mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-30 23:16:52 +00:00
* Websocket: Remove IsInit and simplify SetProxyAddress IsInit was basically the same as IsConnected. Any time Connect was called both would be set to true. Any time we had a disconnect they'd both be set to false Shutdown() incorrectly didn't setInit(false) SetProxyAddress simplified to only reconnect a connected Websocket. Any other state means it hasn't been Connected, or it's about to reconnect anyway. There's no handling for IsConnecting previously, either, so I've wrapped that behind the main mutex. * Websocket: Expand and Assertify tests * Websocket: Simplify state transistions * Websocket: Simplify Connecting/Connected state * Websocket: Tests and errors for websocket * Websocket: Make WebsocketNotEnabled a real error This allows for testing and avoids the repetition. If each returned error is a error.New() you can never use errors.Is() * Websocket: Add more testable errors * Websocket: Improve GenerateMessageID test Testing just the last id doesn't feel very robust * Websocket: Protect Setup() from races * Websocket: Use atomics instead of mutex This was spurred by looking at the setState call in trafficMonitor and the effect on blocking and efficiency. With the new atomic types in Go 1.19, and the small types in use here, atomics should be safe for our usage. bools should be truly atomic, and uint32 is atomic when the accepted value range is less than one byte/uint8 since that can be written atomicly by concurrent processors. Maybe that's not even a factor any more, however we don't even have to worry enough to check. * Websocket: Fix and simplify traffic monitor trafficMonitor had a check throttle at the end of the for loop to stop it just gobbling the (blocking) trafficAlert channel non-stop. That makes sense, except that nothing is sent to the trafficAlert channel if there's no listener. So that means that it's out by one second on the trafficAlert, because any traffic received during the pause is doesn't try to send a traffic alert. The unstopped timer is deliberately leaked for later GC when shutdown. It won't delay/block anything, and it's a trivial memory leak during an infrequent event. Deliberately Choosing to recreate the timer each time instead of using Stop, drain and reset * Websocket: Split traficMonitor test on behaviours * Websocket: Remove trafficMonitor connected status trafficMonitor does not need to set the connection to be connected. Connect() does that. Anything after that should result in a full shutdown and restart. It can't and shouldn't become connected unexpectedly, and this is most likely a race anyway. Also dropped trafficCheckInterval to 100ms to mitigate races of traffic alerts being buffered for too long. * Websocket: Set disconnected earlier in Shutdown This caused a possible race where state is still connected, but we start to trigger interested actors via ShutdownC and Wait. They may check state and then call Shutdown again, such as trafficMonitor * Websocket: Wait 5s for slow tests to pass traffic draining Keep getting failures upstream on test rigs. Think they can be very contended, so this pushes the boundary right out to 5s
2012 lines
66 KiB
Go
2012 lines
66 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/subscription"
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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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// GetDefaultConfig returns a default exchange config
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func (ku *Kucoin) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
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ku.SetDefaults()
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exchCfg, err := ku.GetStandardConfig()
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if err != nil {
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return nil, err
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}
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err = ku.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if ku.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err := ku.UpdateTradablePairs(ctx, true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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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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spot := currency.PairStore{
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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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futures := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{Uppercase: true},
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ConfigFormat: ¤cy.PairFormat{Uppercase: true, Delimiter: currency.UnderscoreDelimiter},
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}
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err := ku.StoreAssetPairFormat(asset.Spot, spot)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = ku.StoreAssetPairFormat(asset.Margin, spot)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = ku.StoreAssetPairFormat(asset.Futures, futures)
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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.Features = exchange.Features{
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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: 1500,
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},
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},
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Subscriptions: []*subscription.Subscription{
