Files
gocryptotrader/exchanges/kucoin/kucoin_futures.go
Adrian Gallagher b8e836d74f common: Replace StringDataCompare with slices.Contains and cleanup string funcs (#1631)
* common: Replace StringDataCompare with slices.Contains and cleanup string funcs

* common/docs: Update SliceDifference and remove outdated steps from ADD_NEW_EXCHANGE.md

* common: Improve SliceDifference
2024-09-13 10:43:20 +10:00

875 lines
33 KiB
Go

package kucoin
import (
"context"
"errors"
"fmt"
"net/http"
"net/url"
"slices"
"strconv"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
)
const (
kucoinFuturesAPIURL = "https://api-futures.kucoin.com/api"
kucoinWebsocketURL = "wss://ws-api.kucoin.com/endpoint"
// Public market endpoints
kucoinFuturesOpenContracts = "/v1/contracts/active"
kucoinFuturesContract = "/v1/contracts/"
kucoinFuturesTicker = "/v1/ticker"
kucoinFuturesFullOrderbook = "/v1/level2/snapshot"
kucoinFuturesPartOrderbook20 = "/v1/level2/depth20"
kucoinFuturesPartOrderbook100 = "/v1/level2/depth100"
kucoinFuturesTradeHistory = "/v1/trade/history"
kucoinFuturesInterestRate = "/v1/interest/query"
kucoinFuturesIndex = "/v1/index/query"
kucoinFuturesMarkPrice = "/v1/mark-price/%s/current"
kucoinFuturesPremiumIndex = "/v1/premium/query"
kucoinFuturesFundingRate = "/v1/funding-rate/%s/current"
kucoinFuturesServerTime = "/v1/timestamp"
kucoinFuturesServiceStatus = "/v1/status"
kucoinFuturesKline = "/v1/kline/query"
// Authenticated endpoints
kucoinFuturesOrder = "/v1/orders"
kucoinFuturesCancelOrder = "/v1/orders/"
kucoinFuturesStopOrder = "/v1/stopOrders"
kucoinFuturesRecentCompletedOrder = "/v1/recentDoneOrders"
kucoinFuturesGetOrderDetails = "/v1/orders/"
kucoinFuturesGetOrderDetailsByClientID = "/v1/orders/byClientOid"
kucoinFuturesFills = "/v1/fills"
kucoinFuturesRecentFills = "/v1/recentFills"
kucoinFuturesOpenOrderStats = "/v1/openOrderStatistics"
kucoinFuturesPosition = "/v1/position"
kucoinFuturesPositionList = "/v1/positions"
kucoinFuturesSetAutoDeposit = "/v1/position/margin/auto-deposit-status"
kucoinFuturesAddMargin = "/v1/position/margin/deposit-margin"
kucoinFuturesRiskLimitLevel = "/v1/contracts/risk-limit/"
kucoinFuturesUpdateRiskLmitLevel = "/v1/position/risk-limit-level/change"
kucoinFuturesFundingHistory = "/v1/funding-history"
kucoinFuturesAccountOverview = "/v1/account-overview"
kucoinFuturesTransactionHistory = "/v1/transaction-history"
kucoinFuturesSubAccountAPI = "/v1/sub/api-key"
kucoinFuturesDepositAddress = "/v1/deposit-address"
kucoinFuturesDepositsList = "/v1/deposit-list"
kucoinFuturesWithdrawalLimit = "/v1/withdrawals/quotas"
kucoinFuturesWithdrawalList = "/v1/withdrawal-list"
kucoinFuturesCancelWithdrawal = "/v1/withdrawals/"
kucoinFuturesTransferFundtoMainAccount = "/v3/transfer-out"
kucoinFuturesTransferFundtoFuturesAccount = "/v1/transfer-in"
kucoinFuturesTransferOutList = "/v1/transfer-list"
kucoinFuturesCancelTransferOut = "/v1/cancel/transfer-out"
)
// GetFuturesOpenContracts gets all open futures contract with its details
func (ku *Kucoin) GetFuturesOpenContracts(ctx context.Context) ([]Contract, error) {
var resp []Contract
return resp, ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, kucoinFuturesOpenContracts, &resp)
}
// GetFuturesContract get contract details
func (ku *Kucoin) GetFuturesContract(ctx context.Context, symbol string) (*Contract, error) {
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
var resp *Contract
return resp, ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, kucoinFuturesContract+symbol, &resp)
}
// GetFuturesTicker get real time ticker
func (ku *Kucoin) GetFuturesTicker(ctx context.Context, symbol string) (*FuturesTicker, error) {
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
params := url.Values{}
params.Set("symbol", symbol)
var resp *FuturesTicker
return resp, ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, common.EncodeURLValues(kucoinFuturesTicker, params), &resp)
}
// GetFuturesTickers does n * REST requests based on enabled pairs of the futures asset type
