mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-21 22:43:52 +00:00
kucoin: add place order and list orders command
This commit is contained in:
c9s
parent
a9bc02ef3d
commit
0c854a8a85
131
examples/kucoin/orders.go
Normal file
131
examples/kucoin/orders.go
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@ -0,0 +1,131 @@
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package main
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import (
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"context"
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"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
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"github.com/pkg/errors"
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"github.com/sirupsen/logrus"
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"github.com/spf13/cobra"
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)
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// go run ./examples/kucoin orders
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var ordersCmd = &cobra.Command{
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Use: "orders",
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// SilenceUsage is an option to silence usage when an error occurs.
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SilenceUsage: true,
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RunE: func(cmd *cobra.Command, args []string) error {
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req := client.TradeService.NewListOrdersRequest()
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symbol, err := cmd.Flags().GetString("symbol")
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if err != nil {
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return err
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}
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if len(symbol) == 0 {
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return errors.New("--symbol option is required")
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}
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req.Symbol(symbol)
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status, err := cmd.Flags().GetString("status")
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if err != nil {
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return err
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}
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if len(status) > 0 {
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req.Status(status)
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}
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page, err := req.Do(context.Background())
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if err != nil {
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return err
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}
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logrus.Infof("page: %+v", page)
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return nil
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},
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}
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func init() {
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ordersCmd.Flags().String("symbol", "", "symbol, BTC-USDT, LTC-USDT...etc")
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ordersCmd.Flags().String("status", "", "status, active or done")
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rootCmd.AddCommand(ordersCmd)
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placeOrderCmd.Flags().String("symbol", "", "symbol")
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placeOrderCmd.Flags().String("price", "", "price")
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placeOrderCmd.Flags().String("size", "", "size")
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placeOrderCmd.Flags().String("order-type", string(kucoinapi.OrderTypeLimit), "order type")
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placeOrderCmd.Flags().String("side", "", "buy or sell")
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ordersCmd.AddCommand(placeOrderCmd)
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}
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// usage:
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// go run ./examples/kucoin orders place --symbol LTC-USDT --price 50 --size 1 --order-type limit --side buy
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var placeOrderCmd = &cobra.Command{
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Use: "place",
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// SilenceUsage is an option to silence usage when an error occurs.
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SilenceUsage: true,
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RunE: func(cmd *cobra.Command, args []string) error {
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req := client.TradeService.NewPlaceOrderRequest()
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orderType, err := cmd.Flags().GetString("order-type")
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if err != nil {
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return err
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}
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req.OrderType(kucoinapi.OrderType(orderType))
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side, err := cmd.Flags().GetString("side")
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if err != nil {
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return err
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}
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req.Side(kucoinapi.SideType(side))
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symbol, err := cmd.Flags().GetString("symbol")
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if err != nil {
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return err
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}
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if len(symbol) == 0 {
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return errors.New("--symbol is required")
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}
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req.Symbol(symbol)
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switch kucoinapi.OrderType(orderType) {
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case kucoinapi.OrderTypeLimit:
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price, err := cmd.Flags().GetString("price")
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if err != nil {
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return err
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}
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req.Price(price)
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case kucoinapi.OrderTypeMarket:
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}
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size, err := cmd.Flags().GetString("size")
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if err != nil {
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return err
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}
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req.Size(size)
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response, err := req.Do(context.Background())
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if err != nil {
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return err
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}
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logrus.Infof("place order response: %+v", response)
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return nil
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},
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}
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@ -17,13 +17,19 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/util"
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"github.com/pkg/errors"
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log "github.com/sirupsen/logrus"
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)
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const defaultHTTPTimeout = time.Second * 15
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const RestBaseURL = "https://api.kucoin.com/api"
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const SandboxRestBaseURL = "https://openapi-sandbox.kucoin.com/api"
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type TradeType string
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const (
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TradeTypeSpot TradeType = "TRADE"
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TradeTypeMargin TradeType = "MARGIN"
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)
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type SideType string
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const (
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@ -50,8 +56,8 @@ const (
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type OrderType string
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const (
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OrderTypeMarket OrderType = "market"
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OrderTypeLimit OrderType = "limit"
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OrderTypeMarket OrderType = "market"
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OrderTypeLimit OrderType = "limit"
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)
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type InstrumentType string
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@ -78,9 +84,9 @@ type RestClient struct {
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client *http.Client
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Key, Secret, Passphrase string
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KeyVersion string
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KeyVersion string
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AccountService *AccountService
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AccountService *AccountService
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MarketDataService *MarketDataService
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TradeService *TradeService
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}
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@ -92,14 +98,14 @@ func NewClient() *RestClient {
