mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-03 23:16:53 +00:00
* 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
2456 lines
80 KiB
Go
2456 lines
80 KiB
Go
package kucoin
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import (
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"context"
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"errors"
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"fmt"
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"sort"
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"strings"
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"time"
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"github.com/shopspring/decimal"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/key"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/collateral"
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"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
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"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
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"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// SetDefaults sets the basic defaults for Kucoin
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func (ku *Kucoin) SetDefaults() {
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ku.Name = "Kucoin"
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ku.Enabled = true
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ku.Verbose = false
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ku.API.CredentialsValidator.RequiresKey = true
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ku.API.CredentialsValidator.RequiresSecret = true
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ku.API.CredentialsValidator.RequiresClientID = true
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for _, a := range []asset.Item{asset.Spot, asset.Margin, asset.Futures} {
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ps := currency.PairStore{
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AssetEnabled: true,
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RequestFormat: ¤cy.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter},
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ConfigFormat: ¤cy.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter},
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}
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if a == asset.Futures {
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ps.RequestFormat.Delimiter = ""
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ps.ConfigFormat.Delimiter = currency.UnderscoreDelimiter
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}
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if err := ku.SetAssetPairStore(a, ps); err != nil {
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log.Errorf(log.ExchangeSys, "%s error storing `%s` default asset formats: %s", ku.Name, a, err)
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}
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}
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ku.Features = exchange.Features{
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CurrencyTranslations: currency.NewTranslations(map[currency.Code]currency.Code{
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currency.XBT: currency.BTC,
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currency.USDTM: currency.USDT,
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currency.USDM: currency.USD,
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currency.USDCM: currency.USDC,
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}),
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TradingRequirements: protocol.TradingRequirements{
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ClientOrderID: true,
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},
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerFetching: true,
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TickerBatching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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CryptoWithdrawal: true,
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SubmitOrder: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrder: true,
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CancelOrders: true,
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TradeFetching: true,
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UserTradeHistory: true,
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KlineFetching: true,
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DepositHistory: true,
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WithdrawalHistory: true,
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},
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WebsocketCapabilities: protocol.Features{
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TickerFetching: true,
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OrderbookFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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AuthenticatedEndpoints: true,
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AccountInfo: true,
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GetOrders: true,
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TradeFetching: true,
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KlineFetching: true,
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GetOrder: true,
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},
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FuturesCapabilities: exchange.FuturesCapabilities{
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Positions: true,
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Leverage: true,
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CollateralMode: true,
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FundingRates: true,
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MaximumFundingRateHistory: kline.ThreeMonth.Duration(),
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SupportedFundingRateFrequencies: map[kline.Interval]bool{
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kline.EightHour: true,
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},
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FundingRateBatching: map[asset.Item]bool{
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asset.Futures: true,
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},
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OpenInterest: exchange.OpenInterestSupport{
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Supported: true,
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SupportedViaTicker: true,
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SupportsRestBatch: true,
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},
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},
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MaximumOrderHistory: kline.OneDay.Duration() * 7,
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WithdrawPermissions: exchange.AutoWithdrawCrypto,
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: kline.DeployExchangeIntervals(
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kline.IntervalCapacity{Interval: kline.OneMin},
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kline.IntervalCapacity{Interval: kline.ThreeMin},
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kline.IntervalCapacity{Interval: kline.FiveMin},
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kline.IntervalCapacity{Interval: kline.FifteenMin},
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kline.IntervalCapacity{Interval: kline.ThirtyMin},
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kline.IntervalCapacity{Interval: kline.OneHour},
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kline.IntervalCapacity{Interval: kline.TwoHour},
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kline.IntervalCapacity{Interval: kline.FourHour},
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kline.IntervalCapacity{Interval: kline.SixHour},
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kline.IntervalCapacity{Interval: kline.EightHour},
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kline.IntervalCapacity{Interval: kline.TwelveHour},
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kline.IntervalCapacity{Interval: kline.OneDay},
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kline.IntervalCapacity{Interval: kline.OneWeek},
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),
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GlobalResultLimit: 500,
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},
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},
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Subscriptions: defaultSubscriptions.Clone(),
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}
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var err error
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ku.Requester, err = request.New(ku.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(GetRateLimit()))
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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ku.API.Endpoints = ku.NewEndpoints()
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err = ku.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: kucoinAPIURL,
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exchange.RestFutures: kucoinFuturesAPIURL,
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exchange.WebsocketSpot: kucoinWebsocketURL,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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ku.Websocket = stream.NewWebsocket()
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ku.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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ku.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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ku.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup takes in the supplied exchange configuration details and sets params
