Files
gocryptotrader/exchanges/kucoin/kucoin_wrapper.go
Gareth Kirwan 52c6b3bf0b Websocket: Various refactors and test improvements (#1466)
* 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
2024-02-23 18:39:25 +11:00

2012 lines
66 KiB
Go

package kucoin
import (
"context"
"errors"
"fmt"
"sort"
"strings"
"time"
"github.com/shopspring/decimal"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/collateral"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (ku *Kucoin) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
ku.SetDefaults()
exchCfg, err := ku.GetStandardConfig()
if err != nil {
return nil, err
}
err = ku.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if ku.Features.Supports.RESTCapabilities.AutoPairUpdates {
err := ku.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Kucoin
func (ku *Kucoin) SetDefaults() {
ku.Name = "Kucoin"
ku.Enabled = true
ku.Verbose = false
ku.API.CredentialsValidator.RequiresKey = true
ku.API.CredentialsValidator.RequiresSecret = true
ku.API.CredentialsValidator.RequiresClientID = true
spot := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter},
ConfigFormat: &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter},
}
futures := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: true},
ConfigFormat: &currency.PairFormat{Uppercase: true, Delimiter: currency.UnderscoreDelimiter},
}
err := ku.StoreAssetPairFormat(asset.Spot, spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = ku.StoreAssetPairFormat(asset.Margin, spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = ku.StoreAssetPairFormat(asset.Futures, futures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
ku.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TickerBatching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
CryptoWithdrawal: true,
SubmitOrder: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
CancelOrders: true,
TradeFetching: true,
UserTradeHistory: true,
KlineFetching: true,
DepositHistory: true,
WithdrawalHistory: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
GetOrders: true,
TradeFetching: true,
KlineFetching: true,
GetOrder: true,
},
FuturesCapabilities: exchange.FuturesCapabilities{
Positions: true,
Leverage: true,
CollateralMode: true,
FundingRates: true,
MaximumFundingRateHistory: kline.ThreeMonth.Duration(),
SupportedFundingRateFrequencies: map[kline.Interval]bool{
kline.EightHour: true,
},
FundingRateBatching: map[asset.Item]bool{
asset.Futures: true,
},
OpenInterest: exchange.OpenInterestSupport{
Supported: true,
SupportedViaTicker: true,
SupportsRestBatch: true,
},
},
MaximumOrderHistory: kline.OneDay.Duration() * 7,
WithdrawPermissions: exchange.AutoWithdrawCrypto,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.IntervalCapacity{Interval: kline.OneMin},
kline.IntervalCapacity{Interval: kline.ThreeMin},
kline.IntervalCapacity{Interval: kline.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.TwoHour},
kline.IntervalCapacity{Interval: kline.FourHour},
kline.IntervalCapacity{Interval: kline.SixHour},
kline.IntervalCapacity{Interval: kline.EightHour},
kline.IntervalCapacity{Interval: kline.TwelveHour},
kline.IntervalCapacity{Interval: kline.OneDay},
kline.IntervalCapacity{Interval: kline.OneWeek},
),
GlobalResultLimit: 1500,
},
},
Subscriptions: []*subscription.Subscription{
// Where we can we use generic names
{Enabled: true, Channel: subscription.TickerChannel}, // marketTickerChannel
{Enabled: true, Channel: subscription.AllTradesChannel}, // marketMatchChannel
{Enabled: true, Channel: subscription.OrderbookChannel, Interval: kline.HundredMilliseconds}, // marketOrderbookLevel2Channels
{Enabled: true, Channel: futuresTickerV2Channel},
{Enabled: true, Channel: futuresOrderbookLevel2Depth50Channel},
{Enabled: true, Channel: marginFundingbookChangeChannel, Authenticated: true},
{Enabled: true, Channel: accountBalanceChannel, Authenticated: true},
{Enabled: true, Channel: marginPositionChannel, Authenticated: true},
{Enabled: true, Channel: marginLoanChannel, Authenticated: true},
{Enabled: true, Channel: futuresTradeOrderChannel, Authenticated: true},
{Enabled: true, Channel: futuresStopOrdersLifecycleEventChannel, Authenticated: true},
{Enabled: true, Channel: futuresAccountBalanceEventChannel, Authenticated: true},
},
}
ku.Requester, err = request.New(ku.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
ku.API.Endpoints = ku.NewEndpoints()
err = ku.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: kucoinAPIURL,
exchange.RestFutures: kucoinFuturesAPIURL,
exchange.WebsocketSpot: kucoinWebsocketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
ku.Websocket = stream.NewWebsocket()
ku.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
ku.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
ku.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (ku *Kucoin) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
ku.SetEnabled(false)
return nil
}
err = ku.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningEndpoint, err := ku.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = ku.Websocket.Setup(
