kucoin: add place order and list orders command

This commit is contained in:
c9s 2021-12-11 19:40:53 +08:00
parent a9bc02ef3d
commit 0c854a8a85
3 changed files with 312 additions and 300 deletions

131
examples/kucoin/orders.go Normal file
View File

@ -0,0 +1,131 @@
package main
import (
"context"
"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
"github.com/pkg/errors"
"github.com/sirupsen/logrus"
"github.com/spf13/cobra"
)
// go run ./examples/kucoin orders
var ordersCmd = &cobra.Command{
Use: "orders",
// SilenceUsage is an option to silence usage when an error occurs.
SilenceUsage: true,
RunE: func(cmd *cobra.Command, args []string) error {
req := client.TradeService.NewListOrdersRequest()
symbol, err := cmd.Flags().GetString("symbol")
if err != nil {
return err
}
if len(symbol) == 0 {
return errors.New("--symbol option is required")
}
req.Symbol(symbol)
status, err := cmd.Flags().GetString("status")
if err != nil {
return err
}
if len(status) > 0 {
req.Status(status)
}
page, err := req.Do(context.Background())
if err != nil {
return err
}
logrus.Infof("page: %+v", page)
return nil
},
}
func init() {
ordersCmd.Flags().String("symbol", "", "symbol, BTC-USDT, LTC-USDT...etc")
ordersCmd.Flags().String("status", "", "status, active or done")
rootCmd.AddCommand(ordersCmd)
placeOrderCmd.Flags().String("symbol", "", "symbol")
placeOrderCmd.Flags().String("price", "", "price")
placeOrderCmd.Flags().String("size", "", "size")
placeOrderCmd.Flags().String("order-type", string(kucoinapi.OrderTypeLimit), "order type")
placeOrderCmd.Flags().String("side", "", "buy or sell")
ordersCmd.AddCommand(placeOrderCmd)
}
// usage:
// go run ./examples/kucoin orders place --symbol LTC-USDT --price 50 --size 1 --order-type limit --side buy
var placeOrderCmd = &cobra.Command{
Use: "place",
// SilenceUsage is an option to silence usage when an error occurs.
SilenceUsage: true,
RunE: func(cmd *cobra.Command, args []string) error {
req := client.TradeService.NewPlaceOrderRequest()
orderType, err := cmd.Flags().GetString("order-type")
if err != nil {
return err
}
req.OrderType(kucoinapi.OrderType(orderType))
side, err := cmd.Flags().GetString("side")
if err != nil {
return err
}
req.Side(kucoinapi.SideType(side))
symbol, err := cmd.Flags().GetString("symbol")
if err != nil {
return err
}
if len(symbol) == 0 {
return errors.New("--symbol is required")
}
req.Symbol(symbol)
switch kucoinapi.OrderType(orderType) {
case kucoinapi.OrderTypeLimit:
price, err := cmd.Flags().GetString("price")
if err != nil {
return err
}
req.Price(price)
case kucoinapi.OrderTypeMarket:
}
size, err := cmd.Flags().GetString("size")
if err != nil {
return err
}
req.Size(size)
response, err := req.Do(context.Background())
if err != nil {
return err
}
logrus.Infof("place order response: %+v", response)
return nil
},
}

View File

@ -17,13 +17,19 @@ import (
"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 TradeType string
const (
TradeTypeSpot TradeType = "TRADE"
TradeTypeMargin TradeType = "MARGIN"
)
type SideType string
const (
@ -50,8 +56,8 @@ const (
type OrderType string
const (
OrderTypeMarket OrderType = "market"
OrderTypeLimit OrderType = "limit"
OrderTypeMarket OrderType = "market"
OrderTypeLimit OrderType = "limit"
)
type InstrumentType string
@ -78,9 +84,9 @@ type RestClient struct {
client *http.Client
Key, Secret, Passphrase string
KeyVersion string
KeyVersion string
AccountService *AccountService
