kucoin: implement order submit

doc/development/new-exchange.md

@@ -91,9 +91,20 @@ func NewExchangeStandard(n types.ExchangeName, key, secret, passphrase, subAccou
 }
 ```
 
+## Testing order book stream
+
+```shell
+godotenv -f .env.local -- go run ./cmd/bbgo orderbook --config config/bbgo.yaml --session kucoin --symbol BTCUSDT
+```
 
 ## Testing user data stream
 
 ```shell
-go run ./cmd/bbgo   --config config/bbgo.yaml userdatastream --session kucoin
+godotenv -f .env.local -- go run ./cmd/bbgo --config config/bbgo.yaml userdatastream --session kucoin
+```
+
+### Testing order submit
+
+```shell
+godotenv -f .env.local -- go run ./cmd/bbgo submit-order --session=kucoin --symbol=BTCUSDT --side=buy --price=18000 --quantity=0.001
 ```

pkg/cmd/orders.go

@@ -260,9 +260,9 @@ var executeOrderCmd = &cobra.Command{
 	},
 }
 
-// go run ./cmd/bbgo submit-order --session=ftx --symbol=BTCUSDT --side=buy --price=<price> --quantity=<quantity>
+// go run ./cmd/bbgo submit-order --session=ftx --symbol=BTCUSDT --side=buy --price=18000 --quantity=0.001
 var submitOrderCmd = &cobra.Command{
-	Use:          "submit-order",
+	Use:          "submit-order --session SESSION --symbol SYMBOL --side SIDE --quantity QUANTITY [--price PRICE]",
 	SilenceUsage: true,
 	RunE: func(cmd *cobra.Command, args []string) error {
 		ctx := context.Background()

pkg/exchange/kucoin/convert.go

@@ -160,3 +160,16 @@ func toGlobalOrderType(s string) types.OrderType {
 	return ""
 }
 
+func toLocalSide(side types.SideType) kucoinapi.SideType {
+	switch side {
+	case types.SideTypeBuy:
+		return kucoinapi.SideTypeBuy
+
+	case types.SideTypeSell:
+		return kucoinapi.SideTypeSell
+
+	}
+
+	return ""
+}
+

pkg/exchange/kucoin/exchange.go

@@ -3,6 +3,7 @@ package kucoin
 import (
 	"context"
 	"strconv"
+	"time"
 
 	"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
 	"github.com/c9s/bbgo/pkg/types"
@@ -10,6 +11,8 @@ import (
 	"github.com/sirupsen/logrus"
 )
 
+var ErrMissingSequence = errors.New("sequence is missing")
+
 // OKB is the platform currency of OKEx, pre-allocate static string here
 const KCS = "KCS"
 
@@ -114,7 +117,7 @@ func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[str
 	}
 
 	for _, s := range allTickers.Ticker {
-		tickers[ s.Symbol ] = toGlobalTicker(s)
+		tickers[s.Symbol] = toGlobalTicker(s)
 	}
 
 	return tickers, nil
@@ -125,12 +128,67 @@ func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval type
 }
 
 func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
-	panic("implement me")
-	return nil, nil
+	for _, order := range orders {
+		req := e.client.TradeService.NewPlaceOrderRequest()
+		req.Symbol(toLocalSymbol(order.Symbol))
+		req.Side(toLocalSide(order.Side))
+
+		if order.ClientOrderID != "" {
+			req.ClientOrderID(order.ClientOrderID)
+		}
+
+		if len(order.QuantityString) > 0 {
+			req.Size(order.QuantityString)
+		} else if order.Market.Symbol != "" {
+			req.Size(order.Market.FormatQuantity(order.Quantity))
+		} else {
+			req.Size(strconv.FormatFloat(order.Quantity, 'f', 8, 64))
+		}
+
+		// set price field for limit orders
+		switch order.Type {
+		case types.OrderTypeStopLimit, types.OrderTypeLimit:
+			if len(order.PriceString) > 0 {
+				req.Price(order.PriceString)
+			} else if order.Market.Symbol != "" {
+				req.Price(order.Market.FormatPrice(order.Price))
+			}
+		}
+
+		switch order.TimeInForce {
+		case "FOK":
+			req.TimeInForce(kucoinapi.TimeInForceFOK)
+		case "IOC":
+			req.TimeInForce(kucoinapi.TimeInForceIOC)
+		default:
+			// default to GTC
+			req.TimeInForce(kucoinapi.TimeInForceGTC)
+		}
+
+		orderResponse, err := req.Do(ctx)
+		if err != nil {
+			return createdOrders, err
+		}
+
+		createdOrders = append(createdOrders, types.Order{
+			SubmitOrder:      order,
+			Exchange:         types.ExchangeKucoin,
+			OrderID:          hashStringID(orderResponse.OrderID),
+			Status:           types.OrderStatusNew,
+			ExecutedQuantity: 0,
+			IsWorking:        true,
+			CreationTime:     types.Time(time.Now()),
+			UpdateTime:       types.Time(time.Now()),
+		})
+	}
+
+	return createdOrders, err
 }
 
 func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
-	panic("implement me")
+	req := e.client.TradeService.NewListOrdersRequest()
+	req.Symbol(toLocalSymbol(symbol))
+
 	return nil, nil
 }
 
@@ -143,8 +201,6 @@ func (e *Exchange) NewStream() types.Stream {
 	return NewStream(e.client, e)
 }
 
-var ErrMissingSequence = errors.New("sequence is missing")
-
 func (e *Exchange) QueryDepth(ctx context.Context, symbol string) (types.SliceOrderBook, int64, error) {
 	orderBook, err := e.client.MarketDataService.GetOrderBook(toLocalSymbol(symbol), 100)
 	if err != nil {
@@ -165,4 +221,4 @@ func (e *Exchange) QueryDepth(ctx context.Context, symbol string) (types.SliceOr
 		Bids:   orderBook.Bids,
 		Asks:   orderBook.Asks,
 	}, sequence, nil
-}
+}

pkg/exchange/kucoin/stream.go

@@ -28,7 +28,6 @@ type Stream struct {
 	connCancel context.CancelFunc
 
 	bullet *kucoinapi.Bullet
-
 	candleEventCallbacks         []func(candle *WebSocketCandleEvent, e *WebSocketEvent)
 	orderBookL2EventCallbacks    []func(e *WebSocketOrderBookL2Event)
 	tickerEventCallbacks         []func(e *WebSocketTickerEvent)
@@ -41,11 +40,11 @@ type Stream struct {
 
 func NewStream(client *kucoinapi.RestClient, ex *Exchange) *Stream {
 	stream := &Stream{
-		client:   client,
-		exchange: ex,
 		StandardStream: types.StandardStream{
 			ReconnectC: make(chan struct{}, 1),
 		},
+		client:   client,
+		exchange: ex,
 		lastCandle:   make(map[string]types.KLine),
 		depthBuffers: make(map[string]*depth.Buffer),
 	}

pkg/types/exchange.go

@@ -48,7 +48,7 @@ const (
 	ExchangeBacktest = ExchangeName("backtest")
 )
 
-var SupportedExchanges = []ExchangeName{"binance", "max", "ftx", "okex"}
+var SupportedExchanges = []ExchangeName{"binance", "max", "ftx", "okex", "kucoin"}
 
 func ValidExchangeName(a string) (ExchangeName, error) {
 	switch strings.ToLower(a) {