CL-KRAKEN

CL-KRAKEN is an API wrapper for the Kraken cryptocurrency exchange written in Common Lisp. For the moment, CL-KRAKEN enables all of the public market data API in the Kraken REST API documentation and some of the private user data API. See the API section below for details.

Currently a side project for learning Common Lisp: language, portability, packages, unit testing, interfacing with outside libraries and the real world, and so on. Suggestions and pull requests welcome!

Portability

Developed with SBCL (in general the latest version) and tested with:

• Armed Bear Common Lisp (ABCL) 1.5.0, 1.6.0-dev, 1.7.0
• CLISP 2.49.92, 2.49.93
• Clozure Common Lisp (CCL) 1.11.5, 1.12-dev.5
• Embeddable Common Lisp (ECL) 16.1.3, 20.4.24

Allowed failures on Travis are due to CI build issues and not portability ones.

Dependencies

CL-KRAKEN imports a small number of functions from the following Common Lisp libraries: DEXADOR, JSOWN, QURI, LOCAL-TIME, IRONCLAD, CL-BASE64, and for ECL, CFFI.

Getting started

(ql:quickload :cl-kraken)
(in-package :cl-kraken)

API

All API calls accept the following optional boolean keyword parameters:

• RAW (T or default NIL) to return the JSON response as a raw string instead of parsed and converted to a list data structure.

• VERBOSE (T or default NIL) to output the HTTP request headers for verifying and debugging.

Public market data API calls

;;; ASSET PAIRS
;;; Get data on one or more (or all) asset pairs tradeable on Kraken.
;;; Pairs are passed as an optional case-insensitive, comma-delimited string.
(asset-pairs &key pair raw verbose)
;;;
(asset-pairs)
(asset-pairs :pair "XBTUSD")
(asset-pairs :pair "xbteur,ethusd" :verbose t)
(asset-pairs :pair "XBTUSD, xbteur, ETHJPY, ethgbp" :raw t :verbose t)

;;; ASSETS
;;; Get data on one or more (or all) assets available on Kraken.
;;; Assets are passed as an optional case-insensitive, comma-delimited string.
(assets &key asset raw verbose)
;;;
(assets)
(assets :asset "xbt")
(assets :asset "xbt,usd,eur,dash,xmr" :raw t)
(assets :asset "xbt, USD, eur, JPY, eth, ZEC, ltc" :verbose t)

;;; DEPTH (Order Book)
;;; Get order book price data for an asset pair.
;;; PAIR is a required case-insensitive string representing a single asset pair
;;;   for which to query depth.
;;; COUNT is an optional integer of maximum asks and bids to receive.
(depth pair &key count raw verbose)
;;;
(depth "xbteur")
(depth "ADAXBT" :count 1 :raw t)
(depth "LtcUsd" :count 10 :verbose t)

;;; OHLC
;;; Get OHLC (Open, High, Low, Close) price data for an asset pair.
;;; PAIR is a required, case-insensitive string representing a single asset pair
;;;   for which to query OHLC data.
;;; INTERVAL is an optional integer time interval in minutes defaulting to 1.
;;;   Permitted values are 1, 5, 15, 30, 60, 240, 1440, 10080, 21600.
;;; SINCE is an optional integer Unix Time id to specify from when to return
;;;   new committed OHLC data, corresponding to previous OHLC `last' values.
(ohlc pair &key since (interval 1) raw verbose)
;;;
(ohlc "xbteur")
(ohlc "ZECEUR" :since 1548265854 :raw t)
(ohlc "EthUsd" :interval 15 :since 1548265854 :verbose t)

;;; SERVER TIME
;;; Get Kraken server time. Useful to approximate skew time between server and client.
(server-time &key raw verbose)
;;;
(server-time)
(server-time :raw t :verbose t)

;;; SPREAD
;;; Get spread price data for an asset pair.
;;; PAIR is a required, case-insensitive string representing a single asset pair.
;;; SINCE is an optional integer Unix Time id from when to return spread data,
;;;   corresponding to previous spread `last' values.
(spread pair &key since raw verbose)
;;;
(spread "XBTEUR")
(spread "zecjpy" :since 1551009182)
(spread "EthUsd" :since 1551009182 :raw t :verbose t)

;;; TICKER
;;; Get ticker data for one or more asset pairs.
;;; Pairs are passed as a required case-insensitive, comma-delimited string.
(ticker pair &key raw verbose)
;;;
(ticker "XBTUSD")
(ticker "xbtusd,etcxbt,XBTEUR")
(ticker "xbtusd, etcxbt, XBTEUR, XBTGBP" :raw t :verbose t)

;;; TRADES
;;; Get recent trades for an asset pair.
;;; PAIR is a required, case-insensitive string representing a single asset pair.
;;; SINCE is an optional integer timestamp id from when to return trades data,
;;;   corresponding to previous trades `last' values.
(trades pair &key since raw verbose)
;;;
(trades "xbtusd")
(trades "ETHGBP" :since 1551123951304758112)
(trades "ltcUSD" :since 1551123951304758112 :raw t :verbose t)

Private user data API calls

;;; TRADE-VOLUME
;;; Get account trade volume.
;;; PAIR is an optional, comma-delimited, case-insensitive asset pair string;
;;;   if not provided, defaults to all pairs.
;;; FEE-INFO is an optional boolean whether or not to include fee info in the
;;;   result. Note: Currently appears to be not implemented by Kraken, since
;;;   the fee info is always returned.
(trade-volume &key pair fee-info raw verbose)
;;;
(trade-volume)
(trade-volume :pair "xbtusd, xbteur")
(trade-volume :pair "ltcGBP" :fee-info t :raw t :verbose t)

Tests

To run the test suite, the ROVE test library needs to be loaded.

(ql:quickload :rove)

Then run the tests using one of the following:

(asdf:test-system :cl-kraken)            ; Detailed test output.
(rove:run :cl-kraken/tests :style :spec) ; Detailed test output.
(rove:run :cl-kraken/tests :style :dot)  ; One dot per test output (in Rove master).
(rove:run :cl-kraken/tests :style :none) ; Minimal test output.

To run the tests of one test file only, append the file name without the extension:

(rove:run :cl-kraken/tests/cryptography) ; Run tests in tests/cryptography.lisp only.

Author

• Jon Atack (jon@atack.com)

Copyright

Copyright (c) 2019-2020 Jon Atack (jon@atack.com)