AccountService *AccountService
MarketDataService *MarketDataService
TradeService *TradeService
}
@ -92,14 +98,14 @@ func NewClient() *RestClient {
}
client := &RestClient{
BaseURL: u,
BaseURL: u,
KeyVersion: "2",
client: &http.Client{
Timeout: defaultHTTPTimeout,
},
}
client.AccountService = &AccountService{ client: client }
client.AccountService = &AccountService{client: client}
client.MarketDataService = &MarketDataService{client: client}
client.TradeService = &TradeService{client: client}
return client
@ -210,8 +216,6 @@ func (c *RestClient) newAuthenticatedRequest(method, refURL string, params url.V
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
}

View File

@ -3,10 +3,12 @@ package kucoinapi
import (
"context"
"net/url"
"strings"
"strconv"
"time"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"github.com/google/uuid"
"github.com/pkg/errors"
)
@ -42,22 +44,146 @@ func (c *TradeService) NewCancelAllOrderRequest() *CancelAllOrderRequest {
}
}
func (c *TradeService) NewGetOrderDetailsRequest() *GetOrderDetailsRequest {
return &GetOrderDetailsRequest{
client: c.client,
}
type ListOrdersRequest struct {
client *RestClient
status *string
symbol *string
side *SideType
orderType *OrderType
tradeType *TradeType
startAt *time.Time
endAt *time.Time
}
func (c *TradeService) NewGetPendingOrderRequest() *GetPendingOrderRequest {
return &GetPendingOrderRequest{
client: c.client,
}
func (r *ListOrdersRequest) Status(status string) {
r.status = &status
}
func (c *TradeService) NewGetTransactionDetailsRequest() *GetTransactionDetailsRequest {
return &GetTransactionDetailsRequest{
client: c.client,
func (r *ListOrdersRequest) Symbol(symbol string) {
r.symbol = &symbol
}
func (r *ListOrdersRequest) Side(side SideType) {
r.side = &side
}
func (r *ListOrdersRequest) OrderType(orderType OrderType) {
r.orderType = &orderType
}
func (r *ListOrdersRequest) StartAt(startAt time.Time) {
r.startAt = &startAt
}
func (r *ListOrdersRequest) EndAt(endAt time.Time) {
r.endAt = &endAt
}
type Order struct {
ID string `json:"id"`
Symbol string `json:"symbol"`
OperationType string `json:"opType"`
Type string `json:"type"`
Side string `json:"side"`
Price fixedpoint.Value `json:"price"`
Size fixedpoint.Value `json:"size"`
Funds fixedpoint.Value `json:"funds"`
DealFunds fixedpoint.Value `json:"dealFunds"`
DealSize fixedpoint.Value `json:"dealSize"`
Fee fixedpoint.Value `json:"fee"`
FeeCurrency string `json:"feeCurrency"`
StopType string `json:"stop"`
StopTriggerred bool `json:"stopTriggered"`
StopPrice fixedpoint.Value `json:"stopPrice"`
TimeInForce TimeInForceType `json:"timeInForce"`
PostOnly bool `json:"postOnly"`
Hidden bool `json:"hidden"`
Iceberg bool `json:"iceberg"`
Channel string `json:"channel"`
ClientOrderID string `json:"clientOid"`
Remark string `json:"remark"`
IsActive bool `json:"isActive"`
CancelExist bool `json:"cancelExist"`
CreatedAt types.MillisecondTimestamp `json:"createdAt"`
}
type OrderListPage struct {
CurrentPage int `json:"currentPage"`
PageSize int `json:"pageSize"`
TotalNumber int `json:"totalNum"`
TotalPage int `json:"totalPage"`
Items []Order `json:"items"`
}
func (r *ListOrdersRequest) Do(ctx context.Context) (*OrderListPage, error) {
var params = url.Values{}
if r.status != nil {
params["status"] = []string{*r.status}
}
if r.symbol != nil {
params["symbol"] = []string{*r.symbol}
}
if r.side != nil {
params["side"] = []string{string(*r.side)}
}
if r.orderType != nil {