func (ku *Kucoin) GetFuturesTickers(ctx context.Context) ([]*ticker.Price, error) {
pairs, err := ku.GetEnabledPairs(asset.Futures)
if err != nil {
return nil, err
}
var wg sync.WaitGroup
tickersC := make(chan *ticker.Price, len(pairs))
errC := make(chan error, len(pairs))
for i := range pairs {
var p currency.Pair
if p, err = ku.FormatExchangeCurrency(pairs[i], asset.Futures); err != nil {
errC <- err
break
}
wg.Add(1)
go func() {
defer wg.Done()
if tick, err2 := ku.GetFuturesTicker(ctx, p.String()); err2 != nil {
errC <- err2
} else {
tickersC <- &ticker.Price{
Last: tick.Price.Float64(),
Bid: tick.BestBidPrice.Float64(),
Ask: tick.BestAskPrice.Float64(),
BidSize: tick.BestBidSize,
AskSize: tick.BestAskSize,
Volume: tick.Size,
Pair: p,
LastUpdated: tick.FilledTime.Time(),
ExchangeName: ku.Name,
AssetType: asset.Futures,
}
}
}()
}
wg.Wait()
close(tickersC)
close(errC)
var errs error
for err := range errC {
errs = common.AppendError(errs, err)
}
if errs != nil {
return nil, errs
}
tickers := make([]*ticker.Price, 0, len(pairs))
for tick := range tickersC {
tickers = append(tickers, tick)
}
return tickers, nil
}
// GetFuturesOrderbook gets full orderbook for a specified symbol
func (ku *Kucoin) GetFuturesOrderbook(ctx context.Context, symbol string) (*Orderbook, error) {
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
params := url.Values{}
params.Set("symbol", symbol)
var o futuresOrderbookResponse
err := ku.SendHTTPRequest(ctx, exchange.RestFutures, futuresRetrieveFullOrderbookLevel2EPL, common.EncodeURLValues(kucoinFuturesFullOrderbook, params), &o)
if err != nil {
return nil, err
}
return constructFuturesOrderbook(&o), nil
}
// GetFuturesPartOrderbook20 gets orderbook for a specified symbol with depth 20
func (ku *Kucoin) GetFuturesPartOrderbook20(ctx context.Context, symbol string) (*Orderbook, error) {
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
params := url.Values{}
params.Set("symbol", symbol)
var o futuresOrderbookResponse
err := ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, common.EncodeURLValues(kucoinFuturesPartOrderbook20, params), &o)
if err != nil {
return nil, err
}
return constructFuturesOrderbook(&o), nil
}
// GetFuturesPartOrderbook100 gets orderbook for a specified symbol with depth 100
func (ku *Kucoin) GetFuturesPartOrderbook100(ctx context.Context, symbol string) (*Orderbook, error) {
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
params := url.Values{}
params.Set("symbol", symbol)
var o futuresOrderbookResponse
err := ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, common.EncodeURLValues(kucoinFuturesPartOrderbook100, params), &o)
if err != nil {
return nil, err
}
return constructFuturesOrderbook(&o), nil
}
// GetFuturesTradeHistory get last 100 trades for symbol
func (ku *Kucoin) GetFuturesTradeHistory(ctx context.Context, symbol string) ([]FuturesTrade, error) {
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
params := url.Values{}
params.Set("symbol", symbol)
var resp []FuturesTrade
return resp, ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, common.EncodeURLValues(kucoinFuturesTradeHistory, params), &resp)
}
// GetFuturesInterestRate get interest rate
func (ku *Kucoin) GetFuturesInterestRate(ctx context.Context, symbol string, startAt, endAt time.Time, reverse, forward bool, offset, maxCount int64) (*FundingInterestRateResponse, error) {
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
params := url.Values{}
params.Set("symbol", symbol)
if !startAt.IsZero() {
params.Set("startAt", strconv.FormatInt(startAt.UnixMilli(), 10))
}
if !endAt.IsZero() {
params.Set("endAt", strconv.FormatInt(endAt.UnixMilli(), 10))
}
params.Set("reverse", strconv.FormatBool(reverse))
params.Set("forward", strconv.FormatBool(forward))
if offset != 0 {
params.Set("offset", strconv.FormatInt(offset, 10))
}
if maxCount != 0 {
params.Set("maxCount", strconv.FormatInt(maxCount, 10))
}
var resp *FundingInterestRateResponse
