Files
gocryptotrader/exchanges/kucoin/kucoin_wrapper.go
Gareth Kirwan 16d2d9f35a Config: AssetEnabled upgrade (#1735)
* Config: Move assetEnabled upgrade to Version management

* Assets: Do not error on asset not enabled, or disabled

This became more messy with Disabling something that's defaulted to
disabled.
Taking an idealogical stance against erroring that what you want to have
done is already done.

* CurrencyManager: Set AssetEnabled when StorePairs(enabled)

* RPCServer: Fix tests expecting StoreAssetPairFormat to enable the asset

Also assertifies

* Bitfinex: Fix tests for MarginFunding subs

* GCTWrapper: Improve TestMain clarity

* BTSE: Add futures to testconfig

* Exchanges: Rename StoreAssetPairStore

Previously we were calling it "Format", but accepting everything from
the PairStore.
We were also defaulting to turning the Asset on.

Now callers need to get their AssetEnabled set as they want it, so
there's no magic

This change also moves responsibility for error wrapping outside to the
caller.

* Config: AssetEnabled upgrade should respect assetTypes

Previously we ignored the field and just turned on everything.
I think that was because we couldn't get at the old value.
In either case, we have the option to do better, and respect the
assetEnabled value

* Config: Improve exchange config version upgrade error messages
2025-03-17 21:47:37 +11:00

