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GNU GENERAL PUBLIC LICENSE
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Installation Instructions
*************************
Copyright (C) 1994-1996, 1999-2002, 2004-2013 Free Software Foundation,
Inc.
Copying and distribution of this file, with or without modification,
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==================
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==================
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======================
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Use DIR as the installation prefix. *note Installation Names::
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`configure' also accepts some other, not widely useful, options. Run
`configure --help' for more details.

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# dmbcs-kraken-api A C++ encapsulation of the API to Krakenʼs e-currency
# exchange
#
# Copyright (C) 2018 DM Bespoke Computer Solutions Ltd
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or (at
# your option) any later version.
#
# This program is distributed in the hope that it will be useful, but
# WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
# General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.

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README.md

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# Kraken C API
This API is intended for use on Linux/Unix-like systems.
The API depends on *Curl*.
On the most distributions curl is installed by default,
if not, you can get it from here:
https://curl.haxx.se/
## Infos
Compile with *make*.
Set/unset *DEBUG* or *TRACE* in the makefile to get trace/debug information
printed to stdout.
## Usage
Just include *kraken_api.h* in the sources of your own project.
Get Doxygen and create the documentation.
If Doxygen is not installed you can get it from here:
http://www.doxygen.org
Once you have run *doxygen Doxyfile*, look in the documentation of *main.c*,
there you can find many examples.
If you dont want to use doxygen, simply look into *main.c*
to see how to execute a trade.
## ToDo's
- rework trace/debug output
- documentation

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# dmbcs-kraken-api A C++ encapsulation of the API to Krakenʼs e-currency
# exchange
#
# Copyright (C) 2018 DM Bespoke Computer Solutions Ltd
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or (at
# your option) any later version.
#
# This program is distributed in the hope that it will be useful, but
# WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
# General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
# Process this file with autoconf to produce a configure script.
AC_PREREQ([2.69])
AC_INIT([dmbcs-kraken-api], [1.0], [https://rdmp.org/dmbcs/contact])
AM_INIT_AUTOMAKE([silent-rules subdir-objects])
AM_SILENT_RULES([yes])
LT_INIT
AC_CONFIG_SRCDIR([src/dmbcs-kraken-api.cc])
AC_CONFIG_HEADERS([src/auto-config.h])
AC_CONFIG_MACRO_DIRS([m4])
# Checks for programs.
AC_PROG_CXX
AC_PROG_AWK
AC_PROG_CC
AC_PROG_CPP
AC_PROG_INSTALL
AC_PROG_LN_S
AC_PROG_MAKE_SET
# Checks for libraries.
PKG_CHECK_MODULES([third_party], [curlpp openssl])
AC_CHECK_LIB([m], [sin])
# Checks for header files.
AC_CHECK_HEADERS([sys/time.h])
# Checks for typedefs, structures, and compiler characteristics.
AC_CHECK_HEADER_STDBOOL
AC_C_INLINE
AC_TYPE_SIZE_T
AC_TYPE_UINT64_T
AC_TYPE_UINT8_T
# Checks for library functions.
AC_CHECK_FUNCS([gettimeofday])
AC_CONFIG_FILES([src/makefile
makefile
dmbcs-kraken-api.pc])
AC_OUTPUT

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prefix = @prefix@
exec_prefix = ${prefix}
libdir = ${exec_prefix}/lib
includedir = ${prefix}/include
Name : dmbcs-kraken-api
Description : C++ Kraken interface library
Version : @VERSION@
Requires : curlpp openssl
Libs : -L${libdir} -ldmbcs-kraken-api @third_party_LIBS@
Cflags : -I${includedir} @third_party_CFLAGS@

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\input texinfo @c -*-texinfo-*-
@c %**start of header
@setfilename dmbcs-kraken-api.info
@settitle Kraken API
@documentencoding utf-8
@c %**end of header
@copying
DMBCS Kraken API
Copyright @copyright{} 2018 DM Bespoke Computer Solutions Ltd
@quotation
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 or
any later version published by the Free Software Foundation; with no
Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A
copy of the license is included in the section entitled ``GNU Free
Documentation License''.
A copy of the license is also available from the Free Software
Foundation Web site at @url{http://www.gnu.org/licenses/fdl.html}.
@end quotation
@end copying
@titlepage
@title DMBCS Kraken API 1.0
@author Dale Mellor
@page
@vskip 0pt plus 1filll
@insertcopying
@end titlepage
@ifnottex
@node Top, Introduction, (dir), (dir)
@top DMBCS Kraken API 1.0
@insertcopying
@end ifnottex
@c Generate the nodes for this menu with `C-c C-u C-m'.
@menu
* Introduction::
* Installation of the library::
* Use example::
* Detailed reference::
* Copying This Manual::
* Function index::
* Index::
@end menu
@c Update all node entries with `C-c C-u C-n'.
@c Insert new nodes with `C-c C-c n'.
@contents
@node Introduction, Installation of the library, Top, Top
@chapter Introduction
@section Kraken
@cindex Kraken
@cindex Kraken web site
@cindex Web site, Kraken
Kraken is a virtual currency exchange, which also handles fiat (real)
currency amounts. Subscribers to the service have an account with
associated funds attached. The web site (www.kraken.com) provides the
user with an account overview (i.e. current balance), currency-pair
exchange market status (history of prices and current order book), and
the means to place entries on the order book; bids for a currency which
can be immediately met with orders to sell the currency are
automatically transacted, with the Kraken site taking a small and
variable cut of the deal, the cut decreasing with intensifying trading
activity.
@cindex Kraken API
@cindex API, Kraken
@cindex Protocol specification
Kraken also provide a stateless, web-based API by which all of the above
actions can be undertaken programmatically. This is fully open, and
described at @uref{www.kraken.org/help/api}. The description is almost,
but not quite, enough to fully specify the interaction protocol. Kraken
also provide pointers to implementations of client-side API libraries in
various languages, and reference to these must be made in order to fully
understand the working of the Kraken API (the official reference
implementation is written in PHP).
@section Client-side implementations
@cindex client-side libraries
@cindex existing C library
@cindex existing C++ library
@cindex JSON
Kraken provide pointers to two proven client library implementations
that we are immediately interested in: a C implementation and a C++ one.
Unfortunately the C++ implementation only provides the thinnest veneer
around TCP sockets, requiring the application programmer to have
knowledge of the low-level protocol in order to be able to compose
correct strings which implement the protocol, which defeats the purpose
somewhat. The C library is more comprehensive, shadowing all the
functions exposed by Krakenʼs API as C functions, although they return
ASCII strings holding data in JSON format which needs further processing
(we actually take this approach ourself; there are plenty of good JSON
libraries available, and in many cases it will be most expedient to
simply send the JSON strings to a web browser and let a Javascript
program there perform the required onwards analysis).