return resp, ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, common.EncodeURLValues(kucoinFuturesInterestRate, params), &resp)
}
// GetFuturesIndexList retrieves futures index information for a symbol
func (ku *Kucoin) GetFuturesIndexList(ctx context.Context, symbol string, startAt, endAt time.Time, reverse, forward bool, offset, maxCount int64) (*FuturesIndexResponse, error) {
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
params := url.Values{}
params.Set("symbol", symbol)
if !startAt.IsZero() {
params.Set("startAt", strconv.FormatInt(startAt.UnixMilli(), 10))
}
if !endAt.IsZero() {
params.Set("endAt", strconv.FormatInt(endAt.UnixMilli(), 10))
}
params.Set("reverse", strconv.FormatBool(reverse))
params.Set("forward", strconv.FormatBool(forward))
if offset != 0 {
params.Set("offset", strconv.FormatInt(offset, 10))
}
if maxCount != 0 {
params.Set("maxCount", strconv.FormatInt(maxCount, 10))
}
var resp *FuturesIndexResponse
return resp, ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, common.EncodeURLValues(kucoinFuturesIndex, params), &resp)
}
// GetFuturesCurrentMarkPrice get current mark price
func (ku *Kucoin) GetFuturesCurrentMarkPrice(ctx context.Context, symbol string) (*FuturesMarkPrice, error) {
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
var resp *FuturesMarkPrice
return resp, ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, fmt.Sprintf(kucoinFuturesMarkPrice, symbol), &resp)
}
// GetFuturesPremiumIndex get premium index
func (ku *Kucoin) GetFuturesPremiumIndex(ctx context.Context, symbol string, startAt, endAt time.Time, reverse, forward bool, offset, maxCount int64) (*FuturesInterestRateResponse, error) {
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
params := url.Values{}
params.Set("symbol", symbol)
if !startAt.IsZero() {
params.Set("startAt", strconv.FormatInt(startAt.UnixMilli(), 10))
}
if !endAt.IsZero() {
params.Set("endAt", strconv.FormatInt(endAt.UnixMilli(), 10))
}
params.Set("reverse", strconv.FormatBool(reverse))
params.Set("forward", strconv.FormatBool(forward))
if offset != 0 {
params.Set("offset", strconv.FormatInt(offset, 10))
}
if maxCount != 0 {
params.Set("maxCount", strconv.FormatInt(maxCount, 10))
}
var resp *FuturesInterestRateResponse
return resp, ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, common.EncodeURLValues(kucoinFuturesPremiumIndex, params), &resp)
}
// GetFuturesCurrentFundingRate get current funding rate
func (ku *Kucoin) GetFuturesCurrentFundingRate(ctx context.Context, symbol string) (*FuturesFundingRate, error) {
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
var resp *FuturesFundingRate
return resp, ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, fmt.Sprintf(kucoinFuturesFundingRate, symbol), &resp)
}
// GetFuturesServerTime get server time
func (ku *Kucoin) GetFuturesServerTime(ctx context.Context) (time.Time, error) {
resp := struct {
Data convert.ExchangeTime `json:"data"`
Error
}{}
err := ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, kucoinFuturesServerTime, &resp)
if err != nil {
return time.Time{}, err
}
return resp.Data.Time(), nil
}
// GetFuturesServiceStatus get service status
func (ku *Kucoin) GetFuturesServiceStatus(ctx context.Context) (*FuturesServiceStatus, error) {
var resp *FuturesServiceStatus
return resp, ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, kucoinFuturesServiceStatus, &resp)
}
// GetFuturesKline get contract's kline data
func (ku *Kucoin) GetFuturesKline(ctx context.Context, granularity int64, symbol string, from, to time.Time) ([]FuturesKline, error) {
if granularity == 0 {
return nil, errors.New("granularity can not be empty")
}
if !slices.Contains(validGranularity, strconv.FormatInt(granularity, 10)) {
return nil, errors.New("invalid granularity")
}
params := url.Values{}
// The granularity (granularity parameter of K-line) represents the number of minutes, the available granularity scope is: 1,5,15,30,60,120,240,480,720,1440,10080. Requests beyond the above range will be rejected.
