bbgo_origin/pkg/exchange/kucoin/kucoinapi/client.go

package kucoinapi

import (
	"bytes"
	"crypto/hmac"
	"crypto/sha256"
	"encoding/base64"
	"encoding/json"
	"fmt"
	"net/http"
	"net/url"
	"strconv"
	"strings"
	"time"

	"github.com/c9s/bbgo/pkg/fixedpoint"
	"github.com/c9s/bbgo/pkg/types"
	"github.com/c9s/bbgo/pkg/util"
	"github.com/pkg/errors"
	log "github.com/sirupsen/logrus"
)

const defaultHTTPTimeout = time.Second * 15
const RestBaseURL = "https://api.kucoin.com/api"
const SandboxRestBaseURL = "https://openapi-sandbox.kucoin.com/api"

type SideType string

const (
	SideTypeBuy  SideType = "buy"
	SideTypeSell SideType = "sell"
)

type TimeInForceType string

const (
	// GTC Good Till Canceled orders remain open on the book until canceled. This is the default behavior if no policy is specified.
	TimeInForceGTC TimeInForceType = "GTC"

	// GTT Good Till Time orders remain open on the book until canceled or the allotted cancelAfter is depleted on the matching engine. GTT orders are guaranteed to cancel before any other order is processed after the cancelAfter seconds placed in order book.
	TimeInForceGTT TimeInForceType = "GTT"

	// FOK Fill Or Kill orders are rejected if the entire size cannot be matched.
	TimeInForceFOK TimeInForceType = "FOK"

	// IOC Immediate Or Cancel orders instantly cancel the remaining size of the limit order instead of opening it on the book.
	TimeInForceIOC TimeInForceType = "IOC"
)

type OrderType string

const (
	OrderTypeMarket   OrderType = "market"
	OrderTypeLimit    OrderType = "limit"
)

type InstrumentType string

const (
	InstrumentTypeSpot    InstrumentType = "SPOT"
	InstrumentTypeSwap    InstrumentType = "SWAP"
	InstrumentTypeFutures InstrumentType = "FUTURES"
	InstrumentTypeOption  InstrumentType = "OPTION"
)

type OrderState string

const (
	OrderStateCanceled        OrderState = "canceled"
	OrderStateLive            OrderState = "live"
	OrderStatePartiallyFilled OrderState = "partially_filled"
	OrderStateFilled          OrderState = "filled"
)

type RestClient struct {
	BaseURL *url.URL

	client *http.Client

	Key, Secret, Passphrase string
	KeyVersion string

	AccountService *AccountService
	MarketDataService *MarketDataService
	TradeService      *TradeService
}

func NewClient() *RestClient {
	u, err := url.Parse(RestBaseURL)
	if err != nil {
		panic(err)
	}

	client := &RestClient{
		BaseURL: u,
		KeyVersion: "2",
		client: &http.Client{
			Timeout: defaultHTTPTimeout,
		},
	}

	client.AccountService = &AccountService{ client: client }
	client.MarketDataService = &MarketDataService{client: client}
	client.TradeService = &TradeService{client: client}
	return client
}

func (c *RestClient) Auth(key, secret, passphrase string) {
	c.Key = key
	c.Secret = secret
	c.Passphrase = passphrase
}

// NewRequest create new API request. Relative url can be provided in refURL.
func (c *RestClient) newRequest(method, refURL string, params url.Values, body []byte) (*http.Request, error) {
	rel, err := url.Parse(refURL)
	if err != nil {
		return nil, err
	}

	if params != nil {
		rel.RawQuery = params.Encode()
	}

	pathURL := c.BaseURL.ResolveReference(rel)
	return http.NewRequest(method, pathURL.String(), bytes.NewReader(body))
}

// sendRequest sends the request to the API server and handle the response
func (c *RestClient) sendRequest(req *http.Request) (*util.Response, error) {
	resp, err := c.client.Do(req)
	if err != nil {
		return nil, err
	}

