path: root/internal/cryptomarket/client.go

package cryptomarket

import (
	"context"
	"encoding/json"
	"fmt"
	"io"
	"math/big"
	"net/http"
	"net/url"
	"sort"
	"sync"
	"time"
)

type Instrument struct{ Symbol, Pair, Key string }

var Instruments = []Instrument{
	{"BTC", "XBTUSD", "XXBTZUSD"}, {"ETH", "ETHUSD", "XETHZUSD"},
	{"SOL", "SOLUSD", "SOLUSD"}, {"DOGE", "DOGEUSD", "XDGUSD"}, {"SHIB", "SHIBUSD", "SHIBUSD"},
}

func Find(symbol string) (Instrument, bool) {
	for _, i := range Instruments {
		if i.Symbol == symbol {
			return i, true
		}
	}
	return Instrument{}, false
}

type Quote struct {
	Bid, Ask string
	At       time.Time
}

func (q Quote) Validate(now time.Time) error {
	b, e := Decimal(q.Bid)
	if e != nil {
		return e
	}
	a, e := Decimal(q.Ask)
	if e != nil {
		return e
	}
	if a.Cmp(b) < 0 || q.At.After(now.Add(5*time.Second)) || now.Sub(q.At) > 60*time.Second {
		return fmt.Errorf("stale or crossed quote")
	}
	return nil
}
func (q Quote) mid() *big.Rat { return mul(add(rat(q.Bid), rat(q.Ask)), rat("0.5")) }

type Candle struct {
	Time                   int64
	Open, High, Low, Close string
}

func (c Candle) Validate() error {
	o, e := Decimal(c.Open)
	if e != nil {
		return e
	}
	h, e := Decimal(c.High)
	if e != nil {
		return e
	}
	l, e := Decimal(c.Low)
	if e != nil {
		return e
	}
	v, e := Decimal(c.Close)
	if e != nil {
		return e
	}
	if c.Time <= 0 || c.Time%86400 != 0 || h.Cmp(l) < 0 || o.Cmp(l) < 0 || o.Cmp(h) > 0 || v.Cmp(l) < 0 || v.Cmp(h) > 0 {
		return fmt.Errorf("invalid daily candle")
	}
	return nil
}

type Snapshot struct {
	Quotes  map[string]Quote
	Candles map[string][]Candle
}

// Expiry uses the completed UTC day's close, never today's price or the
// unfinished candle. Missing history leaves a contract pending, not mispriced.
func (s Snapshot) Expiry(symbol string, expiry int64) (string, bool) {
	for _, c := range s.Candles[symbol] {
		if c.Time+86400 == expiry && c.Validate() == nil {
			return c.Close, true
		}
	}
	return "", false
}

type Client struct {
	HTTP        *http.Client
	Base        string
	once        sync.Once
	gate        chan struct{}
	cache       Snapshot
	attemptedAt map[string]time.Time
	historyDay  int64
	history     map[string][]Candle
	retryAfter  time.Time
	lastError   error
}

func NewClient() *Client {
	return &Client{HTTP: &http.Client{Timeout: 10 * time.Second}, Base: "https://api.kraken.com/0/public"}
}
func (c *Client) get(ctx context.Context, path string, out any) error {
	req, e := http.NewRequestWithContext(ctx, "GET", c.Base+path, nil)
	if e != nil {
		return e
	}
	req.Header.Set("User-Agent", "IcarusMUD-PaperCrypto/1.0")
	req.Header.Set("Cache-Control", "no-cache")
	r, e := c.HTTP.Do(req)
	if e != nil {
		return e
	}
	defer r.Body.Close()
	if r.StatusCode != 200 {
		return fmt.Errorf("kraken HTTP %d", r.StatusCode)
	}
	var envelope struct {
		Error  []string        `json:"error"`
		Result json.RawMessage `json:"result"`
	}
	if e = json.NewDecoder(io.LimitReader(r.Body, 4<<20)).Decode(&envelope); e != nil {
		return e
	}
	if len(envelope.Error) > 0 {
		return fmt.Errorf("kraken rejected request")
	}
	return json.Unmarshal(envelope.Result, out)
}

// Fetch requests only allowlisted USD markets. Metadata prevents trading a
// suspended/delisted pair. One failed instrument does not poison other pairs.
func (c *Client) Fetch(ctx context.Context, symbols []string) (Snapshot, error) {
	s := Snapshot{Quotes: map[string]Quote{}, Candles: map[string][]Candle{}}
	if len(symbols) == 0 {
		return s, nil
	}
	for _, sym := range symbols {
		if _, ok := Find(sym); !ok {
			return s, fmt.Errorf("unsupported currency")
		}
	}
	// Coalesce concurrent users, bound polling, and share immutable daily history.
	c.once.Do(func() { c.gate = make(chan struct{}, 1) })
	select {
	case c.gate <- struct{}{}:
	case <-ctx.Done():
		return s, ctx.Err()
	}
	defer func() { <-c.gate }()
	if ctx.Err() != nil {
		return s, ctx.Err()
	}
	if time.Now().Before(c.retryAfter) {
		return s, c.lastError
	}
	if c.fresh(symbols) {
		return c.cache.selectSymbols(symbols), nil
	}
	result, err := c.fetch(ctx, symbols)
	if err != nil {
		// A caller's own cancellation or deadline must never become the shared
		// backoff error: that would show every other visitor a closed counter
		// for 15 seconds because one player walked away mid-fetch.
		if ctx.Err() != nil {
			return result, err
		}
		c.lastError = err
		c.retryAfter = time.Now().Add(15 * time.Second)
		return result, err
	}
	if c.attemptedAt == nil {
		c.attemptedAt = map[string]time.Time{}
	}
	c.cache = c.cache.merge(result)
	now := time.Now()
	for _, sym := range symbols {
		c.attemptedAt[sym] = now
	}
	return result, nil
}