The main purpose of the DMBCS implementation is to get the best of both
worlds: to have the API-completeness of the C implementation and the
resource-management and detail-hiding convenience and safety promised by
the above C++ implementation, so that the user does not need to
understand anything of the protocol themself@footnote{This is not
100% true: when specifying currency pairs the user has to produce
the correct ASCII string, e.g. ``ZUSDXXBT'' for the US Dollar/Bitcoin
order book. We have taken this decision because it would be cumbersome
to encapsulate all the different currencies, which in any case tend to
change from time to time, especially as new crypto-currencies become
available.}.
@section ‘DMBCS’?
@cindex DMBCS namespace
@cindex DMBCS discriminator
This isnʼt a vanity or promotional project with any kind of commercial
restriction, it is something that was needed and is being shared so that
others can benefit from the effort that has been spent on the
development, and hopefully improve upon it.
@cindex GNU license
It is apparent from the above that many libraries exist to interact with
the Kraken facility, and we would not want to preclude the use of any of
them by the installation and use of our own. We also need a way to
refer to our own implementation specifically. So we use ‘DMBCS’ to
provide our distinguishing label: this is appended to the front of the
package name, and all of the C++ code comes inside a namespace with this
label. These should be considered to be five random letters: okay, they
are abbreviated from DM Bespoke Computer Solutions Ltd, the original
authorʼs company, but the project is released as fully free, open source
software (FOSS) which falls under the GNU GPLv3 license, so you should
treat it as any other component in your free, open operating system
(@emph{Please} donʼt tell me you actually pay money for some inferior OS
beyond the eyes of humble scrutineers).
@section Handling JSON returns
@cindex JSON
Returns are JSON strings.
@cindex rapidjson
We could have developed the library to the extent that these are fully
broken out into @code{struct}s, but we had no immediate need for this
and think that it is actually easier to just use @code{rapidjson} which
effectively provides the same thing without imposing processing overhead
when it is not needed; a future version of this library may come with
the requisite aparatus.
@cindex ECMAScript
@cindex JavaScript
@cindex rapidjson
@cindex JSON
For now, either send the return strings to a web browser to be handled
directly by ECMAScript (JavaScript), or, if it is required to handle
them locally then we find that @code{rapidjson}
(@uref{https://github.com/Tencent/rapidjson}) is recommendable, though
there are plenty of other open-source JSON parsers out there.
@node Installation of the library, Use example, Introduction, Top
@chapter Installation of the library
@cindex GIT
@cindex code repository
You will require the @code{git} code management system. At the
terminal, type @code{git clone https://rdmp.org/dmbcs/kraken-api.git
dmbcs-kraken-api}, and then you will have a newly created directory
called @code{dmbcs-kraken-api} which contains the full source code for
the program. Type @code{cd dmbcs-kraken-api} to enter that directory.
@cindex autotools
@cindex autoconf
@cindex automake
@cindex libtool
@cindex pkg-config
The libraryʼs build configuration system is GNUʼs @code{autotools}. You
will need @code{autoconf}, @code{automake}, and @code{libtool}, and
@code{pkg-config}. At the terminal, type @code{autoreconf --install;
./configure}.
@cindex openssl
@cindex curl
@cindex curlpp
You may at this point see errors relating to lack of openssl, curl,
curlpp packages. You must address these issues in your operating system
and perform a successful @code{./configure} before you can proceed with
the dmbcs-kraken-api build.
@cindex make
@cindex non-privileged install
The libraryʼs build is undertaken by GNU make. You will need the
@code{make} package on your system (GNU make is probably not necessary,
any modern incarnation of make will most likely suffice). Type
@code{make && sudo make install} to build and install the library in
your system. Note that the sudo command will require that you have
sufficient privilege on your system, and you may have to type in your
system password (for a local build not requiring such privilege, in a
pinch, do @code{./configure --prefix=install-here && make install}).
That should be it. Try making and running the example program described
below (Section 3).
@node Use example, Detailed reference, Installation of the library, Top
@chapter Use example
To get a summary of the current state of the market in Bitcoin—Dollar
exchanges, write the following C++ code
@cindex @sortas{H} ``hello, world'' example
@example
#include <dmbcs-kraken-api.h>
#include <iostream>
int main ()
@{
auto K = DMBCS::Kraken_API @{"<your-key>", "<your-secret>"@};
std::cout << K.ticker_info ("XXBTZUSD");
return 0;
@}
@end example
@cindex Kraken keys
@cindex Kraken secret
Here, @code{<your-key>} and @code{<your-secret>} are strings which you
get from your Kraken account management page (do @emph{EVERYTHING} in
your power to make sure nobody else sees these). Strictly speaking,
they are not necessary for the above example, but do allow you to make
calls on the @code{K} object which interrogate and manipulate your own
funds.
@cindex application compilation
@cindex compilation
If this code is stored in a file called @code{a.cc}, compile it with a
line like (this should be typed all on one line, without the back-slash)
@example
g++ -std=c++17 $( pkg-config --cflags --libs dmbcs-kraken-api) \
a.cc -o kraken-api
@end example
and then you will have an executable file called @code{kraken-api}. Run
this and observe the result in your terminal (you should see a string
containing JSON-formatted data).
If this doesnʼt work for you, you either havenʼt installed
dmbcs-kraken-api properly yet (see instructions in Section 2 above),
or you need to improve your operating system, or get a better one;
this is as far as we hand-hold you here.
@node Detailed reference, Copying This Manual, Use example, Top
@chapter Detailed reference
@cindex libcurlpp initialization
An important point of note. Any code base which includes the
@code{dmbcs-kraken-api.h} header file anywhere will have the
@code{libcurlpp} library automatically initialized during start-up and
finalized on termination of the application. If you are using
@code{libcurlpp} for your own endeavours, you will have to take care to
ensure that start-up and shut-down happen in ways which are compatible
with your own code.
@cindex library initialization
Note that the @code{dmbcs-kraken-api} library itself requires no
explicit global initialization or finalization.
@cindex thread safety
The library is not thread safe; there are severe limits to the volume
and regularity of data transfer through the Kraken API, and, given the
turn-around times of the accesses, access to the library should be
considered a strictly serial activity for which parallelism has no
purpose. If, however, delayed blocking behaviour is unsatisfactory for
your application and you need to realize asynchronous communications
channels with the Exchange, running the @code{dmbcs-kraken-api} entirely
in a thread separate from the main one would be appropriate.
@section The DMBCS::Kraken_API object
@cindex DMBCS::Kraken_API C++ object
@cindex object constructor
The library provides one single object called @code{DMBCS::Kraken_API}.
This has a single initializing constructor@footnote{Plus a natural move
constructor, and nothing else: as per the parallelization discussion
above, it makes no sense to be able to make copies of the
@code{Kraken_API} object as the whole protocol only allows one operation
at a time to be in progress.}, and then has one method for each function
Kraken expose in their API. Each of these functions returns the result
as a string conveying data in JSON format, which may include an error
code and message.
@cindex official Kraken documentation
It would be folly to describe in detail the Kraken API itself here; we
content ourselves with describing our functionsʼ detailed call
signatures and trusting the user to be able to find detailed notes on
Krakenʼs web site, @uref{https://www.kraken.com/help/api}.