&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: kucoinWebsocketURL,
RunningURL: wsRunningEndpoint,
Connector: ku.WsConnect,
Subscriber: ku.Subscribe,
Unsubscriber: ku.Unsubscribe,
GenerateSubscriptions: ku.GenerateDefaultSubscriptions,
Features: &ku.Features.Supports.WebsocketCapabilities,
OrderbookBufferConfig: buffer.Config{
SortBuffer: true,
SortBufferByUpdateIDs: true,
UpdateIDProgression: true,
},
TradeFeed: ku.Features.Enabled.TradeFeed,
})
if err != nil {
return err
}
return ku.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
RateLimit: 500,
})
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (ku *Kucoin) FetchTradablePairs(ctx context.Context, assetType asset.Item) (currency.Pairs, error) {
var cp currency.Pair
switch assetType {
case asset.Futures:
myPairs, err := ku.GetFuturesOpenContracts(ctx)
if err != nil {
return nil, err
}
pairs := make(currency.Pairs, 0, len(myPairs))
for x := range myPairs {
if strings.ToLower(myPairs[x].Status) != "open" { //nolint:gocritic // strings.ToLower is faster
continue
}
cp, err = currency.NewPairFromStrings(myPairs[x].BaseCurrency, myPairs[x].Symbol[len(myPairs[x].BaseCurrency):])
if err != nil {
return nil, err
}
pairs = pairs.Add(cp)
}
configFormat, err := ku.GetPairFormat(asset.Futures, false)
if err != nil {
return nil, err
}
return pairs.Format(configFormat), nil
case asset.Spot, asset.Margin:
myPairs, err := ku.GetSymbols(ctx, "")
if err != nil {
return nil, err
}
pairs := make(currency.Pairs, 0, len(myPairs))
for x := range myPairs {
if !myPairs[x].EnableTrading || (assetType == asset.Margin && !myPairs[x].IsMarginEnabled) {
continue
}
// Symbol field must be used to generate pair as this is the symbol
// to fetch data from the API. e.g. BSV-USDT name is BCHSV-USDT as symbol.
cp, err = currency.NewPairFromString(strings.ToUpper(myPairs[x].Symbol))
if err != nil {
return nil, err
}
pairs = pairs.Add(cp)
}
return pairs, nil
default:
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
}
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (ku *Kucoin) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assets := ku.GetAssetTypes(true)
for a := range assets {
pairs, err := ku.FetchTradablePairs(ctx, assets[a])
if err != nil {
return err
}
if len(pairs) == 0 {
return fmt.Errorf("%v; no tradable pairs", currency.ErrCurrencyPairsEmpty)
}
err = ku.UpdatePairs(pairs, assets[a], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (ku *Kucoin) UpdateTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
p, err := ku.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
if err := ku.UpdateTickers(ctx, assetType); err != nil {
return nil, err
}
return ticker.GetTicker(ku.Name, p, assetType)
}
// UpdateTickers updates all currency pairs of a given asset type
func (ku *Kucoin) UpdateTickers(ctx context.Context, assetType asset.Item) error {
var errs error
switch assetType {
case asset.Futures:
ticks, err := ku.GetFuturesOpenContracts(ctx)
if err != nil {
return err
}
pairs, err := ku.GetEnabledPairs(asset.Futures)
if err != nil {
return err
}
for x := range ticks {
var pair currency.Pair
pair, err = currency.NewPairFromStrings(ticks[x].BaseCurrency, ticks[x].Symbol[len(ticks[x].BaseCurrency):])
if err != nil {
return err
}
if !pairs.Contains(pair, true) {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: ticks[x].LastTradePrice,
High: ticks[x].HighPrice,
Low: ticks[x].LowPrice,
Volume: ticks[x].VolumeOf24h,
OpenInterest: ticks[x].OpenInterest.Float64(),
Pair: pair,
ExchangeName: ku.Name,
AssetType: assetType,
})
if err != nil {
errs = common.AppendError(errs, err)
}
}
case asset.Spot, asset.Margin:
ticks, err := ku.GetTickers(ctx)
if err != nil {
return err
}
pairs, err := ku.GetEnabledPairs(assetType)
if err != nil {
return err
}
for t := range ticks.Tickers {
pair, err := currency.NewPairFromString(ticks.Tickers[t].Symbol)
if err != nil {
return err
}
if !pairs.Contains(pair, true) {
continue
}
for _, assetType := range ku.listOfAssetsCurrencyPairEnabledFor(pair) {
err = ticker.ProcessTicker(&ticker.Price{
Last: ticks.Tickers[t].Last,
High: ticks.Tickers[t].High,
Low: ticks.Tickers[t].Low,
Volume: ticks.Tickers[t].Volume,
Ask: ticks.Tickers[t].Sell,
Bid: ticks.Tickers[t].Buy,
Pair: pair,
ExchangeName: ku.Name,
AssetType: assetType,
LastUpdated: ticks.Time.Time(),
})
if err != nil {
errs = common.AppendError(errs, err)
}
}
}
default:
return fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
}
return errs
}
// FetchTicker returns the ticker for a currency pair
func (ku *Kucoin) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
p, err := ku.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tickerNew, err := ticker.GetTicker(ku.Name, p, assetType)
if err != nil {
return ku.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (ku *Kucoin) FetchOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
pair, err := ku.FormatExchangeCurrency(pair, assetType)
if err != nil {
return nil, err
}
ob, err := orderbook.Get(ku.Name, pair, assetType)
if err != nil {
return ku.UpdateOrderbook(ctx, pair, assetType)
}
return ob, nil
}
// 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
}