[kraken] Kraken support
Opened this issue · 7 comments
badgerwithagun commented
Which exchange?
Kraken: https://www.kraken.com/
XChange and x-change-stream support
XChange yes, xchange-stream no (however bounty available for implementation)
Bounty
None
Progress
- Public market data
- BUG: market trades not coming through (socket timeouts)
- BUG: intermittent "Premature EOF" on trades and order book requests
- Sandbox support
- Limit orders
- Stop orders
- Open orders
- Trade history
- Consider adding streaming (maybe worth doing for the bounty on bitrich-info/xchange-stream#279)
badgerwithagun commented
Beta read-only support provided. Need to test authenticated. No rush to provide streaming support unless there's a particularly strong reason to do so.
badgerwithagun commented
Getting stale nonce issues:
Jan 15 10:28:55: ERROR [2019-01-15 10:28:55,192] com.gruelbox.orko.marketdata.MarketDataSubscriptionManager: Error fetching market data: bitfinex/USD/NEO/OPEN_ORDERS
Jan 15 10:28:55: ! org.knowm.xchange.exceptions.NonceException: Nonce is too small.
Jan 15 10:28:55: ! at org.knowm.xchange.bitfinex.v1.service.BitfinexBaseService.handleException(BitfinexBaseService.java:49)
Jan 15 10:28:55: ! at org.knowm.xchange.bitfinex.v1.service.BitfinexTradeServiceRaw.getBitfinexOpenOrders(BitfinexTradeServiceRaw.java:83)
Jan 15 10:28:55: ! at org.knowm.xchange.bitfinex.v1.service.BitfinexTradeService.getOpenOrders(BitfinexTradeService.java:53)
Jan 15 10:28:55: ! at com.gruelbox.orko.marketdata.MarketDataSubscriptionManager.pollAndEmitOpenOrders(MarketDataSubscriptionManager.java:676)
Jan 15 10:28:55: ! at com.gruelbox.orko.marketdata.MarketDataSubscriptionManager.fetchAndBroadcast(MarketDataSubscriptionManager.java:644)
Jan 15 10:28:55: ! at com.gruelbox.orko.marketdata.MarketDataSubscriptionManager.pollExchange(MarketDataSubscriptionManager.java:545)
Jan 15 10:28:55: ! at java.util.stream.ForEachOps$ForEachOp$OfRef.accept(ForEachOps.java:184)
Jan 15 10:28:55: ! at java.util.Spliterators$ArraySpliterator.forEachRemaining(Spliterators.java:948)
Jan 15 10:28:55: ! at java.util.stream.AbstractPipeline.copyInto(AbstractPipeline.java:481)
Jan 15 10:28:55: ! at java.util.stream.ForEachOps$ForEachTask.compute(ForEachOps.java:291)
Jan 15 10:28:55: ! at java.util.concurrent.CountedCompleter.exec(CountedCompleter.java:731)
Jan 15 10:28:55: ! at java.util.concurrent.ForkJoinTask.doExec(ForkJoinTask.java:289)
Jan 15 10:28:55: ! at java.util.concurrent.ForkJoinPool$WorkQueue.runTask(ForkJoinPool.java:1056)
Jan 15 10:28:55: ! at java.util.concurrent.ForkJoinPool.runWorker(ForkJoinPool.java:1692)
Jan 15 10:28:55: ! at java.util.concurrent.ForkJoinWorkerThread.run(ForkJoinWorkerThread.java:157)
badgerwithagun commented
Also looks like SocketTimeoutException is getting wrapped and thus not treated silently:
Feb 26 20:57:35: ERROR [2019-02-26 20:57:35,179] com.gruelbox.orko.marketdata.MarketDataSubscriptionManager: Error fetching data for kraken
Feb 26 20:57:35: ! java.net.SocketTimeoutException: Read timed out
Feb 26 20:57:35: ! at java.net.SocketInputStream.socketRead0(Native Method)
Feb 26 20:57:35: ! at java.net.SocketInputStream.socketRead(SocketInputStream.java:116)
Feb 26 20:57:35: ! at java.net.SocketInputStream.read(SocketInputStream.java:171)
Feb 26 20:57:35: ! at java.net.SocketInputStream.read(SocketInputStream.java:141)