@subsection Construction
@cindex object construction
@findex Kraken_API::Kraken_API
DMBCS::Kraken_API::Kraken_API (std::string const &key, std::string const
&secret)
This is the only way to create an initial API-wrapping object. The
@code{key} and @code{secret} must be obtained from the account
management page at the Kraken web site (strictly speaking, they do not
need to be valid for general exchange-state inquiries, only for personal
account introspection and trading).
Example use:
@example
auto K = DMBCS::Kraken_API @{"my-key", "my-secret"@};
@end example
provides an object @code{K} which is subsequently used to access the
Kraken exchange, as per the further examples below.
@subsection Options
@cindex options
@findex set_opt
template <typename T> void DMBCS::Kraken_API::set_opt (Option const &opt,
T const &val)
Many of the Kraken API functions allow for the specification of optional
filters to control the amount and nature of information returned. These
are specified in the DMBCS library through the set_opt template method.
The option selection is done through constants provided in
@code{Kraken_API}: choose one of
@cindex options list
@cindex list of options
@example
INFO, ACLASS, ASSET, TRADES, USERREF, START, END, OFS, CLOSE_TIME,
DO_CALCS, PAIR, FEE_INFO, OFLAGS, START_TIME, EXPIRE_TIME, VALIDATE,
LEVERAGE, TYPE, CLOSE_TYPE, CLOSE_PRICE_1, CLOSE_PRICE_2, INTERVAL,
SINCE, COUNT
@end example
It is up to your application to provide an appropriate value for each
option — this is one of the corners where the @code{Kraken_API} does not
completely encapsulate the underlying protocol.
If it is necessary to subsequently unset an option, then a method
@findex clear_opt
void DMBCS::Kraken_API::clear_opt (Option const &opt)
is available.
See the description of the @code{asset_info} method in Section
@xref{asset_info} below for an example of how to use these functions.
@subsection Public functions: global state of the exchange
As mentioned above, these functions donʼt strictly need the userʼs key
and secret strings. They provide non-confidential information about the
state of the whole exchange, rather than the state of a userʼs account
with the exchange.
@subsubsection server_time
@findex server_time
std::string DMBCS::Kraken_API::server_time ()
This will return the current time as understood by the Kraken service.
Example:
@example
std::cout << K.server_time ();
@end example
prints something like
@example
@{"error":[],"result":@{"unixtime":1525292746,"rfc1123":"Wed, 2 May 18
20:25:46 +0000"@}@}
@end example
on the terminal.
@subsubsection asset_info
@anchor{asset_info}
@findex asset_info
std::string DMBCS::Kraken_API::asset_info ()
This will return meta-information about a set of assets. The options
@code{INFO}, @code{ACLASS} and @code{ASSET} influence the return from
this function.
Example:
@example
K.set_opt (K.ASSET, "XBTC");
std::cout << K.asset_info ();
@end example
will print something like
@example
@{"error":[],"result":@{"XXBT":@{"aclass":"currency","altname":"XBT","decima
ls":10,"display_decimals":5@}@}@}
@end example
on the terminal. Note that it has corrected the spelling from ``XBTC''!
@subsubsection asset_pairs
@findex asset_pairs
std::string DMBCS::Kraken_API::asset_pairs ()
This function returns a list of pairs of asset types which may be traded
for each other on the exchange, along with meta-data describing the
exchange process.
The options @code{INFO} and @code{PAIR} will affect the value returned
from this function.
For example,
@example
K.set_opt (K.PAIR, "XXBTZUSD");
std::cout << K.asset_pairs ();
@end example
will print something like
@example
@{"error":[],"result":@{"XXBTZUSD":@{"altname":"XBTUSD","aclass_base":"curre
ncy","base":"XXBT","aclass_quote":"currency","quote":"ZUSD","lot":"unit","pa
ir_decimals":1,"lot_decimals":8,"lot_multiplier":1,"leverage_buy":[2,3,4,5],
"leverage_sell":[2,3,4,5],"fees":[[0,0.26],[50000,0.24],[100000,0.22],[25000
0,0.2],[500000,0.18],[1000000,0.16],[2500000,0.14],[5000000,0.12],[10000000,
0.1]],"fees_maker":[[0,0.16],[50000,0.14],[100000,0.12],[250000,0.1],[500000
,0.08],[1000000,0.06],[2500000,0.04],[5000000,0.02],[10000000,0]],"fee_volum
e_currency":"ZUSD","margin_call":80,"margin_stop":40@}@}@}
@end example
on the command line.
@subsubsection ticker_info
@findex ticker_info
std::string DMBCS::Kraken_API::ticker_info (std::string const &pair)
Provide up to date information about the state of the market in a
trading pair.
@example
std::cout << K.ticker_info ("XXBTZUSD");
@end example
will produce something like
@example
@{"error":[],"result":@{"XXBTZUSD":@{"a":["7616.30000","1","1.000"],"b":["7
610.10000","3","3.000"],"c":["7616.30000","0.00840000"],"v":["941.52501200"
,"2032.58702329"],"p":["7638.63864","7661.37306"],"t":[3099,6798],"l":["759
6.00000","7596.00000"],"h":["7700.00000","7728.90000"],"o":"7679.40000"@}@}@}
@end example
on the command line. Briefly, the components of the @code{result} are:
ask, bid, close, volume, weighted-volume, trades, low, high, and open,
wherein the interval-dependent quantities refer to the last 24 hours.
@subsubsection ohlc_data
@findex ohlc_data
@cindex open-high-low-close, ohlc
@cindex ohlc, open-high-low-close
std::string DMBCS::Kraken_API::ohlc_data (std::string const &pair)
The abbreviation ``ohlc'' stands for ``open, high, low, close,'' and
this function will return a history of these values for a given
interval.
The @code{pair} argument should specify a trading pair, such as
@code{"XXBTZUSD"} for Bitcoin—Dollar trading.
The function is affected by the @code{INTERVAL} and @code{SINCE}
options.
@subsubsection order_book
@findex order_book
@cindex exchange prices
@cindex trading pair code
std::string DMBCS::Kraken_API::order_book (std::string const &pair)
This function returns live details of current bidding and asking prices
and the volumes being offered.
The @code{pair} argument should specify a trading pair code, such as
@code{"XXBTZUSD"}.
The function is affected by the @code{COUNT} option.
@subsubsection recent_trades
@findex recent_trades
std::string DMBCS::Kraken_API::recent_trades (std::string const &pair)
This function returns an up to date list of all recently concluded
trades.
The @code{pair} argument should indicate a trading pair, such as
@code{"XXBTZUSD"}.
The function is affected by the @code{SINCE} option.
@subsubsection spread_data
@findex spread_data
std::string DMBCS::Kraken_API::spread_data (std::string const &pair)
This function returns a history of instantaneous highest bid and lowest
offer values for this trading pair on the exchange.
The @code{pair} argument should indicate a trading pair, such as
@code{"XXBTZUSD"}.
The function is affected by the @code{SINCE} option.