params.Set("granularity", strconv.FormatInt(granularity, 10))
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
params.Set("symbol", symbol)
if !from.IsZero() {
params.Set("from", strconv.FormatInt(from.UnixMilli(), 10))
}
if !to.IsZero() {
params.Set("to", strconv.FormatInt(to.UnixMilli(), 10))
}
var resp [][6]float64
err := ku.SendHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, common.EncodeURLValues(kucoinFuturesKline, params), &resp)
if err != nil {
return nil, err
}
kline := make([]FuturesKline, len(resp))
for i := range resp {
kline[i] = FuturesKline{
StartTime: time.UnixMilli(int64(resp[i][0])),
Open: resp[i][1],
High: resp[i][2],
Low: resp[i][3],
Close: resp[i][4],
Volume: resp[i][5],
}
}
return kline, nil
}
// PostFuturesOrder used to place two types of futures orders: limit and market
func (ku *Kucoin) PostFuturesOrder(ctx context.Context, arg *FuturesOrderParam) (string, error) {
if arg.Leverage < 0.01 {
return "", fmt.Errorf("%w must be greater than 0.01", errInvalidLeverage)
}
if arg.ClientOrderID == "" {
return "", errInvalidClientOrderID
}
if arg.Side == "" {
return "", fmt.Errorf("%w, empty order side", order.ErrSideIsInvalid)
}
if arg.Symbol.IsEmpty() {
return "", currency.ErrCurrencyPairEmpty
}
if arg.Stop != "" {
if arg.StopPriceType == "" {
return "", errInvalidStopPriceType
}
if arg.StopPrice <= 0 {
return "", fmt.Errorf("%w, stopPrice is required", errInvalidPrice)
}
}
switch arg.OrderType {
case "limit", "":
if arg.Price <= 0 {
return "", fmt.Errorf("%w %f", errInvalidPrice, arg.Price)
}
if arg.Size <= 0 {
return "", fmt.Errorf("%w, must be non-zero positive value", errInvalidSize)
}
if arg.VisibleSize < 0 {
return "", fmt.Errorf("%w, visible size must be non-zero positive value", errInvalidSize)
}
case "market":
if arg.Size <= 0 {
return "", fmt.Errorf("%w, market size must be > 0", errInvalidSize)
}
default:
return "", fmt.Errorf("%w, order type= %s", order.ErrTypeIsInvalid, arg.OrderType)
}
resp := struct {
OrderID string `json:"orderId"`
}{}
return resp.OrderID, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, futuresPlaceOrderEPL, http.MethodPost, kucoinFuturesOrder, &arg, &resp)
}
// CancelFuturesOrder used to cancel single order previously placed including a stop order
func (ku *Kucoin) CancelFuturesOrder(ctx context.Context, orderID string) ([]string, error) {
resp := struct {
CancelledOrderIDs []string `json:"cancelledOrderIds"`
}{}
if orderID == "" {
return resp.CancelledOrderIDs, errors.New("orderID can't be empty")
}
return resp.CancelledOrderIDs, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, futuresCancelAnOrderEPL, http.MethodDelete, kucoinFuturesCancelOrder+orderID, nil, &resp)
}
// CancelAllFuturesOpenOrders used to cancel all futures order excluding stop orders
func (ku *Kucoin) CancelAllFuturesOpenOrders(ctx context.Context, symbol string) ([]string, error) {
params := url.Values{}
if symbol != "" {
params.Set("symbol", symbol)
}
resp := struct {
CancelledOrderIDs []string `json:"cancelledOrderIds"`
}{}
return resp.CancelledOrderIDs, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, futuresLimitOrderMassCancelationEPL, http.MethodDelete, common.EncodeURLValues(kucoinFuturesOrder, params), nil, &resp)
}
// CancelAllFuturesStopOrders used to cancel all untriggered stop orders
func (ku *Kucoin) CancelAllFuturesStopOrders(ctx context.Context, symbol string) ([]string, error) {
params := url.Values{}
if symbol != "" {
params.Set("symbol", symbol)
}
resp := struct {
CancelledOrderIDs []string `json:"cancelledOrderIds"`
}{}
return resp.CancelledOrderIDs, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodDelete, common.EncodeURLValues(kucoinFuturesStopOrder, params), nil, &resp)
}
// GetFuturesOrders gets the user current futures order list
func (ku *Kucoin) GetFuturesOrders(ctx context.Context, status, symbol, side, orderType string, startAt, endAt time.Time) (*FutureOrdersResponse, error) {
