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kucoin: convert limit maker to limit order type with postOnly

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This commit is contained in:
c9s 2022-03-28 17:09:00 +08:00
parent 035ec39d8f
commit 0511a0fde3
8 changed files with 68 additions and 33 deletions
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17
pkg/exchange/kucoin/exchange.go
View File

@ -223,7 +223,7 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
// set price field for limit orders
switch order.Type {
case types.OrderTypeStopLimit, types.OrderTypeLimit:
case types.OrderTypeStopLimit, types.OrderTypeLimit, types.OrderTypeLimitMaker:
if order.Market.Symbol != "" {
req.Price(order.Market.FormatPrice(order.Price))
} else {
@ -232,6 +232,10 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
}
}
if order.Type == types.OrderTypeLimitMaker {
req.PostOnly(true)
}
switch order.TimeInForce {
case "FOK":
req.TimeInForce(kucoinapi.TimeInForceFOK)
@ -242,6 +246,17 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
req.TimeInForce(kucoinapi.TimeInForceGTC)
}
switch order.Type {
case types.OrderTypeStopLimit:
req.OrderType(kucoinapi.OrderTypeStopLimit)
case types.OrderTypeLimit, types.OrderTypeLimitMaker:
req.OrderType(kucoinapi.OrderTypeLimit)
case types.OrderTypeMarket:
req.OrderType(kucoinapi.OrderTypeMarket)
}
orderResponse, err := req.Do(ctx)
if err != nil {
return createdOrders, err

4
pkg/exchange/kucoin/kucoinapi/cancel_all_order_request_requestgen.go
View File

@ -41,7 +41,7 @@ func (r *CancelAllOrderRequest) GetParameters() (map[string]interface{}, error)
// assign parameter of symbol
params["symbol"] = symbol
} else {
}
// check tradeType field -> json key tradeType
if r.tradeType != nil {
@ -49,7 +49,7 @@ func (r *CancelAllOrderRequest) GetParameters() (map[string]interface{}, error)
// assign parameter of tradeType
params["tradeType"] = tradeType
} else {
}
return params, nil

4
pkg/exchange/kucoin/kucoinapi/cancel_order_request_requestgen.go
View File

@ -40,7 +40,7 @@ func (r *CancelOrderRequest) GetParameters() (map[string]interface{}, error) {
// assign parameter of orderID
params["orderID"] = orderID
} else {
}
// check clientOrderID field -> json key clientOrderID
if r.clientOrderID != nil {
@ -48,7 +48,7 @@ func (r *CancelOrderRequest) GetParameters() (map[string]interface{}, error) {
// assign parameter of clientOrderID
params["clientOrderID"] = clientOrderID
} else {
}
return params, nil

20
pkg/exchange/kucoin/kucoinapi/get_fills_request_requestgen.go
View File

@ -68,7 +68,7 @@ func (r *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
// assign parameter of orderID
params["orderId"] = orderID
} else {
}
// check tradeType field -> json key tradeType
if r.tradeType != nil {
@ -76,7 +76,11 @@ func (r *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
// assign parameter of tradeType
params["tradeType"] = tradeType
} else {
tradeType := "TRADE"
// assign parameter of tradeType
params["tradeType"] = tradeType
}
// check symbol field -> json key symbol
if r.symbol != nil {
@ -84,7 +88,7 @@ func (r *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
// assign parameter of symbol
params["symbol"] = symbol
} else {
}
// check side field -> json key side
if r.side != nil {
@ -96,14 +100,14 @@ func (r *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
params["side"] = side
default:
return params, fmt.Errorf("side value %v is invalid", side)
return nil, fmt.Errorf("side value %v is invalid", side)
}
// END TEMPLATE check-valid-values
// assign parameter of side
params["side"] = side
} else {
}
// check orderType field -> json key type
if r.orderType != nil {
@ -115,14 +119,14 @@ func (r *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
params["type"] = orderType
default:
return params, fmt.Errorf("type value %v is invalid", orderType)
return nil, fmt.Errorf("type value %v is invalid", orderType)
}
// END TEMPLATE check-valid-values
// assign parameter of orderType
params["type"] = orderType
} else {
}
// check startAt field -> json key startAt
if r.startAt != nil {
@ -131,7 +135,7 @@ func (r *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
// assign parameter of startAt
// convert time.Time to milliseconds time stamp
params["startAt"] = strconv.FormatInt(startAt.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check endAt field -> json key endAt
if r.endAt != nil {
@ -140,7 +144,7 @@ func (r *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
// assign parameter of endAt
// convert time.Time to milliseconds time stamp
params["endAt"] = strconv.FormatInt(endAt.UnixNano()/int64(time.Millisecond), 10)
} else {
}
return params, nil

6
pkg/exchange/kucoin/kucoinapi/list_history_orders_request_requestgen.go
View File

@ -48,7 +48,7 @@ func (l *ListHistoryOrdersRequest) GetParameters() (map[string]interface{}, erro
// assign parameter of symbol
params["symbol"] = symbol
} else {
}
// check startAt field -> json key startAt
if l.startAt != nil {
@ -57,7 +57,7 @@ func (l *ListHistoryOrdersRequest) GetParameters() (map[string]interface{}, erro
// assign parameter of startAt
// convert time.Time to milliseconds time stamp
params["startAt"] = strconv.FormatInt(startAt.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check endAt field -> json key endAt
if l.endAt != nil {
@ -66,7 +66,7 @@ func (l *ListHistoryOrdersRequest) GetParameters() (map[string]interface{}, erro
// assign parameter of endAt
// convert time.Time to milliseconds time stamp
params["endAt"] = strconv.FormatInt(endAt.UnixNano()/int64(time.Millisecond), 10)
} else {
}
return params, nil