@subsection Private inquiry functions
@cindex private functions
@cindex userʼs account
These functions are for inquiring into the current state of the userʼs
account.
@subsubsection account_balance
@findex account_balance
std::string account_balance ()
This function returns a list of currencies and the amount of each Kraken
is holding for you on account.
@subsubsection trade_balance
@findex trade_balance
std::string trade_balance ()
This function provides a snapshot of your current trading activities,
expressing your current balance in terms of potential value in a given
currency.
The currency may be set with the @code{ASSET} option. The @code{ACLASS}
option is also available, and may have some use in a future version of
Krakenʼs API.
@subsubsection open_orders
@findex open_orders
@cindex order close-out
std::string open_orders ()
This function provides a very detailed description of the current state
of all of your open orders, including the amount of fulfilment that has
been completed and the conduct of on-going actions, such as close-out.
The function is affected by the @code{TRADES} and @code{USERREF} options.
@subsubsection closed_orders
@findex closed_orders
std::string closed_orders ()
Similarly to the @code{open_orders} function above, this function
provides detailed information of your closed orders. Note that a
maximum of 50 records will be returned by this function; use the
@code{OFS} option in repeat calls to get information on more items.
The options which affect this function are: @code{TRADES},
@code{USERREF}, @code{START}, @code{END}, @code{OFS} and
@code{CLOSETIME}.
@subsubsection query_orders
@findex query_orders
@cindex transaction ID
std::string query_orders (std::string const &txid)
As the above two functions, but returns data specifically about a given
set of orders, identified by their transaction ID. The @code{txid}
argument is a string containing a comma-separated list of transaction
IDs.
The function is affected by the @code{TRADES} and @code{USERREF}
options.
@subsubsection trades_history
@findex trades_history
@cindex listing limits
@cindex offset, listing
std::string trades_history ()
This returns very detailed information about your trading history. A
maximum of 50 records will be returned; use the @code{OFS} option in
repeat calls to get more information.
Other options which affect the outcome from this function are:
@code{TYPE}, @code{TRADES}, @code{START}, and @code{END}.
@subsubsection trades_info
@findex trades_info
std::string trades_info (std::string const &txid)
Gets detailed information, as the method above, for a very specific set
of trades you have completed in the past. The @code{txid} argument is a
string containing a comma-separated list of transaction IDs.
This function is affected by the @code{TRADES} option, which causes more
information to be returned (the value given to the option is irrelevant).
@subsubsection open_positions
@findex open_positions
std::string open_positions (std::string const &txid)
Get detailed information on specific open positions, optionally with
calculation of expected profit/loss given the current conditions of the
exchange. The @code{txid} argument is a string containing a
comma-separated list of transaction IDs.
This function is affected by the @code{DOCALCS} option (the actual value
of this option is irrelevant).
@subsubsection ledgers_info
@findex ledgers_info
std::string ledgers_info ()
This is the method which allows you to get the definitive history (e.g.,
for tax purposes), of your activities on the Kraken exchange, including
exact fees which have been charged to your account. The method will
only return 50 items at a time, so you will likely need to make multiple
requests with different @code{START}, @code{END} and/or @code{OFS}
option settings to get the full record.
The list of options which affect this function are: @code{ACLASS},
@code{ASSET}, @code{TYPE}, @code{START}, @code{END} and @code{OFS}.
@subsubsection query_ledgers
@findex query_ledgers
std::string query_ledgers (std::string const &id)
As above, but return information about a specific set of ledger
entries. The @code{id} argument is a string containing a
comma-separated list of ledger item IDs.
@subsubsection trade_volume
@findex trade_volume
std::string trade_volume ()
This function returns information about actual and potential costs of
trading based on the userʼs recent trading volume.
The function is affected by the @code{PAIR} and @code{FEE_INFO} options.
@subsection Trading functions
@cindex trading functions
The final two functions in the Kraken API are for actively submitting
order instructions to the Kraken exchange. Use these with extreme care,
especially during the development phase of your application; it is too
easy to accidentally lose a lot of money!
@subsubsection add_order
@findex add_order
std::string DMBCS::Kraken_API::add_order (Order_Instruction const
&instruction, Order_Type const &order, std::string const &asset,
std::string const &volume, ...)
@cindex Kraken engine
This is the single method available for adding an instruction to the
Kraken engine to execute a trade order on your behalf.
@cindex trading instructions
The available instructions are: @code{DMBCS::Kraken_API::BUY} and
@code{DMBCS::Kraken_API::SELL}.
@cindex order types
The available order types, again in the @code{DMBCS::Kraken_API}
namespace but shown without for brevity, are: @code{MARKET},
@code{LIMIT}, @code{STOP_LOSS}, @code{TAKE_PROFIT},
@code{STOP_LOSS_PROFIT}, @code{STOP_LOSS_PROFIT_LIMIT},
@code{STOP_LOSS_LIMIT}, @code{TAKE_PROFIT_LIMIT}, @code{TRAILING_STOP},
@code{TRAILING_STOP_LIMIT}, @code{STOP_LOSS_AND_LIMIT},
@code{SETTLE_POSITION}.
@cindex asset
@cindex asset type
The @code{asset} argument must indicate the asset pair to trade. For
example, to buy Bitcoin for Dollars the asset should be
@code{"XXBTZUSD"}.
The @code{volume} argument must be the amount of the asset you are
buying or selling.
If your order type is one of LIMIT, STOP_LOSS, TAKE_PROFIT, or
TRAILING_STOP, then you must supply an extra argument which gives the
@emph{price} at which the action takes place. If your order type is one
of STOP_LOSS_PROFIT, STOP_LOSS_PROFIT_LIMIT, STOP_LOSS_LIMIT,
TAKE_PROFIT_LIMIT, TRAILING_STOP_LIMIT, STOP_LOSS_AND_LIMIT, then you
must supply @emph{two} extra arguments to the method: a @emph{price_1}
and a @emph{price_2} which give the limits at which primary and
secondary actions take place.
Note that all the ‘numerical’ arguments are in fact strings. These are
sent to the Kraken exchange as-is, and thus must be in a form that can
be parsed into bona-fide numbers. It is done this way to guarantee no
loss of precision due to such things as numerical rounding or truncating
a floating-point value to an integer.
Further to the somewhat complicated arrangement of compulsory arguments
given above, the method is influenced by the following options:
@code{LEVERAGE}, @code{OFLAGS}, @code{START_TIME}, @code{EXPIRE_TIME},
@code{USERREF}, @code{VALIDATE}, @code{CLOSE_TYPE},
@code{CLOSE_PRICE_1}, and @code{CLOSE_PRICE_2}.
Please be very careful when composing complicated esoteric options: the
Kraken engine itself has been known to be somewhat fragile with its
interpretation of various combinations of options. Donʼt make any
assumptions, try things out in the Kraken web interface first, and guard
against spending any amount of money which means anything to you until
you are absolutely sure you understand everything.