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// Where we can we use generic names
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{Enabled: true, Channel: subscription.TickerChannel}, // marketTickerChannel
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{Enabled: true, Channel: subscription.AllTradesChannel}, // marketMatchChannel
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{Enabled: true, Channel: subscription.OrderbookChannel, Interval: kline.HundredMilliseconds}, // marketOrderbookLevel2Channels
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{Enabled: true, Channel: futuresTickerV2Channel},
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{Enabled: true, Channel: futuresOrderbookLevel2Depth50Channel},
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{Enabled: true, Channel: marginFundingbookChangeChannel, Authenticated: true},
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{Enabled: true, Channel: accountBalanceChannel, Authenticated: true},
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{Enabled: true, Channel: marginPositionChannel, Authenticated: true},
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{Enabled: true, Channel: marginLoanChannel, Authenticated: true},
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{Enabled: true, Channel: futuresTradeOrderChannel, Authenticated: true},
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{Enabled: true, Channel: futuresStopOrdersLifecycleEventChannel, Authenticated: true},
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{Enabled: true, Channel: futuresAccountBalanceEventChannel, Authenticated: true},
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},
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}
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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(SetRateLimit()))
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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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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.GenerateDefaultSubscriptions,
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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: 500,
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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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pairs, err := ku.GetEnabledPairs(assetType)
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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, err := currency.NewPairFromString(ticks.Tickers[t].Symbol)
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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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for _, assetType := range ku.listOfAssetsCurrencyPairEnabledFor(pair) {
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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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}
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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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// FetchTicker returns the ticker for a currency pair
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func (ku *Kucoin) FetchTicker(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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tickerNew, err := ticker.GetTicker(ku.Name, p, assetType)
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if err != nil {
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return ku.UpdateTicker(ctx, p, assetType)
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}
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return tickerNew, nil
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}
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// FetchOrderbook returns orderbook base on the currency pair
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func (ku *Kucoin) FetchOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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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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ob, err := orderbook.Get(ku.Name, pair, assetType)
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if err != nil {
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return ku.UpdateOrderbook(ctx, pair, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
|
|
func (ku *Kucoin) UpdateOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
err := ku.CurrencyPairs.IsAssetEnabled(assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
pair, err = ku.FormatExchangeCurrency(pair, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var ordBook *Orderbook
|
|
switch assetType {
|
|
case asset.Futures:
|
|
ordBook, err = ku.GetFuturesOrderbook(ctx, pair.String())
|
|
case asset.Spot, asset.Margin:
|
|
if ku.IsRESTAuthenticationSupported() && ku.AreCredentialsValid(ctx) {
|
|
ordBook, err = ku.GetOrderbook(ctx, pair.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
} else {
|
|
ordBook, err = ku.GetPartOrderbook100(ctx, pair.String())
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
book := &orderbook.Base{
|
|
Exchange: ku.Name,
|
|
Pair: pair,
|
|
Asset: assetType,
|
|
VerifyOrderbook: ku.CanVerifyOrderbook,
|
|
Asks: ordBook.Asks,
|
|
Bids: ordBook.Bids,
|
|
}
|
|
err = book.Process()
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
return orderbook.Get(ku.Name, pair, assetType)
|
|
}
|
|
|
|
