Feature/tim/kraken futures

[elbart]

Add Basic KrakenFutures support (only orderbook so far)

[soulmachine]

Hi Tim,

Thanks for your great work! This is a big PR, I'd like to split it into 5 smaller PRs:

1. First, update the crypto-market-type library, as far as I see, kraken futures has two market types, InverseSwap and InverseFuture, for example https://futures.kraken.com/trade/futures/PI_XBTUSD is InverseSwap, https://futures.kraken.com/trade/futures/FI_XBTUSD_220225 is InverseFutre. After you submit this PR, I'll merge it and publish a newer crypto-market-type library
2. Second, implement fetch_symbols() and fetch_markets() for Kraken Futures in the crypto-markets library, underneath it calls https://futures.kraken.com/derivatives/api/v3/instruments. Still, after you submit this PR, I'll merge it and publish a newer crypto-markets library
3. Implement the logic in crypto-ws-client library and I'll publish a newer version
4. Implement the logic in crypto-crawler using the newer crypto-market-type, crypto-ws-client and crypto-markets
5. Implement the logic in crypto-msg-parser library

[soulmachine]

Hi Tim,

Kraken Futures is supported by this commit https://github.com/soulmachine/crypto-crawler-rs/commit/6db007c5571852fc951f97f919dc10c63f3f0638 now

So I'm closing this PR

Thanks for your work, feel free to submit issues and PRs any time!

[elbart]

Hi Frank,

sorry for the delay. Frankly speaking I was a bit overwhelmed by the "overhead" for this PR and actually needed to finish the actual project I was working on. Sorry for being such unresponsive. I usually try to be more responsive :/

Also your change seems more adequate regarding how to actually implement the change. Is this commit already on crates.io in the latest version of crypto-ws-rs?

Best regards and thanks for your great work!

Tim

[elbart]

Just saw that the latest versions seem to contain your mentionend changes! Thanks!

[soulmachine]

@elbart Hi Tim, there is no rush at all, this is an open source project. By the way, does the new version meets your needs? For example,

• carbonbot kraken inverse_future trade FI_XBTUSD_220624 can crawl tick-by-tick trade data of https://futures.kraken.com/trade/futures/FI_XBTUSD_220624
• carbonbot kraken inverse_future trade can crawl tick-by-tick trade data for all deliverable futures .
• carbonbot kraken inverse_swap l2_event can crawl tick-by-tick level2 orderbook data for all perpetual contracts.
• carbonbot -h to see help
• https://futures.kraken.com has inverse contracts only, i.e., all contracts are coin-margined instead of USDT-margined. See all kraken market types here crypto-market-type/src/lib.rs#L117

[elbart]

@soulmachine All stuff I need currently works fine. Thanks for asking!