	// newResponse reads the response body and return a new Response object
	response, err := util.NewResponse(resp)
	if err != nil {
		return response, err
	}

	// Check error, if there is an error, return the ErrorResponse struct type
	if response.IsError() {
		return response, errors.New(string(response.Body))
	}

	return response, nil
}

// newAuthenticatedRequest creates new http request for authenticated routes.
func (c *RestClient) newAuthenticatedRequest(method, refURL string, params url.Values, payload interface{}) (*http.Request, error) {
	if len(c.Key) == 0 {
		return nil, errors.New("empty api key")
	}

	if len(c.Secret) == 0 {
		return nil, errors.New("empty api secret")
	}

	rel, err := url.Parse(refURL)
	if err != nil {
		return nil, err
	}

	if params != nil {
		rel.RawQuery = params.Encode()
	}

	pathURL := c.BaseURL.ResolveReference(rel)
	path := pathURL.Path
	if rel.RawQuery != "" {
		path += "?" + rel.RawQuery
	}

	// set location to UTC so that it outputs "2020-12-08T09:08:57.715Z"
	t := time.Now().In(time.UTC)
	// timestamp := t.Format("2006-01-02T15:04:05.999Z07:00")
	timestamp := strconv.FormatInt(t.UnixMilli(), 10)

	var body []byte

	if payload != nil {
		switch v := payload.(type) {
		case string:
			body = []byte(v)

		case []byte:
			body = v

		default:
			body, err = json.Marshal(v)
			if err != nil {
				return nil, err
			}
		}
	}

	signKey := timestamp + strings.ToUpper(method) + path + string(body)
	signature := sign(c.Secret, signKey)

	req, err := http.NewRequest(method, pathURL.String(), bytes.NewReader(body))
	if err != nil {
		return nil, err
	}

	req.Header.Add("Content-Type", "application/json")
	req.Header.Add("Accept", "application/json")
	req.Header.Add("KC-API-KEY", c.Key)
	req.Header.Add("KC-API-SIGN", signature)
	req.Header.Add("KC-API-TIMESTAMP", timestamp)
	req.Header.Add("KC-API-PASSPHRASE", sign(c.Secret, c.Passphrase))
	req.Header.Add("KC-API-KEY-VERSION", c.KeyVersion)

	log.Infof("%+v", req.Header)
	return req, nil
}

type BalanceDetail struct {
	Currency                string                     `json:"ccy"`
	Available               fixedpoint.Value           `json:"availEq"`
	CashBalance             fixedpoint.Value           `json:"cashBal"`
	OrderFrozen             fixedpoint.Value           `json:"ordFrozen"`
	Frozen                  fixedpoint.Value           `json:"frozenBal"`
	Equity                  fixedpoint.Value           `json:"eq"`
	EquityInUSD             fixedpoint.Value           `json:"eqUsd"`
	UpdateTime              types.MillisecondTimestamp `json:"uTime"`
	UnrealizedProfitAndLoss fixedpoint.Value           `json:"upl"`
}

type AssetBalance struct {
	Currency  string           `json:"ccy"`
	Balance   fixedpoint.Value `json:"bal"`
	Frozen    fixedpoint.Value `json:"frozenBal,omitempty"`
	Available fixedpoint.Value `json:"availBal,omitempty"`
}

type AssetBalanceList []AssetBalance

func (c *RestClient) AssetBalances() (AssetBalanceList, error) {
	req, err := c.newAuthenticatedRequest("GET", "/api/v5/asset/balances", nil, nil)
	if err != nil {
		return nil, err
	}

	response, err := c.sendRequest(req)
	if err != nil {
		return nil, err
	}

	var balanceResponse struct {
		Code    string           `json:"code"`
		Message string           `json:"msg"`
		Data    AssetBalanceList `json:"data"`
	}
	if err := response.DecodeJSON(&balanceResponse); err != nil {
		return nil, err
	}