params := url.Values{}
if status != "" {
params.Set("status", status)
}
if symbol != "" {
params.Set("symbol", symbol)
}
if side != "" {
params.Set("side", side)
}
if orderType != "" {
params.Set("type", orderType)
}
if !startAt.IsZero() {
params.Set("startAt", strconv.FormatInt(startAt.UnixMilli(), 10))
}
if !endAt.IsZero() {
params.Set("endAt", strconv.FormatInt(endAt.UnixMilli(), 10))
}
var resp *FutureOrdersResponse
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, futuresRetrieveOrderListEPL, http.MethodGet, common.EncodeURLValues(kucoinFuturesOrder, params), nil, &resp)
}
// GetUntriggeredFuturesStopOrders gets the untriggered stop orders list
func (ku *Kucoin) GetUntriggeredFuturesStopOrders(ctx context.Context, symbol, side, orderType string, startAt, endAt time.Time) (*FutureOrdersResponse, error) {
params := url.Values{}
if symbol != "" {
params.Set("symbol", symbol)
}
if side != "" {
params.Set("side", side)
}
if orderType != "" {
params.Set("type", orderType)
}
if !startAt.IsZero() {
params.Set("startAt", strconv.FormatInt(startAt.UnixMilli(), 10))
}
if !endAt.IsZero() {
params.Set("endAt", strconv.FormatInt(endAt.UnixMilli(), 10))
}
var resp *FutureOrdersResponse
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodGet, common.EncodeURLValues(kucoinFuturesStopOrder, params), nil, &resp)
}
// GetFuturesRecentCompletedOrders gets list of recent 1000 orders in the last 24 hours
func (ku *Kucoin) GetFuturesRecentCompletedOrders(ctx context.Context) ([]FuturesOrder, error) {
var resp []FuturesOrder
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodGet, kucoinFuturesRecentCompletedOrder, nil, &resp)
}
// GetFuturesOrderDetails gets single order details by order ID
func (ku *Kucoin) GetFuturesOrderDetails(ctx context.Context, orderID string) (*FuturesOrder, error) {
var resp *FuturesOrder
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodGet, kucoinFuturesGetOrderDetails+orderID, nil, &resp)
}
// GetFuturesOrderDetailsByClientID gets single order details by client ID
func (ku *Kucoin) GetFuturesOrderDetailsByClientID(ctx context.Context, clientID string) (*FuturesOrder, error) {
if clientID == "" {
return nil, errors.New("clientID can't be empty")
}
params := url.Values{}
params.Set("clientOid", clientID)
var resp *FuturesOrder
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodGet, common.EncodeURLValues(kucoinFuturesGetOrderDetailsByClientID, params), nil, &resp)
}
// GetFuturesFills gets list of recent fills
func (ku *Kucoin) GetFuturesFills(ctx context.Context, orderID, symbol, side, orderType string, startAt, endAt time.Time) (*FutureFillsResponse, error) {
params := url.Values{}
if orderID != "" {
params.Set("orderId", orderID)
}
if symbol != "" {
params.Set("symbol", symbol)
}
if side != "" {
params.Set("side", side)
}
if orderType != "" {
params.Set("type", orderType)
}
if !startAt.IsZero() {
params.Set("startAt", strconv.FormatInt(startAt.UnixMilli(), 10))
}
if !endAt.IsZero() {
params.Set("endAt", strconv.FormatInt(endAt.UnixMilli(), 10))
}
var resp *FutureFillsResponse
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, futuresRetrieveFillsEPL, http.MethodGet, common.EncodeURLValues(kucoinFuturesFills, params), nil, &resp)
}
// GetFuturesRecentFills gets list of 1000 recent fills in the last 24 hrs
func (ku *Kucoin) GetFuturesRecentFills(ctx context.Context) ([]FuturesFill, error) {
var resp []FuturesFill
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, futuresRecentFillsEPL, http.MethodGet, kucoinFuturesRecentFills, nil, &resp)
}
// GetFuturesOpenOrderStats gets the total number and value of the all your active orders
func (ku *Kucoin) GetFuturesOpenOrderStats(ctx context.Context, symbol string) (*FuturesOpenOrderStats, error) {
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
params := url.Values{}
params.Set("symbol", symbol)
var resp *FuturesOpenOrderStats
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodGet, common.EncodeURLValues(kucoinFuturesOpenOrderStats, params), nil, &resp)
