Implement Kraken integration with REST and WebSocket clients, add market data handling, and enhance settings configuration

tests/unit/test_currency_graph.py

@@ -0,0 +1,48 @@
+from arbitrade.detection.graph import CurrencyGraph
+
+
+def test_currency_graph_from_kraken_pairs_builds_adjacency() -> None:
+    asset_pairs = {
+        "XXBTZUSD": {"wsname": "BTC/USD"},
+        "XETHXXBT": {"wsname": "ETH/BTC"},
+        "XETHZUSD": {"wsname": "ETH/USD"},
+    }
+
+    graph = CurrencyGraph.from_kraken_asset_pairs(asset_pairs)
+
+    assert "USD" in graph.adjacency
+    assert "BTC" in graph.adjacency["USD"]
+    assert "ETH" in graph.adjacency["USD"]
+
+
+def test_triangular_cycles_detected_once() -> None:
+    asset_pairs = {
+        "XXBTZUSD": {"wsname": "BTC/USD"},
+        "XETHXXBT": {"wsname": "ETH/BTC"},
+        "XETHZUSD": {"wsname": "ETH/USD"},
+    }
+
+    graph = CurrencyGraph.from_kraken_asset_pairs(asset_pairs)
+    cycles = graph.triangular_cycles()
+
+    assert len(cycles) == 1
+    cycle = cycles[0]
+    assert cycle.currencies == ("BTC", "ETH", "USD")
+    assert set(cycle.pairs) == {"BTC/USD", "ETH/BTC", "ETH/USD"}
+
+
+def test_cycles_indexed_by_pair() -> None:
+    asset_pairs = {
+        "XXBTZUSD": {"wsname": "BTC/USD"},
+        "XETHXXBT": {"wsname": "ETH/BTC"},
+        "XETHZUSD": {"wsname": "ETH/USD"},
+    }
+
+    graph = CurrencyGraph.from_kraken_asset_pairs(asset_pairs)
+    cycles = graph.triangular_cycles()
+    index = graph.index_cycles_by_pair(cycles)
+
+    assert "BTC/USD" in index
+    assert "ETH/BTC" in index
+    assert "ETH/USD" in index
+    assert len(index["BTC/USD"]) == 1