	return balanceResponse.Data, nil
}

type AssetCurrency struct {
	Currency               string           `json:"ccy"`
	Name                   string           `json:"name"`
	Chain                  string           `json:"chain"`
	CanDeposit             bool             `json:"canDep"`
	CanWithdraw            bool             `json:"canWd"`
	CanInternal            bool             `json:"canInternal"`
	MinWithdrawalFee       fixedpoint.Value `json:"minFee"`
	MaxWithdrawalFee       fixedpoint.Value `json:"maxFee"`
	MinWithdrawalThreshold fixedpoint.Value `json:"minWd"`
}

func (c *RestClient) AssetCurrencies() ([]AssetCurrency, error) {
	req, err := c.newAuthenticatedRequest("GET", "/api/v5/asset/currencies", nil, nil)
	if err != nil {
		return nil, err
	}

	response, err := c.sendRequest(req)
	if err != nil {
		return nil, err
	}

	var currencyResponse struct {
		Code    string          `json:"code"`
		Message string          `json:"msg"`
		Data    []AssetCurrency `json:"data"`
	}

	if err := response.DecodeJSON(&currencyResponse); err != nil {
		return nil, err
	}

	return currencyResponse.Data, nil
}

type MarketTicker struct {
	InstrumentType string `json:"instType"`
	InstrumentID   string `json:"instId"`

	// last traded price
	Last fixedpoint.Value `json:"last"`

	// last traded size
	LastSize fixedpoint.Value `json:"lastSz"`

	AskPrice fixedpoint.Value `json:"askPx"`
	AskSize  fixedpoint.Value `json:"askSz"`

	BidPrice fixedpoint.Value `json:"bidPx"`
	BidSize  fixedpoint.Value `json:"bidSz"`

	Open24H           fixedpoint.Value `json:"open24h"`
	High24H           fixedpoint.Value `json:"high24H"`
	Low24H            fixedpoint.Value `json:"low24H"`
	Volume24H         fixedpoint.Value `json:"vol24h"`
	VolumeCurrency24H fixedpoint.Value `json:"volCcy24h"`

	// Millisecond timestamp
	Timestamp types.MillisecondTimestamp `json:"ts"`
}

func (c *RestClient) MarketTicker(instId string) (*MarketTicker, error) {
	// SPOT, SWAP, FUTURES, OPTION
	var params = url.Values{}
	params.Add("instId", instId)

	req, err := c.newRequest("GET", "/api/v5/market/ticker", params, nil)
	if err != nil {
		return nil, err
	}

	response, err := c.sendRequest(req)
	if err != nil {
		return nil, err
	}

	var tickerResponse struct {
		Code    string         `json:"code"`
		Message string         `json:"msg"`
		Data    []MarketTicker `json:"data"`
	}
	if err := response.DecodeJSON(&tickerResponse); err != nil {
		return nil, err
	}

	if len(tickerResponse.Data) == 0 {
		return nil, fmt.Errorf("ticker of %s not found", instId)
	}

	return &tickerResponse.Data[0], nil
}

func (c *RestClient) MarketTickers(instType InstrumentType) ([]MarketTicker, error) {
	// SPOT, SWAP, FUTURES, OPTION
	var params = url.Values{}
	params.Add("instType", string(instType))

	req, err := c.newRequest("GET", "/api/v5/market/tickers", params, nil)
	if err != nil {
		return nil, err
	}

	response, err := c.sendRequest(req)
	if err != nil {
		return nil, err
	}

	var tickerResponse struct {
		Code    string         `json:"code"`
		Message string         `json:"msg"`
		Data    []MarketTicker `json:"data"`
	}
	if err := response.DecodeJSON(&tickerResponse); err != nil {
		return nil, err
	}

	return tickerResponse.Data, nil
}

func sign(secret, payload string) string {
	var sig = hmac.New(sha256.New, []byte(secret))
	_, err := sig.Write([]byte(payload))
	if err != nil {
		return ""
	}

	return base64.StdEncoding.EncodeToString(sig.Sum(nil))
}