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func (ku *Kucoin) Setup(exch *config.Exchange) error {
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err := exch.Validate()
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if err != nil {
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return err
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}
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if !exch.Enabled {
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ku.SetEnabled(false)
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return nil
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}
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err = ku.SetupDefaults(exch)
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if err != nil {
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return err
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}
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ku.checkSubscriptions()
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wsRunningEndpoint, err := ku.API.Endpoints.GetURL(exchange.WebsocketSpot)
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if err != nil {
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return err
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}
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err = ku.Websocket.Setup(
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&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: kucoinWebsocketURL,
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RunningURL: wsRunningEndpoint,
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Connector: ku.WsConnect,
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Subscriber: ku.Subscribe,
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Unsubscriber: ku.Unsubscribe,
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GenerateSubscriptions: ku.generateSubscriptions,
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Features: &ku.Features.Supports.WebsocketCapabilities,
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OrderbookBufferConfig: buffer.Config{
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SortBuffer: true,
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SortBufferByUpdateIDs: true,
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UpdateIDProgression: true,
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},
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TradeFeed: ku.Features.Enabled.TradeFeed,
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})
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if err != nil {
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return err
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}
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return ku.Websocket.SetupNewConnection(&stream.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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RateLimit: request.NewRateLimitWithWeight(time.Second, 2, 1),
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})
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (ku *Kucoin) FetchTradablePairs(ctx context.Context, assetType asset.Item) (currency.Pairs, error) {
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var cp currency.Pair
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switch assetType {
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case asset.Futures:
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myPairs, err := ku.GetFuturesOpenContracts(ctx)
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if err != nil {
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return nil, err
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}
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pairs := make(currency.Pairs, 0, len(myPairs))
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for x := range myPairs {
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if strings.ToLower(myPairs[x].Status) != "open" { //nolint:gocritic // strings.ToLower is faster
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continue
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}
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cp, err = currency.NewPairFromStrings(myPairs[x].BaseCurrency, myPairs[x].Symbol[len(myPairs[x].BaseCurrency):])
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if err != nil {
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return nil, err
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}
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pairs = pairs.Add(cp)
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}
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configFormat, err := ku.GetPairFormat(asset.Futures, false)
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if err != nil {
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return nil, err
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}
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return pairs.Format(configFormat), nil
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case asset.Spot, asset.Margin:
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myPairs, err := ku.GetSymbols(ctx, "")
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if err != nil {
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return nil, err
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}
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pairs := make(currency.Pairs, 0, len(myPairs))
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for x := range myPairs {
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if !myPairs[x].EnableTrading || (assetType == asset.Margin && !myPairs[x].IsMarginEnabled) {
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continue
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}
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// Symbol field must be used to generate pair as this is the symbol
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// to fetch data from the API. e.g. BSV-USDT name is BCHSV-USDT as symbol.
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cp, err = currency.NewPairFromString(strings.ToUpper(myPairs[x].Symbol))
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if err != nil {
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return nil, err
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}
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pairs = pairs.Add(cp)
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}
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return pairs, nil
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default:
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return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
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}
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (ku *Kucoin) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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assets := ku.GetAssetTypes(true)
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for a := range assets {
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pairs, err := ku.FetchTradablePairs(ctx, assets[a])
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if err != nil {
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return err
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}
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if len(pairs) == 0 {
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return fmt.Errorf("%v; no tradable pairs", currency.ErrCurrencyPairsEmpty)
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}
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err = ku.UpdatePairs(pairs, assets[a], false, forceUpdate)
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if err != nil {
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return err
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}
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}
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return nil
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (ku *Kucoin) UpdateTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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p, err := ku.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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if err := ku.UpdateTickers(ctx, assetType); err != nil {
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return nil, err
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}
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return ticker.GetTicker(ku.Name, p, assetType)
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}
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// UpdateTickers updates all currency pairs of a given asset type
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func (ku *Kucoin) UpdateTickers(ctx context.Context, assetType asset.Item) error {
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var errs error
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switch assetType {
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case asset.Futures:
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ticks, err := ku.GetFuturesOpenContracts(ctx)
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if err != nil {
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return err
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}
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pairs, err := ku.GetEnabledPairs(asset.Futures)
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if err != nil {
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return err
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}
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for x := range ticks {
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var pair currency.Pair
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pair, err = currency.NewPairFromStrings(ticks[x].BaseCurrency, ticks[x].Symbol[len(ticks[x].BaseCurrency):])
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if err != nil {
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return err
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}
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if !pairs.Contains(pair, true) {
