363 lines
11 KiB
Go
363 lines
11 KiB
Go
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package kucoinapi
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//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
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//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
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import (
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"context"
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"encoding/json"
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"net/url"
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"strconv"
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"time"
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"github.com/c9s/requestgen"
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"github.com/pkg/errors"
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"github.com/valyala/fastjson"
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"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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)
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type MarketDataService struct {
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client *RestClient
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}
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func (s *MarketDataService) NewGetKLinesRequest() *GetKLinesRequest {
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return &GetKLinesRequest{client: s.client}
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}
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type Symbol struct {
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Symbol string `json:"symbol"`
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Name string `json:"name"`
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BaseCurrency string `json:"baseCurrency"`
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QuoteCurrency string `json:"quoteCurrency"`
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FeeCurrency string `json:"feeCurrency"`
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Market string `json:"market"`
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BaseMinSize fixedpoint.Value `json:"baseMinSize"`
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QuoteMinSize fixedpoint.Value `json:"quoteMinSize"`
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BaseIncrement fixedpoint.Value `json:"baseIncrement"`
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QuoteIncrement fixedpoint.Value `json:"quoteIncrement"`
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PriceIncrement fixedpoint.Value `json:"priceIncrement"`
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PriceLimitRate fixedpoint.Value `json:"priceLimitRate"`
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IsMarginEnabled bool `json:"isMarginEnabled"`
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EnableTrading bool `json:"enableTrading"`
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}
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//go:generate GetRequest -type ListSymbolsRequest -url "/api/v1/symbols" -responseDataType []Symbol
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type ListSymbolsRequest struct {
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client requestgen.APIClient
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market *string `param:"market"`
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}
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func (s *MarketDataService) NewListSymbolsRequest() *ListSymbolsRequest {
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return &ListSymbolsRequest{client: s.client}
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}
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func (s *MarketDataService) ListSymbols(market ...string) ([]Symbol, error) {
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req := s.NewListSymbolsRequest()
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if len(market) == 1 {
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req.Market(market[0])
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} else if len(market) > 1 {
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return nil, errors.New("symbols api only supports one market parameter")
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}
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return req.Do(context.Background())
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}
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/*
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//Get Ticker
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{
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"sequence": "1550467636704",
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"bestAsk": "0.03715004",
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"size": "0.17",
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"price": "0.03715005",
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"bestBidSize": "3.803",
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"bestBid": "0.03710768",
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"bestAskSize": "1.788",
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"time": 1550653727731
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}
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*/
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type Ticker struct {
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Sequence string `json:"sequence"`
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Size fixedpoint.Value `json:"size"`
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Price fixedpoint.Value `json:"price"`
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BestAsk fixedpoint.Value `json:"bestAsk"`
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BestBid fixedpoint.Value `json:"bestBid"`
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BestBidSize fixedpoint.Value `json:"bestBidSize"`
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Time types.MillisecondTimestamp `json:"time"`
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}
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//go:generate GetRequest -type GetTickerRequest -url "/api/v1/market/orderbook/level1" -responseDataType Ticker
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type GetTickerRequest struct {
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client requestgen.APIClient
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symbol string `param:"symbol,query"`
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}
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func (s *MarketDataService) NewGetTickerRequest(symbol string) *GetTickerRequest {
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return &GetTickerRequest{client: s.client, symbol: symbol}
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}
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/*
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{
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"time":1602832092060,
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"ticker":[
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{
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"symbol": "BTC-USDT", // symbol
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"symbolName":"BTC-USDT", // SymbolName of trading pairs, it would change after renaming
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"buy": "11328.9", // bestAsk
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"sell": "11329", // bestBid
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"changeRate": "-0.0055", // 24h change rate
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"changePrice": "-63.6", // 24h change price
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"high": "11610", // 24h highest price
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"low": "11200", // 24h lowest price
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"vol": "2282.70993217", // 24h volume，the aggregated trading volume in BTC
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"volValue": "25984946.157790431", // 24h total, the trading volume in quote currency of last 24 hours