@subsubsection cancel_order
@findex cancel_order
std::string DMBCS::Kraken_API::cancel_order (std::string const &txid)
Cancel the order with the given transaction ID (@code{txid}). Of course
this only works on the part of an order which has not been fulfilled by
the time the instruction manages to reach, and is acted upon by, the
Kraken exchange engine.
@node Copying This Manual, Index, Detailed reference, Top
@appendix Copying This Manual
@c Get fdl.texi from http://www.gnu.org/licenses/fdl.html
@include fdl.texi
@node Function index, Index, Copying This Manual, Top
@unnumbered Function index
@printindex fn
@node Index, , Copying This Manual, Top
@unnumbered Index
@printindex cp
@bye
@c trader-desk.texi ends here

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@c The GNU Free Documentation License.
@center Version 1.3, 3 November 2008
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to it an item stating at least the title, year, new authors, and
publisher of the Modified Version as given on the Title Page. If
there is no section Entitled ``History'' in the Document, create one
stating the title, year, authors, and publisher of the Document as
given on its Title Page, then add an item describing the Modified
Version as stated in the previous sentence.
@item
Preserve the network location, if any, given in the Document for
public access to a Transparent copy of the Document, and likewise
the network locations given in the Document for previous versions
it was based on. These may be placed in the ``History'' section.
You may omit a network location for a work that was published at
least four years before the Document itself, or if the original
publisher of the version it refers to gives permission.
@item
For any section Entitled ``Acknowledgements'' or ``Dedications'', Preserve
the Title of the section, and preserve in the section all the
substance and tone of each of the contributor acknowledgements and/or
dedications given therein.
@item
Preserve all the Invariant Sections of the Document,
unaltered in their text and in their titles. Section numbers
or the equivalent are not considered part of the section titles.
@item
Delete any section Entitled ``Endorsements''. Such a section
may not be included in the Modified Version.
@item
Do not retitle any existing section to be Entitled ``Endorsements'' or
to conflict in title with any Invariant Section.
@item
Preserve any Warranty Disclaimers.
@end enumerate
If the Modified Version includes new front-matter sections or
appendices that qualify as Secondary Sections and contain no material
copied from the Document, you may at your option designate some or all
of these sections as invariant. To do this, add their titles to the
list of Invariant Sections in the Modified Version's license notice.
These titles must be distinct from any other section titles.
You may add a section Entitled ``Endorsements'', provided it contains
nothing but endorsements of your Modified Version by various
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been approved by an organization as the authoritative definition of a
standard.
You may add a passage of up to five words as a Front-Cover Text, and a
passage of up to 25 words as a Back-Cover Text, to the end of the list
of Cover Texts in the Modified Version. Only one passage of
Front-Cover Text and one of Back-Cover Text may be added by (or
through arrangements made by) any one entity. If the Document already
includes a cover text for the same cover, previously added by you or
by arrangement made by the same entity you are acting on behalf of,
you may not add another; but you may replace the old one, on explicit
permission from the previous publisher that added the old one.
The author(s) and publisher(s) of the Document do not by this License
give permission to use their names for publicity for or to assert or
imply endorsement of any Modified Version.
@item
COMBINING DOCUMENTS
You may combine the Document with other documents released under this
License, under the terms defined in section 4 above for modified
versions, provided that you include in the combination all of the
Invariant Sections of all of the original documents, unmodified, and
list them all as Invariant Sections of your combined work in its
license notice, and that you preserve all their Warranty Disclaimers.
The combined work need only contain one copy of this License, and
multiple identical Invariant Sections may be replaced with a single
copy. If there are multiple Invariant Sections with the same name but
different contents, make the title of each such section unique by
adding at the end of it, in parentheses, the name of the original
author or publisher of that section if known, or else a unique number.
Make the same adjustment to the section titles in the list of
Invariant Sections in the license notice of the combined work.
In the combination, you must combine any sections Entitled ``History''
in the various original documents, forming one section Entitled
``History''; likewise combine any sections Entitled ``Acknowledgements'',
and any sections Entitled ``Dedications''. You must delete all
sections Entitled ``Endorsements.''
@item
COLLECTIONS OF DOCUMENTS
You may make a collection consisting of the Document and other documents
released under this License, and replace the individual copies of this
License in the various documents with a single copy that is included in
the collection, provided that you follow the rules of this License for
verbatim copying of each of the documents in all other respects.
You may extract a single document from such a collection, and distribute
it individually under this License, provided you insert a copy of this
License into the extracted document, and follow this License in all
other respects regarding verbatim copying of that document.
@item
AGGREGATION WITH INDEPENDENT WORKS
A compilation of the Document or its derivatives with other separate
and independent documents or works, in or on a volume of a storage or
distribution medium, is called an ``aggregate'' if the copyright
resulting from the compilation is not used to limit the legal rights
of the compilation's users beyond what the individual works permit.
When the Document is included in an aggregate, this License does not
apply to the other works in the aggregate which are not themselves
derivative works of the Document.
If the Cover Text requirement of section 3 is applicable to these
copies of the Document, then if the Document is less than one half of
the entire aggregate, the Document's Cover Texts may be placed on
covers that bracket the Document within the aggregate, or the
electronic equivalent of covers if the Document is in electronic form.
Otherwise they must appear on printed covers that bracket the whole
aggregate.
@item
TRANSLATION
Translation is considered a kind of modification, so you may
distribute translations of the Document under the terms of section 4.
Replacing Invariant Sections with translations requires special
permission from their copyright holders, but you may include
translations of some or all Invariant Sections in addition to the
original versions of these Invariant Sections. You may include a
translation of this License, and all the license notices in the
Document, and any Warranty Disclaimers, provided that you also include
the original English version of this License and the original versions
of those notices and disclaimers. In case of a disagreement between
the translation and the original version of this License or a notice
or disclaimer, the original version will prevail.
If a section in the Document is Entitled ``Acknowledgements'',
``Dedications'', or ``History'', the requirement (section 4) to Preserve
its Title (section 1) will typically require changing the actual
title.
@item
TERMINATION
You may not copy, modify, sublicense, or distribute the Document
except as expressly provided under this License. Any attempt
otherwise to copy, modify, sublicense, or distribute it is void, and
will automatically terminate your rights under this License.
However, if you cease all violation of this License, then your license
from a particular copyright holder is reinstated (a) provisionally,
unless and until the copyright holder explicitly and finally
terminates your license, and (b) permanently, if the copyright holder
fails to notify you of the violation by some reasonable means prior to
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Moreover, your license from a particular copyright holder is
reinstated permanently if the copyright holder notifies you of the
violation by some reasonable means, this is the first time you have
received notice of violation of this License (for any work) from that
copyright holder, and you cure the violation prior to 30 days after
your receipt of the notice.
Termination of your rights under this section does not terminate the
licenses of parties who have received copies or rights from you under
this License. If your rights have been terminated and not permanently
reinstated, receipt of a copy of some or all of the same material does
not give you any rights to use it.