params["type"] = []string{string(*r.orderType)}
}
if r.tradeType != nil {
params["tradeType"] = []string{string(*r.tradeType)}
} else {
params["tradeType"] = []string{"TRADE"}
}
if r.startAt != nil {
params["startAt"] = []string{strconv.FormatInt(r.startAt.UnixNano()/int64(time.Millisecond), 10)}
}
if r.endAt != nil {
params["endAt"] = []string{strconv.FormatInt(r.endAt.UnixNano()/int64(time.Millisecond), 10)}
}
req, err := r.client.newAuthenticatedRequest("GET", "/api/v1/orders", params, nil)
if err != nil {
return nil, err
}
response, err := r.client.sendRequest(req)
if err != nil {
return nil, err
}
var orderResponse struct {
Code string `json:"code"`
Message string `json:"msg"`
Data *OrderListPage `json:"data"`
}
if err := response.DecodeJSON(&orderResponse); err != nil {
return nil, err
}
if orderResponse.Data == nil {
return nil, errors.New("api error: [" + orderResponse.Code + "] " + orderResponse.Message)
}
return orderResponse.Data, nil
}
func (c *TradeService) NewListOrdersRequest() *ListOrdersRequest {
return &ListOrdersRequest{client: c.client}
}
type PlaceOrderRequest struct {
@ -99,8 +225,8 @@ func (r *PlaceOrderRequest) Side(side SideType) *PlaceOrderRequest {
return r
}
func (r *PlaceOrderRequest) Quantity(quantity string) *PlaceOrderRequest {
r.size = quantity
func (r *PlaceOrderRequest) Size(size string) *PlaceOrderRequest {
r.size = size
return r
}
@ -119,13 +245,19 @@ func (r *PlaceOrderRequest) OrderType(orderType OrderType) *PlaceOrderRequest {
return r
}
func (r *PlaceOrderRequest) getParameters() map[string]interface{} {
func (r *PlaceOrderRequest) getParameters() (map[string]interface{}, error) {
payload := map[string]interface{}{}
payload["symbol"] = r.symbol
if r.clientOrderID != nil {
payload["clientOid"] = r.clientOrderID
} else {
payload["clientOid"] = uuid.New().String()
}
if len(r.side) == 0 {
return nil, errors.New("order side is required")
}
payload["side"] = r.side
@ -140,11 +272,15 @@ func (r *PlaceOrderRequest) getParameters() map[string]interface{} {
payload["timeInForce"] = r.timeInForce
}
return payload
return payload, nil
}
func (r *PlaceOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
payload := r.getParameters()
payload, err := r.getParameters()
if err != nil {
return nil, err
}
req, err := r.client.newAuthenticatedRequest("POST", "/api/v1/orders", nil, payload)
if err != nil {
return nil, err
@ -165,6 +301,10 @@ func (r *PlaceOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
return nil, err
}
if orderResponse.Data == nil {
return nil, errors.New("api error: [" + orderResponse.Code + "] " + orderResponse.Message)
}
return orderResponse.Data, nil
}
@ -189,8 +329,8 @@ type CancelOrderResponse struct {
CancelledOrderIDs []string `json:"cancelledOrderIds,omitempty"`
// used when using client order id for canceling order
CancelledOrderId string `json:"cancelledOrderId,omitempty"`
ClientOrderID string `json:"clientOid,omitempty"`
CancelledOrderId string `json:"cancelledOrderId,omitempty"`
ClientOrderID string `json:"clientOid,omitempty"`
}
func (r *CancelOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, error) {
@ -236,7 +376,6 @@ type CancelAllOrderRequest struct {
// tradeType string
}
func (r *CancelAllOrderRequest) Symbol(symbol string) *CancelAllOrderRequest {
r.symbol = &symbol
return r
@ -254,8 +393,8 @@ func (r *CancelAllOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, e
}
var orderResponse struct {
Code string `json:"code"`