// fresh reports whether every requested symbol has a recent fetch attempt. A
// symbol that was attempted but produced no quote (halted/delisted, or a
// missing/empty ticker) is still considered fresh: without this, every crypto
// command would re-run the full request chain for a permanently-unavailable
// pair. No background work runs: only an explicit interaction refreshes
// anything.
func (c *Client) fresh(symbols []string) bool {
	for _, sym := range symbols {
		at, ok := c.attemptedAt[sym]
		if !ok || time.Since(at) >= 15*time.Second {
			return false
		}
	}
	return true
}
func (s Snapshot) selectSymbols(symbols []string) Snapshot {
	out := Snapshot{Quotes: map[string]Quote{}, Candles: map[string][]Candle{}}
	for _, sym := range symbols {
		if q, ok := s.Quotes[sym]; ok {
			out.Quotes[sym] = q
		}
		if c, ok := s.Candles[sym]; ok {
			out.Candles[sym] = append([]Candle(nil), c...)
		}
	}
	return out
}
func (s Snapshot) merge(other Snapshot) Snapshot {
	out := s.clone()
	for k, v := range other.Quotes {
		out.Quotes[k] = v
	}
	for k, v := range other.Candles {
		out.Candles[k] = append([]Candle(nil), v...)
	}
	return out
}
func (s Snapshot) clone() Snapshot {
	out := Snapshot{Quotes: map[string]Quote{}, Candles: map[string][]Candle{}}
	for k, v := range s.Quotes {
		out.Quotes[k] = v
	}
	for k, v := range s.Candles {
		out.Candles[k] = append([]Candle(nil), v...)
	}
	return out
}
func (c *Client) fetch(ctx context.Context, symbols []string) (Snapshot, error) {
	s := Snapshot{Quotes: map[string]Quote{}, Candles: map[string][]Candle{}}
	pairs := ""
	for _, sym := range symbols {
		i, ok := Find(sym)
		if !ok {
			return s, fmt.Errorf("unsupported currency")
		}
		if pairs != "" {
			pairs += ","
		}
		pairs += i.Pair
	}
	var status struct {
		Status string `json:"status"`
	}
	if e := c.get(ctx, "/SystemStatus", &status); e != nil {
		return s, e
	}
	if status.Status != "online" {
		return s, fmt.Errorf("kraken is not online")
	}
	var meta map[string]struct {
		Status string `json:"status"`
	}
	if e := c.get(ctx, "/AssetPairs?pair="+url.QueryEscape(pairs), &meta); e != nil {
		return s, e
	}
	var ticks map[string]struct {
		Ask []string `json:"a"`
		Bid []string `json:"b"`
	}
	started := time.Now().UTC()
	if e := c.get(ctx, "/Ticker?pair="+url.QueryEscape(pairs), &ticks); e != nil {
		return s, e
	}
	day := started.Unix() / 86400
	if c.historyDay != day {
		c.history = map[string][]Candle{}
		c.historyDay = day
	}
	for _, sym := range symbols {
		i, _ := Find(sym)
		v, ok := ticks[i.Key]
		if ok && meta[i.Key].Status == "online" && len(v.Ask) > 0 && len(v.Bid) > 0 {
			q := Quote{Bid: v.Bid[0], Ask: v.Ask[0], At: started}
			if q.Validate(time.Now()) == nil {
				s.Quotes[sym] = q
			}
		}
		if history, ok := c.history[sym]; ok {
			s.Candles[sym] = append([]Candle(nil), history...)
			continue
		}
		var raw map[string]json.RawMessage
		if e := c.get(ctx, "/OHLC?pair="+url.QueryEscape(i.Pair)+"&interval=1440", &raw); e != nil {
			continue
		}
		var rows [][]json.RawMessage
		if json.Unmarshal(raw[i.Key], &rows) != nil {
			continue
		}
		candles := []Candle{}
		valid := true
		var last int64
		for _, r := range rows {
			if len(r) != 8 {
				valid = false
				break
			}
			var v Candle
			if json.Unmarshal(r[0], &v.Time) != nil || json.Unmarshal(r[1], &v.Open) != nil || json.Unmarshal(r[2], &v.High) != nil || json.Unmarshal(r[3], &v.Low) != nil || json.Unmarshal(r[4], &v.Close) != nil || v.Validate() != nil || v.Time <= last {
				valid = false
				break
			}
			last = v.Time
			if v.Time+86400 <= started.Unix() {
				candles = append(candles, v)
			}
		}
		if valid {
			s.Candles[sym] = candles
			// Retry history until the immediately preceding day is present; a
			// midnight publication lag must not cache missing expiry data all day.
			if len(candles) > 0 && candles[len(candles)-1].Time+86400 == day*86400 {
				c.history[sym] = append([]Candle(nil), candles...)
			}
		}
	}
	if len(s.Quotes) == 0 && len(s.Candles) == 0 {
		return s, fmt.Errorf("no valid live quotes")
	}
	return s, nil
}
func Symbols(a Account) []string {
	m := map[string]bool{}
	for _, p := range a.Positions {
		if p.Status == "open" {
			m[p.Symbol] = true
		}
	}
	out := []string{}
	for s := range m {
		out = append(out, s)
	}
	sort.Strings(out)
	return out
}