2456 lines
80 KiB
Go

package kucoin
import (
"context"
"errors"
"fmt"
"sort"
"strings"
"time"
"github.com/shopspring/decimal"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/collateral"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// SetDefaults sets the basic defaults for Kucoin
func (ku *Kucoin) SetDefaults() {
ku.Name = "Kucoin"
ku.Enabled = true
ku.Verbose = false
ku.API.CredentialsValidator.RequiresKey = true
ku.API.CredentialsValidator.RequiresSecret = true
ku.API.CredentialsValidator.RequiresClientID = true
for _, a := range []asset.Item{asset.Spot, asset.Margin, asset.Futures} {
ps := currency.PairStore{
AssetEnabled: true,
RequestFormat: &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter},
ConfigFormat: &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter},
}
if a == asset.Futures {
ps.RequestFormat.Delimiter = ""
ps.ConfigFormat.Delimiter = currency.UnderscoreDelimiter
}
if err := ku.SetAssetPairStore(a, ps); err != nil {
log.Errorf(log.ExchangeSys, "%s error storing `%s` default asset formats: %s", ku.Name, a, err)
}
}
ku.Features = exchange.Features{
CurrencyTranslations: currency.NewTranslations(map[currency.Code]currency.Code{
currency.XBT: currency.BTC,
currency.USDTM: currency.USDT,
currency.USDM: currency.USD,
currency.USDCM: currency.USDC,
}),
TradingRequirements: protocol.TradingRequirements{
ClientOrderID: true,
},
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TickerBatching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
CryptoWithdrawal: true,
SubmitOrder: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
CancelOrders: true,
TradeFetching: true,
UserTradeHistory: true,
KlineFetching: true,
DepositHistory: true,
WithdrawalHistory: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
GetOrders: true,
TradeFetching: true,
KlineFetching: true,
GetOrder: true,
},
FuturesCapabilities: exchange.FuturesCapabilities{
Positions: true,
Leverage: true,
CollateralMode: true,
FundingRates: true,
MaximumFundingRateHistory: kline.ThreeMonth.Duration(),
SupportedFundingRateFrequencies: map[kline.Interval]bool{
kline.EightHour: true,
},
FundingRateBatching: map[asset.Item]bool{
asset.Futures: true,
},
OpenInterest: exchange.OpenInterestSupport{
Supported: true,
SupportedViaTicker: true,
SupportsRestBatch: true,
},
},
MaximumOrderHistory: kline.OneDay.Duration() * 7,
WithdrawPermissions: exchange.AutoWithdrawCrypto,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.IntervalCapacity{Interval: kline.OneMin},
kline.IntervalCapacity{Interval: kline.ThreeMin},
kline.IntervalCapacity{Interval: kline.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.TwoHour},
kline.IntervalCapacity{Interval: kline.FourHour},
kline.IntervalCapacity{Interval: kline.SixHour},
kline.IntervalCapacity{Interval: kline.EightHour},
kline.IntervalCapacity{Interval: kline.TwelveHour},
kline.IntervalCapacity{Interval: kline.OneDay},
kline.IntervalCapacity{Interval: kline.OneWeek},
),
GlobalResultLimit: 500,
},
},
Subscriptions: defaultSubscriptions.Clone(),
}
var err error
ku.Requester, err = request.New(ku.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(GetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
ku.API.Endpoints = ku.NewEndpoints()
err = ku.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: kucoinAPIURL,
exchange.RestFutures: kucoinFuturesAPIURL,
exchange.WebsocketSpot: kucoinWebsocketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
ku.Websocket = stream.NewWebsocket()
ku.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
ku.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
ku.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (ku *Kucoin) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
ku.SetEnabled(false)
return nil
}
err = ku.SetupDefaults(exch)
if err != nil {
return err
}
ku.checkSubscriptions()
wsRunningEndpoint, err := ku.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = ku.Websocket.Setup(
&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: kucoinWebsocketURL,
RunningURL: wsRunningEndpoint,
Connector: ku.WsConnect,
Subscriber: ku.Subscribe,
Unsubscriber: ku.Unsubscribe,
GenerateSubscriptions: ku.generateSubscriptions,
Features: &ku.Features.Supports.WebsocketCapabilities,
OrderbookBufferConfig: buffer.Config{
SortBuffer: true,
SortBufferByUpdateIDs: true,
UpdateIDProgression: true,
},
TradeFeed: ku.Features.Enabled.TradeFeed,
})
if err != nil {
return err
}
return ku.Websocket.SetupNewConnection(&stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
RateLimit: request.NewRateLimitWithWeight(time.Second, 2, 1),
})
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (ku *Kucoin) FetchTradablePairs(ctx context.Context, assetType asset.Item) (currency.Pairs, error) {
var cp currency.Pair
switch assetType {
case asset.Futures:
myPairs, err := ku.GetFuturesOpenContracts(ctx)
if err != nil {
return nil, err
}
pairs := make(currency.Pairs, 0, len(myPairs))
for x := range myPairs {
if strings.ToLower(myPairs[x].Status) != "open" { //nolint:gocritic // strings.ToLower is faster
continue
}
cp, err = currency.NewPairFromStrings(myPairs[x].BaseCurrency, myPairs[x].Symbol[len(myPairs[x].BaseCurrency):])
if err != nil {
return nil, err
}
pairs = pairs.Add(cp)
}
configFormat, err := ku.GetPairFormat(asset.Futures, false)
if err != nil {
return nil, err
}
return pairs.Format(configFormat), nil
case asset.Spot, asset.Margin:
myPairs, err := ku.GetSymbols(ctx, "")
if err != nil {
return nil, err
}
pairs := make(currency.Pairs, 0, len(myPairs))
for x := range myPairs {
if !myPairs[x].EnableTrading || (assetType == asset.Margin && !myPairs[x].IsMarginEnabled) {
continue
}
// Symbol field must be used to generate pair as this is the symbol
// to fetch data from the API. e.g. BSV-USDT name is BCHSV-USDT as symbol.
cp, err = currency.NewPairFromString(strings.ToUpper(myPairs[x].Symbol))
if err != nil {
return nil, err
}
pairs = pairs.Add(cp)
}
return pairs, nil
default:
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
}
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (ku *Kucoin) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assets := ku.GetAssetTypes(true)
for a := range assets {
pairs, err := ku.FetchTradablePairs(ctx, assets[a])
if err != nil {
return err
}
if len(pairs) == 0 {
return fmt.Errorf("%v; no tradable pairs", currency.ErrCurrencyPairsEmpty)
}
err = ku.UpdatePairs(pairs, assets[a], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (ku *Kucoin) UpdateTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
p, err := ku.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
if err := ku.UpdateTickers(ctx, assetType); err != nil {
return nil, err
}
return ticker.GetTicker(ku.Name, p, assetType)
}
// UpdateTickers updates all currency pairs of a given asset type
func (ku *Kucoin) UpdateTickers(ctx context.Context, assetType asset.Item) error {
var errs error
switch assetType {
case asset.Futures:
ticks, err := ku.GetFuturesOpenContracts(ctx)
if err != nil {
return err
}
pairs, err := ku.GetEnabledPairs(asset.Futures)
if err != nil {
return err
}
for x := range ticks {
var pair currency.Pair
pair, err = currency.NewPairFromStrings(ticks[x].BaseCurrency, ticks[x].Symbol[len(ticks[x].BaseCurrency):])
if err != nil {
return err
}
if !pairs.Contains(pair, true) {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: ticks[x].LastTradePrice,
High: ticks[x].HighPrice,
Low: ticks[x].LowPrice,
Volume: ticks[x].VolumeOf24h,
OpenInterest: ticks[x].OpenInterest.Float64(),
Pair: pair,
ExchangeName: ku.Name,
AssetType: assetType,
})
if err != nil {
errs = common.AppendError(errs, err)
}
}
case asset.Spot, asset.Margin:
ticks, err := ku.GetTickers(ctx)
if err != nil {
return err
}
for t := range ticks.Tickers {
pair, enabled, err := ku.MatchSymbolCheckEnabled(ticks.Tickers[t].Symbol, assetType, true)
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
return err
}
if !enabled {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: ticks.Tickers[t].Last,
High: ticks.Tickers[t].High,
Low: ticks.Tickers[t].Low,
Volume: ticks.Tickers[t].Volume,
Ask: ticks.Tickers[t].Sell,
Bid: ticks.Tickers[t].Buy,
Pair: pair,
ExchangeName: ku.Name,
AssetType: assetType,
LastUpdated: ticks.Time.Time(),
})
if err != nil {
errs = common.AppendError(errs, err)
}
}
default:
return fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
}
return errs
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (ku *Kucoin) UpdateOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
err := ku.CurrencyPairs.IsAssetEnabled(assetType)
if err != nil {
return nil, err
}
pair, err = ku.FormatExchangeCurrency(pair, assetType)
if err != nil {
return nil, err
}
var ordBook *Orderbook
switch assetType {
case asset.Futures:
ordBook, err = ku.GetFuturesOrderbook(ctx, pair.String())
case asset.Spot, asset.Margin:
ordBook, err = ku.GetPartOrderbook100(ctx, pair.String())
default:
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
}
if err != nil {
return nil, err
}
book := &orderbook.Base{
Exchange: ku.Name,
Pair: pair,
Asset: assetType,
VerifyOrderbook: ku.CanVerifyOrderbook,
Asks: ordBook.Asks,
Bids: ordBook.Bids,
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(ku.Name, pair, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (ku *Kucoin) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
holding := account.Holdings{Exchange: ku.Name}
err := ku.CurrencyPairs.IsAssetEnabled(assetType)
if err != nil {
return holding, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
}
switch assetType {
case asset.Futures:
balances := make([]account.Balance, 2)
for i, settlement := range []string{"XBT", "USDT"} {
accountH, err := ku.GetFuturesAccountOverview(ctx, settlement)
if err != nil {
return account.Holdings{}, err