Feb 26 20:57:35: ! at sun.security.ssl.InputRecord.readFully(InputRecord.java:465)
Feb 26 20:57:35: ! at sun.security.ssl.InputRecord.read(InputRecord.java:503)
Feb 26 20:57:35: ! at sun.security.ssl.SSLSocketImpl.readRecord(SSLSocketImpl.java:975)
Feb 26 20:57:35: ! at sun.security.ssl.SSLSocketImpl.readDataRecord(SSLSocketImpl.java:933)
Feb 26 20:57:35: ! at sun.security.ssl.AppInputStream.read(AppInputStream.java:105)
Feb 26 20:57:35: ! at java.io.BufferedInputStream.fill(BufferedInputStream.java:246)
Feb 26 20:57:35: ! at java.io.BufferedInputStream.read1(BufferedInputStream.java:286)
Feb 26 20:57:35: ! at java.io.BufferedInputStream.read(BufferedInputStream.java:345)
Feb 26 20:57:35: ! at sun.net.www.http.HttpClient.parseHTTPHeader(HttpClient.java:735)
Feb 26 20:57:35: ! at sun.net.www.http.HttpClient.parseHTTP(HttpClient.java:678)
Feb 26 20:57:35: ! at sun.net.www.protocol.http.HttpURLConnection.getInputStream0(HttpURLConnection.java:1587)
Feb 26 20:57:35: ! at sun.net.www.protocol.http.HttpURLConnection.getInputStream(HttpURLConnection.java:1492)
Feb 26 20:57:35: ! at java.net.HttpURLConnection.getResponseCode(HttpURLConnection.java:480)
Feb 26 20:57:35: ! at sun.net.www.protocol.https.HttpsURLConnectionImpl.getResponseCode(HttpsURLConnectionImpl.java:347)
Feb 26 20:57:35: ! at si.mazi.rescu.HttpTemplate.receive(HttpTemplate.java:122)
Feb 26 20:57:35: ! at si.mazi.rescu.RestInvocationHandler.receiveAndMap(RestInvocationHandler.java:162)
Feb 26 20:57:35: ! at si.mazi.rescu.RestInvocationHandler.invoke(RestInvocationHandler.java:119)
Feb 26 20:57:35: ! ... 14 common frames omitted
Feb 26 20:57:35: ! Causing: java.lang.reflect.UndeclaredThrowableException: null
Feb 26 20:57:35: ! at com.sun.proxy.$Proxy108.getTicker(Unknown Source)
Feb 26 20:57:35: ! at org.knowm.xchange.kraken.service.KrakenMarketDataServiceRaw.getKrakenTicker(KrakenMarketDataServiceRaw.java:48)
Feb 26 20:57:35: ! at org.knowm.xchange.kraken.service.KrakenMarketDataService.getTicker(KrakenMarketDataService.java:35)
Feb 26 20:57:35: ! at com.gruelbox.orko.marketdata.MarketDataSubscriptionManager$Poller.pollAndEmitTicker(MarketDataSubscriptionManager.java:916)
Feb 26 20:57:35: ! at com.gruelbox.orko.marketdata.MarketDataSubscriptionManager$Poller.lambda$fetchAndBroadcast$25(MarketDataSubscriptionManager.java:806)
Feb 26 20:57:35: ! at com.gruelbox.orko.marketdata.MarketDataSubscriptionManager$Poller.manageExchangeExceptions(MarketDataSubscriptionManager.java:462)
Feb 26 20:57:35: ! at com.gruelbox.orko.marketdata.MarketDataSubscriptionManager$Poller.fetchAndBroadcast(MarketDataSubscriptionManager.java:801)
Feb 26 20:57:35: ! at com.gruelbox.orko.marketdata.MarketDataSubscriptionManager$Poller.loop(MarketDataSubscriptionManager.java:443)
Feb 26 20:57:35: ! at com.gruelbox.orko.marketdata.MarketDataSubscriptionManager$Poller.run(MarketDataSubscriptionManager.java:386)
Feb 26 20:57:35: ! at java.util.concurrent.Executors$RunnableAdapter.call(Executors.java:511)
Feb 26 20:57:35: ! at java.util.concurrent.FutureTask.run(FutureTask.java:266)
Feb 26 20:57:35: ! at java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1149)
Feb 26 20:57:35: ! at java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:624)
Feb 26 20:57:35: ! at java.lang.Thread.run(Thread.java:748)
badgerwithagun commented
Now the two issues I'm seeing are what look like XChange bugs:
When fetching trades. Looks like XChange bug
ERROR [2019-03-01 06:08:43,330] com.gruelbox.orko.marketdata.MarketDataSubscriptionManager: Error fetching data for kraken
! si.mazi.rescu.HttpStatusIOException: Unrecognized token 'j': was expecting ('true', 'false' or 'null')
! at [Source: (StringReader); line: 1, column: 595] (through reference chain: org.knowm.xchange.kraken.dto.marketdata.results.KrakenPublicTradesResult["result"])
! at si.mazi.rescu.ResponseReader.read(ResponseReader.java:104)
! at si.mazi.rescu.RestInvocationHandler.mapInvocationResult(RestInvocationHandler.java:175)
! at si.mazi.rescu.RestInvocationHandler.receiveAndMap(RestInvocationHandler.java:163)
! at si.mazi.rescu.RestInvocationHandler.invoke(RestInvocationHandler.java:119)
! at com.sun.proxy.$Proxy112.getTrades(Unknown Source)
! at org.knowm.xchange.kraken.service.KrakenMarketDataServiceRaw.getKrakenTrades(KrakenMarketDataServiceRaw.java:78)
! at org.knowm.xchange.kraken.service.KrakenMarketDataService.getTrades(KrakenMarketDataService.java:83)
! at com.gruelbox.orko.marketdata.MarketDataSubscriptionManager$Poller.pollAndEmitTrades(MarketDataSubscriptionManager.java:883)
And
ERROR [2019-03-01 07:15:14,783] com.gruelbox.orko.marketdata.MarketDataSubscriptionManager: Error fetching data for kraken
! java.io.IOException: Premature EOF
! at sun.net.www.http.ChunkedInputStream.readAheadBlocking(ChunkedInputStream.java:565)
! at sun.net.www.http.ChunkedInputStream.readAhead(ChunkedInputStream.java:609)
! at sun.net.www.http.ChunkedInputStream.read(ChunkedInputStream.java:696)
! at java.io.FilterInputStream.read(FilterInputStream.java:133)
! at sun.net.www.protocol.http.HttpURLConnection$HttpInputStream.read(HttpURLConnection.java:3444)
! at sun.nio.cs.StreamDecoder.readBytes(StreamDecoder.java:284)
! at sun.nio.cs.StreamDecoder.implRead(StreamDecoder.java:326)
! at sun.nio.cs.StreamDecoder.read(StreamDecoder.java:178)
! at java.io.InputStreamReader.read(InputStreamReader.java:184)
! at java.io.BufferedReader.fill(BufferedReader.java:161)
! at java.io.BufferedReader.readLine(BufferedReader.java:324)
! at java.io.BufferedReader.readLine(BufferedReader.java:389)
! at si.mazi.rescu.HttpTemplate.readInputStreamAsEncodedString(HttpTemplate.java:231)
! at si.mazi.rescu.HttpTemplate.receive(HttpTemplate.java:134)
! at si.mazi.rescu.RestInvocationHandler.receiveAndMap(RestInvocationHandler.java:162)
! at si.mazi.rescu.RestInvocationHandler.invoke(RestInvocationHandler.java:119)
! at com.sun.proxy.$Proxy112.getTrades(Unknown Source)
! at org.knowm.xchange.kraken.service.KrakenMarketDataServiceRaw.getKrakenTrades(KrakenMarketDataServiceRaw.java:78)
! at org.knowm.xchange.kraken.service.KrakenMarketDataService.getTrades(KrakenMarketDataService.java:83)
! at com.gruelbox.orko.marketdata.MarketDataSubscriptionManager$Poller.pollAndEmitTrades(MarketDataSubscriptionManager.java:883)
badgerwithagun commented
Looking more stable at the back-end now despite a lot of socket timeouts and premature EOFs (hooray for the tolerance code and automated backoff)
badgerwithagun commented
Damn, looks like market trades don't work at all (all the requests are timing out).
badgerwithagun commented
I started on this, but am no longer actively using Kraken so it's fallen some way down my priority list.
If anyone else wants to pick it up, please do. Happy to give pointers.