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Merge pull request #100 from Griffsano/kraken_main
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Kraken: Action Types in CSV Exports
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@provinzio
provinzio authored Mar 19, 2022
2 parents 333ae7f + 6ccfdc0 commit 560a608
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Showing 3 changed files with 284 additions and 102 deletions.
235 changes: 179 additions & 56 deletions src/book.py
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Original file line number Diff line number Diff line change
Expand Up @@ -18,8 +18,9 @@
import datetime
import decimal
import re
from collections import defaultdict
from pathlib import Path
from typing import Optional
from typing import Any, Optional

import config
import log_config
Expand All @@ -33,6 +34,13 @@


class Book:
# Need to track state of duplicate deposit/withdrawal entries
# All deposits/withdrawals are held back until they occur a second time
# Initialize non-existing fields with None once they're called
kraken_held_ops: defaultdict[str, defaultdict[str, Any]] = defaultdict(
lambda: defaultdict(lambda: None)
)

def __init__(self, price_data: PriceData) -> None:
self.price_data = price_data

Expand All @@ -41,7 +49,7 @@ def __init__(self, price_data: PriceData) -> None:
def __bool__(self) -> bool:
return bool(self.operations)

def append_operation(
def create_operation(
self,
operation: str,
utc_time: datetime.datetime,
Expand All @@ -50,22 +58,53 @@ def append_operation(
coin: str,
row: int,
file_path: Path,
) -> None:
) -> tr.Operation:

try:
Op = getattr(tr, operation)
except AttributeError:
log.warning(
log.error(
"Could not recognize operation `%s` in %s file `%s:%i`.",
operation,
platform,
file_path,
row,
)
return
raise RuntimeError

op = Op(utc_time, platform, change, coin, row, file_path)
assert isinstance(op, tr.Operation)
return op

def _append_operation(
self,
operation: tr.Operation,
) -> None:

self.operations.append(operation)

def append_operation(
self,
operation: str,
utc_time: datetime.datetime,
platform: str,
change: decimal.Decimal,
coin: str,
row: int,
file_path: Path,
) -> None:

op = self.create_operation(
operation,
utc_time,
platform,
change,
coin,
row,
file_path,
)

o = Op(utc_time, platform, change, coin, row, file_path)
self.operations.append(o)
self._append_operation(op)

def _read_binance(self, file_path: Path, version: int = 1) -> None:
platform = "binance"
Expand Down Expand Up @@ -453,31 +492,12 @@ def _read_kraken_ledgers(self, file_path: Path) -> None:
operation_mapping = {
"spend": "Sell", # Sell ordered via 'Buy Crypto' button
"receive": "Buy", # Buy ordered via 'Buy Crypto' button
"transfer": "Airdrop",
"reward": "StakingInterest",
"staking": "StakingInterest",
"deposit": "Deposit",
"withdrawal": "Withdrawal",
}

# Need to track state of "duplicate entries"
# for deposits / withdrawals;
# the second deposit and the first withdrawal entry
# need to be skipped.
# dup_state["deposit"] == 0:
# Deposit is broadcast to blockchain
# > Taxable event (is in public trade history)
# dup_state["deposit"] == 1:
# Deposit is credited to Kraken account
# > Skipped
# dup_state["withdrawal"] == 0:
# Withdrawal is requested in Kraken account
# > Skipped
# dup_state["withdrawal"] == 1:
# Withdrawal is broadcast to blockchain
# > Taxable event (is in public trade history)
dup_state = {"deposit": 0, "withdrawal": 0}
dup_skip = {"deposit": 1, "withdrawal": 0}

with open(file_path, encoding="utf8") as f:
reader = csv.reader(f)

Expand Down Expand Up @@ -516,42 +536,58 @@ def _read_kraken_ledgers(self, file_path: Path) -> None:
balance,
) = columns
else:
raise RuntimeError(
"Unknown Kraken ledgers format: "
log.error(
"{file_path}: Unknown Kraken ledgers format: "
"Number of rows do not match known versions."
)
raise RuntimeError

row = reader.line_num

# Skip "duplicate entries" for deposits / withdrawals
if _type in dup_state.keys():
skip = dup_state[_type] == dup_skip[_type]
dup_state[_type] = (dup_state[_type] + 1) % 2
if skip:
continue

# Parse data.
utc_time = datetime.datetime.strptime(_utc_time, "%Y-%m-%d %H:%M:%S")
utc_time = utc_time.replace(tzinfo=datetime.timezone.utc)
change = misc.force_decimal(_amount)
# remove the appended .S for staked assets
_asset = _asset.removesuffix(".S")
coin = kraken_asset_map.get(_asset, _asset)
fee = misc.force_decimal(_fee)
operation = operation_mapping.get(_type)
if operation is None:
if _type == "trade":
operation = "Sell" if change < 0 else "Buy"
elif _type in ["margin trade", "rollover", "settled"]:
elif _type in ["margin trade", "rollover", "settled", "margin"]:
log.error(
f"{file_path}: {row}: Margin trading is "
"currently not supported. "
"Please create an Issue or PR."
f"{file_path} row {row}: Margin trading is currently not "
"supported. Please create an Issue or PR."
)
raise RuntimeError
elif _type == "transfer":
if num_columns == 9:
# for backwards compatibility assume Airdrop for staking
log.warning(
f"{file_path} row {row}: Staking is not supported for"
"old Kraken ledger formats. "
"Please create an Issue or PR."
)
operation = "Airdrop"
elif subtype == "stakingfromspot":
operation = "Staking"
elif subtype == "stakingtospot":
operation = "StakingEnd"
elif subtype in ["spottostaking", "spotfromstaking"]:
# duplicate entries for staking actions
continue
else:
log.error(
f"{file_path} row {row}: Order subtype '{subtype}' is "
"currently not supported. Please create an Issue or PR."
)
raise RuntimeError
else:
log.error(
f"{file_path}: {row}: Other order type '{_type}' "
"is currently not supported. "
"Please create an Issue or PR."
f"{file_path} row {row}: Other order type '{_type}' is "
"currently not supported. Please create an Issue or PR."
)
raise RuntimeError
change = abs(change)
Expand All @@ -561,22 +597,109 @@ def _read_kraken_ledgers(self, file_path: Path) -> None:
assert coin
assert change