}
balances[i] = account.Balance{
Currency: currency.NewCode(accountH.Currency),
Total: accountH.AvailableBalance + accountH.FrozenFunds,
Hold: accountH.FrozenFunds,
Free: accountH.AvailableBalance,
}
}
holding.Accounts = append(holding.Accounts, account.SubAccount{
AssetType: assetType,
Currencies: balances,
})
case asset.Spot, asset.Margin:
accountH, err := ku.GetAllAccounts(ctx, currency.EMPTYCODE, "")
if err != nil {
return account.Holdings{}, err
}
for x := range accountH {
if accountH[x].AccountType == "margin" && assetType == asset.Spot {
continue
} else if accountH[x].AccountType == "trade" && assetType == asset.Margin {
continue
}
holding.Accounts = append(holding.Accounts, account.SubAccount{
AssetType: assetType,
Currencies: []account.Balance{
{
Currency: currency.NewCode(accountH[x].Currency),
Total: accountH[x].Balance.Float64(),
Hold: accountH[x].Holds.Float64(),
Free: accountH[x].Available.Float64(),
},
},
})
}
default:
return holding, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
}
return holding, nil
}
// GetAccountFundingHistory returns funding history, deposits and
// withdrawals
func (ku *Kucoin) GetAccountFundingHistory(ctx context.Context) ([]exchange.FundingHistory, error) {
withdrawalsData, err := ku.GetWithdrawalList(ctx, currency.EMPTYCODE, "", time.Time{}, time.Time{})
if err != nil {
return nil, err
}
depositsData, err := ku.GetHistoricalDepositList(ctx, currency.EMPTYCODE, "", time.Time{}, time.Time{})
if err != nil {
return nil, err
}
fundingData := make([]exchange.FundingHistory, len(withdrawalsData.Items)+len(depositsData.Items))
for x := range depositsData.Items {
fundingData[x] = exchange.FundingHistory{
Timestamp: depositsData.Items[x].CreatedAt.Time(),
ExchangeName: ku.Name,
TransferType: "deposit",
CryptoTxID: depositsData.Items[x].WalletTxID,
Status: depositsData.Items[x].Status,
Amount: depositsData.Items[x].Amount,
Currency: depositsData.Items[x].Currency,
}
}
length := len(depositsData.Items)
for x := range withdrawalsData.Items {
fundingData[length+x] = exchange.FundingHistory{
Fee: withdrawalsData.Items[x].Fee,
Timestamp: withdrawalsData.Items[x].UpdatedAt.Time(),
ExchangeName: ku.Name,
TransferType: "withdrawal",
CryptoToAddress: withdrawalsData.Items[x].Address,
CryptoTxID: withdrawalsData.Items[x].WalletTxID,
Status: withdrawalsData.Items[x].Status,
Amount: withdrawalsData.Items[x].Amount,
Currency: withdrawalsData.Items[x].Currency,
TransferID: withdrawalsData.Items[x].ID,
}
}
return fundingData, nil
}
// GetWithdrawalsHistory returns previous withdrawals data
func (ku *Kucoin) GetWithdrawalsHistory(ctx context.Context, c currency.Code, assetType asset.Item) ([]exchange.WithdrawalHistory, error) {
if !ku.SupportsAsset(assetType) {
return nil, asset.ErrNotSupported
}
var withdrawals *HistoricalDepositWithdrawalResponse
withdrawals, err := ku.GetHistoricalWithdrawalList(ctx, c.Upper(), "", time.Time{}, time.Time{})
if err != nil {
return nil, err
}
resp := make([]exchange.WithdrawalHistory, len(withdrawals.Items))
for x := range withdrawals.Items {
resp[x] = exchange.WithdrawalHistory{
Status: withdrawals.Items[x].Status,
CryptoTxID: withdrawals.Items[x].WalletTxID,
Timestamp: withdrawals.Items[x].CreatedAt.Time(),
Amount: withdrawals.Items[x].Amount,
TransferType: "withdrawal",
Currency: c.String(),
}
}
return resp, nil
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (ku *Kucoin) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
p, err := ku.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var resp []trade.Data
switch assetType {
case asset.Futures:
tradeData, err := ku.GetFuturesTradeHistory(ctx, p.String())
if err != nil {
return nil, err
}
var side order.Side
for i := range tradeData {
side, err = order.StringToOrderSide(tradeData[0].Side)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
TID: tradeData[i].TradeID,
Exchange: ku.Name,
CurrencyPair: p,
AssetType: assetType,
Price: tradeData[i].Price,
Amount: tradeData[i].Size,
Timestamp: tradeData[i].FilledTime.Time(),
Side: side,
})
}
case asset.Spot, asset.Margin:
tradeData, err := ku.GetTradeHistory(ctx, p.String())
if err != nil {
return nil, err
}
var side order.Side
for i := range tradeData {
side, err = order.StringToOrderSide(tradeData[0].Side)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
TID: tradeData[i].Sequence,
Exchange: ku.Name,
CurrencyPair: p,
Side: side,
AssetType: assetType,
Price: tradeData[i].Price,
Amount: tradeData[i].Size,
Timestamp: tradeData[i].Time.Time(),
})
}
default:
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
}
if ku.IsSaveTradeDataEnabled() {
err := trade.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (ku *Kucoin) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
// For OCO (One Cancels the Other) orders, the StopLoss parameters under the order submission argument field RiskManagementModes are treated as stop values,
// and the TakeProfit parameters are treated as limit order.
func (ku *Kucoin) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
sideString, err := ku.OrderSideString(s.Side)
if err != nil {
return nil, err
}
s.Pair, err = ku.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return nil, err
}
var o string
switch s.AssetType {
case asset.Futures:
if s.Leverage == 0 {
s.Leverage = 1
}
var orderType, stopOrderType, stopOrderBoundary string
switch s.Type {
case order.Stop, order.StopLimit, order.TrailingStop:
orderType = "limit"
if s.TriggerPrice == 0 {
break
}
switch s.TriggerPriceType {
case order.IndexPrice:
stopOrderType = "IP"
case order.MarkPrice:
stopOrderType = "MP"
case order.LastPrice:
stopOrderType = "TP"
}
switch s.Type {
case order.StopLimit:
switch s.Side {
case order.Sell:
stopOrderBoundary = "up"
case order.Buy:
stopOrderBoundary = "down"
}
case order.TrailingStop, order.Stop:
switch s.Side {
case order.Sell:
// Stop-loss when order type is order.Stop
stopOrderBoundary = "down"
case order.Buy:
// Take Profit when order type is order.Stop
stopOrderBoundary = "up"
}
}
case order.Market, order.Limit:
orderType = s.Type.Lower()
default:
return nil, order.ErrUnsupportedOrderType
}
o, err = ku.PostFuturesOrder(ctx, &FuturesOrderParam{
ClientOrderID: s.ClientOrderID,
Side: sideString,
Symbol: s.Pair,
OrderType: orderType,
Size: s.Amount,
Price: s.Price,
Leverage: s.Leverage,
VisibleSize: 0,
ReduceOnly: s.ReduceOnly,
PostOnly: s.PostOnly,
Hidden: s.Hidden,
Stop: stopOrderBoundary,
StopPrice: s.TriggerPrice,
StopPriceType: stopOrderType,
Iceberg: s.Iceberg,
})
if err != nil {
return nil, err
}
return s.DeriveSubmitResponse(o)
case asset.Spot:
switch s.Type {
case order.Limit, order.Market, order.StopLimit, order.StopMarket:
var oType order.Type
switch s.Type {
case order.Limit, order.StopLimit:
oType = order.Limit
case order.Market, order.StopMarket:
oType = order.Market
}
var timeInForce string
if oType == order.Limit {
switch {
case s.FillOrKill:
timeInForce = "FOK"
case s.ImmediateOrCancel:
timeInForce = "IOC"
case s.PostOnly:
default:
timeInForce = "GTC"
}
}
var stopType string
var stopPrice float64
switch {
case s.RiskManagementModes.StopLoss.Enabled && s.RiskManagementModes.StopEntry.Enabled:
return nil, errors.New("can not enable more than one risk management")
case s.RiskManagementModes.StopEntry.Enabled:
stopType = "entry"
stopPrice = s.RiskManagementModes.StopEntry.Price
case s.RiskManagementModes.StopLoss.Enabled:
stopType = "loss"
stopPrice = s.RiskManagementModes.StopLoss.Price
}
var o string
if stopType != "" {
o, err = ku.PostStopOrder(ctx,
s.ClientOrderID,
sideString,
s.Pair.String(),
oType.Lower(), "", stopType, "", SpotTradeType,
timeInForce, s.Amount, s.Price, stopPrice, 0,
0, 0, s.PostOnly, s.Hidden, s.Iceberg)
if err != nil {
return nil, err
}
return s.DeriveSubmitResponse(o)
}
o, err = ku.PostOrder(ctx, &SpotOrderParam{
ClientOrderID: s.ClientOrderID,
Side: sideString,
Symbol: s.Pair,
OrderType: s.Type.Lower(),
Size: s.Amount,
Price: s.Price,
PostOnly: s.PostOnly,
Hidden: s.Hidden,
TimeInForce: timeInForce,
Iceberg: s.Iceberg,
TradeType: SpotTradeType,
ReduceOnly: s.ReduceOnly,
})
if err != nil {
return nil, err
}
return s.DeriveSubmitResponse(o)
case order.OCO:
switch {
case !s.RiskManagementModes.TakeProfit.Enabled || s.RiskManagementModes.TakeProfit.Price <= 0:
return nil, errors.New("take profit price is required")
case !s.RiskManagementModes.StopLoss.Enabled || s.RiskManagementModes.StopLoss.Price <= 0:
return nil, errors.New("stop loss price is required")
}
switch s.Side {
case order.Sell:
if s.RiskManagementModes.TakeProfit.Price <= s.RiskManagementModes.StopLoss.Price {
return nil, errors.New("stop loss price must be below take profit trigger price for sell orders")
}
case order.Buy:
if s.RiskManagementModes.TakeProfit.Price >= s.RiskManagementModes.StopLoss.Price {
return nil, errors.New("stop loss price must be greater than take profit trigger price for buy orders")
}
}
limitPrice := s.RiskManagementModes.TakeProfit.Price
stopPrice := s.RiskManagementModes.StopLoss.Price
var o string
o, err = ku.PlaceOCOOrder(ctx, &OCOOrderParams{
Symbol: s.Pair,
Side: sideString,
Price: s.Price,
Size: s.Amount,
StopPrice: stopPrice,
LimitPrice: limitPrice,
ClientOrderID: s.ClientOrderID,
})
if err != nil {
return nil, err
}
return s.DeriveSubmitResponse(o)
default:
return nil, order.ErrUnsupportedOrderType
}
case asset.Margin:
o, err := ku.PostMarginOrder(ctx,
&MarginOrderParam{
ClientOrderID: s.ClientOrderID,
Side: sideString,
Symbol: s.Pair,
OrderType: s.Type.Lower(),
MarginModel: MarginModeToString(s.MarginType),
Price: s.Price,
Size: s.Amount,
VisibleSize: s.Amount,
PostOnly: s.PostOnly,
Hidden: s.Hidden,
AutoBorrow: s.AutoBorrow,
AutoRepay: s.AutoBorrow,
Iceberg: s.Iceberg,
})
if err != nil {
return nil, err
