_| {
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let url = Self::url(1);
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info!("Fetching {url} ...");
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let bytes = checked_get(agent, &url)?;
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let json: Value = serde_json::from_slice(&bytes)?;
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Self::parse_ohlc_response(&json)
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})
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}
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fn get_from_1d(&mut self, date: &Date) -> Result<OHLCCents> {
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if self._1d.as_ref().and_then(|m| m.last_key_value()).is_none_or(|(k, _)| k <= date) {
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self._1d.replace(self.fetch_1d()?);
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}
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self._1d
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.as_ref()
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.unwrap()
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.get(date)
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.cloned()
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.ok_or(Error::NotFound("Couldn't find date".into()))
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}
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pub fn fetch_1d(&self) -> Result<BTreeMap<Date, OHLCCents>> {
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let agent = &self.agent;
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default_retry(|_| {
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let url = Self::url(1440);
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info!("Fetching {url} ...");
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let bytes = checked_get(agent, &url)?;
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let json: Value = serde_json::from_slice(&bytes)?;
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Self::parse_date_ohlc_response(&json)
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})
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}
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/// Parse Kraken's nested JSON response: { result: { XXBTZUSD: [...] } }
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fn parse_ohlc_response(json: &Value) -> Result<BTreeMap<Timestamp, OHLCCents>> {
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let result = json
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.get("result")
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.and_then(|r| r.get("XXBTZUSD"))
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.and_then(|v| v.as_array())
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.ok_or(Error::Parse("Invalid Kraken response format".into()))?
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.iter()
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.filter_map(|v| v.as_array())
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.map(|arr| {
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let ts = arr.first().and_then(|v| v.as_u64()).unwrap_or(0);
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(timestamp_from_secs(ts), ohlc_from_array(arr))
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})
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.collect();
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Ok(result)
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}
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fn parse_date_ohlc_response(json: &Value) -> Result<BTreeMap<Date, OHLCCents>> {
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Self::parse_ohlc_response(json).map(|map| {
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map.into_iter()
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.map(|(ts, ohlc)| (date_from_timestamp(ts), ohlc))
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.collect()
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})
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}
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fn url(interval: usize) -> String {
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format!("https://api.kraken.com/0/public/OHLC?pair=XBTUSD&interval={interval}")
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}
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pub fn ping(&self) -> Result<()> {
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self.agent.get("https://api.kraken.com/0/public/Time").call()?;
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Ok(())
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}
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}
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impl PriceSource for Kraken {
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fn name(&self) -> &'static str {
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"Kraken"
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}
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fn get_date(&mut self, date: Date) -> Option<Result<OHLCCents>> {
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Some(self.get_from_1d(&date))
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}
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fn get_1mn(
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&mut self,
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timestamp: Timestamp,
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previous_timestamp: Option<Timestamp>,
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) -> Option<Result<OHLCCents>> {
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Some(self.get_from_1mn(timestamp, previous_timestamp))
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}
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fn get_height(&mut self, _height: Height) -> Option<Result<OHLCCents>> {
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None // Kraken doesn't support height-based queries
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}
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fn ping(&self) -> Result<()> {
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self.ping()
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}
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fn clear(&mut self) {
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self._1d.take();
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self._1mn.take();
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}
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}
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