20
pkg/exchange/kucoin/kucoinapi/list_orders_request_requestgen.go
View File

@ -72,14 +72,14 @@ func (r *ListOrdersRequest) GetParameters() (map[string]interface{}, error) {
params["status"] = status
default:
return params, fmt.Errorf("status value %v is invalid", status)
return nil, fmt.Errorf("status value %v is invalid", status)
}
// END TEMPLATE check-valid-values
// assign parameter of status
params["status"] = status
} else {
}
// check symbol field -> json key symbol
if r.symbol != nil {
@ -87,7 +87,7 @@ func (r *ListOrdersRequest) GetParameters() (map[string]interface{}, error) {
// assign parameter of symbol
params["symbol"] = symbol
} else {
}
// check side field -> json key side
if r.side != nil {
@ -99,14 +99,14 @@ func (r *ListOrdersRequest) GetParameters() (map[string]interface{}, error) {
params["side"] = side
default:
return params, fmt.Errorf("side value %v is invalid", side)
return nil, fmt.Errorf("side value %v is invalid", side)
}
// END TEMPLATE check-valid-values
// assign parameter of side
params["side"] = side
} else {
}
// check orderType field -> json key type
if r.orderType != nil {
@ -114,7 +114,7 @@ func (r *ListOrdersRequest) GetParameters() (map[string]interface{}, error) {
// assign parameter of orderType
params["type"] = orderType
} else {
}
// check tradeType field -> json key tradeType
if r.tradeType != nil {
@ -122,7 +122,11 @@ func (r *ListOrdersRequest) GetParameters() (map[string]interface{}, error) {
// assign parameter of tradeType
params["tradeType"] = tradeType
} else {
tradeType := "TRADE"
// assign parameter of tradeType
params["tradeType"] = tradeType
}
// check startAt field -> json key startAt
if r.startAt != nil {
@ -131,7 +135,7 @@ func (r *ListOrdersRequest) GetParameters() (map[string]interface{}, error) {
// assign parameter of startAt
// convert time.Time to milliseconds time stamp
params["startAt"] = strconv.FormatInt(startAt.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check endAt field -> json key endAt
if r.endAt != nil {
@ -140,7 +144,7 @@ func (r *ListOrdersRequest) GetParameters() (map[string]interface{}, error) {
// assign parameter of endAt
// convert time.Time to milliseconds time stamp
params["endAt"] = strconv.FormatInt(endAt.UnixNano()/int64(time.Millisecond), 10)
} else {
}
return params, nil

28
pkg/exchange/kucoin/kucoinapi/place_order_request_requestgen.go
View File

@ -51,6 +51,11 @@ func (r *PlaceOrderRequest) TimeInForce(timeInForce TimeInForceType) *PlaceOrder
return r
}
func (r *PlaceOrderRequest) PostOnly(postOnly bool) *PlaceOrderRequest {
r.postOnly = &postOnly
return r
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (r *PlaceOrderRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
@ -72,27 +77,24 @@ func (r *PlaceOrderRequest) GetParameters() (map[string]interface{}, error) {
// TEMPLATE check-required
if len(clientOrderID) == 0 {
return params, fmt.Errorf("clientOid is required, empty string given")
return nil, fmt.Errorf("clientOid is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of clientOrderID
params["clientOid"] = clientOrderID
} else {
// assign default of clientOrderID
clientOrderID := uuid.New().String()
// assign parameter of clientOrderID
params["clientOid"] = clientOrderID
}
// check symbol field -> json key symbol
symbol := r.symbol
// TEMPLATE check-required
if len(symbol) == 0 {
return params, fmt.Errorf("symbol is required, empty string given")
return nil, fmt.Errorf("symbol is required, empty string given")
}
// END TEMPLATE check-required
@ -104,7 +106,7 @@ func (r *PlaceOrderRequest) GetParameters() (map[string]interface{}, error) {
// assign parameter of tag
params["tag"] = tag
} else {
}
// check side field -> json key side
side := r.side
@ -121,7 +123,7 @@ func (r *PlaceOrderRequest) GetParameters() (map[string]interface{}, error) {
// TEMPLATE check-required
if len(size) == 0 {
return params, fmt.Errorf("size is required, empty string given")
return nil, fmt.Errorf("size is required, empty string given")
}
// END TEMPLATE check-required
@ -133,7 +135,7 @@ func (r *PlaceOrderRequest) GetParameters() (map[string]interface{}, error) {
// assign parameter of price
params["price"] = price
} else {
}
// check timeInForce field -> json key timeInForce
if r.timeInForce != nil {
@ -141,13 +143,21 @@ func (r *PlaceOrderRequest) GetParameters() (map[string]interface{}, error) {
// TEMPLATE check-required
if len(timeInForce) == 0 {
return params, fmt.Errorf("timeInForce is required, empty string given")
return nil, fmt.Errorf("timeInForce is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of timeInForce
params["timeInForce"] = timeInForce
} else {
}
// check postOnly field -> json key postOnly
if r.postOnly != nil {
postOnly := *r.postOnly
// assign parameter of postOnly
params["postOnly"] = postOnly
} else {
}
return params, nil

2
pkg/exchange/kucoin/kucoinapi/trade.go
View File

@ -206,6 +206,8 @@ type PlaceOrderRequest struct {
price *string `param:"price"`
timeInForce *TimeInForceType `param:"timeInForce,required"`
postOnly *bool `param:"postOnly"`
}
type CancelOrderResponse struct {