tests/unit/test_kraken_rest.py

@@ -0,0 +1,112 @@
+import httpx
+import pytest
+import respx
+
+from arbitrade.config.settings import Settings
+from arbitrade.exchange.kraken_rest import KrakenRestClient
+
+
+@pytest.mark.asyncio
+async def test_server_time_success() -> None:
+    settings = Settings(_env_file=None)
+    client = KrakenRestClient(settings)
+
+    with respx.mock(base_url=settings.kraken_rest_url) as mock_router:
+        mock_router.get("/0/public/Time").respond(
+            200,
+            json={"error": [], "result": {"unixtime": 1}},
+        )
+
+        payload = await client.server_time()
+
+    await client.close()
+    assert payload["unixtime"] == 1
+
+
+@pytest.mark.asyncio
+async def test_retry_then_success() -> None:
+    settings = Settings(
+        _env_file=None,
+        kraken_retry_attempts=2,
+        kraken_retry_base_delay_seconds=0.0,
+    )
+    client = KrakenRestClient(settings)
+
+    with respx.mock(base_url=settings.kraken_rest_url) as mock_router:
+        route = mock_router.get("/0/public/Time")
+        route.side_effect = [
+            httpx.ConnectError("boom"),
+            httpx.Response(200, json={"error": [], "result": {"unixtime": 2}}),
+        ]
+
+        payload = await client.server_time()
+
+    await client.close()
+    assert payload["unixtime"] == 2
+
+
+@pytest.mark.asyncio
+async def test_balances_private_call_uses_headers() -> None:
+    settings = Settings(
+        _env_file=None,
+        KRAKEN_API_KEY="key",
+        KRAKEN_API_SECRET="c2VjcmV0",  # base64("secret")
+        kraken_private_rate_limit_seconds=0.0,
+    )
+    client = KrakenRestClient(settings)
+
+    with respx.mock(base_url=settings.kraken_rest_url) as mock_router:
+        route = mock_router.post("/0/private/Balance").respond(
+            200,
+            json={"error": [], "result": {"ZUSD": "10.0"}},
+        )
+        payload = await client.balances()
+
+    await client.close()
+    request = route.calls.last.request
+    assert request.headers.get("API-Key") == "key"
+    assert request.headers.get("API-Sign")
+    assert payload["ZUSD"] == "10.0"
+
+
+@pytest.mark.asyncio
+async def test_balances_requires_credentials() -> None:
+    settings = Settings(
+        _env_file=None,
+        KRAKEN_API_KEY=None,
+        KRAKEN_API_SECRET=None,
+        kraken_private_rate_limit_seconds=0.0,
+    )
+    client = KrakenRestClient(settings)
+
+    with pytest.raises(RuntimeError, match="Missing Kraken API credentials"):
+        await client.balances()
+
+    await client.close()
+
+
+def test_compliance_default_ok() -> None:
+    settings = Settings(_env_file=None)
+    client = KrakenRestClient(settings)
+
+    issues = client.validate_compliance()
+
+    assert issues == []
+
+
+def test_compliance_detects_insecure_config() -> None:
+    settings = Settings(
+        _env_file=None,
+        KRAKEN_REST_URL="http://api.kraken.com",
+        KRAKEN_PRIVATE_RATE_LIMIT_SECONDS=0.0,
+        KRAKEN_RETRY_ATTEMPTS=0,
+        KRAKEN_RETRY_BASE_DELAY_SECONDS=-1.0,
+    )
+    client = KrakenRestClient(settings)
+
+    issues = client.validate_compliance()
+
+    assert any("https://" in issue for issue in issues)
+    assert any("below 1.0" in issue for issue in issues)
+    assert any("ATTEMPTS" in issue for issue in issues)
+    assert any("BASE_DELAY" in issue for issue in issues)

tests/unit/test_kraken_ws.py

@@ -0,0 +1,26 @@
+from arbitrade.config.settings import Settings
+from arbitrade.exchange.kraken_ws import KrakenWsClient
+
+
+def test_parse_book_delta() -> None:
+    client = KrakenWsClient(Settings())
+    message = {
+        "channel": "book",
+        "symbol": "BTC/USD",
+        "data": [
+            {
+                "bids": [{"price": "100.0", "qty": "1.2"}],
+                "asks": [{"price": "100.5", "qty": "0.8"}],
+                "checksum": 123,
+                "timestamp": 1717232000000,
+            }
+        ],
+    }
+
+    delta = client.parse_book_delta(message)
+
+    assert delta is not None
+    assert delta.symbol == "BTC/USD"
+    assert len(delta.bids) == 1
+    assert len(delta.asks) == 1
+    assert delta.checksum == 123

tests/unit/test_order_book.py

@@ -0,0 +1,27 @@
+from arbitrade.exchange.models import BookLevel
+from arbitrade.market_data.order_book import OrderBook
+
+
+def test_order_book_apply_and_best_levels() -> None:
+    book = OrderBook()
+    book.apply_bids([BookLevel(price=100.0, volume=1.0), BookLevel(price=99.5, volume=2.0)])
+    book.apply_asks([BookLevel(price=100.5, volume=1.1), BookLevel(price=101.0, volume=0.9)])
+
+    best_bid = book.best_bid()
+    best_ask = book.best_ask()
+
+    assert best_bid is not None
+    assert best_ask is not None
+    assert best_bid.price == 100.0
+    assert best_ask.price == 100.5
+
+
+def test_order_book_checksum_matches_self() -> None:
+    book = OrderBook()
+    book.apply_bids([BookLevel(price=100.0, volume=1.0)])
+    book.apply_asks([BookLevel(price=100.5, volume=1.0)])
+
+    checksum = book.compute_checksum()
+
+    assert isinstance(checksum, int)
+    assert checksum == book.compute_checksum()