Kraken integration

blankly/__init__.py

@@ -30,6 +30,7 @@
 from blankly.frameworks.strategy import StrategyState as StrategyState
 from blankly.frameworks.screener.screener import Screener
 from blankly.frameworks.screener.screener_state import ScreenerState
+from blankly.exchanges.interfaces.kraken.kraken import Kraken
 
 from blankly.exchanges.managers.ticker_manager import TickerManager
 from blankly.exchanges.managers.orderbook_manager import OrderbookManager

blankly/exchanges/exchange.py

@@ -28,10 +28,10 @@
 from blankly.exchanges.interfaces.alpaca.alpaca_interface import AlpacaInterface
 from blankly.exchanges.interfaces.binance.binance_interface import BinanceInterface
 from blankly.exchanges.interfaces.kucoin.kucoin_interface import KucoinInterface
+from blankly.exchanges.interfaces.kraken.kraken_interface import KrakenInterface
 from blankly.exchanges.interfaces.okx.okx_interface import OkxInterface
 
 
-
 class Exchange(ABCExchange, abc.ABC):
     interface: ABCExchangeInterface
 
@@ -83,6 +83,8 @@ def construct_interface_and_cache(self, calls):
             self.interface = KucoinInterface(self.__type, calls)
         elif self.__type == "okx":
             self.interface = OkxInterface(self.__type, calls)
+        elif self.__type == "kraken":
+            self.interface = KrakenInterface(self.__type, calls)
 
         blankly.reporter.export_used_exchange(self.__type)
 

blankly/exchanges/interfaces/kraken/kraken.py

@@ -0,0 +1,75 @@
+"""
+    Kraken definition & setup
+    Copyright (C) 2022 Emerson Dove
+
+    This program is free software: you can redistribute it and/or modify
+    it under the terms of the GNU Lesser 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 Lesser General Public License for more details.
+
+    You should have received a copy of the GNU Lesser General Public License
+    along with this program.  If not, see <https://www.gnu.org/licenses/>.
+"""
+
+from blankly.exchanges.exchange import Exchange
+from blankly.exchanges.auth.auth_constructor import AuthConstructor
+from blankly.utils import info_print
+from blankly.exchanges.interfaces.paper_trade.paper_trade_interface import PaperTradeInterface
+from blankly.exchanges.interfaces.kraken.kraken_interface import KrakenInterface
+
+
+class Kraken(Exchange):
+    def __init__(self, portfolio_name=None, keys_path="keys.json", settings_path=None):
+        Exchange.__init__(self, "kraken", portfolio_name, settings_path)
+
+        # Load the auth from the keys file
+        auth = AuthConstructor(keys_path, portfolio_name, 'kraken', ['API_KEY', 'API_SECRET', 'sandbox'])
+
+        keys = auth.keys
+
+        sandbox = super().evaluate_sandbox(auth)
+
+        try:
+            import krakenex
+        except ImportError:
+            raise ImportError("Please \"pip install krakenex\" to use kraken with blankly.")
+
+        calls = krakenex.API()
+        #calls.load_key('tests/config/keys.json')
+        calls.__init__(keys['API_KEY'], keys['API_SECRET'])
+
+        # Always finish the method with this function
+        super().construct_interface_and_cache(calls)
+
+        # Kraken is unique because we can continue by wrapping the interface in paper trade
+        if sandbox:
+            info_print('The sandbox setting is enabled for this key. Kraken has been created as a '
+                       'paper trading instance.')
+            self.interface = PaperTradeInterface(KrakenInterface(calls, settings_path))
+
+    """
+    Builds information about the asset on this exchange by making particular API calls
+    """
+
+    def get_asset_state(self, symbol):
+        """
+        This determines the internal properties of the exchange block.
+        Should be implemented per-class because it requires different types of interaction with each exchange.
+        """
+        # TODO Populate this with useful information
+        return self.interface.get_account(symbol)
+
+    def get_exchange_state(self):
+        """
+        Exchange state is the external properties for the exchange block
+        """
+        # TODO Populate this with useful information
+        return self.interface.get_fees()
+
+    def get_direct_calls(self) -> dict:
+        return self.calls