A Common Lisp API client for the Kraken exchange

cl-kraken

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# 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](https://www.kraken.com/features/api) 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

```lisp
(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

```lisp
;;; 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

```lisp
;;; 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.

```lisp
(ql:quickload :rove)
```

Then run the tests using one of the following:

```lisp
(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:

```lisp
(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)


cl-kraken

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cl-kraken/src/cryptography

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cl-kraken/src/globals

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cl-kraken/src/http

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cl-kraken/src/main

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cl-kraken/src/time

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cl-kraken/tests/asset-pairs

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cl-kraken/tests/assets

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cl-kraken/tests/balance

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cl-kraken/tests/cryptography

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cl-kraken/tests/depth

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cl-kraken/tests/http

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cl-kraken/tests/kraken-public-data

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cl-kraken/tests/ohlc

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cl-kraken/tests/server-time

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cl-kraken/tests/spread

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cl-kraken/tests/ticker

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cl-kraken/tests/time

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cl-kraken/tests/trades

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cl-kraken/tests/trade-volume

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