Kraken request scheduling / 502 glitching

0-add-order.py

#!/usr/bin/env ipython

# This file is NOT YET part of krakenex.
# Licensed under the Simplified BSD license. See `examples/LICENSE.txt`.

# Place a simple buy/sell limit order.

from decimal import Decimal as D
import pprint
from time import time

import krakenex

def now():
    return D(time())

def main():
    k = krakenex.API()
    k.load_key('kraken-trade.key')

    before = now()
    response = k.query_private('AddOrder', {'pair': 'XMRXBT', 'type': 'buy', 'ordertype': 'limit',
                                            'price': '0.01175', 'volume': '1', 'userref': '0'})
    after = now()

    print('# response')
    pprint.pprint(response)
    print('# roundtrip', after - before, 'seconds')

    return

if __name__ == '__main__':
    main()

0-print-available-balances.py

#!/usr/bin/env python

# This file is part of krakenex.
# Licensed under the Simplified BSD license. See `examples/LICENSE.txt`.

# Get balance available for trading/withdrawal (not on orders).
#
# NOTE: Assumes regular orders. Margin positions are not taken into account!
#
# FIXME: Also shows how current krakenex usage has too much sugar.

from decimal import Decimal as D
import pprint
import time

import krakenex

k = krakenex.API()
k.load_key('kraken-monitor.key')

balance = k.query_private('Balance')
orders = k.query_private('OpenOrders')

balance = balance['result']
orders = orders['result']

newbalance = dict()
for currency in balance:
    # remove first symbol ('Z' or 'X'), but not for GNO
    newname = currency[1:] if len(currency) == 4 else currency
    newbalance[newname] = D(balance[currency]) # type(balance[currency]) == str
balance = newbalance

for _, o in orders['open'].items():
    # remaining volume in base currency
    volume = D(o['vol']) - D(o['vol_exec'])

    # extract for less typing
    descr = o['descr']

    # order price
    price = D(descr['price'])

    pair = descr['pair']
    base = pair[:3]
    quote = pair[3:]

    type_ = descr['type']
    if type_ == 'buy':
        # buying for quote - reduce quote balance
        balance[quote] -= volume * price
    elif type_ == 'sell':
        # selling base - reduce base balance
        balance[base] -= volume

print('#', time.ctime())
for k, v in balance.items():
    # convert to string for printing
    if v == D('0'):
        s = '0'
    else:
        s = str(v)
    # remove trailing zeros (remnant of being decimal)
    s = s.rstrip('0').rstrip('.') if '.' in s else s
    #
    print(k, s)

1-console-log.md

veox@localhost% ./print-available-balances.py

# Wed Oct 18 19:17:11 2017
EUR <snip>
XBT 0.0144076056
<snip>

Note the balance.

---

veox@localhost% ./add-order.py

---------------------------------------------------------------------------
HTTPError                                 Traceback (most recent call last)
/home/veox/src/python3-krakenex/examples/add-order.py in <module>()
     31 
     32 if __name__ == '__main__':
---> 33     main()

/home/veox/src/python3-krakenex/examples/add-order.py in main()
     21     before = now()
     22     response = k.query_private('AddOrder', {'pair': 'XMRXBT', 'type': 'buy', 'ordertype': 'limit',
---> 23                                             'price': '0.01175', 'volume': '1', 'userref': '0'})
     24     after = now()
     25 

/home/veox/.local/lib/python3.6/site-packages/krakenex/api.py in query_private(self, method, data)
    167         }
    168 
--> 169         return self._query(urlpath, data, headers)
    170 
    171     def _nonce(self):

/home/veox/.local/lib/python3.6/site-packages/krakenex/api.py in _query(self, urlpath, data, headers)
    120 
    121         if self.response.status_code not in (200, 201, 202):
--> 122             self.response.raise_for_status()
    123 
    124         return self.response.json()

/usr/lib/python3.6/site-packages/requests/models.py in raise_for_status(self)
    933 
    934         if http_error_msg:
--> 935             raise HTTPError(http_error_msg, response=self)
    936 
    937     def close(self):

HTTPError: 502 Server Error: Bad Gateway for url: https://api.kraken.com/0/private/AddOrder

The query failed with a HTTP 502 error.

---

veox@localhost% ./print-available-balances.py

# Wed Oct 18 19:19:31 2017
EUR <snip>
XBT 0.0144076056
<snip>

Balance remains same as before.

---

veox@localhost% ./print-available-balances.py

# Wed Oct 18 19:19:44 2017
EUR <snip>
XBT 0.0026576056
<snip>

Several seconds later, the query that 502'ed has gone through!

The general approach is non-graceful: should be reusing the session, i.e. should have a single script. Not sure if that would hinder the demonstration, though.