<gh_stars>1-10
import base64
import hashlib
import hmac
import json
import time
import urllib

from ccxt import AuthenticationError
from tradingkit.data.feed.websocket_feeder import WebsocketFeeder
from tradingkit.pubsub.event.order import Order


class PrivateKrakenFeeder(WebsocketFeeder):

    # Converts symbols from normal to kraken vocab
    denormalized_symbol = {
        "BTC/EUR": "XBT/EUR",
        "BTC/USD": "XBT/USD",
        "BTC/USDT": "XBT/USDT",
    }

    # Converts symbols from kraken to normal vocab
    normalized_symbol = {
        "XBT/EUR": "BTC/EUR",
        "XBT/USD": "BTC/USD",
        "XBT/USDT": "BTC/USDT",
    }

    def __init__(self, symbol, credentials):
        super().__init__(symbol, credentials, "wss://ws-auth.kraken.com")

    def on_open(self, ws):
        token = self.get_ws_auth_token()
        ws.send(json.dumps({
            'event': 'subscribe',
            'subscription': {'name': 'ownTrades'},
            'snapshot': False,
            'pair': [self.denormalized_symbol[self.symbol]],
            'token': token
        }))

    def get_ws_auth_token(self):
        api_nonce = bytes(str(int(time.time() * 1000)), "utf-8")
        api_request = urllib.request.Request(
            "https://api.kraken.com/0/private/GetWebSocketsToken",
            b"nonce=%s" % api_nonce
        )
        api_request.add_header("API-Key", self.credentials['apiKey'])
        api_request.add_header("API-Sign", base64.b64encode(
            hmac.new(
                base64.b64decode(self.credentials['secret']),
                b"/0/private/GetWebSocketsToken" + hashlib.sha256(api_nonce + b"nonce=%s" % api_nonce).digest(),
                hashlib.sha512
            ).digest()
        ))
        resp = json.loads(urllib.request.urlopen(api_request).read())
        if 'result' in resp and 'token' in resp['result']:
            return resp['result']['token']
        else:
            raise AuthenticationError("Failed to authenticate with WebSocket: %s" % resp)

    def on_message(self, ws, message):
        data = json.loads(message)
        if "ownTrades" in data:
            for dict in data[0]:
                for order in dict:
                    order_data = {
                        'id': dict[order]['ordertxid'],
                        'timestamp': int(float(dict[order]['time']) * 1000),
                        'lastTradeTimestamp': int(float(dict[order]['time']) * 1000),
                        'status': 'filled',
                        'symbol': self.normalized_symbol[dict[order]['pair']],
                        'type': dict[order]['ordertype'],
                        'side': dict[order]['type'],
                        'price': float(dict[order]['price']),
                        'amount': float(dict[order]['vol'])
                    }
                    self.dispatch(Order(order_data))

import base64
import hashlib
import hmac
import json
import time
import urllib

from ccxt import AuthenticationError
from tradingkit.data.feed.websocket_feeder import WebsocketFeeder
from tradingkit.pubsub.event.order import Order


class PrivateKrakenFeeder(WebsocketFeeder):

    # Converts symbols from normal to kraken vocab
    denormalized_symbol = {
        "BTC/EUR": "XBT/EUR",
        "BTC/USD": "XBT/USD",
        "BTC/USDT": "XBT/USDT",
    }

    # Converts symbols from kraken to normal vocab
    normalized_symbol = {
        "XBT/EUR": "BTC/EUR",
        "XBT/USD": "BTC/USD",
        "XBT/USDT": "BTC/USDT",
    }

    def __init__(self, symbol, credentials):
        super().__init__(symbol, credentials, "wss://ws-auth.kraken.com")

    def on_open(self, ws):
        token = self.get_ws_auth_token()
        ws.send(json.dumps({
            'event': 'subscribe',
            'subscription': {'name': 'ownTrades'},
            'snapshot': False,
            'pair': [self.denormalized_symbol[self.symbol]],
            'token': token
        }))

    def get_ws_auth_token(self):
        api_nonce = bytes(str(int(time.time() * 1000)), "utf-8")
        api_request = urllib.request.Request(
            "https://api.kraken.com/0/private/GetWebSocketsToken",
            b"nonce=%s" % api_nonce
        )
        api_request.add_header("API-Key", self.credentials['apiKey'])
        api_request.add_header("API-Sign", base64.b64encode(
            hmac.new(
                base64.b64decode(self.credentials['secret']),
                b"/0/private/GetWebSocketsToken" + hashlib.sha256(api_nonce + b"nonce=%s" % api_nonce).digest(),
                hashlib.sha512
            ).digest()
        ))
        resp = json.loads(urllib.request.urlopen(api_request).read())
        if 'result' in resp and 'token' in resp['result']:
            return resp['result']['token']
        else:
            raise AuthenticationError("Failed to authenticate with WebSocket: %s" % resp)

    def on_message(self, ws, message):
        data = json.loads(message)
        if "ownTrades" in data:
            for dict in data[0]:
                for order in dict:
                    order_data = {
                        'id': dict[order]['ordertxid'],
                        'timestamp': int(float(dict[order]['time']) * 1000),
                        'lastTradeTimestamp': int(float(dict[order]['time']) * 1000),
                        'status': 'filled',
                        'symbol': self.normalized_symbol[dict[order]['pair']],
                        'type': dict[order]['ordertype'],
                        'side': dict[order]['type'],
                        'price': float(dict[order]['price']),
                        'amount': float(dict[order]['vol'])
                    }
                    self.dispatch(Order(order_data))
# Converts symbols from normal to kraken vocab # Converts symbols from kraken to normal vocab