}
// GetFuturesPosition gets the position details of a specified position
func (ku *Kucoin) GetFuturesPosition(ctx context.Context, symbol string) (*FuturesPosition, error) {
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
params := url.Values{}
params.Set("symbol", symbol)
var resp *FuturesPosition
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodGet, common.EncodeURLValues(kucoinFuturesPosition, params), nil, &resp)
}
// GetFuturesPositionList gets the list of position with details
func (ku *Kucoin) GetFuturesPositionList(ctx context.Context) ([]FuturesPosition, error) {
var resp []FuturesPosition
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, futuresRetrievePositionListEPL, http.MethodGet, kucoinFuturesPositionList, nil, &resp)
}
// SetAutoDepositMargin enable/disable of auto-deposit margin
func (ku *Kucoin) SetAutoDepositMargin(ctx context.Context, symbol string, status bool) (bool, error) {
params := make(map[string]interface{})
if symbol == "" {
return false, errors.New("symbol can't be empty")
}
params["symbol"] = symbol
params["status"] = status
var resp bool
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodPost, kucoinFuturesSetAutoDeposit, params, &resp)
}
// AddMargin is used to add margin manually
func (ku *Kucoin) AddMargin(ctx context.Context, symbol, uniqueID string, margin float64) (*FuturesPosition, error) {
params := make(map[string]interface{})
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
params["symbol"] = symbol
if uniqueID == "" {
return nil, errors.New("uniqueID can't be empty")
}
params["bizNo"] = uniqueID
if margin <= 0 {
return nil, errors.New("margin can't be zero or negative")
}
params["margin"] = strconv.FormatFloat(margin, 'f', -1, 64)
var resp *FuturesPosition
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodPost, kucoinFuturesAddMargin, params, &resp)
}
// GetFuturesRiskLimitLevel gets information about risk limit level of a specific contract
func (ku *Kucoin) GetFuturesRiskLimitLevel(ctx context.Context, symbol string) ([]FuturesRiskLimitLevel, error) {
var resp []FuturesRiskLimitLevel
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodGet, kucoinFuturesRiskLimitLevel+symbol, nil, &resp)
}
// FuturesUpdateRiskLmitLevel is used to adjustment the risk limit level
func (ku *Kucoin) FuturesUpdateRiskLmitLevel(ctx context.Context, symbol string, level int64) (bool, error) {
params := make(map[string]interface{})
if symbol == "" {
return false, errors.New("symbol can't be empty")
}
params["symbol"] = symbol
params["level"] = strconv.FormatInt(level, 10)
var resp bool
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodPost, kucoinFuturesUpdateRiskLmitLevel, params, &resp)
}
// GetFuturesFundingHistory gets information about funding history
func (ku *Kucoin) GetFuturesFundingHistory(ctx context.Context, symbol string, offset, maxCount int64, reverse, forward bool, startAt, endAt time.Time) (*FuturesFundingHistoryResponse, error) {
if symbol == "" {
return nil, errors.New("symbol can't be empty")
}
params := url.Values{}
params.Set("symbol", symbol)
if !startAt.IsZero() {
params.Set("startAt", strconv.FormatInt(startAt.UnixMilli(), 10))
}
if !endAt.IsZero() {
params.Set("endAt", strconv.FormatInt(endAt.UnixMilli(), 10))
}
params.Set("reverse", strconv.FormatBool(reverse))
params.Set("forward", strconv.FormatBool(forward))
if offset != 0 {
params.Set("offset", strconv.FormatInt(offset, 10))
}
if maxCount != 0 {
params.Set("maxCount", strconv.FormatInt(maxCount, 10))
}
var resp *FuturesFundingHistoryResponse
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, futuresRetrieveFundingHistoryEPL, http.MethodGet, common.EncodeURLValues(kucoinFuturesFundingHistory, params), nil, &resp)
}
// GetFuturesAccountOverview gets future account overview
func (ku *Kucoin) GetFuturesAccountOverview(ctx context.Context, currency string) (FuturesAccount, error) {
