Files
brk/crates/brk_fetcher/src/kraken.rs
2026-03-16 11:12:59 +01:00

148 lines
4.1 KiB
Rust

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