// UpdateAccountInfo retrieves balances for all enabled currencies
|
|
func (ku *Kucoin) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
holding := account.Holdings{
|
|
Exchange: ku.Name,
|
|
}
|
|
err := ku.CurrencyPairs.IsAssetEnabled(assetType)
|
|
if err != nil {
|
|
return holding, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
switch assetType {
|
|
case asset.Futures:
|
|
accountH, err := ku.GetFuturesAccountOverview(ctx, "")
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
holding.Accounts = append(holding.Accounts, account.SubAccount{
|
|
AssetType: assetType,
|
|
Currencies: []account.Balance{{
|
|
Currency: currency.NewCode(accountH.Currency),
|
|
Total: accountH.AvailableBalance + accountH.FrozenFunds,
|
|
Hold: accountH.FrozenFunds,
|
|
Free: accountH.AvailableBalance,
|
|
}},
|
|
})
|
|
case asset.Spot, asset.Margin:
|
|
accountH, err := ku.GetAllAccounts(ctx, "", ku.accountTypeToString(assetType))
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
for x := range accountH {
|
|
holding.Accounts = append(holding.Accounts, account.SubAccount{
|
|
AssetType: assetType,
|
|
Currencies: []account.Balance{
|
|
{
|
|
Currency: currency.NewCode(accountH[x].Currency),
|
|
Total: accountH[x].Balance,
|
|
Hold: accountH[x].Holds,
|
|
Free: accountH[x].Available,
|
|
}},
|
|
})
|
|
}
|
|
default:
|
|
return holding, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
return holding, nil
|
|
}
|
|
|
|
// FetchAccountInfo retrieves balances for all enabled currencies
|
|
func (ku *Kucoin) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
creds, err := ku.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
acc, err := account.GetHoldings(ku.Name, creds, assetType)
|
|
if err != nil {
|
|
return ku.UpdateAccountInfo(ctx, assetType)
|
|
}
|
|
return acc, nil
|
|
}
|
|
|
|
// GetAccountFundingHistory returns funding history, deposits and
|
|
// withdrawals
|
|
func (ku *Kucoin) GetAccountFundingHistory(ctx context.Context) ([]exchange.FundingHistory, error) {
|
|
withdrawalsData, err := ku.GetWithdrawalList(ctx, "", "", time.Time{}, time.Time{})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
depositsData, err := ku.GetHistoricalDepositList(ctx, "", "", 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, a asset.Item) ([]exchange.WithdrawalHistory, error) {
|
|
err := ku.CurrencyPairs.IsAssetEnabled(a)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
switch a {
|
|
case asset.Spot:
|
|
var withdrawals *HistoricalDepositWithdrawalResponse
|
|
withdrawals, err = ku.GetHistoricalWithdrawalList(ctx, c.String(), "", time.Time{}, time.Time{}, 0, 0)
|
|
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
|
|
case asset.Futures:
|
|
var futuresWithdrawals *FuturesWithdrawalsListResponse
|
|
futuresWithdrawals, err = ku.GetFuturesWithdrawalList(ctx, c.String(), "", time.Time{}, time.Time{})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]exchange.WithdrawalHistory, len(futuresWithdrawals.Items))
|
|
for y := range futuresWithdrawals.Items {
|
|
resp[y] = exchange.WithdrawalHistory{
|
|
Status: futuresWithdrawals.Items[y].Status,
|
|
CryptoTxID: futuresWithdrawals.Items[y].WalletTxID,
|
|
Timestamp: futuresWithdrawals.Items[y].CreatedAt.Time(),
|
|
Amount: futuresWithdrawals.Items[y].Amount,
|
|
Currency: c.String(),
|
|
TransferType: "withdrawal",
|
|
}
|
|
}
|
|
return resp, nil
|
|
default:
|
|
return nil, fmt.Errorf("withdrawal %w for asset type %v", asset.ErrNotSupported, a)
|
|
}
|
|
}
|
|
|
|
// 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(ku.Name, 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
|
|
func (ku *Kucoin) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
|
|
err := s.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
sideString, err := ku.orderSideString(s.Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if s.Type != order.UnknownType && s.Type != order.Limit && s.Type != order.Market {
|
|
return nil, fmt.Errorf("%w only limit and market are supported", order.ErrTypeIsInvalid)
|
|
}
|
|
s.Pair, err = ku.FormatExchangeCurrency(s.Pair, s.AssetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
switch s.AssetType {
|
|
case asset.Futures:
|
|
if s.Leverage == 0 {
|
|
s.Leverage = 1
|
|
}
|
|
o, err := ku.PostFuturesOrder(ctx, &FuturesOrderParam{
|
|
ClientOrderID: s.ClientOrderID, Side: sideString, Symbol: s.Pair,
|
|
OrderType: s.Type.Lower(), Size: s.Amount, Price: s.Price, StopPrice: s.TriggerPrice,
|
|
Leverage: s.Leverage, VisibleSize: 0, ReduceOnly: s.ReduceOnly,
|
|
PostOnly: s.PostOnly, Hidden: s.Hidden})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return s.DeriveSubmitResponse(o)
|
|
case asset.Spot:
|
|
timeInForce := ""
|
|
if s.Type == order.Limit {
|
|
switch {
|
|
case s.FillOrKill:
|
|
timeInForce = "FOK"
|
|
case s.ImmediateOrCancel:
|
|
timeInForce = "IOC"
|
|
case s.PostOnly:
|
|
default:
|
|
timeInForce = "GTC"
|
|
}
|
|
}
|
|
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,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return s.DeriveSubmitResponse(o)
|
|
case asset.Margin:
|
|
o, err := ku.PostMarginOrder(ctx,
|
|
&MarginOrderParam{ClientOrderID: s.ClientOrderID,
|
|
Side: sideString, Symbol: s.Pair,
|
|
OrderType: s.Type.Lower(), MarginMode: marginModeToString(s.MarginType),
|
|
Price: s.Price, Size: s.Amount,
|
|
VisibleSize: s.Amount, PostOnly: s.PostOnly,
|
|
Hidden: s.Hidden, AutoBorrow: s.AutoBorrow})
|
|
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)
|
|
}
|
|
}
|
|
|
|
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
|
|
}
|
|
err = ord.Validate(ord.StandardCancel())
|
|
if err != nil {