Message string `json:"msg"`
Code string `json:"code"`
Message string `json:"msg"`
Data *CancelOrderResponse `json:"data"`
}
@ -273,7 +412,7 @@ type BatchPlaceOrderRequest struct {
client *RestClient
symbol string
reqs []*PlaceOrderRequest
reqs []*PlaceOrderRequest
}
func (r *BatchPlaceOrderRequest) Symbol(symbol string) *BatchPlaceOrderRequest {
@ -289,12 +428,16 @@ func (r *BatchPlaceOrderRequest) Add(reqs ...*PlaceOrderRequest) *BatchPlaceOrde
func (r *BatchPlaceOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
var orderList []map[string]interface{}
for _, req := range r.reqs {
params := req.getParameters()
params, err := req.getParameters()
if err != nil {
return nil, err
}
orderList = append(orderList, params)
}
var payload = map[string]interface{}{
"symbol": r.symbol,
"symbol": r.symbol,
"orderList": orderList,
}
@ -319,269 +462,3 @@ func (r *BatchPlaceOrderRequest) Do(ctx context.Context) ([]OrderResponse, error
return orderResponse.Data, nil
}
type OrderDetails struct {
InstrumentType string `json:"instType"`
InstrumentID string `json:"instId"`
Tag string `json:"tag"`
Price fixedpoint.Value `json:"px"`
Quantity fixedpoint.Value `json:"sz"`
OrderID string `json:"ordId"`
ClientOrderID string `json:"clOrdId"`
OrderType OrderType `json:"ordType"`
Side SideType `json:"side"`
// Accumulated fill quantity
FilledQuantity fixedpoint.Value `json:"accFillSz"`
FeeCurrency string `json:"feeCcy"`
Fee fixedpoint.Value `json:"fee"`
// trade related fields
LastTradeID string `json:"tradeId,omitempty"`
LastFilledPrice fixedpoint.Value `json:"fillPx"`
LastFilledQuantity fixedpoint.Value `json:"fillSz"`
LastFilledTime types.MillisecondTimestamp `json:"fillTime"`
LastFilledFee fixedpoint.Value `json:"fillFee"`
LastFilledFeeCurrency string `json:"fillFeeCcy"`
// ExecutionType = liquidity (M = maker or T = taker)
ExecutionType string `json:"execType"`
// Average filled price. If none is filled, it will return 0.
AveragePrice fixedpoint.Value `json:"avgPx"`
// Currency = Margin currency
// Only applicable to cross MARGIN orders in Single-currency margin.
Currency string `json:"ccy"`
// Leverage = from 0.01 to 125.
// Only applicable to MARGIN/FUTURES/SWAP
Leverage fixedpoint.Value `json:"lever"`
RebateCurrency string `json:"rebateCcy"`
Rebate fixedpoint.Value `json:"rebate"`
PnL fixedpoint.Value `json:"pnl"`
UpdateTime types.MillisecondTimestamp `json:"uTime"`
CreationTime types.MillisecondTimestamp `json:"cTime"`
State OrderState `json:"state"`
}
type GetOrderDetailsRequest struct {
client *RestClient
instId string
ordId *string
clOrdId *string
}
func (r *GetOrderDetailsRequest) InstrumentID(instId string) *GetOrderDetailsRequest {
r.instId = instId
return r
}
func (r *GetOrderDetailsRequest) OrderID(orderID string) *GetOrderDetailsRequest {
r.ordId = &orderID
return r
}
func (r *GetOrderDetailsRequest) ClientOrderID(clientOrderID string) *GetOrderDetailsRequest {
r.clOrdId = &clientOrderID
return r
}
func (r *GetOrderDetailsRequest) QueryParameters() url.Values {
var values = url.Values{}
values.Add("instId", r.instId)
if r.ordId != nil {
values.Add("ordId", *r.ordId)
} else if r.clOrdId != nil {
values.Add("clOrdId", *r.clOrdId)
}
return values
}
func (r *GetOrderDetailsRequest) Do(ctx context.Context) (*OrderDetails, error) {
params := r.QueryParameters()
req, err := r.client.newAuthenticatedRequest("GET", "/api/v5/trade/order", params, nil)
if err != nil {
return nil, err