@item
FUTURE REVISIONS OF THIS LICENSE
The Free Software Foundation may publish new, revised versions
of the GNU Free Documentation License from time to time. Such new
versions will be similar in spirit to the present version, but may
differ in detail to address new problems or concerns. See
@uref{https://www.gnu.org/licenses/}.
Each version of the License is given a distinguishing version number.
If the Document specifies that a particular numbered version of this
License ``or any later version'' applies to it, you have the option of
following the terms and conditions either of that specified version or
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as a draft) by the Free Software Foundation. If the Document
specifies that a proxy can decide which future versions of this
License can be used, that proxy's public statement of acceptance of a
version permanently authorizes you to choose that version for the
Document.
@item
RELICENSING
``Massive Multiauthor Collaboration Site'' (or ``MMC Site'') means any
World Wide Web server that publishes copyrightable works and also
provides prominent facilities for anybody to edit those works. A
public wiki that anybody can edit is an example of such a server. A
``Massive Multiauthor Collaboration'' (or ``MMC'') contained in the
site means any set of copyrightable works thus published on the MMC
site.
``CC-BY-SA'' means the Creative Commons Attribution-Share Alike 3.0
license published by Creative Commons Corporation, a not-for-profit
corporation with a principal place of business in San Francisco,
California, as well as future copyleft versions of that license
published by that same organization.
``Incorporate'' means to publish or republish a Document, in whole or
in part, as part of another Document.
An MMC is ``eligible for relicensing'' if it is licensed under this
License, and if all works that were first published under this License
somewhere other than this MMC, and subsequently incorporated in whole
or in part into the MMC, (1) had no cover texts or invariant sections,
and (2) were thus incorporated prior to November 1, 2008.
The operator of an MMC Site may republish an MMC contained in the site
under CC-BY-SA on the same site at any time before August 1, 2009,
provided the MMC is eligible for relicensing.
@end enumerate
@page
@heading ADDENDUM: How to use this License for your documents
To use this License in a document you have written, include a copy of
the License in the document and put the following copyright and
license notices just after the title page:
@smallexample
@group
Copyright (C) @var{year} @var{your name}.
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3
or any later version published by the Free Software Foundation;
with no Invariant Sections, no Front-Cover Texts, and no Back-Cover
Texts. A copy of the license is included in the section entitled ``GNU
Free Documentation License''.
@end group
@end smallexample
If you have Invariant Sections, Front-Cover Texts and Back-Cover Texts,
replace the ``with@dots{}Texts.''@: line with this:
@smallexample
@group
with the Invariant Sections being @var{list their titles}, with
the Front-Cover Texts being @var{list}, and with the Back-Cover Texts
being @var{list}.
@end group
@end smallexample
If you have Invariant Sections without Cover Texts, or some other
combination of the three, merge those two alternatives to suit the
situation.
If your document contains nontrivial examples of program code, we
recommend releasing these examples in parallel under your choice of
free software license, such as the GNU General Public License,
to permit their use in free software.
@c Local Variables:
@c ispell-local-pdict: "ispell-dict"
@c End:

38
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# dmbcs-kraken-api A C++ encapsulation of the API to Krakenʼs e-currency
# exchange
#
# Copyright (C) 2018 DM Bespoke Computer Solutions Ltd
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or (at
# your option) any later version.
#
# This program is distributed in the hope that it will be useful, but
# WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
# General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
SUBDIRS = src
pkgconfigdir = $(prefix)/lib/pkgconfig
pkgconfig_DATA = dmbcs-kraken-api.pc
AM_CXXFLAGS = -std=c++17 -Wall -Wextra \
-I$(top_srcdir)/src $(third_party_CFLAGS)
AM_MAKEINFOHTMLFLAGS = --no-split --css-ref=dmbcs-info.css
info_TEXINFOS = dmbcs-kraken-api.texi
MAINTAINERCLEANFILES = aclocal.m4 compile config.guess config.sub \
configure depcomp install-sh ltmain.sh \
makefile.in missing texinfo.tex
maintainer-clean-local :
rm -r m4

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/*
* dmbcs-kraken-api A C++ encapsulation of the API to Krakenʼs e-currency
* exchange
*
* Copyright (C) 2018 DM Bespoke Computer Solutions Ltd
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
#include <openssl/hmac.h>
#include <openssl/sha.h>
#include <openssl/buffer.h>
#include <dmbcs-kraken-api.h>
namespace DMBCS {
array<uint8_t, SHA256_DIGEST_LENGTH> sha256 (string const &data)
{
auto ret = array<uint8_t, SHA256_DIGEST_LENGTH> {};
auto digest = EVP_MD_CTX_new ();
EVP_DigestInit_ex (digest, EVP_sha256 (), nullptr);
EVP_DigestUpdate (digest, data.data (), data.length ());
EVP_DigestFinal_ex (digest, ret.data (), nullptr);
EVP_MD_CTX_free (digest);
return ret;
}
vector<uint8_t> hmac_sha512 (vector<uint8_t> const &data,
vector<uint8_t> const &key)
{
auto length = unsigned {EVP_MAX_MD_SIZE};
auto ret = vector<uint8_t> (length);
HMAC_CTX *const ctx = HMAC_CTX_new ();