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"last": "11328.9", // last price
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"averagePrice": "11360.66065903", // 24h average transaction price yesterday
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"takerFeeRate": "0.001", // Basic Taker Fee
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"makerFeeRate": "0.001", // Basic Maker Fee
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"takerCoefficient": "1", // Taker Fee Coefficient
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"makerCoefficient": "1" // Maker Fee Coefficient
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}
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]
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}
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*/
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type Ticker24H struct {
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Symbol string `json:"symbol"`
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SymbolName string `json:"symbolName"`
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Buy fixedpoint.Value `json:"buy"`
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Sell fixedpoint.Value `json:"sell"`
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ChangeRate fixedpoint.Value `json:"changeRate"`
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ChangePrice fixedpoint.Value `json:"changePrice"`
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High fixedpoint.Value `json:"high"`
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Low fixedpoint.Value `json:"low"`
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Last fixedpoint.Value `json:"last"`
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AveragePrice fixedpoint.Value `json:"averagePrice"`
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Volume fixedpoint.Value `json:"vol"` // base volume
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VolumeValue fixedpoint.Value `json:"volValue"` // quote volume
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TakerFeeRate fixedpoint.Value `json:"takerFeeRate"`
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MakerFeeRate fixedpoint.Value `json:"makerFeeRate"`
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TakerCoefficient fixedpoint.Value `json:"takerCoefficient"`
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MakerCoefficient fixedpoint.Value `json:"makerCoefficient"`
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Time types.MillisecondTimestamp `json:"time"`
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}
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type AllTickers struct {
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Time types.MillisecondTimestamp `json:"time"`
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Ticker []Ticker24H `json:"ticker"`
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}
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//go:generate GetRequest -type GetAllTickersRequest -url "/api/v1/market/allTickers" -responseDataType AllTickers
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type GetAllTickersRequest struct {
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client requestgen.APIClient
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}
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func (s *MarketDataService) ListTickers() (*AllTickers, error) {
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req := &GetAllTickersRequest{client: s.client}
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return req.Do(context.Background())
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}
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func (s *MarketDataService) GetTicker24HStat(symbol string) (*Ticker24H, error) {
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var params = url.Values{}
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params.Add("symbol", symbol)
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req, err := s.client.NewRequest(context.Background(), "GET", "/api/v1/market/stats", params, nil)
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if err != nil {
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return nil, err
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}
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response, err := s.client.SendRequest(req)
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if err != nil {
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return nil, err
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}
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var apiResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Data *Ticker24H `json:"data"`
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}
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if err := response.DecodeJSON(&apiResponse); err != nil {
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return nil, err
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}
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return apiResponse.Data, nil
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}
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/*
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{
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"sequence": "3262786978",
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"time": 1550653727731,
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"bids": [["6500.12", "0.45054140"],
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["6500.11", "0.45054140"]], //[price，size]
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"asks": [["6500.16", "0.57753524"],
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["6500.15", "0.57753524"]]
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}
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*/
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type OrderBook struct {
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Sequence string `json:"sequence,omitempty"`
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Time types.MillisecondTimestamp `json:"time"`
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Bids types.PriceVolumeSlice `json:"bids,omitempty"`
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Asks types.PriceVolumeSlice `json:"asks,omitempty"`
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}
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//go:generate GetRequest -type GetOrderBookLevel2Depth20Request -url "/api/v1/market/orderbook/level2_20" -responseDataType .OrderBook
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type GetOrderBookLevel2Depth20Request struct {
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client requestgen.APIClient
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symbol string `param:"symbol,query"`
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}
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//go:generate GetRequest -type GetOrderBookLevel2Depth100Request -url "/api/v1/market/orderbook/level2_100" -responseDataType .OrderBook
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type GetOrderBookLevel2Depth100Request struct {
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client requestgen.APIClient
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symbol string `param:"symbol,query"`
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}
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//go:generate GetRequest -type GetOrderBookLevel2DepthAllRequest -url "/api/v3/market/orderbook/level2" -responseDataType .OrderBook
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type GetOrderBookLevel2DepthAllRequest struct {
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client requestgen.AuthenticatedAPIClient
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symbol string `param:"symbol,query"`
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}
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type OrderBookRequest interface {
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Do(ctx context.Context) (*OrderBook, error)
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}