params := url.Values{}
if currency != "" {
params.Set("currency", currency)
}
resp := FuturesAccount{}
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, futuresRetrieveAccountOverviewEPL, http.MethodGet, common.EncodeURLValues(kucoinFuturesAccountOverview, params), nil, &resp)
}
// GetFuturesTransactionHistory gets future transaction history
func (ku *Kucoin) GetFuturesTransactionHistory(ctx context.Context, currency, txType string, offset, maxCount int64, forward bool, startAt, endAt time.Time) (*FuturesTransactionHistoryResponse, error) {
params := url.Values{}
if currency != "" {
params.Set("currency", currency)
}
if txType != "" {
params.Set("type", txType)
}
if !startAt.IsZero() {
params.Set("startAt", strconv.FormatInt(startAt.UnixMilli(), 10))
}
if !endAt.IsZero() {
params.Set("endAt", strconv.FormatInt(endAt.UnixMilli(), 10))
}
params.Set("forward", strconv.FormatBool(forward))
if offset != 0 {
params.Set("offset", strconv.FormatInt(offset, 10))
}
if maxCount != 0 {
params.Set("maxCount", strconv.FormatInt(maxCount, 10))
}
var resp *FuturesTransactionHistoryResponse
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, futuresRetrieveTransactionHistoryEPL, http.MethodGet, common.EncodeURLValues(kucoinFuturesTransactionHistory, params), nil, &resp)
}
// CreateFuturesSubAccountAPIKey is used to create Futures APIs for sub-accounts
func (ku *Kucoin) CreateFuturesSubAccountAPIKey(ctx context.Context, ipWhitelist, passphrase, permission, remark, subName string) (*APIKeyDetail, error) {
params := make(map[string]interface{})
if ipWhitelist != "" {
params["ipWhitelist"] = ipWhitelist
}
if passphrase == "" {
return nil, errors.New("passphrase can't be empty")
}
params["passphrase"] = passphrase
if permission != "" {
params["permission"] = permission
}
if remark == "" {
return nil, errors.New("remark can't be empty")
}
params["remark"] = remark
if subName == "" {
return nil, errors.New("subName can't be empty")
}
params["subName"] = subName
var resp *APIKeyDetail
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodPost, kucoinFuturesSubAccountAPI, params, &resp)
}
// GetFuturesDepositAddress gets deposit address for currency
func (ku *Kucoin) GetFuturesDepositAddress(ctx context.Context, currency string) (*DepositAddress, error) {
if currency == "" {
return nil, errors.New("currency can't be empty")
}
params := url.Values{}
params.Set("currency", currency)
var resp *DepositAddress
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodGet, common.EncodeURLValues(kucoinFuturesDepositAddress, params), nil, &resp)
}
// GetFuturesDepositsList gets deposits list
func (ku *Kucoin) GetFuturesDepositsList(ctx context.Context, currency, status string, startAt, endAt time.Time) (*FuturesDepositDetailsResponse, error) {
params := url.Values{}
if currency != "" {
params.Set("currency", currency)
}
if status != "" {
params.Set("status", status)
}
if !startAt.IsZero() {
params.Set("startAt", strconv.FormatInt(startAt.UnixMilli(), 10))
}
if !endAt.IsZero() {
params.Set("endAt", strconv.FormatInt(endAt.UnixMilli(), 10))
}
var resp *FuturesDepositDetailsResponse
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodGet, common.EncodeURLValues(kucoinFuturesDepositsList, params), nil, &resp)
}
// GetFuturesWithdrawalLimit gets withdrawal limits for currency
func (ku *Kucoin) GetFuturesWithdrawalLimit(ctx context.Context, currency string) (*FuturesWithdrawalLimit, error) {
if currency == "" {
return nil, errors.New("currency can't be empty")
}
params := url.Values{}
params.Set("currency", currency)
var resp *FuturesWithdrawalLimit
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodGet, common.EncodeURLValues(kucoinFuturesWithdrawalLimit, params), nil, &resp)
}
// GetFuturesWithdrawalList gets withdrawal list
func (ku *Kucoin) GetFuturesWithdrawalList(ctx context.Context, currency, status string, startAt, endAt time.Time) (*FuturesWithdrawalsListResponse, error) {