}
ret, err := s.DeriveSubmitResponse(o.OrderID)
if err != nil {
return nil, err
}
ret.BorrowSize = o.BorrowSize
ret.LoanApplyID = o.LoanApplyID
return ret, nil
default:
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, s.AssetType)
}
}
// MarginModeToString returns a string representation of a MarginMode
func MarginModeToString(mType margin.Type) string {
switch mType {
case margin.Isolated:
return mType.String()
case margin.Multi:
return "cross"
default:
return ""
}
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (ku *Kucoin) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (ku *Kucoin) CancelOrder(ctx context.Context, ord *order.Cancel) error {
if ord == nil {
return common.ErrNilPointer
}
err := ku.CurrencyPairs.IsAssetEnabled(ord.AssetType)
if err != nil {
return err
}
pairFormat, err := ku.GetPairFormat(ord.AssetType, true)
if err != nil {
return err
}
ord.Pair = ord.Pair.Format(pairFormat)
switch ord.AssetType {
case asset.Spot, asset.Margin:
if ord.OrderID == "" && ord.ClientOrderID == "" {
return fmt.Errorf("%w, either clientOrderID or OrderID is required", order.ErrOrderIDNotSet)
}
switch ord.Type {
case order.OCO:
if ord.OrderID != "" {
_, err = ku.CancelOCOOrderByOrderID(ctx, ord.OrderID)
} else if ord.ClientOrderID != "" {
_, err = ku.CancelOCOOrderByClientOrderID(ctx, ord.ClientOrderID)
}
case order.Stop, order.StopLimit:
if ord.OrderID != "" {
_, err = ku.CancelStopOrder(ctx, ord.OrderID)
} else {
_, err = ku.CancelStopOrderByClientOrderID(ctx, ord.ClientOrderID, ord.Pair.String())
}
default:
if ord.OrderID != "" {
_, err = ku.CancelSingleOrder(ctx, ord.OrderID)
} else {
_, err = ku.CancelOrderByClientOID(ctx, ord.ClientOrderID)
}
}
return err
case asset.Futures:
if ord.OrderID == "" && ord.ClientOrderID == "" {
return fmt.Errorf("%w, either clientOrderID or OrderID is required", order.ErrOrderIDNotSet)
}
if ord.OrderID == "" {
if ord.Pair.IsEmpty() {
return fmt.Errorf("%w, symbol information is required", currency.ErrCurrencyPairEmpty)
}
_, err = ku.CancelFuturesOrderByClientOrderID(ctx, ord.Pair.String(), ord.ClientOrderID)
} else {
_, err = ku.CancelFuturesOrderByOrderID(ctx, ord.OrderID)
}
if err != nil {
return err
}
default:
return fmt.Errorf("%w asset type: %v", asset.ErrNotSupported, ord.AssetType)
}
return nil
}
// CancelBatchOrders cancels orders by their corresponding ID numbers
func (ku *Kucoin) CancelBatchOrders(_ context.Context, _ []order.Cancel) (*order.CancelBatchResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// CancelAllOrders cancels all orders associated with a currency pair
func (ku *Kucoin) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if orderCancellation == nil {
return order.CancelAllResponse{}, common.ErrNilPointer
}
err := ku.CurrencyPairs.IsAssetEnabled(orderCancellation.AssetType)
if err != nil {
return order.CancelAllResponse{}, err
}
result := order.CancelAllResponse{}
err = orderCancellation.Validate()
if err != nil {
return result, err
}
var pairString string
if !orderCancellation.Pair.IsEmpty() {
orderCancellation.Pair, err = ku.FormatExchangeCurrency(orderCancellation.Pair, orderCancellation.AssetType)
if err != nil {
return result, err
}
pairString = orderCancellation.Pair.String()
}
var values []string
switch orderCancellation.AssetType {
case asset.Margin, asset.Spot:
var orderIDs []string
if orderCancellation.OrderID != "" {
orderIDs = append(orderIDs, orderCancellation.OrderID)
}
if orderCancellation.ClientOrderID != "" {
orderIDs = append(orderIDs, orderCancellation.ClientOrderID)
}
switch orderCancellation.Type {
case order.OCO:
var response *OCOOrderCancellationResponse
response, err = ku.CancelOCOMultipleOrders(ctx, orderIDs, orderCancellation.Pair.String())
if err != nil {
return order.CancelAllResponse{}, err
}
values = response.CancelledOrderIDs
case order.Stop, order.StopLimit:
values, err = ku.CancelStopOrders(ctx,
orderCancellation.Pair.String(),
ku.AccountToTradeTypeString(orderCancellation.AssetType, MarginModeToString(orderCancellation.MarginType)),
orderIDs)
if err != nil {
return order.CancelAllResponse{}, err
}
default:
tradeType := ku.AccountToTradeTypeString(orderCancellation.AssetType, MarginModeToString(orderCancellation.MarginType))
values, err = ku.CancelAllOpenOrders(ctx, pairString, tradeType)
if err != nil {
return order.CancelAllResponse{}, err
}
}
case asset.Futures:
values, err = ku.CancelMultipleFuturesLimitOrders(ctx, orderCancellation.Pair.String())
if err != nil {
return result, err
}
stopOrders, err := ku.CancelAllFuturesStopOrders(ctx, orderCancellation.Pair.String())
if err != nil {
return result, err
}
values = append(values, stopOrders...)
default:
return order.CancelAllResponse{}, fmt.Errorf("%w %v", asset.ErrNotSupported, orderCancellation.AssetType)
}
result.Status = map[string]string{}
for x := range values {
result.Status[values[x]] = order.Cancelled.String()
}
return result, nil
}
// GetOrderInfo returns order information based on order ID
func (ku *Kucoin) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error) {
err := ku.CurrencyPairs.IsAssetEnabled(assetType)
if err != nil {
return nil, err
}
pair, err = ku.FormatExchangeCurrency(pair, assetType)
if err != nil {
return nil, err
}
switch assetType {
case asset.Futures:
var orderDetail *FuturesOrder
orderDetail, err = ku.GetFuturesOrderDetails(ctx, orderID, "")
if err != nil {
return nil, err
}
var nPair currency.Pair
nPair, err = currency.NewPairFromString(orderDetail.Symbol)
if err != nil {
return nil, err
}
var oType order.Type
oType, err = order.StringToOrderType(orderDetail.OrderType)
if err != nil {
return nil, err
}
var side order.Side
side, err = order.StringToOrderSide(orderDetail.Side)
if err != nil {
return nil, err
}
if side == order.Sell {
side = order.Short
} else if side == order.Buy {
side = order.Long
}
if !pair.IsEmpty() && !nPair.Equal(pair) {
return nil, fmt.Errorf("order with id %s and symbol %v does not exist", orderID, pair)
}
var oStatus order.Status
if orderDetail.IsActive {
oStatus = order.Active
} else {
oStatus = order.Closed
}
return &order.Detail{
Exchange: ku.Name,
OrderID: orderDetail.ID,
Pair: pair,
Type: oType,
Side: side,
AssetType: assetType,
ExecutedAmount: orderDetail.DealSize,
RemainingAmount: orderDetail.Size - orderDetail.DealSize,
Amount: orderDetail.Size,
Price: orderDetail.Price,
Date: orderDetail.CreatedAt.Time(),
HiddenOrder: orderDetail.Hidden,
PostOnly: orderDetail.PostOnly,
ReduceOnly: orderDetail.ReduceOnly,
Leverage: orderDetail.Leverage,
AverageExecutedPrice: orderDetail.Price,
QuoteAmount: orderDetail.Size,
ClientOrderID: orderDetail.ClientOid,
Status: oStatus,
CloseTime: orderDetail.EndAt.Time(),
LastUpdated: orderDetail.UpdatedAt.Time(),
}, nil
case asset.Spot, asset.Margin:
orderDetail, err := ku.GetOrderByID(ctx, orderID)
if err != nil {
return nil, err
}
nPair, err := currency.NewPairFromString(orderDetail.Symbol)
if err != nil {
return nil, err
}
oType, err := order.StringToOrderType(orderDetail.Type)
if err != nil {
return nil, err
}
side, err := order.StringToOrderSide(orderDetail.Side)
if err != nil {
return nil, err
}
if !pair.IsEmpty() && !nPair.Equal(pair) {
return nil, fmt.Errorf("order with id %s and currency Pair %v does not exist", orderID, pair)
}
var oStatus order.Status
if orderDetail.IsActive {
oStatus = order.Active
} else {
oStatus = order.Closed
}
var orderAssetType asset.Item
var mType margin.Type
switch orderDetail.TradeType {
case SpotTradeType:
orderAssetType = asset.Spot
case CrossMarginTradeType:
mType = margin.Multi
orderAssetType = asset.Margin
case IsolatedMarginTradeType:
mType = margin.Isolated
orderAssetType = asset.Margin
}
if orderAssetType != assetType {
return nil, fmt.Errorf("%w, expected order asset type %v, got %v", asset.ErrInvalidAsset, assetType, orderAssetType)
}
var remainingSize float64
if orderDetail.RemainSize.Float64() != 0 {
remainingSize = orderDetail.RemainSize.Float64()
} else {
remainingSize = orderDetail.Size.Float64() - orderDetail.DealSize.Float64()
}
return &order.Detail{
Exchange: ku.Name,
OrderID: orderDetail.ID,
Pair: pair,
Type: oType,
Side: side,
Fee: orderDetail.Fee.Float64(),
AssetType: assetType,
ExecutedAmount: orderDetail.DealSize.Float64(),
RemainingAmount: remainingSize,
Amount: orderDetail.Size.Float64(),
Price: orderDetail.Price.Float64(),
Date: orderDetail.CreatedAt.Time(),
HiddenOrder: orderDetail.Hidden,
PostOnly: orderDetail.PostOnly,
AverageExecutedPrice: orderDetail.Price.Float64(),
FeeAsset: currency.NewCode(orderDetail.FeeCurrency),
ClientOrderID: orderDetail.ClientOID,
Status: oStatus,
CloseTime: orderDetail.CreatedAt.Time(),
MarginType: mType,
LastUpdated: orderDetail.LastUpdatedAt.Time(),
}, nil
default:
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
}
}
// GetDepositAddress returns a deposit address for a specified currency
func (ku *Kucoin) GetDepositAddress(ctx context.Context, c currency.Code, _, chain string) (*deposit.Address, error) {
ad, err := ku.GetDepositAddressesV2(ctx, c.Upper())
if err != nil {
return nil, err
}
if chain != "" {
// check if there is a matching chain address.
for a := range ad {
if strings.EqualFold(ad[a].Chain, chain) {
return &deposit.Address{
Address: ad[a].Address,
Chain: ad[a].Chain,
Tag: ad[a].Memo,
}, nil
}
}
return nil, fmt.Errorf("%w matching the chain name %s", errNoDepositAddress, chain)
}
if len(ad) > 1 {
return nil, errMultipleDepositAddress
} else if len(ad) == 0 {
return nil, errNoDepositAddress
}
return &deposit.Address{
Address: ad[0].Address,
Chain: ad[0].Chain,
Tag: ad[0].Memo,
}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
// The endpoint was deprecated for futures, please transfer assets from the FUTURES account to the MAIN account first,
