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

2026-06-01 10:30:58 +02:00
parent 6211575db7
commit 7d3071463e
20 changed files with 977 additions and 1 deletions
@@ -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)