self.append_operation(
operation, utc_time, platform, change, coin, row, file_path
)
# Skip duplicate entries for deposits / withdrawals and additional
# deposit / withdrawal lines for staking / unstaking / staking reward
# actions.
# The second deposit and the first withdrawal need to be considered,
# since these are the points in time where the user actually has the
# assets at their disposal. The first deposit and second withdrawal are
# in the public trade history and are skipped.
# For staking / unstaking / staking reward actions, deposits /
# withdrawals only occur once and will be ignored.
# The "appended" flag stores if an operation for a given refid has
# already been appended to the operations list:
# == None: Initial value (first occurrence)
# == False: No operation has been appended (second occurrence)
# == True: Operation has already been appended, this should not happen
if operation in ["Deposit", "Withdrawal"]:
# First, create the operations
op = self.create_operation(
operation, utc_time, platform, change, coin, row, file_path
)
op_fee = None
if fee != 0:
op_fee = self.create_operation(
"Fee", utc_time, platform, fee, coin, row, file_path
)
# If this is the first occurrence, set the "appended" flag to false
# and don't append the operation to the list. Instead, store the
# data for verifying or appending it later.
if self.kraken_held_ops[refid]["appended"] is None:
self.kraken_held_ops[refid]["appended"] = False
self.kraken_held_ops[refid]["operation"] = op
self.kraken_held_ops[refid]["operation_fee"] = op_fee
# If this is the second occurrence, append a new operation, set the
# "appended" flag to True and assert that the data of this operation
# agrees with the data of the first occurrence.
elif self.kraken_held_ops[refid]["appended"] is False:
self.kraken_held_ops[refid]["appended"] = True
try:
assert isinstance(
op, type(self.kraken_held_ops[refid]["operation"])
), "operation"
assert (
op.change
== self.kraken_held_ops[refid]["operation"].change
), "change"
assert (
op.coin == self.kraken_held_ops[refid]["operation"].coin
), "coin"
except AssertionError as e:
log.error(
f"{file_path} row {row}: Parameters for refid {refid} "
f"({operation}) do not agree: {e}. "
"Please create an Issue or PR."
)
raise RuntimeError
# For deposits, this is all we need to do before appending the
# operation. For withdrawals, we need to append the first
# withdrawal as soon as the second withdrawal occurs. Therefore,
# overwrite the operation with the stored first withdrawal.
if operation == "Withdrawal":
op = self.kraken_held_ops[refid]["operation"]
op_fee = self.kraken_held_ops[refid]["operation_fee"]
# Finally, append the operations and delete the stored
# operations to reduce memory consumption
self._append_operation(op)
if op_fee:
self._append_operation(op_fee)
del self.kraken_held_ops[refid]["operation"]
del self.kraken_held_ops[refid]["operation_fee"]
# If an operation with the same refid has been already appended,
# this is the third occurrence. Throw an error if this happens.
elif self.kraken_held_ops[refid]["appended"] is True:
log.error(
f"{file_path} row {row}: More than two entries with refid "
f"{refid} should not exist ({operation}). "
"Please create an Issue or PR."
)
raise RuntimeError
# This should never happen
else:
log.error(
f"{file_path} row {row}: Unknown value for appended "
f"operation flag {self.kraken_held_ops[refid]['appended']}."
"Please create an Issue or PR."
)
raise TypeError

if fee != 0:
# for all other operation types
else:
self.append_operation(
"Fee", utc_time, platform, fee, coin, row, file_path
operation, utc_time, platform, change, coin, row, file_path
)

assert dup_state["deposit"] == 0, (
"Orphaned deposit. (Must always come in pairs). " "Is your file corrupted?"
)
assert dup_state["withdrawal"] == 0, (
"Orphaned withdrawal. (Must always come in pairs). "
"Is your file corrupted?"
)
if fee != 0:
self.append_operation(
"Fee", utc_time, platform, fee, coin, row, file_path
)
if operation == "StakingInterest":
# For Kraken, the rewarded coins are added to the staked
# portfolio. TODO (for MULTI_DEPOT only): Directly add the
# rewarded coins to the staking depot (not like here with the
# detour of adding it to spot and then staking the same amount)
self.append_operation(
"Staking", utc_time, platform, change, coin, row, file_path
)

def _read_kraken_ledgers_old(self, file_path: Path) -> None:

Expand Down
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