// and then withdraw from the MAIN account
func (ku *Kucoin) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
withdrawalID, err := ku.ApplyWithdrawal(ctx, withdrawRequest.Currency, withdrawRequest.Crypto.Address, withdrawRequest.Crypto.AddressTag, withdrawRequest.Description, withdrawRequest.Crypto.Chain, "INTERNAL", withdrawRequest.InternalTransfer, withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: withdrawalID,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted
func (ku *Kucoin) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (ku *Kucoin) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// OrderTypeToString returns an order type instance from string.
func OrderTypeToString(oType order.Type) (string, error) {
switch oType {
case order.Limit:
return "limit", nil
case order.Market:
return "market", nil
case order.StopLimit:
return "limit_stop", nil
case order.StopMarket:
return "market_stop", nil
case order.AnyType, order.UnknownType:
return "", nil
default:
return "", order.ErrUnsupportedOrderType
}
}
// GetActiveOrders retrieves any orders that are active/open
func (ku *Kucoin) GetActiveOrders(ctx context.Context, getOrdersRequest *order.MultiOrderRequest) (order.FilteredOrders, error) {
if getOrdersRequest == nil {
return nil, common.ErrNilPointer
}
err := ku.CurrencyPairs.IsAssetEnabled(getOrdersRequest.AssetType)
if err != nil {
return nil, err
}
if getOrdersRequest.Validate() != nil {
return nil, err
}
format, err := ku.GetPairFormat(getOrdersRequest.AssetType, true)
if err != nil {
return nil, err
}
getOrdersRequest.Pairs = getOrdersRequest.Pairs.Format(format)
var pair string
var orders []order.Detail
switch getOrdersRequest.AssetType {
case asset.Futures:
if len(getOrdersRequest.Pairs) == 1 {
pair = format.Format(getOrdersRequest.Pairs[0])
}
sideString, err := ku.OrderSideString(getOrdersRequest.Side)
if err != nil {
return nil, err
}
oType, err := OrderTypeToString(getOrdersRequest.Type)
if err != nil {
return nil, err
}
futuresOrders, err := ku.GetFuturesOrders(ctx, "active", pair, sideString, oType, getOrdersRequest.StartTime, getOrdersRequest.EndTime)
if err != nil {
return nil, err
}
for x := range futuresOrders.Items {
if !futuresOrders.Items[x].IsActive {
continue
}
var dPair currency.Pair
var enabled bool
dPair, enabled, err = ku.MatchSymbolCheckEnabled(futuresOrders.Items[x].Symbol, getOrdersRequest.AssetType, false)
if err != nil {
return nil, err
}
if !enabled {
continue
}
side, err := order.StringToOrderSide(futuresOrders.Items[x].Side)
if err != nil {
return nil, err
}
if side == order.Sell {
side = order.Short
} else if side == order.Buy {
side = order.Long
}
oType, err := order.StringToOrderType(futuresOrders.Items[x].OrderType)
if err != nil {
return nil, fmt.Errorf("asset type: %v order type: %v err: %w", getOrdersRequest.AssetType, getOrdersRequest.Type, err)
}
status, err := order.StringToOrderStatus(futuresOrders.Items[x].Status)
if err != nil {
return nil, err
}
orders = append(orders, order.Detail{
OrderID: futuresOrders.Items[x].ID,
ClientOrderID: futuresOrders.Items[x].ClientOid,
Amount: futuresOrders.Items[x].Size,
ContractAmount: futuresOrders.Items[x].Size,
RemainingAmount: futuresOrders.Items[x].Size - futuresOrders.Items[x].FilledSize,
ExecutedAmount: futuresOrders.Items[x].FilledSize,
Exchange: ku.Name,
Date: futuresOrders.Items[x].CreatedAt.Time(),
LastUpdated: futuresOrders.Items[x].UpdatedAt.Time(),
Price: futuresOrders.Items[x].Price,
Side: side,
Type: oType,
Pair: dPair,
PostOnly: futuresOrders.Items[x].PostOnly,
ReduceOnly: futuresOrders.Items[x].ReduceOnly,
Status: status,
SettlementCurrency: currency.NewCode(futuresOrders.Items[x].SettleCurrency),
Leverage: futuresOrders.Items[x].Leverage,
AssetType: getOrdersRequest.AssetType,
HiddenOrder: futuresOrders.Items[x].Hidden,
})
}
case asset.Spot, asset.Margin:
var singlePair currency.Pair
if len(getOrdersRequest.Pairs) == 1 {
singlePair = getOrdersRequest.Pairs[0]
}
switch getOrdersRequest.Type {
case order.OCO:
response, err := ku.GetOCOOrderList(ctx, 500, 1, singlePair.String(), getOrdersRequest.StartTime, getOrdersRequest.EndTime, []string{})
if err != nil {
return nil, err
}
for a := range response.Items {
if response.Items[a].Status != "NEW" {
continue
}
cp, err := currency.NewPairFromString(response.Items[a].Symbol)
if err != nil {
return nil, err
}
if len(getOrdersRequest.Pairs) > 1 && !getOrdersRequest.Pairs.Contains(cp, true) {
continue
}
status, err := order.StringToOrderStatus(response.Items[a].Status)
if err != nil {
return nil, err
}
orders = append(orders, order.Detail{
OrderID: response.Items[a].OrderID,
ClientOrderID: response.Items[a].ClientOrderID,
Exchange: ku.Name,
LastUpdated: response.Items[a].OrderTime.Time(),
Type: order.OCO,
Pair: cp,
Status: status,
})
}
case order.Stop, order.StopLimit, order.StopMarket, order.ConditionalStop:
// NOTE: The orderType values 'limit', 'market', 'limit_stop', and 'market_stop' trigger an "The order type is invalid" error.
// As a result, these options are currently unavailable.
tradeType := SpotTradeType
if getOrdersRequest.AssetType == asset.Margin {
if getOrdersRequest.MarginType == margin.Multi {
tradeType = CrossMarginTradeType
} else {
tradeType = IsolatedMarginTradeType
}
}
response, err := ku.ListStopOrders(ctx, singlePair.String(), getOrdersRequest.Side.Lower(), "", tradeType, []string{getOrdersRequest.FromOrderID}, getOrdersRequest.StartTime, getOrdersRequest.EndTime, 0, 0)
if err != nil {
return nil, err
}
for a := range response.Items {
if response.Items[a].Status != "New" {
continue
}
var dPair currency.Pair
var enabled bool
dPair, enabled, err = ku.MatchSymbolCheckEnabled(response.Items[a].Symbol, getOrdersRequest.AssetType, false)
if err != nil {
return nil, err
}
if !enabled {
continue
}
if len(getOrdersRequest.Pairs) > 1 && !getOrdersRequest.Pairs.Contains(dPair, true) {
continue
}
side, err := order.StringToOrderSide(response.Items[a].Side)
if err != nil {
return nil, err
}
status, err := order.StringToOrderStatus(response.Items[a].Status)
if err != nil {
return nil, err
}
orders = append(orders, order.Detail{
OrderID: response.Items[a].ID,
ClientOrderID: response.Items[a].ClientOID,
Amount: response.Items[a].Size,
ContractAmount: response.Items[a].Size,
Exchange: ku.Name,
Date: response.Items[a].CreatedAt.Time(),
LastUpdated: response.Items[a].OrderTime.Time(),
Price: response.Items[a].Price,
Side: side,
Type: order.Stop,
Pair: dPair,
PostOnly: response.Items[a].PostOnly,
Status: status,
AssetType: getOrdersRequest.AssetType,
HiddenOrder: response.Items[a].Hidden,
})
}
default:
if len(getOrdersRequest.Pairs) == 1 {
pair = format.Format(getOrdersRequest.Pairs[0])
}
sideString, err := ku.OrderSideString(getOrdersRequest.Side)
if err != nil {
return nil, err
}
oType, err := OrderTypeToString(getOrdersRequest.Type)
if err != nil {
return nil, fmt.Errorf("asset type: %v order type: %v err: %w", getOrdersRequest.AssetType, getOrdersRequest.Type, err)
}
spotOrders, err := ku.ListOrders(ctx, "active", pair, sideString, oType, "", getOrdersRequest.StartTime, getOrdersRequest.EndTime)
if err != nil {
return nil, err
}
for x := range spotOrders.Items {
if !spotOrders.Items[x].IsActive {
continue
}
var dPair currency.Pair
var isEnabled bool
dPair, isEnabled, err = ku.MatchSymbolCheckEnabled(spotOrders.Items[x].Symbol, getOrdersRequest.AssetType, true)
if err != nil {
return nil, err
}
if !isEnabled {
continue
}
if len(getOrdersRequest.Pairs) > 0 && !getOrdersRequest.Pairs.Contains(dPair, true) {
continue
}
side, err := order.StringToOrderSide(spotOrders.Items[x].Side)
if err != nil {
return nil, err
}
oType, err := order.StringToOrderType(spotOrders.Items[x].TradeType)
if err != nil {
return nil, err
}
orders = append(orders, order.Detail{
OrderID: spotOrders.Items[x].ID,
Amount: spotOrders.Items[x].Size.Float64(),
RemainingAmount: spotOrders.Items[x].Size.Float64() - spotOrders.Items[x].DealSize.Float64(),
ExecutedAmount: spotOrders.Items[x].DealSize.Float64(),
Exchange: ku.Name,
Date: spotOrders.Items[x].CreatedAt.Time(),
Price: spotOrders.Items[x].Price.Float64(),
Side: side,
Type: oType,
Pair: dPair,
})
}
}
default:
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, getOrdersRequest.AssetType)
}
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (ku *Kucoin) GetOrderHistory(ctx context.Context, getOrdersRequest *order.MultiOrderRequest) (order.FilteredOrders, error) {
if getOrdersRequest == nil {
return nil, common.ErrNilPointer
}
err := ku.CurrencyPairs.IsAssetEnabled(getOrdersRequest.AssetType)
if err != nil {
return nil, err
}
if getOrdersRequest.Validate() != nil {
return nil, err
}
var sideString string
sideString, err = ku.OrderSideString(getOrdersRequest.Side)
if err != nil {
return nil, err
}
var orders []order.Detail
var orderSide order.Side
var orderStatus order.Status
var oType order.Type
var pair currency.Pair
switch getOrdersRequest.AssetType {
case asset.Futures:
var futuresOrders *FutureOrdersResponse
var newOrders *FutureOrdersResponse
if len(getOrdersRequest.Pairs) == 0 {
futuresOrders, err = ku.GetFuturesOrders(ctx, "", "", sideString, getOrdersRequest.Type.Lower(), getOrdersRequest.StartTime, getOrdersRequest.EndTime)
if err != nil {
return nil, err
}
} else {
for x := range getOrdersRequest.Pairs {
getOrdersRequest.Pairs[x], err = ku.FormatExchangeCurrency(getOrdersRequest.Pairs[x], getOrdersRequest.AssetType)
if err != nil {
return nil, err
}
newOrders, err = ku.GetFuturesOrders(ctx, "", getOrdersRequest.Pairs[x].String(), sideString, getOrdersRequest.Type.Lower(), getOrdersRequest.StartTime, getOrdersRequest.EndTime)
if err != nil {
return nil, fmt.Errorf("%w while fetching for symbol %s", err, getOrdersRequest.Pairs[x].String())
