3.1.1 cl-kraken/cl-kraken.asd

Source

cl-kraken.asd.

Parent Component

cl-kraken (system).

ASDF Systems

• cl-kraken.
• cl-kraken/src/main.
• cl-kraken/src/http.
• cl-kraken/src/globals.
• cl-kraken/src/cryptography.
• cl-kraken/src/time.

3.1.2 cl-kraken/src/main/file-type.lisp

Source

cl-kraken.asd.

Parent Component

cl-kraken/src/main (system).

Packages

cl-kraken.

Public Interface

• asset-pairs (function).
• assets (function).
• balance (function).
• depth (function).
• ohlc (function).
• server-time (function).
• spread (function).
• ticker (function).
• trade-balance (function).
• trade-volume (function).
• trades (function).

3.1.3 cl-kraken/src/http/file-type.lisp

Source

cl-kraken.asd.

Parent Component

cl-kraken/src/http (system).

Packages

cl-kraken/src/http.

Public Interface

request (function).

Internals

• get-public (function).
• post-http-headers (function).
• post-private (function).

3.1.4 cl-kraken/src/globals/file-type.lisp

Source

cl-kraken.asd.

Parent Component

cl-kraken/src/globals (system).

Packages

cl-kraken/src/globals.

Internals

• *api-key* (special variable).
• *api-secret* (special variable).
• +api-host+ (special variable).
• +api-private-path+ (special variable).
• +api-public-path+ (special variable).
• +api-scheme+ (special variable).
• +api-version+ (special variable).
• +version+ (special variable).

3.1.5 cl-kraken/src/cryptography/file-type.lisp

Source

cl-kraken.asd.

Parent Component

cl-kraken/src/cryptography (system).

Packages

cl-kraken/src/cryptography.

Public Interface

signature (function).

Internals

• hash-sha256 (function).
• hmac-sha512 (function).
• message (function).

3.1.6 cl-kraken/src/time/file-type.lisp

Source

cl-kraken.asd.

Parent Component

cl-kraken/src/time (system).

Packages

cl-kraken/src/time.

Public Interface

• generate-kraken-nonce (function).
• unix-time-in-microseconds (function).

Internals

• +one-million+ (special variable).
• +one-thousand+ (special variable).

5.1.1 Ordinary functions

Function: asset-pairs (&key pair raw verbose) ¶

Get tradeable asset pairs.
URL: https://api.kraken.com/0/public/AssetPairs
Input:
‘pair’ = optional, comma-delimited, case-insensitive asset pair string; if not provided, defaults to all pairs.
Kraken returns a hash with keys ‘error’ and ‘result’.
‘result’ is a hash of pair keys, each with a values hash containing: ‘altname’ = alternate pair name
‘aclass_base’ = asset class of base component
‘base’ = asset id of base component
‘aclass_quote’ = asset class of quote component
‘quote’ = asset id of quote component
‘lot’ = volume lot size
‘pair_decimals’ = scaling decimal places for pair
‘lot_decimals’ = scaling decimal places for volume ‘lot_multiplier’ = multiply lot volume by this to get currency volume ‘leverage_buy’ = array of leverage amounts available when buying ‘leverage_sell’ = array of leverage amounts available when selling ‘fees’ = fee schedule array in [volume, percent fee] tuples ‘fees_maker’ = maker fee schedule array in [volume, percent fee] tuples (if on maker/taker) ‘fee_volume_currency’ = volume discount currency
‘margin_call’ = margin call level
‘margin_stop’ = stop-out/liquidation margin level
If an asset pair is on a maker/taker fee schedule, the taker side is given in ‘fees’ and maker side in ‘fees_maker’.
For asset pairs not on maker/taker, the rates will only be given in ‘fees’.

Package

cl-kraken.

Source

file-type.lisp.

Function: assets (&key asset raw verbose) ¶

Get asset info.
URL: https://api.kraken.com/0/public/Assets
Input:
‘asset’ = optional, comma-delimited, case-insensitive asset list string; if not provided, defaults to all assets.
Kraken returns a hash with keys ‘error’ and ‘result’.
‘result’ is a hash of asset name keys, each with a values hash containing: ‘altname’ = alternate name, like EUR, USD, XBT
‘aclass’ = asset class, currently always set to ’currency’ ‘decimals’ = decimal places for record keeping ‘display_decimals’ = decimal places for display (usually fewer)

Package

cl-kraken.

Source

file-type.lisp.

Function: balance (&key raw verbose) ¶

Package

cl-kraken.

Source

file-type.lisp.

Function: depth (pair &key count raw verbose) ¶

Get order book public price data for an asset pair.
URL: https://api.kraken.com/0/public/Depth
Input:
PAIR = required single asset pair for which to query order book
COUNT = optional integer of maximum asks and bids to receive
Kraken returns a hash with keys ‘error’ and ‘result’.
‘result’ is an array containing a pair name and the keys ‘asks’ and ‘bids’ each followed by an array of ‘price’, ‘volume’, and ‘timestamp>’.