HMAC_Init_ex (ctx, key.data (), key.size (), EVP_sha512 (), nullptr);
HMAC_Update (ctx, data.data (), data.size ());
HMAC_Final (ctx, ret.data (), &length);
HMAC_CTX_free (ctx);
ret.resize (length);
return ret;
}
vector<uint8_t> base64_decode (string const &data)
{
auto b64 = BIO_new (BIO_f_base64 ());
BIO_set_flags (b64, BIO_FLAGS_BASE64_NO_NL);
BIO_push (b64, BIO_new_mem_buf (data.data (), data.length ()));
auto output = vector<uint8_t> {}; output.reserve (data.length ());
auto buffer = array<uint8_t, 512> {};
for (;;)
{
auto const len = BIO_read (b64, buffer.data (), buffer.size ());
if (len <= 0) break;
output.insert (end (output), begin (buffer), begin (buffer) + len);
}
BIO_free_all (b64);
return output;
}
string base64_encode (vector<uint8_t> const &data)
{
auto *const b64 = BIO_new (BIO_f_base64 ());
BIO_set_flags (b64, BIO_FLAGS_BASE64_NO_NL);
BIO_push (b64, BIO_new (BIO_s_mem ()));
BIO_write (b64, data.data (), data.size ());
BIO_flush (b64);
BUF_MEM* bptr = nullptr; BIO_get_mem_ptr (b64, &bptr);
auto const ret = string {bptr->data, bptr->data + bptr->length};
BIO_free_all (b64);
return ret;
}
} /* End of namespace DMBCS. */

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/*
* dmbcs-kraken-api A C++ encapsulation of the API to Krakenʼs e-currency
* exchange
*
* Copyright (C) 2018 DM Bespoke Computer Solutions Ltd
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
#include <dmbcs-kraken-api.h>
#include <curlpp/Options.hpp>
#include <curlpp/Easy.hpp>
namespace DMBCS {
namespace C = curlpp;
namespace CO = C::Options;
/* Defined in crypto.cc. */
array<uint8_t, 32> sha256 (string const &);
vector<uint8_t> hmac_sha512 (vector<uint8_t> const &data,
vector<uint8_t> const &key);
vector<uint8_t> base64_decode (string const &);
string base64_encode (vector<uint8_t> const &);
void query_public (Kraken_API &K)
{
auto request = C::Easy {};
request.setOpt (CO::Url {string {K.url_base} + "public/" + K.query_url});
K.query_result.clear ();
request.setOpt (CO::WriteFunction
{[&K] (char *buffer, size_t size, size_t n)
{ K.query_result += string {buffer,
buffer + size * n};
return size * n; }});
request.perform ();
}
void query_private (Kraken_API &K)
{
if (K.secret.length () != 88)
throw runtime_error {"private key must be 88 characters long"};
auto const quiz = K.query_url.find ('?');
auto post_data = string {};
if (quiz != K.query_url.npos)
{
post_data = K.query_url.substr (quiz+1);
K.query_url = K.query_url.substr (0, quiz);
}
struct timeval sys_time; gettimeofday (&sys_time, nullptr);
auto nonce = ostringstream {};
nonce << (uint64_t) ((sys_time.tv_sec * 1000000) + sys_time.tv_usec);
auto short_url = string {"/0/private/"} + K.query_url;
K.query_url = string{K.url_base} + "private/" + K.query_url;
if (! post_data.empty ()) post_data += '&';
post_data += "nonce=" + nonce.str ();
auto const D = sha256 (nonce.str () + post_data);
auto const digest = short_url + string {begin (D), end (D)};
auto const hmac
= base64_encode
(hmac_sha512 (vector<uint8_t> {begin (digest), end (digest)},
base64_decode (K.secret)));
auto request = C::Easy {};
request.setOpt (CO::Url {K.query_url});
request.setOpt (CO::PostFields {post_data});
request.setOpt (CO::HttpHeader {{{"API-Key: " + K.key},
{"API-Sign: " + hmac}}});
K.query_result.clear ();
request.setOpt (CO::WriteFunction
{[&K] (char *buffer, size_t size, size_t n)
{ K.query_result += string {buffer,
buffer + size * n};
return size * n; }});
request.perform ();
}
} /* End of namespace DMBCS. */

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/*
* dmbcs-kraken-api A C++ encapsulation of the API to Krakenʼs e-currency
* exchange
*
* Copyright (C) 2018 DM Bespoke Computer Solutions Ltd
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
#include <dmbcs-kraken-api.h>
#include <cstdarg>
#include <map>
namespace DMBCS {
typedef Kraken_API K;
/* Defined in curl.cc. */
void query_private (K &);
void query_public (K &);
static auto const OPTION_STRING
= map<K::Option, string> { {K::INFO, "info" },
{K::ACLASS, "aclass" },
{K::ASSET, "asset" },
{K::TRADES, "trades" },
{K::USERREF, "userref" },
{K::START, "start" },
{K::END, "end" },
{K::OFS, "ofs" },
{K::CLOSE_TIME, "closetime" },
{K::DO_CALCS, "docalcs" },
{K::PAIR, "pair" },
{K::FEE_INFO, "fee-info" },
{K::OFLAGS, "oflags" },
{K::START_TIME, "starttm" },
{K::EXPIRE_TIME, "expiretm" },
{K::VALIDATE, "validate" },
{K::LEVERAGE, "leverage" },
{K::TYPE, "type" },
{K::CLOSE_TYPE, "close[ordertype]" },
{K::CLOSE_PRICE_1, "close[price]" },
{K::CLOSE_PRICE_2, "close[price2]" },
{K::INTERVAL, "interval" },
{K::SINCE, "since" },
{K::COUNT, "count" }};
static void query_add_options (K &k,
vector<K::Option> const &options,
char joiner)
{
for (auto const &O : options)
{
auto const &option = k.options_table [O];
if (option.length ())
{
if (joiner) k.query_url += joiner;
joiner = '&';
k.query_url += OPTION_STRING.at (O) + '=' + option;
}
}
}
static auto const ORDER_TYPE__STRING
= map<K::Order_Type, string>
{ { K::MARKET, "market" },
{ K::LIMIT, "limit" },
{ K::STOP_LOSS, "stop-loss" },
{ K::TAKE_PROFIT, "take-profit" },
{ K::STOP_LOSS_PROFIT, "stop-loss-profit" },
{ K::STOP_LOSS_PROFIT_LIMIT, "stop-loss-profit-limit" },
{ K::STOP_LOSS_LIMIT, "stop-loss-limit" },
{ K::TAKE_PROFIT_LIMIT, "take-profit-limit" },
{ K::TRAILING_STOP, "trailing-stop" },
{ K::TRAILING_STOP_LIMIT, "trailing-stop-limit" },
{ K::STOP_LOSS_AND_LIMIT, "stop-loss-and-limit" },
{ K::SETTLE_POSITION, "settle-position" } };
string Kraken_API::add_order (Instruction const &instruction,
Order_Type const &order_type,
string const &asset, string const &volume,
...)