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continue
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: ticks[x].LastTradePrice,
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High: ticks[x].HighPrice,
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Low: ticks[x].LowPrice,
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Volume: ticks[x].VolumeOf24h,
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OpenInterest: ticks[x].OpenInterest.Float64(),
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Pair: pair,
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ExchangeName: ku.Name,
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AssetType: assetType,
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})
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if err != nil {
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errs = common.AppendError(errs, err)
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}
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}
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case asset.Spot, asset.Margin:
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ticks, err := ku.GetTickers(ctx)
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if err != nil {
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return err
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}
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for t := range ticks.Tickers {
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pair, enabled, err := ku.MatchSymbolCheckEnabled(ticks.Tickers[t].Symbol, assetType, true)
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if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
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return err
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}
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if !enabled {
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continue
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: ticks.Tickers[t].Last,
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High: ticks.Tickers[t].High,
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Low: ticks.Tickers[t].Low,
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Volume: ticks.Tickers[t].Volume,
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Ask: ticks.Tickers[t].Sell,
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Bid: ticks.Tickers[t].Buy,
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Pair: pair,
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ExchangeName: ku.Name,
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AssetType: assetType,
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LastUpdated: ticks.Time.Time(),
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})
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if err != nil {
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errs = common.AppendError(errs, err)
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}
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}
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default:
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return fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
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}
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return errs
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (ku *Kucoin) UpdateOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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err := ku.CurrencyPairs.IsAssetEnabled(assetType)
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if err != nil {
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return nil, err
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}
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pair, err = ku.FormatExchangeCurrency(pair, assetType)
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if err != nil {
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return nil, err
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}
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var ordBook *Orderbook
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switch assetType {
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case asset.Futures:
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ordBook, err = ku.GetFuturesOrderbook(ctx, pair.String())
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case asset.Spot, asset.Margin:
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ordBook, err = ku.GetPartOrderbook100(ctx, pair.String())
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default:
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return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
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}
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if err != nil {
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return nil, err
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}
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book := &orderbook.Base{
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Exchange: ku.Name,
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Pair: pair,
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Asset: assetType,
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VerifyOrderbook: ku.CanVerifyOrderbook,
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Asks: ordBook.Asks,
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Bids: ordBook.Bids,
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}
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err = book.Process()
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if err != nil {
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return book, err
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}
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return orderbook.Get(ku.Name, pair, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies
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func (ku *Kucoin) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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holding := account.Holdings{Exchange: ku.Name}
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err := ku.CurrencyPairs.IsAssetEnabled(assetType)
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if err != nil {
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return holding, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
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}
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switch assetType {
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case asset.Futures:
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balances := make([]account.Balance, 2)
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for i, settlement := range []string{"XBT", "USDT"} {
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accountH, err := ku.GetFuturesAccountOverview(ctx, settlement)
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if err != nil {
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return account.Holdings{}, err
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}
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balances[i] = account.Balance{
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Currency: currency.NewCode(accountH.Currency),
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Total: accountH.AvailableBalance + accountH.FrozenFunds,
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Hold: accountH.FrozenFunds,
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Free: accountH.AvailableBalance,
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}
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}
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holding.Accounts = append(holding.Accounts, account.SubAccount{
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AssetType: assetType,
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Currencies: balances,
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})
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case asset.Spot, asset.Margin:
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accountH, err := ku.GetAllAccounts(ctx, currency.EMPTYCODE, "")
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if err != nil {
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return account.Holdings{}, err
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}
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for x := range accountH {
|
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if accountH[x].AccountType == "margin" && assetType == asset.Spot {
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continue
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} else if accountH[x].AccountType == "trade" && assetType == asset.Margin {
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continue
|
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}
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|
holding.Accounts = append(holding.Accounts, account.SubAccount{
|
|
AssetType: assetType,
|
|
Currencies: []account.Balance{
|
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{
|
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Currency: currency.NewCode(accountH[x].Currency),
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Total: accountH[x].Balance.Float64(),
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Hold: accountH[x].Holds.Float64(),
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Free: accountH[x].Available.Float64(),
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},
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},
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})
|
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}
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default:
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return holding, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
return holding, nil
|
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}
|
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|
|
// 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)
|
|
}
|
|
}
|