Package

cl-kraken.

Source

file-type.lisp.

Function: generate-kraken-nonce () ¶

Kraken requires the nonce to be an always-increasing unsigned integer between 51 and 64 bits in length. For this, we use UNIX-TIME-IN-MICROSECONDS below, expressed as a string. This is analogous to the nonce implementations in the various other Kraken API libraries in C, C++, Go, Python, and Ruby.

Package

cl-kraken/src/time.

Source

file-type.lisp.

Function: ohlc (pair &key since interval raw verbose) ¶

Get OHLC (Open, High, Low, Close) public price data for an asset pair.
URL: https://api.kraken.com/0/public/OHLC
Input:
PAIR = required single asset pair for which to query OHLC data INTERVAL = optional integer time interval in minutes defaulting to 1, permitted values are 1, 5, 15, 30, 60, 240, 1440, 10080, 21600; Kraken returns an Invalid Arguments error for other values SINCE = optional integer Unix Time id from when to return new committed OHLC data, corresponding to previous OHLC ‘last’ values. Kraken returns a hash with keys ‘error’ and ‘result’.
‘result’ is an array containing a pair name and a ‘last’ Unix Time id.
- The pair name contains an array of arrays, each containing values for ‘time’, ‘open’, ‘high’, ‘low’, ‘close’, ‘VWAP’, ‘volume’ and ‘count’. - ‘last’ is a Unix Time id for the current not-yet-committed frame. Useful as value for SINCE when querying for new committed OHLC data.

Package

cl-kraken.

Source

file-type.lisp.

Function: request (method &key params post raw verbose) ¶

General HTTP GET/POST request and JSON parsing function.

Package

cl-kraken/src/http.

Source

file-type.lisp.

Function: server-time (&key raw verbose) ¶

Get server time. Useful to approximate skew time between server and client. URL: https://api.kraken.com/0/public/Time
Kraken returns a hash with keys ‘error’ and ‘result’.
‘result’ is an array of hashes with keys:
‘unixtime’ = unix timestamp
‘rfc1123’ = RFC 1123 time format

Package

cl-kraken.

Source

file-type.lisp.

Function: signature (path nonce data secret) ¶

Signature generated from the HMAC SHA512 of a message and key:
message = (PATH + SHA256(NONCE + POST DATA)) in octets
key = base64-decoded SECRET in octets
Before returning, the signature is converted from octets to a base64 string.

Package

cl-kraken/src/cryptography.

Source

file-type.lisp.

Function: spread (pair &key since raw verbose) ¶

Get recent spread data for an asset pair.
URL: https://api.kraken.com/0/public/Spread
Input:
PAIR = required single asset pair for which to query spread data
SINCE = optional integer Unix Time id from when to return spread data, corresponding to previous spread ‘last’ values.
Note: SINCE is inclusive, so any returned data with the same time as a previous set should overwrite all of the previous set’s entries. Kraken returns a hash with keys ‘error’ and ‘result’.
‘result’ is an array containing a pair name and a ‘last’ Unix Time id.
- The pair name contains an array of arrays for ‘time’, ‘bid’, and ‘ask’. - ‘last’ is a Unix Time id to use for SINCE when querying new spread.

Package

cl-kraken.

Source

file-type.lisp.

Function: ticker (pair &key raw verbose) ¶

Get ticker data for asset pairs.
URL: https://api.kraken.com/0/public/Ticker
Input:
‘pair’ = required comma-delimited list of one or more asset pairs. Kraken returns a hash with keys ‘error’ and ‘result’.
‘result’ is a hash of pair keys, each with a values hash of ticker data: a = ask array (price, whole lot volume, lot volume) b = bid array (price, whole lot volume, lot volume) c = last trade closed array (price, lot volume)
v = volume array (today, last 24 hours)
p = volume weighted avg price array (today, last 24 hours)
t = number of trades array (today, last 24 hours)
l = low array (today, last 24 hours)
h = high array (today, last 24 hours)
o = opening price (today, at 00:00:00 UTC)

Package

cl-kraken.

Source

file-type.lisp.

Function: trade-balance (&key raw verbose) ¶

Package

cl-kraken.

Source

file-type.lisp.