{
va_list ap;
va_start (ap, volume);
query_url = "AddOrder?pair=" + asset
+ "&type=" + (instruction == BUY ? "buy" : "sell")
+ "&ordertype=" + ORDER_TYPE__STRING.at (order_type)
+ "&volume=" + volume
+ "&trading_agreement=agree";
switch (order_type)
{
case MARKET:
case SETTLE_POSITION:
break;
case LIMIT:
case STOP_LOSS:
case TAKE_PROFIT:
case TRAILING_STOP:
query_url += string {"&price="} + va_arg (ap, char*);
break;
case STOP_LOSS_PROFIT:
case STOP_LOSS_PROFIT_LIMIT:
case STOP_LOSS_LIMIT:
case TAKE_PROFIT_LIMIT:
case TRAILING_STOP_LIMIT:
case STOP_LOSS_AND_LIMIT:
query_url += string {"&price="} + va_arg (ap, char*)
+ string {"&price2="} + va_arg (ap, char*);
break;
}
query_add_options (*this,
{LEVERAGE, OFLAGS, START_TIME, EXPIRE_TIME, USERREF,
VALIDATE, CLOSE_TYPE, CLOSE_PRICE_1, CLOSE_PRICE_2},
'&');
va_end(ap);
query_private (*this);
return query_result;
}
static string api_function (K &k,
string const &api_function_,
vector<K::Option> const &options,
function <void (K &)> do_query)
{
k.query_url = api_function_;
query_add_options (k, options, '?');
do_query (k);
return k.query_result;
}
static string api_function (K &k,
string const &api_function_,
string const &arg,
string const &value,
vector<K::Option> const &options,
function <void (K &)> do_query)
{
k.query_url = api_function_ + "?" + arg + "=" + value;
query_add_options (k, options, '&');
do_query (k);
return k.query_result;
}
string Kraken_API::cancel_order (string const &txid)
{ return api_function
(*this, "CancelOrder", "txid", txid, {}, query_private); }
string Kraken_API::account_balance ()
{ return api_function (*this, "Balance", {}, query_private); }
string Kraken_API::trade_balance ()
{ return api_function (*this, "TradeBalance", {ASSET}, query_private); }
string Kraken_API::open_orders ()
{ return api_function
(*this, "OpenOrders", {TRADES, USERREF}, query_private); }
string Kraken_API::closed_orders ()
{
return api_function (*this, "ClosedOrders",
{TRADES, USERREF, START, END, OFS, CLOSE_TIME},
query_private);
}
string Kraken_API::query_orders (string const &txid)
{
return api_function
(*this, "QueryOrders", "txid", txid, {TRADES, USERREF}, query_private);
}
string Kraken_API::trades_history ()
{
return api_function
(*this, "TradesHistory", {TYPE, TRADES, START, END, OFS}, query_private);
}
string Kraken_API::trades_info (string const &txid)
{
return api_function
(*this, "QueryTrades", "txid", txid, {TRADES}, query_private);
}
string Kraken_API::open_positions (string const &txid)
{
return api_function
(*this, "OpenPositions", "txid", txid, {DO_CALCS}, query_private);
}
string Kraken_API::ledgers_info ()
{
return api_function (*this, "Ledgers",
{ACLASS, ASSET, TYPE, START, END, OFS},
query_private);
}
string Kraken_API::query_ledgers (string const &id)
{ return api_function
(*this, "QueryLedgers", "id", id, {}, query_private); }
string Kraken_API::trade_volume ()
{ return api_function
(*this, "TradeVolume", {PAIR, FEE_INFO}, query_private); }
string Kraken_API::server_time ()
{ return api_function (*this, "Time", {}, query_public); }
string Kraken_API::asset_info ()
{ return api_function
(*this, "Assets", {INFO, ACLASS, ASSET}, query_public); }
string Kraken_API::asset_pairs ()
{ return api_function (*this, "AssetPairs", {INFO, PAIR}, query_public); }
string Kraken_API::ticker_info (string const &pair)
{ return api_function (*this, "Ticker", "pair", pair, {}, query_public); }
string Kraken_API::ohlc_data (string const &pair)
{ return api_function
(*this, "OHLC", "pair", pair, {INTERVAL, SINCE}, query_public); }
string Kraken_API::order_book (string const &pair)
{ return api_function
(*this, "Depth", "pair", pair, {COUNT}, query_public); }
string Kraken_API::recent_trades (string const &pair)
{ return api_function
(*this, "Trades", "pair", pair, {SINCE}, query_public); }
string Kraken_API::spread_data (string const &pair)
{ return api_function
(*this, "Spread", "pair", pair, {SINCE}, query_public); }
} /* End of namespace DMBCS. */

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/*
* dmbcs-kraken-api A C++ encapsulation of the API to Krakenʼs e-currency
* exchange
*
* Copyright (C) 2018 DM Bespoke Computer Solutions Ltd
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
#ifndef DMBCS_KRAKEN_API__H
#define DMBCS_KRAKEN_API__H
#include <functional>
#include <sstream>
#include <curlpp/cURLpp.hpp>
namespace DMBCS {
using namespace std;
struct Kraken_API
{
enum Option
{
INFO = 0, ACLASS, ASSET, TRADES, USERREF, START, END, OFS, CLOSE_TIME,
DO_CALCS, PAIR, FEE_INFO, OFLAGS, START_TIME, EXPIRE_TIME, VALIDATE,
LEVERAGE, TYPE, CLOSE_TYPE, CLOSE_PRICE_1, CLOSE_PRICE_2, INTERVAL,
SINCE, COUNT, __CEILING
};
enum Instruction
{
BUY, SELL
};
enum Order_Type
{
MARKET = 0, LIMIT, STOP_LOSS, TAKE_PROFIT, STOP_LOSS_PROFIT,
STOP_LOSS_PROFIT_LIMIT, STOP_LOSS_LIMIT, TAKE_PROFIT_LIMIT,
TRAILING_STOP, TRAILING_STOP_LIMIT, STOP_LOSS_AND_LIMIT,
SETTLE_POSITION
};
Kraken_API (string const &K, string const &S) : key {K}, secret {S}
{}
Kraken_API (Kraken_API const &K) = delete;
Kraken_API (Kraken_API &&K) : key {move (K.key)},
secret {move (K.secret)},
options_table {move (K.options_table)}
{}
Kraken_API & operator= (Kraken_API const &K) = delete;
Kraken_API & operator= (Kraken_API &&K) = delete;
template <typename T>
void set_opt (Option const &opt, T const &val);
void clear_opt (Option const &opt);
/* Trading functions. */
string add_order (Instruction const &instruction,
Order_Type const &order,
string const &asset,
string const &volume,
...);
string cancel_order (string const &txid);
/* User account inquiry functions. */
string account_balance ( );
string trade_balance ( );
string open_orders ( );
string closed_orders ( );
string query_orders (string const &txid);
string trades_history ( );
string trades_info (string const &txid);
string open_positions (string const &txid);
string ledgers_info ( );
string query_ledgers (string const &txid);
string trade_volume ( );
/* Exchange inquiry functions. */
string server_time ( );
string asset_info ( );
string asset_pairs ( );
string ticker_info (string const &pair);
string ohlc_data (string const &pair);
string order_book (string const &pair);
string recent_trades (string const &pair);
string spread_data (string const &pair);
/******* Private stuff below here. ******************/
static curlpp::Cleanup curl_lifetime;
string const key;
string const secret;
static constexpr char const *const url_base {"https://api.kraken.com/0/"};
string query_url;
string query_result;
array<string, Option::__CEILING> options_table;
}; /* End of class Kraken_API. */
template <>
inline void Kraken_API::set_opt (Kraken_API::Option const &opt,
string const &val)
{ options_table [opt] = val; }
template <typename T>
inline void Kraken_API::set_opt (Kraken_API::Option const &opt,
T const &val)
{
auto O = ostringstream {};
O << val;
set_opt (opt, O.str ());
}
inline void Kraken_API::clear_opt (Option const &opt)
{ set_opt (opt, string {}); }
} /* End of namespace DMBCS. */
#endif /* Undefined DMBCS_KRAKEN_API__H. */

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# dmbcs-kraken-api A C++ encapsulation of the API to Krakenʼs e-currency
# exchange
#
# Copyright (C) 2018 DM Bespoke Computer Solutions Ltd
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or (at
# your option) any later version.
#
# This program is distributed in the hope that it will be useful, but
# WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
# General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
lib_LTLIBRARIES = libdmbcs-kraken-api.la
include_HEADERS = dmbcs-kraken-api.h
AM_CXXFLAGS = -std=c++17 -Wall -Wextra \
-I$(top_srcdir)/src $(third_party_CFLAGS)
libdmbcs_kraken_api_la_SOURCES = crypto.cc curl.cc dmbcs-kraken-api.cc
MAINTAINERCLEANFILES = auto-config.h.in makefile.in