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}
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client := &RestClient{
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BaseURL: u,
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BaseURL: u,
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KeyVersion: "2",
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client: &http.Client{
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Timeout: defaultHTTPTimeout,
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},
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}
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client.AccountService = &AccountService{ client: client }
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client.AccountService = &AccountService{client: client}
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client.MarketDataService = &MarketDataService{client: client}
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client.TradeService = &TradeService{client: client}
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return client
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@ -210,8 +216,6 @@ func (c *RestClient) newAuthenticatedRequest(method, refURL string, params url.V
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req.Header.Add("KC-API-TIMESTAMP", timestamp)
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req.Header.Add("KC-API-PASSPHRASE", sign(c.Secret, c.Passphrase))
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req.Header.Add("KC-API-KEY-VERSION", c.KeyVersion)
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log.Infof("%+v", req.Header)
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return req, nil
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}
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@ -3,10 +3,12 @@ package kucoinapi
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import (
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"context"
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"net/url"
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"strings"
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"strconv"
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"time"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/google/uuid"
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"github.com/pkg/errors"
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)
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@ -42,22 +44,146 @@ func (c *TradeService) NewCancelAllOrderRequest() *CancelAllOrderRequest {
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}
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}
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func (c *TradeService) NewGetOrderDetailsRequest() *GetOrderDetailsRequest {
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return &GetOrderDetailsRequest{
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client: c.client,
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}
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type ListOrdersRequest struct {
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client *RestClient
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status *string
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symbol *string
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side *SideType
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orderType *OrderType
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tradeType *TradeType
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startAt *time.Time
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endAt *time.Time
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}
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func (c *TradeService) NewGetPendingOrderRequest() *GetPendingOrderRequest {
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return &GetPendingOrderRequest{
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client: c.client,
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}
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func (r *ListOrdersRequest) Status(status string) {
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r.status = &status
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}
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func (c *TradeService) NewGetTransactionDetailsRequest() *GetTransactionDetailsRequest {
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return &GetTransactionDetailsRequest{
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client: c.client,
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func (r *ListOrdersRequest) Symbol(symbol string) {
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r.symbol = &symbol
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}
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func (r *ListOrdersRequest) Side(side SideType) {
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r.side = &side
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}
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func (r *ListOrdersRequest) OrderType(orderType OrderType) {
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r.orderType = &orderType
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}
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func (r *ListOrdersRequest) StartAt(startAt time.Time) {
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r.startAt = &startAt
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}
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func (r *ListOrdersRequest) EndAt(endAt time.Time) {
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r.endAt = &endAt
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}
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type Order struct {
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ID string `json:"id"`
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Symbol string `json:"symbol"`
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OperationType string `json:"opType"`
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Type string `json:"type"`
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Side string `json:"side"`
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Price fixedpoint.Value `json:"price"`
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Size fixedpoint.Value `json:"size"`
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Funds fixedpoint.Value `json:"funds"`
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DealFunds fixedpoint.Value `json:"dealFunds"`
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DealSize fixedpoint.Value `json:"dealSize"`
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Fee fixedpoint.Value `json:"fee"`
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FeeCurrency string `json:"feeCurrency"`
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StopType string `json:"stop"`
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StopTriggerred bool `json:"stopTriggered"`
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StopPrice fixedpoint.Value `json:"stopPrice"`
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TimeInForce TimeInForceType `json:"timeInForce"`
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PostOnly bool `json:"postOnly"`
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Hidden bool `json:"hidden"`
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Iceberg bool `json:"iceberg"`
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Channel string `json:"channel"`
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ClientOrderID string `json:"clientOid"`
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Remark string `json:"remark"`
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IsActive bool `json:"isActive"`
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CancelExist bool `json:"cancelExist"`
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CreatedAt types.MillisecondTimestamp `json:"createdAt"`
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}
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type OrderListPage struct {
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CurrentPage int `json:"currentPage"`
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PageSize int `json:"pageSize"`
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TotalNumber int `json:"totalNum"`
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TotalPage int `json:"totalPage"`
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Items []Order `json:"items"`
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}
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func (r *ListOrdersRequest) Do(ctx context.Context) (*OrderListPage, error) {
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var params = url.Values{}
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if r.status != nil {
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params["status"] = []string{*r.status}
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}
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if r.symbol != nil {
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params["symbol"] = []string{*r.symbol}
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}
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if r.side != nil {
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params["side"] = []string{string(*r.side)}
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}
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if r.orderType != nil {
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params["type"] = []string{string(*r.orderType)}
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}
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if r.tradeType != nil {
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params["tradeType"] = []string{string(*r.tradeType)}
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} else {
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params["tradeType"] = []string{"TRADE"}
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}
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if r.startAt != nil {
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params["startAt"] = []string{strconv.FormatInt(r.startAt.UnixNano()/int64(time.Millisecond), 10)}
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}
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if r.endAt != nil {
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params["endAt"] = []string{strconv.FormatInt(r.endAt.UnixNano()/int64(time.Millisecond), 10)}