}
if futuresOrders == nil {
futuresOrders = newOrders
} else {
futuresOrders.Items = append(futuresOrders.Items, newOrders.Items...)
}
}
}
orders = make(order.FilteredOrders, 0, len(futuresOrders.Items))
for i := range orders {
orderSide, err = order.StringToOrderSide(futuresOrders.Items[i].Side)
if err != nil {
return nil, err
}
var isEnabled bool
pair, isEnabled, err = ku.MatchSymbolCheckEnabled(futuresOrders.Items[i].Symbol, getOrdersRequest.AssetType, true)
if err != nil {
return nil, err
}
if !isEnabled {
continue
}
oType, err = order.StringToOrderType(futuresOrders.Items[i].OrderType)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", ku.Name, err)
}
orders = append(orders, order.Detail{
Price: futuresOrders.Items[i].Price,
Amount: futuresOrders.Items[i].Size,
ExecutedAmount: futuresOrders.Items[i].DealSize,
RemainingAmount: futuresOrders.Items[i].Size - futuresOrders.Items[i].DealSize,
Date: futuresOrders.Items[i].CreatedAt.Time(),
Exchange: ku.Name,
OrderID: futuresOrders.Items[i].ID,
Side: orderSide,
Status: orderStatus,
Type: oType,
Pair: pair,
})
orders[i].InferCostsAndTimes()
}
case asset.Spot, asset.Margin:
var singlePair currency.Pair
if len(getOrdersRequest.Pairs) == 1 {
singlePair = getOrdersRequest.Pairs[0]
}
switch getOrdersRequest.Type {
case order.OCO:
var response *OCOOrders
response, err = ku.GetOCOOrderList(ctx, 500, 1, singlePair.String(), getOrdersRequest.StartTime, getOrdersRequest.EndTime, []string{})
if err != nil {
return nil, err
}
var cp currency.Pair
for a := range response.Items {
cp, err = currency.NewPairFromString(response.Items[a].Symbol)
if err != nil {
return nil, err
}
if len(getOrdersRequest.Pairs) > 1 && !getOrdersRequest.Pairs.Contains(cp, true) {
continue
}
var status order.Status
status, err = order.StringToOrderStatus(response.Items[a].Status)
if err != nil {
return nil, err
}
orders = append(orders, order.Detail{
OrderID: response.Items[a].OrderID,
ClientOrderID: response.Items[a].ClientOrderID,
Exchange: ku.Name,
LastUpdated: response.Items[a].OrderTime.Time(),
Type: order.OCO,
Pair: cp,
Status: status,
})
}
case order.Stop, order.StopLimit, order.StopMarket, order.ConditionalStop:
// NOTE: The orderType values 'limit', 'market', 'limit_stop', and 'market_stop' trigger an "The order type is invalid" error.
// As a result, these options are currently unavailable.
tradeType := SpotTradeType
if getOrdersRequest.AssetType == asset.Margin {
if getOrdersRequest.MarginType == margin.Multi {
tradeType = CrossMarginTradeType
} else {
tradeType = IsolatedMarginTradeType
}
}
var response *StopOrderListResponse
response, err = ku.ListStopOrders(ctx, singlePair.String(), sideString, "", tradeType, []string{getOrdersRequest.FromOrderID}, getOrdersRequest.StartTime, getOrdersRequest.EndTime, 0, 0)
if err != nil {
return nil, err
}
for a := range response.Items {
var dPair currency.Pair
var enabled bool
dPair, enabled, err = ku.MatchSymbolCheckEnabled(response.Items[a].Symbol, getOrdersRequest.AssetType, false)
if err != nil {
return nil, err
}
if !enabled {
continue
}
if len(getOrdersRequest.Pairs) > 1 && !getOrdersRequest.Pairs.Contains(dPair, true) {
continue
}
var (
side order.Side
status order.Status
)
side, err = order.StringToOrderSide(response.Items[a].Side)
if err != nil {
return nil, err
}
status, err = order.StringToOrderStatus(response.Items[a].Status)
if err != nil {
return nil, err
}
orders = append(orders, order.Detail{
OrderID: response.Items[a].ID,
ClientOrderID: response.Items[a].ClientOID,
Amount: response.Items[a].Size,
ContractAmount: response.Items[a].Size,
TriggerPrice: response.Items[a].StopPrice,
Exchange: ku.Name,
Date: response.Items[a].CreatedAt.Time(),
LastUpdated: response.Items[a].OrderTime.Time(),
Price: response.Items[a].Price,
Side: side,
Type: order.Stop,
Pair: dPair,
PostOnly: response.Items[a].PostOnly,
Status: status,
AssetType: getOrdersRequest.AssetType,
HiddenOrder: response.Items[a].Hidden,
})
}
default:
var responseOrders *OrdersListResponse
var newOrders *OrdersListResponse
if len(getOrdersRequest.Pairs) == 0 {
responseOrders, err = ku.ListOrders(ctx, "", "", sideString, getOrdersRequest.Type.Lower(), "", getOrdersRequest.StartTime, getOrdersRequest.EndTime)
if err != nil {
return nil, err
}
} else {
for x := range getOrdersRequest.Pairs {
newOrders, err = ku.ListOrders(ctx, "", getOrdersRequest.Pairs[x].String(), sideString, getOrdersRequest.Type.Lower(), "", getOrdersRequest.StartTime, getOrdersRequest.EndTime)
if err != nil {
return nil, fmt.Errorf("%w while fetching for symbol %s", err, getOrdersRequest.Pairs[x].String())
}
if responseOrders == nil {
responseOrders = newOrders
} else {
responseOrders.Items = append(responseOrders.Items, newOrders.Items...)
}
}
}
orders = make([]order.Detail, len(responseOrders.Items))
for i := range orders {
orderSide, err = order.StringToOrderSide(responseOrders.Items[i].Side)
if err != nil {
return nil, err
}
var orderStatus order.Status
pair, err = currency.NewPairFromString(responseOrders.Items[i].Symbol)
if err != nil {
return nil, err
}
var oType order.Type
oType, err = order.StringToOrderType(responseOrders.Items[i].Type)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", ku.Name, err)
}
orders[i] = order.Detail{
Price: responseOrders.Items[i].Price.Float64(),
Amount: responseOrders.Items[i].Size.Float64(),
ExecutedAmount: responseOrders.Items[i].DealSize.Float64(),
RemainingAmount: responseOrders.Items[i].Size.Float64() - responseOrders.Items[i].DealSize.Float64(),
Date: responseOrders.Items[i].CreatedAt.Time(),
Exchange: ku.Name,
OrderID: responseOrders.Items[i].ID,
Side: orderSide,
Status: orderStatus,
Type: oType,
Pair: pair,
}
orders[i].InferCostsAndTimes()
}
}
}
return getOrdersRequest.Filter(ku.Name, orders), nil
}
// GetFeeByType returns an estimate of fee based on the type of transaction
func (ku *Kucoin) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if !ku.AreCredentialsValid(ctx) &&
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
if feeBuilder.Pair.IsEmpty() {
return 0, currency.ErrCurrencyPairEmpty
}
switch feeBuilder.FeeType {
case exchange.CryptocurrencyWithdrawalFee,
exchange.CryptocurrencyTradeFee:
fee, err := ku.GetTradingFee(ctx, currency.Pairs{feeBuilder.Pair})
if err != nil {
return 0, err
}
if feeBuilder.IsMaker {
return feeBuilder.Amount * fee[0].MakerFeeRate, nil
}
return feeBuilder.Amount * fee[0].TakerFeeRate, nil
case exchange.OfflineTradeFee:
return feeBuilder.Amount * 0.001, nil
case exchange.CryptocurrencyDepositFee:
return 0, nil
default:
if !feeBuilder.FiatCurrency.IsEmpty() {
fee, err := ku.GetBasicFee(ctx, "1")
if err != nil {
return 0, err
}
if feeBuilder.IsMaker {
return feeBuilder.Amount * fee.MakerFeeRate, nil
}
return feeBuilder.Amount * fee.TakerFeeRate, nil
}
return 0, errors.New("can't construct fee")
}
}
// ValidateCredentials validates current credentials used for wrapper
func (ku *Kucoin) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
err := ku.CurrencyPairs.IsAssetEnabled(assetType)
if err != nil {
return err
}
_, err = ku.UpdateAccountInfo(ctx, assetType)
return ku.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (ku *Kucoin) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := ku.GetKlineRequest(pair, a, interval, start, end, false)
if err != nil {
return nil, err
}
var timeseries []kline.Candle
switch a {
case asset.Futures:
var candles []FuturesKline
candles, err := ku.GetFuturesKline(ctx, int64(interval.Duration().Minutes()), req.RequestFormatted.String(), req.Start, req.End)
if err != nil {
return nil, err
}
for x := range candles {
timeseries = append(
timeseries, kline.Candle{
Time: candles[x].StartTime,
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
})
}
case asset.Spot, asset.Margin:
intervalString, err := IntervalToString(interval)
if err != nil {
return nil, err
}
var candles []Kline
candles, err = ku.GetKlines(ctx, req.RequestFormatted.String(), intervalString, req.Start, req.End)
if err != nil {
return nil, err
}
for x := range candles {
timeseries = append(
timeseries, kline.Candle{
Time: candles[x].StartTime,
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
})
}
default:
return nil, fmt.Errorf("%w asset type: %v", asset.ErrNotSupported, a)
}
return req.ProcessResponse(timeseries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (ku *Kucoin) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := ku.GetKlineExtendedRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
var timeSeries []kline.Candle
switch a {
case asset.Futures:
for x := range req.RangeHolder.Ranges {
var candles []FuturesKline
candles, err = ku.GetFuturesKline(ctx, int64(interval.Duration().Minutes()), req.RequestFormatted.String(), req.RangeHolder.Ranges[x].Start.Time, req.RangeHolder.Ranges[x].End.Time)
if err != nil {
return nil, err
}
for y := range candles {
timeSeries = append(
timeSeries, kline.Candle{
Time: candles[y].StartTime,
Open: candles[y].Open,
High: candles[y].High,
Low: candles[y].Low,
Close: candles[y].Close,
Volume: candles[y].Volume,
})
}
}
return req.ProcessResponse(timeSeries)
case asset.Spot, asset.Margin:
var intervalString string
intervalString, err = IntervalToString(interval)
if err != nil {
return nil, err
}
var candles []Kline
for x := range req.RangeHolder.Ranges {
candles, err = ku.GetKlines(ctx, req.RequestFormatted.String(), intervalString, req.RangeHolder.Ranges[x].Start.Time, req.RangeHolder.Ranges[x].End.Time)
if err != nil {
return nil, err
}
for x := range candles {
timeSeries = append(
timeSeries, kline.Candle{
Time: candles[x].StartTime,
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
})
}
}
return req.ProcessResponse(timeSeries)
default:
return nil, fmt.Errorf("%w asset type: %v", asset.ErrNotSupported, a)