Function: trade-volume (&key pair fee-info raw verbose) ¶

Get trade volume.
URL: https://api.kraken.com/0/private/TradeVolume
Input:
PAIR = optional, comma-delimited, case-insensitive asset pair string; if not provided, defaults to all pairs.
FEE-INFO = optional boolean whether or not to include fee info in results. Note: Currently appears to be not implemented by Kraken, since the fee info is always returned.
Kraken returns a hash with keys ‘error’ and ‘result’.
‘result’ is a hash of pair keys, each with a values hash containing: ‘currency’ = volume currency
‘volume’ = current discount volume
‘fees’ = array of asset pairs with *taker* fee tier data
‘fee’ = current fee in percent
‘minfee’ = minimum fee for pair (if not fixed fee)
‘maxfee’ = maximum fee for pair (if not fixed fee)
‘nextfee’ = next tier’s fee for pair
(if not fixed fee, nil if at lowest fee tier) ‘nextvolume’ = volume level of next tier
(if not fixed fee, nil if at lowest fee tier) ‘tiervolume’ = volume level of current tier
(if not fixed fee, nil if at lowest fee tier) ‘fees_maker’ = array of asset pairs with *maker* fee tier data for any pairs on a maker/taker fee schedule
‘fee’ = current fee in percent
‘minfee’ = minimum fee for pair (if not fixed fee)
‘maxfee’ = maximum fee for pair (if not fixed fee)
‘nextfee’ = next tier’s fee for pair
(if not fixed fee, nil if at lowest fee tier) ‘nextvolume’ = volume level of next tier
(if not fixed fee, nil if at lowest fee tier) ‘tiervolume’ = volume level of current tier
(if not fixed fee, nil if at lowest fee tier)
If an asset pair is on a maker/taker fee schedule, the taker side is given in ‘fees’ and maker side in ‘fees_maker’.
For asset pairs not on maker/taker, the rates will only be given in ‘fees’.

Package

cl-kraken.

Source

file-type.lisp.

Function: trades (pair &key since raw verbose) ¶

Get recent trades public price data for an asset pair.
URL: https://api.kraken.com/0/public/Trades
Input:
PAIR = required single asset pair for which to query trades data
SINCE = optional integer timestamp id from when to return new trades data, corresponding to previous trades ‘last’ values.
Kraken returns a hash with keys ‘error’ and ‘result’.
‘result’ is an array containing a pair name and a ‘last’ Unix Time id.
- The pair name is followed by an array of maximum 1000 trades containing ‘price’, ‘volume’, ‘time’, ‘buy/sell’, ‘market/limit’, ‘miscellaneous’. - ‘last’ is a timestamp id to use for SINCE when querying new trades.

Package

cl-kraken.

Source

file-type.lisp.

Function: unix-time-in-microseconds () ¶

Unix Time in usec using SBCL’s SB-EXT:GET-TIME-OF-DAY.

Package

cl-kraken/src/time.

Source

file-type.lisp.

5.2.1 Special variables

Special Variable: *api-key* ¶

This is an empty account for testing. Replace this value with your API key.

Package

cl-kraken/src/globals.

Source

file-type.lisp.

Special Variable: *api-secret* ¶

This is an empty account for testing. Replace this vaule with your API secret.

Package

cl-kraken/src/globals.

Source

file-type.lisp.

Special Variable: +api-host+ ¶

Package

cl-kraken/src/globals.

Source

file-type.lisp.

Special Variable: +api-private-path+ ¶

Package

cl-kraken/src/globals.

Source

file-type.lisp.

Special Variable: +api-public-path+ ¶

Package

cl-kraken/src/globals.

Source

file-type.lisp.

Special Variable: +api-scheme+ ¶

Package

cl-kraken/src/globals.

Source

file-type.lisp.

Special Variable: +api-version+ ¶

Package

cl-kraken/src/globals.

Source

file-type.lisp.

Special Variable: +one-million+ ¶

Package

cl-kraken/src/time.

Source

file-type.lisp.

Special Variable: +one-thousand+ ¶

Package

cl-kraken/src/time.

Source

file-type.lisp.

Special Variable: +version+ ¶

Package

cl-kraken/src/globals.

Source

file-type.lisp.

5.2.2 Ordinary functions

Function: get-public (method &key params verbose scheme host) ¶

HTTP GET request for public API queries.

Package

cl-kraken/src/http.

Source

file-type.lisp.

Function: hash-sha256 (message) ¶

Evaluates to an SHA256 digest of the message. Input and output in octets.

Package

cl-kraken/src/cryptography.

Source

file-type.lisp.

Function: hmac-sha512 (message secret) ¶

Evaluates to an HMAC SHA512 signature. Inputs and output in octets.

Package

cl-kraken/src/cryptography.

Source

file-type.lisp.

Function: message (path nonce data) ¶

(PATH + SHA256(NONCE + POST DATA)) in octets.

Package

cl-kraken/src/cryptography.

Source

file-type.lisp.

Function: post-http-headers (path nonce data key secret) ¶

Kraken POST HTTP headers must contain the API key and signature.

Package

cl-kraken/src/http.

Source

file-type.lisp.

Function: post-private (method &key params verbose scheme host key secret) ¶

HTTP POST request for private authenticated API queries.

Package

cl-kraken/src/http.

Source

file-type.lisp.