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}
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req, err := r.client.newAuthenticatedRequest("GET", "/api/v1/orders", 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 orderResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Data *OrderListPage `json:"data"`
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}
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if err := response.DecodeJSON(&orderResponse); err != nil {
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return nil, err
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}
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if orderResponse.Data == nil {
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return nil, errors.New("api error: [" + orderResponse.Code + "] " + orderResponse.Message)
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}
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return orderResponse.Data, nil
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}
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func (c *TradeService) NewListOrdersRequest() *ListOrdersRequest {
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return &ListOrdersRequest{client: c.client}
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}
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type PlaceOrderRequest struct {
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@ -99,8 +225,8 @@ func (r *PlaceOrderRequest) Side(side SideType) *PlaceOrderRequest {
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return r
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}
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func (r *PlaceOrderRequest) Quantity(quantity string) *PlaceOrderRequest {
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r.size = quantity
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func (r *PlaceOrderRequest) Size(size string) *PlaceOrderRequest {
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r.size = size
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return r
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}
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@ -119,13 +245,19 @@ func (r *PlaceOrderRequest) OrderType(orderType OrderType) *PlaceOrderRequest {
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return r
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}
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func (r *PlaceOrderRequest) getParameters() map[string]interface{} {
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func (r *PlaceOrderRequest) getParameters() (map[string]interface{}, error) {
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payload := map[string]interface{}{}
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payload["symbol"] = r.symbol
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if r.clientOrderID != nil {
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payload["clientOid"] = r.clientOrderID
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} else {
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payload["clientOid"] = uuid.New().String()
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}
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if len(r.side) == 0 {
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return nil, errors.New("order side is required")
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}
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payload["side"] = r.side
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@ -140,11 +272,15 @@ func (r *PlaceOrderRequest) getParameters() map[string]interface{} {
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payload["timeInForce"] = r.timeInForce
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}
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return payload
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return payload, nil
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}
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func (r *PlaceOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
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payload := r.getParameters()
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payload, err := r.getParameters()
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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.newAuthenticatedRequest("POST", "/api/v1/orders", nil, payload)
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if err != nil {
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return nil, err
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@ -165,6 +301,10 @@ func (r *PlaceOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
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return nil, err
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}
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if orderResponse.Data == nil {
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return nil, errors.New("api error: [" + orderResponse.Code + "] " + orderResponse.Message)
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}
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return orderResponse.Data, nil
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}
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@ -189,8 +329,8 @@ type CancelOrderResponse struct {
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CancelledOrderIDs []string `json:"cancelledOrderIds,omitempty"`
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// used when using client order id for canceling order
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CancelledOrderId string `json:"cancelledOrderId,omitempty"`
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ClientOrderID string `json:"clientOid,omitempty"`
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CancelledOrderId string `json:"cancelledOrderId,omitempty"`
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ClientOrderID string `json:"clientOid,omitempty"`
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}
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func (r *CancelOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, error) {
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@ -236,7 +376,6 @@ type CancelAllOrderRequest struct {
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// tradeType string
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}
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func (r *CancelAllOrderRequest) Symbol(symbol string) *CancelAllOrderRequest {
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r.symbol = &symbol
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return r
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@ -254,8 +393,8 @@ func (r *CancelAllOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, e
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}
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var orderResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Code string `json:"code"`
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Message string `json:"msg"`
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Data *CancelOrderResponse `json:"data"`
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}
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@ -273,7 +412,7 @@ type BatchPlaceOrderRequest struct {
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client *RestClient
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symbol string
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reqs []*PlaceOrderRequest
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reqs []*PlaceOrderRequest
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}
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func (r *BatchPlaceOrderRequest) Symbol(symbol string) *BatchPlaceOrderRequest {
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@ -289,12 +428,16 @@ func (r *BatchPlaceOrderRequest) Add(reqs ...*PlaceOrderRequest) *BatchPlaceOrde
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func (r *BatchPlaceOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
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var orderList []map[string]interface{}
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for _, req := range r.reqs {
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params := req.getParameters()
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params, err := req.getParameters()
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if err != nil {
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return nil, err
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}
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orderList = append(orderList, params)
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}
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var payload = map[string]interface{}{
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"symbol": r.symbol,
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"symbol": r.symbol,
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"orderList": orderList,
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}
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@ -319,269 +462,3 @@ func (r *BatchPlaceOrderRequest) Do(ctx context.Context) ([]OrderResponse, error
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return orderResponse.Data, nil
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}
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type OrderDetails struct {
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InstrumentType string `json:"instType"`
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InstrumentID string `json:"instId"`
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Tag string `json:"tag"`
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Price fixedpoint.Value `json:"px"`
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Quantity fixedpoint.Value `json:"sz"`
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OrderID string `json:"ordId"`
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ClientOrderID string `json:"clOrdId"`
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OrderType OrderType `json:"ordType"`
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Side SideType `json:"side"`
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// Accumulated fill quantity
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FilledQuantity fixedpoint.Value `json:"accFillSz"`
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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
|
||||
}
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user