}
}
// GetServerTime returns the current exchange server time.
func (ku *Kucoin) GetServerTime(ctx context.Context, a asset.Item) (time.Time, error) {
switch a {
case asset.Spot, asset.Margin:
return ku.GetCurrentServerTime(ctx)
case asset.Futures:
return ku.GetFuturesServerTime(ctx)
default:
return time.Time{}, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (ku *Kucoin) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
if cryptocurrency.IsEmpty() {
return nil, currency.ErrCurrencyCodeEmpty
}
currencyDetail, err := ku.GetCurrencyDetailV3(ctx, cryptocurrency, "")
if err != nil {
return nil, err
}
chains := make([]string, len(currencyDetail.Chains))
for x := range currencyDetail.Chains {
chains[x] = currencyDetail.Chains[x].ChainName
}
return chains, nil
}
// ValidateAPICredentials validates current credentials used for wrapper
// functionality
func (ku *Kucoin) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
_, err := ku.UpdateAccountInfo(ctx, assetType)
return ku.CheckTransientError(err)
}
// GetFuturesContractDetails returns details about futures contracts
func (ku *Kucoin) GetFuturesContractDetails(ctx context.Context, item asset.Item) ([]futures.Contract, error) {
if !item.IsFutures() {
return nil, futures.ErrNotFuturesAsset
}
if !ku.SupportsAsset(item) || item != asset.Futures {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, item)
}
contracts, err := ku.GetFuturesOpenContracts(ctx)
if err != nil {
return nil, err
}
resp := make([]futures.Contract, len(contracts))
for i := range contracts {
var cp, underlying currency.Pair
underlying, err = currency.NewPairFromStrings(contracts[i].BaseCurrency, contracts[i].QuoteCurrency)
if err != nil {
return nil, err
}
cp, err = currency.NewPairFromStrings(contracts[i].BaseCurrency, contracts[i].Symbol[len(contracts[i].BaseCurrency):])
if err != nil {
return nil, err
}
settleCurr := currency.NewCode(contracts[i].SettleCurrency)
var ct futures.ContractType
if contracts[i].ContractType == "FFWCSX" {
ct = futures.Perpetual
} else {
ct = futures.Quarterly
}
contractSettlementType := futures.Linear
if contracts[i].IsInverse {
contractSettlementType = futures.Inverse
}
var fri time.Duration
if len(ku.Features.Supports.FuturesCapabilities.SupportedFundingRateFrequencies) == 1 {
// can infer funding rate interval from the only funding rate frequency defined
for k := range ku.Features.Supports.FuturesCapabilities.SupportedFundingRateFrequencies {
fri = k.Duration()
}
}
timeOfCurrentFundingRate := time.Now().Add((time.Duration(contracts[i].NextFundingRateTime) * time.Millisecond) - fri).Truncate(time.Hour).UTC()
resp[i] = futures.Contract{
Exchange: ku.Name,
Name: cp,
Underlying: underlying,
SettlementCurrencies: currency.Currencies{settleCurr},
MarginCurrency: settleCurr,
Asset: item,
StartDate: contracts[i].FirstOpenDate.Time(),
EndDate: contracts[i].ExpireDate.Time(),
IsActive: !strings.EqualFold(contracts[i].Status, "closed"),
Status: contracts[i].Status,
Multiplier: contracts[i].Multiplier,
MaxLeverage: contracts[i].MaxLeverage,
SettlementType: contractSettlementType,
LatestRate: fundingrate.Rate{
Rate: decimal.NewFromFloat(contracts[i].FundingFeeRate),
Time: timeOfCurrentFundingRate, // kucoin pays every 8 hours
},
Type: ct,
}
}
return resp, nil
}
// GetLatestFundingRates returns the latest funding rates data
func (ku *Kucoin) GetLatestFundingRates(ctx context.Context, r *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w LatestRateRequest", common.ErrNilPointer)
}
var fri time.Duration
if len(ku.Features.Supports.FuturesCapabilities.SupportedFundingRateFrequencies) == 1 {
// can infer funding rate interval from the only funding rate frequency defined
for k := range ku.Features.Supports.FuturesCapabilities.SupportedFundingRateFrequencies {
fri = k.Duration()
}
}
if r.Pair.IsEmpty() {
contracts, err := ku.GetFuturesOpenContracts(ctx)
if err != nil {
return nil, err
}
if r.IncludePredictedRate {
log.Warnf(log.ExchangeSys, "%s predicted rate for all currencies requires an additional %v requests", ku.Name, len(contracts))
}
timeChecked := time.Now()
resp := make([]fundingrate.LatestRateResponse, 0, len(contracts))
for i := range contracts {
timeOfNextFundingRate := time.Now().Add(time.Duration(contracts[i].NextFundingRateTime) * time.Millisecond).Truncate(time.Hour).UTC()
var cp currency.Pair
cp, err = currency.NewPairFromStrings(contracts[i].BaseCurrency, contracts[i].Symbol[len(contracts[i].BaseCurrency):])
if err != nil {
return nil, err
}
var isPerp bool
isPerp, err = ku.IsPerpetualFutureCurrency(r.Asset, cp)
if err != nil {
return nil, err
}
if !isPerp {
continue
}
rate := fundingrate.LatestRateResponse{
Exchange: ku.Name,
Asset: r.Asset,
Pair: cp,
LatestRate: fundingrate.Rate{
Time: timeOfNextFundingRate.Add(-fri),
Rate: decimal.NewFromFloat(contracts[i].FundingFeeRate),
},
TimeOfNextRate: timeOfNextFundingRate,
TimeChecked: timeChecked,
}
if r.IncludePredictedRate {
var fr *FuturesFundingRate
fr, err = ku.GetFuturesCurrentFundingRate(ctx, contracts[i].Symbol)
if err != nil {
return nil, err
}
rate.PredictedUpcomingRate = fundingrate.Rate{
Time: timeOfNextFundingRate,
Rate: decimal.NewFromFloat(fr.PredictedValue),
}
}
resp = append(resp, rate)
}
return resp, nil
}
resp := make([]fundingrate.LatestRateResponse, 1)
is, err := ku.IsPerpetualFutureCurrency(r.Asset, r.Pair)
if err != nil {
return nil, err
}
if !is {
return nil, fmt.Errorf("%w %s %v", futures.ErrNotPerpetualFuture, r.Asset, r.Pair)
}
fPair, err := ku.FormatExchangeCurrency(r.Pair, r.Asset)
if err != nil {
return nil, err
}
var fr *FuturesFundingRate
fr, err = ku.GetFuturesCurrentFundingRate(ctx, fPair.String())
if err != nil {
return nil, err
}
rate := fundingrate.LatestRateResponse{
Exchange: ku.Name,
Asset: r.Asset,
Pair: r.Pair,
LatestRate: fundingrate.Rate{
Time: fr.TimePoint.Time(),
Rate: decimal.NewFromFloat(fr.Value),
},
TimeOfNextRate: fr.TimePoint.Time().Add(fri).Truncate(time.Hour).UTC(),
TimeChecked: time.Now(),
}
if r.IncludePredictedRate {
rate.PredictedUpcomingRate = fundingrate.Rate{
Time: rate.TimeOfNextRate,
Rate: decimal.NewFromFloat(fr.PredictedValue),
}
}
resp[0] = rate
return resp, nil
}
// IsPerpetualFutureCurrency ensures a given asset and currency is a perpetual future
func (ku *Kucoin) IsPerpetualFutureCurrency(a asset.Item, cp currency.Pair) (bool, error) {
return a == asset.Futures && (cp.Quote.Equal(currency.USDTM) || cp.Quote.Equal(currency.USDM)), nil
}
// GetHistoricalFundingRates returns funding rates for a given asset and currency for a time period
func (ku *Kucoin) GetHistoricalFundingRates(ctx context.Context, r *fundingrate.HistoricalRatesRequest) (*fundingrate.HistoricalRates, error) {
if r == nil {
return nil, fmt.Errorf("%w LatestRateRequest", common.ErrNilPointer)
}
if r.Asset != asset.Futures {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, r.Asset)
}
if r.Pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if !r.StartDate.IsZero() && !r.EndDate.IsZero() {
err := common.StartEndTimeCheck(r.StartDate, r.EndDate)
if err != nil {
return nil, err
}
}
var err error
r.Pair, err = ku.FormatExchangeCurrency(r.Pair, r.Asset)
if err != nil {
return nil, err
}
records, err := ku.GetPublicFundingRate(ctx, r.Pair.String(), r.StartDate, r.EndDate)
if err != nil {
return nil, err
}
if len(records) == 0 {
return nil, fundingrate.ErrNoFundingRatesFound
}
fundingRates := make([]fundingrate.Rate, 0, len(records))
for i := range records {
if (!r.EndDate.IsZero() && r.EndDate.Before(records[i].Timepoint.Time())) ||
(!r.StartDate.IsZero() && r.StartDate.After(records[i].Timepoint.Time())) {
continue
}
fundingRates = append(fundingRates, fundingrate.Rate{
Rate: decimal.NewFromFloat(records[i].FundingRate),
Time: records[i].Timepoint.Time(),
})
}
if len(fundingRates) == 0 {
return nil, fundingrate.ErrNoFundingRatesFound
}
return &fundingrate.HistoricalRates{
Exchange: ku.Name,
Asset: r.Asset,
Pair: r.Pair,
FundingRates: fundingRates,
StartDate: fundingRates[len(fundingRates)-1].Time,
EndDate: fundingRates[0].Time,
LatestRate: fundingRates[0],
PaymentCurrency: r.PaymentCurrency,
}, nil
}
// GetLeverage gets the account's initial leverage for the asset type and pair
func (ku *Kucoin) GetLeverage(_ context.Context, _ asset.Item, _ currency.Pair, _ margin.Type, _ order.Side) (float64, error) {
return -1, fmt.Errorf("%w leverage is set during order placement, view orders to view leverage", common.ErrFunctionNotSupported)
}
// SetLeverage sets the account's initial leverage for the asset type and pair
func (ku *Kucoin) SetLeverage(_ context.Context, _ asset.Item, _ currency.Pair, _ margin.Type, _ float64, _ order.Side) error {
return fmt.Errorf("%w leverage is set during order placement", common.ErrFunctionNotSupported)
}
// SetMarginType sets the default margin type for when opening a new position
func (ku *Kucoin) SetMarginType(_ context.Context, _ asset.Item, _ currency.Pair, _ margin.Type) error {
return fmt.Errorf("%w must be set via website", common.ErrFunctionNotSupported)
}
// SetCollateralMode sets the collateral type for your account
func (ku *Kucoin) SetCollateralMode(_ context.Context, _ asset.Item, _ collateral.Mode) error {
return fmt.Errorf("%w must be set via website", common.ErrFunctionNotSupported)
}
// GetCollateralMode returns the collateral type for your account
func (ku *Kucoin) GetCollateralMode(_ context.Context, _ asset.Item) (collateral.Mode, error) {
return collateral.UnknownMode, fmt.Errorf("%w only via website", common.ErrFunctionNotSupported)
}
// ChangePositionMargin will modify a position/currencies margin parameters
func (ku *Kucoin) ChangePositionMargin(ctx context.Context, r *margin.PositionChangeRequest) (*margin.PositionChangeResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w HistoricalRatesRequest", common.ErrNilPointer)