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func (s *MarketDataService) NewGetOrderBookRequest(symbol string, depth int) OrderBookRequest {
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switch depth {
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case 20:
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return &GetOrderBookLevel2Depth20Request{client: s.client, symbol: symbol}
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case 100:
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return &GetOrderBookLevel2Depth100Request{client: s.client, symbol: symbol}
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}
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return &GetOrderBookLevel2DepthAllRequest{client: s.client, symbol: symbol}
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}
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func (s *MarketDataService) GetOrderBook(symbol string, depth int) (*OrderBook, error) {
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req := s.NewGetOrderBookRequest(symbol, depth)
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return req.Do(context.Background())
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}
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//go:generate requestgen -type GetKLinesRequest
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type GetKLinesRequest struct {
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client *RestClient
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symbol string `param:"symbol"`
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interval string `param:"type" validValues:"1min,3min,5min,15min,30min,1hour,2hour,4hour,6hour,8hour,12hour,1day,1week"`
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startAt *time.Time `param:"startAt,seconds"`
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endAt *time.Time `param:"endAt,seconds"`
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}
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type KLine struct {
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Symbol string
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Interval string
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StartTime time.Time
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Open fixedpoint.Value
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High fixedpoint.Value
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Low fixedpoint.Value
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Close fixedpoint.Value
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Volume, QuoteVolume fixedpoint.Value
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}
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func (r *GetKLinesRequest) Do(ctx context.Context) ([]KLine, error) {
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params, err := r.GetParametersQuery()
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if err != nil {
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return nil, err
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}
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req, err := r.client.NewRequest(ctx, "GET", "/api/v1/market/candles", params, nil)
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if err != nil {
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return nil, err
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}
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response, err := r.client.SendRequest(req)
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if err != nil {
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return nil, err
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}
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var apiResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Data json.RawMessage `json:"data"`
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}
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if err := response.DecodeJSON(&apiResponse); err != nil {
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return nil, err
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}
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if apiResponse.Data == nil {
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return nil, errors.New("api error: [" + apiResponse.Code + "] " + apiResponse.Message)
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}
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return parseKLines(apiResponse.Data, r.symbol, r.interval)
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}
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func parseKLines(b []byte, symbol, interval string) (klines []KLine, err error) {
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s, err := fastjson.ParseBytes(b)
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if err != nil {
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return klines, err
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}
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for _, v := range s.GetArray() {
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arr := v.GetArray()
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ts, err := strconv.ParseInt(string(arr[0].GetStringBytes()), 10, 64)
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if err != nil {
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return klines, err
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}
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o, err := fixedpoint.NewFromString(string(arr[1].GetStringBytes()))
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if err != nil {
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return klines, err
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}
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c, err := fixedpoint.NewFromString(string(arr[2].GetStringBytes()))
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if err != nil {
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return klines, err
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}
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h, err := fixedpoint.NewFromString(string(arr[3].GetStringBytes()))
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if err != nil {
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return klines, err
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}
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l, err := fixedpoint.NewFromString(string(arr[4].GetStringBytes()))
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if err != nil {
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return klines, err
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}
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vv, err := fixedpoint.NewFromString(string(arr[5].GetStringBytes()))
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if err != nil {
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return klines, err
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}
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qv, err := fixedpoint.NewFromString(string(arr[6].GetStringBytes()))
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if err != nil {
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return klines, err
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}
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klines = append(klines, KLine{
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Symbol: symbol,
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Interval: interval,
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StartTime: time.Unix(ts, 0),
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Open: o,
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High: h,
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Low: l,
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Close: c,
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Volume: vv,
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QuoteVolume: qv,
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})
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}
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return klines, err
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}
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