bbgo_origin/pkg/exchange/kucoin/exchange.go

package kucoin

import (
	"context"
	"math"
	"strings"

	"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
	"github.com/c9s/bbgo/pkg/types"
	"github.com/sirupsen/logrus"
)

// OKB is the platform currency of OKEx, pre-allocate static string here
const KCS = "KCS"

var log = logrus.WithFields(logrus.Fields{
	"exchange": "kucoin",
})

type Exchange struct {
	key, secret, passphrase string
	client                  *kucoinapi.RestClient
}

func New(key, secret, passphrase string) *Exchange {
	client := kucoinapi.NewClient()

	// for public access mode
	if len(key) > 0 && len(secret) > 0 && len(passphrase) > 0 {
		client.Auth(key, secret, passphrase)
	}

	return &Exchange{
		key:        key,
		secret:     secret,
		passphrase: passphrase,
		client:     client,
	}
}

func (e *Exchange) Name() types.ExchangeName {
	return types.ExchangeKucoin
}

func (e *Exchange) PlatformFeeCurrency() string {
	return KCS
}

func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
	accounts, err := e.client.AccountService.ListAccounts()
	if err != nil {
		return nil, err
	}

	// for now, we only return the trading account
	a := types.NewAccount()
	balances := toGlobalBalanceMap(accounts)
	a.UpdateBalances(balances)
	return a, nil
}

func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error) {
	accounts, err := e.client.AccountService.ListAccounts()
	if err != nil {
		return nil, err
	}

	return toGlobalBalanceMap(accounts), nil
}

func toGlobalSymbol(symbol string) string {
	return strings.ReplaceAll(symbol, "-", "")
}

func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
	markets, err := e.client.MarketDataService.ListSymbols()
	if err != nil {
		return nil, err
	}

	marketMap := types.MarketMap{}
	for _, m := range markets {
		symbol := toGlobalSymbol(m.Symbol)
		marketMap[symbol] = types.Market{
			Symbol:          symbol,
			LocalSymbol:     m.Symbol,
			PricePrecision:  int(math.Log10(m.PriceIncrement.Float64())), // convert 0.0001 to 4
			VolumePrecision: int(math.Log10(m.BaseIncrement.Float64())),
			QuoteCurrency:   m.QuoteCurrency,
			BaseCurrency:    m.BaseCurrency,
			MinNotional:     m.QuoteMinSize.Float64(),
			MinAmount:       m.QuoteMinSize.Float64(),
			MinQuantity:     m.BaseMinSize.Float64(),
			MaxQuantity:     0, // not used
			StepSize:        m.BaseIncrement.Float64(),

			MinPrice:        0, // not used
			MaxPrice:        0, // not used
			TickSize:        m.PriceIncrement.Float64(),
		}
	}

	return marketMap, nil
}

func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) {
	s, err := e.client.MarketDataService.GetTicker24HStat(symbol)
	if err != nil {
		return nil, err
	}

	return &types.Ticker{
		Time:   s.Time.Time(),
		Volume: s.Volume.Float64(),
		Last:   s.Last.Float64(),
		Open:   s.Last.Float64() - s.ChangePrice.Float64(),
		High:   s.High.Float64(),
		Low:    s.Low.Float64(),
		Buy:    s.Buy.Float64(),
		Sell:   s.Sell.Float64(),
	}, nil
}

func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[string]types.Ticker, error) {
	tickers := map[string]types.Ticker{}
	if len(symbols) > 0 {
		for _, s := range symbols {
			t, err := e.QueryTicker(ctx, s)
			if err != nil {
				return nil, err
			}

			tickers[s] = *t
		}

		return tickers, nil
	}

	allTickers, err := e.client.MarketDataService.ListTickers()
	if err != nil {
		return nil, err
	}

	for _, s := range allTickers.Ticker {
		tickers[ s.Symbol ] = types.Ticker{
			Time:   s.Time.Time(),
			Volume: s.Volume.Float64(),
			Last:   s.Last.Float64(),
			Open:   s.Last.Float64() - s.ChangePrice.Float64(),
			High:   s.High.Float64(),
			Low:    s.Low.Float64(),
			Buy:    s.Buy.Float64(),
			Sell:   s.Sell.Float64(),
		}
	}

	return tickers, nil
}

func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
	panic("implement me")
}

func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
	panic("implement me")
	return nil, nil
}

func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
	panic("implement me")
	return nil, nil
}

func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error {
	panic("implement me")
	return nil
}

func (e *Exchange) NewStream() types.Stream {
	panic("implement me")
}