|
|
return err
|
|
}
|
|
switch ord.AssetType {
|
|
case asset.Spot, asset.Margin:
|
|
if ord.OrderID == "" && ord.ClientOrderID == "" {
|
|
return errors.New("either OrderID or ClientSuppliedOrderID must be specified")
|
|
}
|
|
if ord.OrderID != "" {
|
|
_, err = ku.CancelSingleOrder(ctx, ord.OrderID)
|
|
} else if ord.ClientOrderID != "" || ord.ClientID != "" {
|
|
if ord.ClientID != "" && ord.ClientOrderID == "" {
|
|
ord.ClientOrderID = ord.ClientID
|
|
}
|
|
_, err = ku.CancelOrderByClientOID(ctx, ord.ClientOrderID)
|
|
}
|
|
return err
|
|
case asset.Futures:
|
|
_, err := ku.CancelFuturesOrder(ctx, ord.OrderID)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
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
|
|
}
|
|
if err := ku.CurrencyPairs.IsAssetEnabled(orderCancellation.AssetType); 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:
|
|
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.CancelAllFuturesOpenOrders(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) {
|
|
if err := ku.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
pair, err := ku.FormatExchangeCurrency(pair, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
switch assetType {
|
|
case asset.Futures:
|
|
orderDetail, err := ku.GetFuturesOrderDetails(ctx, orderID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var nPair currency.Pair
|
|
nPair, err = ku.MatchSymbolWithAvailablePairs(orderDetail.Symbol, assetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
oType, err := order.StringToOrderType(orderDetail.OrderType)
|
|
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)
|
|
}
|
|
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()}, 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)
|
|
}
|
|
return &order.Detail{
|
|
Exchange: ku.Name,
|
|
OrderID: orderDetail.ID,
|
|
Pair: pair,
|
|
Type: oType,
|
|
Side: side,
|
|
Fee: orderDetail.Fee,
|
|
AssetType: assetType,
|
|
ExecutedAmount: orderDetail.DealSize,
|
|
RemainingAmount: orderDetail.Size - orderDetail.DealSize,
|
|
Amount: orderDetail.Size,
|
|
Price: orderDetail.Price,
|
|
Date: orderDetail.CreatedAt.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, _, _ string) (*deposit.Address, error) {
|
|
ad, err := ku.GetDepositAddressesV2(ctx, c.Upper().String())
|
|
if err != nil {
|
|
fad, err := ku.GetFuturesDepositAddress(ctx, c.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &deposit.Address{
|
|
Address: fad.Address,
|
|
Chain: fad.Chain,
|
|
Tag: fad.Memo,
|
|
}, nil
|
|
}
|
|
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.String(), withdrawRequest.Crypto.Address, withdrawRequest.Crypto.AddressTag, withdrawRequest.Description, withdrawRequest.Crypto.Chain, "INTERNAL", false, 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
|
|
}
|
|
|
|
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
|
|
}
|
|
pair := ""
|
|
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 isEnabled bool
|
|
dPair, isEnabled, err = ku.MatchSymbolCheckEnabled(futuresOrders.Items[x].Symbol, getOrdersRequest.AssetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !isEnabled {
|
|
continue
|
|
}
|
|
for i := range getOrdersRequest.Pairs {
|
|
if !getOrdersRequest.Pairs[i].Equal(dPair) {
|
|
continue
|
|
}
|
|
side, err := order.StringToOrderSide(futuresOrders.Items[x].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
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)
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
OrderID: futuresOrders.Items[x].ID,
|
|
Amount: 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,
|
|
})
|
|
}
|
|
}
|
|
case asset.Spot, asset.Margin:
|
|
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 := ku.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
|
|
}
|
|
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,
|
|
RemainingAmount: spotOrders.Items[x].Size - spotOrders.Items[x].DealSize,
|
|
ExecutedAmount: spotOrders.Items[x].DealSize,
|
|
Exchange: ku.Name,
|
|
Date: spotOrders.Items[x].CreatedAt.Time(),
|
|
Price: spotOrders.Items[x].Price,
|
|
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 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,
|
|
Amount: responseOrders.Items[i].Size,
|
|
ExecutedAmount: responseOrders.Items[i].DealSize,
|
|
RemainingAmount: responseOrders.Items[i].Size - responseOrders.Items[i].DealSize,
|
|
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 := ku.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,
|
|
})
|
|
}
|
|
}
|
|
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
|
|
for x := range req.RangeHolder.Ranges {
|
|
switch a {
|
|
case asset.Futures:
|
|
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 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:
|
|
var intervalString string
|
|
intervalString, err = ku.intervalToString(interval)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var candles []Kline
|
|
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)
|
|
}
|
|
|
|
// 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.GetCurrencyDetail(ctx, cryptocurrency.String(), "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
chains := make([]string, 0, len(currencyDetail.Chains))
|
|
for x := range currencyDetail.Chains {
|
|
chains = append(chains, currencyDetail.Chains[x].Name)
|
|
}
|
|
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(_ context.Context, _ *fundingrate.HistoricalRatesRequest) (*fundingrate.HistoricalRates, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// 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.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
|
|
}
|