params := url.Values{}
if currency != "" {
params.Set("currency", currency)
}
if status != "" {
params.Set("status", status)
}
if !startAt.IsZero() {
params.Set("startAt", strconv.FormatInt(startAt.UnixMilli(), 10))
}
if !endAt.IsZero() {
params.Set("endAt", strconv.FormatInt(endAt.UnixMilli(), 10))
}
var resp *FuturesWithdrawalsListResponse
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodGet, common.EncodeURLValues(kucoinFuturesWithdrawalList, params), nil, &resp)
}
// CancelFuturesWithdrawal is used to cancel withdrawal request of only PROCESSING status
func (ku *Kucoin) CancelFuturesWithdrawal(ctx context.Context, withdrawalID string) (bool, error) {
var resp bool
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodDelete, kucoinFuturesCancelWithdrawal+withdrawalID, nil, &resp)
}
// TransferFuturesFundsToMainAccount helps in transferring funds from futures to main/trade account
func (ku *Kucoin) TransferFuturesFundsToMainAccount(ctx context.Context, amount float64, currency, recAccountType string) (*TransferRes, error) {
params := make(map[string]interface{})
if amount <= 0 {
return nil, errors.New("amount can't be zero or negative")
}
params["amount"] = amount
if currency == "" {
return nil, errors.New("currency can't be empty")
}
params["currency"] = currency
if recAccountType == "" {
return nil, errors.New("recAccountType can't be empty")
}
params["recAccountType"] = recAccountType
var resp *TransferRes
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodPost, kucoinFuturesTransferFundtoMainAccount, params, &resp)
}
// TransferFundsToFuturesAccount helps in transferring funds from payee account to futures account
func (ku *Kucoin) TransferFundsToFuturesAccount(ctx context.Context, amount float64, currency, payAccountType string) error {
params := make(map[string]interface{})
if amount <= 0 {
return errors.New("amount can't be zero or negative")
}
params["amount"] = amount
if currency == "" {
return errors.New("currency can't be empty")
}
params["currency"] = currency
if payAccountType == "" {
return errors.New("payAccountType can't be empty")
}
params["payAccountType"] = payAccountType
resp := struct {
Error
}{}
return ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodPost, kucoinFuturesTransferFundtoFuturesAccount, params, &resp)
}
// GetFuturesTransferOutList gets list of transfer out
func (ku *Kucoin) GetFuturesTransferOutList(ctx context.Context, currency, status string, startAt, endAt time.Time) (*TransferListsResponse, error) {
if currency == "" {
return nil, errors.New("currency can't be empty")
}
params := url.Values{}
params.Set("currency", currency)
if status != "" {
params.Set("status", status)
}
if !startAt.IsZero() {
params.Set("startAt", strconv.FormatInt(startAt.UnixMilli(), 10))
}
if !endAt.IsZero() {
params.Set("endAt", strconv.FormatInt(endAt.UnixMilli(), 10))
}
var resp *TransferListsResponse
return resp, ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodGet, common.EncodeURLValues(kucoinFuturesTransferOutList, params), nil, &resp)
}
// CancelFuturesTransferOut is used to cancel transfer out request of only PROCESSING status
func (ku *Kucoin) CancelFuturesTransferOut(ctx context.Context, applyID string) error {
if applyID == "" {
return errors.New("applyID can't be empty")
}
params := url.Values{}
params.Set("applyId", applyID)
resp := struct {
Error
}{}
return ku.SendAuthHTTPRequest(ctx, exchange.RestFutures, defaultFuturesEPL, http.MethodDelete, common.EncodeURLValues(kucoinFuturesCancelTransferOut, params), nil, &resp)
}
func processFuturesOB(ob [][2]float64) []orderbook.Tranche {
o := make([]orderbook.Tranche, len(ob))
for x := range ob {
o[x] = orderbook.Tranche{
Price: ob[x][0],
Amount: ob[x][1],
}
}
return o
}
func constructFuturesOrderbook(o *futuresOrderbookResponse) *Orderbook {
return &Orderbook{
Bids: processFuturesOB(o.Bids),
Asks: processFuturesOB(o.Asks),
Sequence: o.Sequence,
Time: o.Time.Time(),
}
}