}
response, err := r.client.sendRequest(req)
if err != nil {
return nil, err
}
var orderResponse struct {
Code string `json:"code"`
Message string `json:"msg"`
Data []OrderDetails `json:"data"`
}
if err := response.DecodeJSON(&orderResponse); err != nil {
return nil, err
}
if len(orderResponse.Data) == 0 {
return nil, errors.New("order create error")
}
return &orderResponse.Data[0], nil
}
type GetPendingOrderRequest struct {
client *RestClient
instId *string
instType *InstrumentType
orderTypes []string
state *OrderState
}
func (r *GetPendingOrderRequest) InstrumentID(instId string) *GetPendingOrderRequest {
r.instId = &instId
return r
}
func (r *GetPendingOrderRequest) InstrumentType(instType InstrumentType) *GetPendingOrderRequest {
r.instType = &instType
return r
}
func (r *GetPendingOrderRequest) State(state OrderState) *GetPendingOrderRequest {
r.state = &state
return r
}
func (r *GetPendingOrderRequest) OrderTypes(orderTypes []string) *GetPendingOrderRequest {
r.orderTypes = orderTypes
return r
}
func (r *GetPendingOrderRequest) AddOrderTypes(orderTypes ...string) *GetPendingOrderRequest {
r.orderTypes = append(r.orderTypes, orderTypes...)
return r
}
func (r *GetPendingOrderRequest) Parameters() map[string]interface{} {
var payload = map[string]interface{}{}
if r.instId != nil {
payload["instId"] = r.instId
}
if r.instType != nil {
payload["instType"] = r.instType
}
if r.state != nil {
payload["state"] = r.state
}
if len(r.orderTypes) > 0 {
payload["ordType"] = strings.Join(r.orderTypes, ",")
}
return payload
}
func (r *GetPendingOrderRequest) Do(ctx context.Context) ([]OrderDetails, error) {
payload := r.Parameters()
req, err := r.client.newAuthenticatedRequest("GET", "/api/v5/trade/orders-pending", nil, payload)
if err != nil {
return nil, err
}
response, err := r.client.sendRequest(req)
if err != nil {
return nil, err
}
var orderResponse struct {
Code string `json:"code"`
Message string `json:"msg"`
Data []OrderDetails `json:"data"`
}
if err := response.DecodeJSON(&orderResponse); err != nil {
return nil, err
}
return orderResponse.Data, nil
}
type GetTransactionDetailsRequest struct {
client *RestClient
instType *InstrumentType
instId *string
ordId *string
}
func (r *GetTransactionDetailsRequest) InstrumentType(instType InstrumentType) *GetTransactionDetailsRequest {
r.instType = &instType
return r
}
func (r *GetTransactionDetailsRequest) InstrumentID(instId string) *GetTransactionDetailsRequest {
r.instId = &instId
return r
}
func (r *GetTransactionDetailsRequest) OrderID(orderID string) *GetTransactionDetailsRequest {
r.ordId = &orderID
return r
}
func (r *GetTransactionDetailsRequest) Parameters() map[string]interface{} {
var payload = map[string]interface{}{}
if r.instType != nil {
payload["instType"] = r.instType
}
if r.instId != nil {
payload["instId"] = r.instId
}
if r.ordId != nil {
payload["ordId"] = r.ordId
}
return payload
}
func (r *GetTransactionDetailsRequest) Do(ctx context.Context) ([]OrderDetails, error) {
payload := r.Parameters()
req, err := r.client.newAuthenticatedRequest("GET", "/api/v5/trade/fills", nil, payload)
if err != nil {
return nil, err
}
response, err := r.client.sendRequest(req)
if err != nil {
return nil, err
}
var orderResponse struct {
Code string `json:"code"`
Message string `json:"msg"`
Data []OrderDetails `json:"data"`
}
if err := response.DecodeJSON(&orderResponse); err != nil {
return nil, err
}
return orderResponse.Data, nil
}