From 2164b02c66f494bfdc60d06f9423e1b44c4160bc Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 24 Sep 2023 19:55:44 +0200
Subject: [PATCH] Add initial code for trade_kraken import

---
 .../data/converter/trade_converter_kraken.py  | 67 +++++++++++++++++++
 1 file changed, 67 insertions(+)
 create mode 100644 freqtrade/data/converter/trade_converter_kraken.py

diff --git a/freqtrade/data/converter/trade_converter_kraken.py b/freqtrade/data/converter/trade_converter_kraken.py
new file mode 100644
index 000000000..fa23b627a
--- /dev/null
+++ b/freqtrade/data/converter/trade_converter_kraken.py
@@ -0,0 +1,67 @@
+import logging
+from pathlib import Path
+
+import numpy as np
+import pandas as pd
+
+from freqtrade.constants import DATETIME_PRINT_FORMAT, DEFAULT_TRADES_COLUMNS, Config
+from freqtrade.data.converter.trade_converter import (trades_convert_types,
+                                                      trades_df_remove_duplicates)
+from freqtrade.resolvers import ExchangeResolver
+
+
+logger = logging.getLogger(__name__)
+
+KRAKEN_CSV_TRADE_COLUMNS = ['timestamp', 'price', 'amount']
+
+
+def import_kraken_trades_from_csv(config: Config, convert_to: str):
+    """
+    Import kraken trades from csv
+    """
+    if config['exchange']['name'] != 'kraken':
+        raise ValueError('This function is only for kraken exchange')
+
+    from freqtrade.data.history.idatahandler import get_datahandler
+    datadir: Path = config['datadir']
+    data_handler = get_datahandler(datadir, data_format=convert_to)
+
+    tradesdir: Path = config['datadir'] / 'trades_csv'
+    exchange = ExchangeResolver.load_exchange(config, validate=False)
+    # iterate through directories in this directory
+    data_symbols = {p.stem for p in tradesdir.rglob('*.csv')}
+    print(data_symbols)
+
+    # create pair/filename mapping
+    markets = {
+        (m['symbol'], m['altname']) for m in exchange.markets.values()
+        if m.get('altname') in data_symbols
+    }
+
+    for pair, name in markets:
+        dfs = []
+        # Load and combine all csv files for this pair
+        for f in tradesdir.rglob(f"{name}.csv"):
+            # print(pair, f)
+            df = pd.read_csv(f, names=KRAKEN_CSV_TRADE_COLUMNS)
+            dfs.append(df)
+
+        if not dfs:
+            continue
+        trades = pd.concat(dfs, ignore_index=True)
+
+        trades.loc[:, 'timestamp'] = trades['timestamp'] * 1e3
+        trades.loc[:, 'cost'] = trades['price'] * trades['amount']
+        for col in DEFAULT_TRADES_COLUMNS:
+            if col not in trades.columns:
+                trades[col] = np.nan
+
+        trades = trades[DEFAULT_TRADES_COLUMNS]
+        trades = trades_convert_types(trades)
+
+        trades_df = trades_df_remove_duplicates(trades)
+        logger.info(f"{pair}: {len(trades_df)} trades, from "
+                    f"{trades_df['date'].min():{DATETIME_PRINT_FORMAT}} to "
+                    f"{trades_df['date'].max():{DATETIME_PRINT_FORMAT}}")
+
+        data_handler.trades_store(pair, trades_df)