}
if r.Asset != asset.Futures {
return nil, fmt.Errorf("%w %v", futures.ErrNotFuturesAsset, r.Asset)
}
if r.Pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if r.MarginType != margin.Isolated {
return nil, fmt.Errorf("%w %v", margin.ErrMarginTypeUnsupported, r.MarginType)
}
fPair, err := ku.FormatExchangeCurrency(r.Pair, r.Asset)
if err != nil {
return nil, err
}
resp, err := ku.AddMargin(ctx, fPair.String(), fmt.Sprintf("%s%v%v", r.Pair, r.NewAllocatedMargin, time.Now().Unix()), r.NewAllocatedMargin)
if err != nil {
return nil, err
}
if resp == nil {
return nil, fmt.Errorf("%s - %s", ku.Name, "no response received")
}
return &margin.PositionChangeResponse{
Exchange: ku.Name,
Pair: r.Pair,
Asset: r.Asset,
AllocatedMargin: resp.PosMargin,
MarginType: r.MarginType,
}, nil
}
// GetFuturesPositionSummary returns position summary details for an active position
func (ku *Kucoin) GetFuturesPositionSummary(ctx context.Context, r *futures.PositionSummaryRequest) (*futures.PositionSummary, error) {
if r == nil {
return nil, fmt.Errorf("%w HistoricalRatesRequest", common.ErrNilPointer)
}
if r.Asset != asset.Futures {
return nil, fmt.Errorf("%w %v", futures.ErrNotPerpetualFuture, r.Asset)
}
if r.Pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
fPair, err := ku.FormatExchangeCurrency(r.Pair, r.Asset)
if err != nil {
return nil, err
}
pos, err := ku.GetFuturesPosition(ctx, fPair.String())
if err != nil {
return nil, err
}
marginType := margin.Isolated
if pos.CrossMode {
marginType = margin.Multi
}
contracts, err := ku.GetFuturesContractDetails(ctx, r.Asset)
if err != nil {
return nil, err
}
var multiplier, contractSize float64
var settlementType futures.ContractSettlementType
for i := range contracts {
if !contracts[i].Name.Equal(fPair) {
continue
}
multiplier = contracts[i].Multiplier
contractSize = multiplier * pos.CurrentQty
settlementType = contracts[i].SettlementType
}
ao, err := ku.GetFuturesAccountOverview(ctx, fPair.Base.String())
if err != nil {
return nil, err
}
return &futures.PositionSummary{
Pair: r.Pair,
Asset: r.Asset,
MarginType: marginType,
CollateralMode: collateral.MultiMode,
Currency: currency.NewCode(pos.SettleCurrency),
StartDate: pos.OpeningTimestamp.Time(),
AvailableEquity: decimal.NewFromFloat(ao.AccountEquity),
MarginBalance: decimal.NewFromFloat(ao.MarginBalance),
NotionalSize: decimal.NewFromFloat(pos.MarkValue),
Leverage: decimal.NewFromFloat(pos.RealLeverage),
MaintenanceMarginRequirement: decimal.NewFromFloat(pos.MaintMarginReq),
InitialMarginRequirement: decimal.NewFromFloat(pos.PosInit),
EstimatedLiquidationPrice: decimal.NewFromFloat(pos.LiquidationPrice),
CollateralUsed: decimal.NewFromFloat(pos.PosCost),
MarkPrice: decimal.NewFromFloat(pos.MarkPrice),
CurrentSize: decimal.NewFromFloat(pos.CurrentQty),
ContractSize: decimal.NewFromFloat(contractSize),
ContractMultiplier: decimal.NewFromFloat(multiplier),
ContractSettlementType: settlementType,
AverageOpenPrice: decimal.NewFromFloat(pos.AvgEntryPrice),
UnrealisedPNL: decimal.NewFromFloat(pos.UnrealisedPnl),
RealisedPNL: decimal.NewFromFloat(pos.RealisedPnl),
MaintenanceMarginFraction: decimal.NewFromFloat(pos.MaintMarginReq),
FreeCollateral: decimal.NewFromFloat(ao.AvailableBalance),
TotalCollateral: decimal.NewFromFloat(ao.AccountEquity),
FrozenBalance: decimal.NewFromFloat(ao.FrozenFunds),
}, nil
}
// GetFuturesPositionOrders returns the orders for futures positions
func (ku *Kucoin) GetFuturesPositionOrders(ctx context.Context, r *futures.PositionsRequest) ([]futures.PositionResponse, error) {
if r == nil {
return nil, fmt.Errorf("%w HistoricalRatesRequest", common.ErrNilPointer)
}
if r.Asset != asset.Futures {
return nil, fmt.Errorf("%w %v", futures.ErrNotPerpetualFuture, r.Asset)
}
if len(r.Pairs) == 0 {
return nil, currency.ErrCurrencyPairEmpty
}
err := common.StartEndTimeCheck(r.StartDate, r.EndDate)
if err != nil {
return nil, err
}
if !r.EndDate.IsZero() && r.EndDate.Sub(r.StartDate) > ku.Features.Supports.MaximumOrderHistory {
if r.RespectOrderHistoryLimits {
r.StartDate = time.Now().Add(-ku.Features.Supports.MaximumOrderHistory)
} else {
return nil, fmt.Errorf("%w max lookup %v", futures.ErrOrderHistoryTooLarge, time.Now().Add(-ku.Features.Supports.MaximumOrderHistory))
}
}
contracts, err := ku.GetFuturesContractDetails(ctx, r.Asset)
if err != nil {
return nil, err
}
resp := make([]futures.PositionResponse, len(r.Pairs))
for x := range r.Pairs {
var multiplier float64
fPair, err := ku.FormatExchangeCurrency(r.Pairs[x], r.Asset)
if err != nil {
return nil, err
}
for i := range contracts {
if !contracts[i].Name.Equal(fPair) {
continue
}
multiplier = contracts[i].Multiplier
}
positionOrders, err := ku.GetFuturesOrders(ctx, "", fPair.String(), "", "", r.StartDate, r.EndDate)
if err != nil {
return nil, err
}
resp[x].Orders = make([]order.Detail, len(positionOrders.Items))
for y := range positionOrders.Items {
side, err := order.StringToOrderSide(positionOrders.Items[y].Side)
if err != nil {
return nil, err
}
oType, err := order.StringToOrderType(positionOrders.Items[y].OrderType)
if err != nil {
return nil, fmt.Errorf("asset type: %v err: %w", r.Asset, err)
}
oStatus, err := order.StringToOrderStatus(positionOrders.Items[y].Status)
if err != nil {
return nil, fmt.Errorf("asset type: %v err: %w", r.Asset, err)
}
resp[x].Orders[y] = order.Detail{
Leverage: positionOrders.Items[y].Leverage,
Price: positionOrders.Items[y].Price,
Amount: positionOrders.Items[y].Size * multiplier,
ContractAmount: positionOrders.Items[y].Size,
ExecutedAmount: positionOrders.Items[y].FilledSize,
RemainingAmount: positionOrders.Items[y].Size - positionOrders.Items[y].FilledSize,
CostAsset: currency.NewCode(positionOrders.Items[y].SettleCurrency),
Exchange: ku.Name,
OrderID: positionOrders.Items[y].ID,
ClientOrderID: positionOrders.Items[y].ClientOid,
Type: oType,
Side: side,
Status: oStatus,
AssetType: asset.Futures,
Date: positionOrders.Items[y].CreatedAt.Time(),
CloseTime: positionOrders.Items[y].EndAt.Time(),
LastUpdated: positionOrders.Items[y].UpdatedAt.Time(),
Pair: fPair,
}
}
}
return resp, nil
}
// UpdateOrderExecutionLimits updates order execution limits
func (ku *Kucoin) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
if !ku.SupportsAsset(a) {
return fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
var limits []order.MinMaxLevel
switch a {
case asset.Spot, asset.Margin:
symbols, err := ku.GetSymbols(ctx, "")
if err != nil {
return err
}
limits = make([]order.MinMaxLevel, 0, len(symbols))
for x := range symbols {
if a == asset.Margin && !symbols[x].IsMarginEnabled {
continue
}
pair, enabled, err := ku.MatchSymbolCheckEnabled(symbols[x].Symbol, a, true)
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
return err
}
if !enabled {
continue
}
limits = append(limits, order.MinMaxLevel{
Pair: pair,
Asset: a,
AmountStepIncrementSize: symbols[x].BaseIncrement,
QuoteStepIncrementSize: symbols[x].QuoteIncrement,
PriceStepIncrementSize: symbols[x].PriceIncrement,
MinimumBaseAmount: symbols[x].BaseMinSize,
MaximumBaseAmount: symbols[x].BaseMaxSize,
MinimumQuoteAmount: symbols[x].QuoteMinSize,
MaximumQuoteAmount: symbols[x].QuoteMaxSize,
})
}
case asset.Futures:
contract, err := ku.GetFuturesOpenContracts(ctx)
if err != nil {
return err
}
limits = make([]order.MinMaxLevel, 0, len(contract))
for x := range contract {
pair, enabled, err := ku.MatchSymbolCheckEnabled(contract[x].Symbol, a, false)
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
return err
}
if !enabled {
continue
}
limits = append(limits, order.MinMaxLevel{
Pair: pair,
Asset: a,
AmountStepIncrementSize: contract[x].LotSize,
QuoteStepIncrementSize: contract[x].TickSize,
MaximumBaseAmount: contract[x].MaxOrderQty,
MaximumQuoteAmount: contract[x].MaxPrice,
})
}
}
return ku.LoadLimits(limits)
}
// GetOpenInterest returns the open interest rate for a given asset pair
func (ku *Kucoin) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error) {
for i := range k {
if k[i].Asset != asset.Futures {
// avoid API calls or returning errors after a successful retrieval
return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, k[i].Asset, k[i].Pair())
}
}
contracts, err := ku.GetFuturesOpenContracts(ctx)
if err != nil {
return nil, err
}
resp := make([]futures.OpenInterest, 0, len(contracts))
for i := range contracts {
var symbol currency.Pair
var enabled bool
symbol, enabled, err = ku.MatchSymbolCheckEnabled(contracts[i].Symbol, asset.Futures, true)
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
return nil, err
}
if !enabled {
continue
}
var appendData bool
for j := range k {
if k[j].Pair().Equal(symbol) {
appendData = true
break
}
}
if len(k) > 0 && !appendData {
continue
}
resp = append(resp, futures.OpenInterest{
Key: key.ExchangePairAsset{
Exchange: ku.Name,
Base: symbol.Base.Item,
Quote: symbol.Quote.Item,
Asset: asset.Futures,
},
OpenInterest: contracts[i].OpenInterest.Float64(),
})
}
return resp, nil
}
// GetCurrencyTradeURL returns the URL to the exchange's trade page for the given asset and currency pair
func (ku *Kucoin) GetCurrencyTradeURL(_ context.Context, a asset.Item, cp currency.Pair) (string, error) {
_, err := ku.CurrencyPairs.IsPairEnabled(cp, a)
if err != nil {
return "", err
}
cp.Delimiter = currency.DashDelimiter
switch a {
case asset.Spot:
return tradeBaseURL + tradeSpot + cp.Upper().String(), nil
case asset.Margin:
return tradeBaseURL + tradeSpot + tradeMargin + cp.Upper().String(), nil
case asset.Futures:
cp.Delimiter = ""
return tradeBaseURL + tradeFutures + tradeSpot + cp.Upper().String(), nil
default:
return "", fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
}