implement get fills request

pkg/exchange/kucoin/convert.go

@@ -0,0 +1 @@
+package kucoin

pkg/exchange/kucoin/kucoinapi/client.go

@@ -23,61 +23,6 @@ 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 (
-	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
 
@@ -356,33 +301,6 @@ func (c *RestClient) MarketTicker(instId string) (*MarketTicker, error) {
 	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))

pkg/exchange/kucoin/kucoinapi/get_fills_request_accessors.go

@@ -0,0 +1,139 @@
+// Code generated by "requestgen -type GetFillsRequest"; DO NOT EDIT.
+
+package kucoinapi
+
+import (
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"strconv"
+	"time"
+)
+
+func (r *GetFillsRequest) OrderID(orderID string) *GetFillsRequest {
+	r.orderID = &orderID
+	return r
+}
+
+func (r *GetFillsRequest) Symbol(symbol string) *GetFillsRequest {
+	r.symbol = &symbol
+	return r
+}
+
+func (r *GetFillsRequest) Side(side string) *GetFillsRequest {
+	r.side = &side
+	return r
+}
+
+func (r *GetFillsRequest) OrderType(orderType string) *GetFillsRequest {
+	r.orderType = &orderType
+	return r
+}
+
+func (r *GetFillsRequest) StartAt(startAt time.Time) *GetFillsRequest {
+	r.startAt = &startAt
+	return r
+}
+
+func (r *GetFillsRequest) EndAt(endAt time.Time) *GetFillsRequest {
+	r.endAt = &endAt
+	return r
+}
+
+func (r *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	// check orderID field -> json key orderId
+	if r.orderID != nil {
+		orderID := *r.orderID
+
+		// assign parameter of orderID
+		params["orderId"] = orderID
+	}
+
+	// check symbol field -> json key symbol
+	if r.symbol != nil {
+		symbol := *r.symbol
+
+		// assign parameter of symbol
+		params["symbol"] = symbol
+	}
+
+	// check side field -> json key side
+	if r.side != nil {
+		side := *r.side
+
+		switch side {
+		case "buy", "sell":
+			params["side"] = side
+
+		default:
+			return params, fmt.Errorf("side value %v is invalid", side)
+
+		}
+
+		// assign parameter of side
+		params["side"] = side
+	}
+
+	// check orderType field -> json key type
+	if r.orderType != nil {
+		orderType := *r.orderType
+
+		switch orderType {
+		case "limit", "market", "limit_stop", "market_stop":
+			params["type"] = orderType
+
+		default:
+			return params, fmt.Errorf("type value %v is invalid", orderType)
+
+		}
+
+		// assign parameter of orderType
+		params["type"] = orderType
+	}
+
+	// check startAt field -> json key startAt
+	if r.startAt != nil {
+		startAt := *r.startAt
+
+		// assign parameter of startAt
+		// convert time.Time to milliseconds time
+		params["startAt"] = strconv.FormatInt(startAt.UnixNano()/int64(time.Millisecond), 10)
+	}
+
+	// check endAt field -> json key endAt
+	if r.endAt != nil {
+		endAt := *r.endAt
+
+		// assign parameter of endAt
+		// convert time.Time to milliseconds time
+		params["endAt"] = strconv.FormatInt(endAt.UnixNano()/int64(time.Millisecond), 10)
+	}
+
+	return params, nil
+}
+
+func (r *GetFillsRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := r.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for k, v := range params {
+		query.Add(k, fmt.Sprintf("%v", v))
+	}
+
+	return query, nil
+}
+
+func (r *GetFillsRequest) GetParametersJSON() ([]byte, error) {
+	params, err := r.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}

pkg/exchange/kucoin/kucoinapi/trade.go

@@ -41,6 +41,92 @@ func (c *TradeService) NewCancelAllOrderRequest() *CancelAllOrderRequest {
 	}
 }
 
+func (c *TradeService) NewGetFillsRequest() *GetFillsRequest {
+	return &GetFillsRequest{client: c.client}
+}
+
+//go:generate requestgen -type GetFillsRequest
+type GetFillsRequest struct {
+	client *RestClient
+
+	orderID *string `param:"orderId"`
+
+	symbol *string `param:"symbol"`
+
+	side *string `param:"side" validValues:"buy,sell"`
+
+	orderType *string `param:"type" validValues:"limit,market,limit_stop,market_stop"`
+
+	startAt *time.Time `param:"startAt,milliseconds"`
+
+	endAt *time.Time `param:"endAt,milliseconds"`
+}
+
+type FillListPage struct {
+	CurrentPage int    `json:"currentPage"`
+	PageSize    int    `json:"pageSize"`
+	TotalNumber int    `json:"totalNum"`
+	TotalPage   int    `json:"totalPage"`
+	Items       []Fill `json:"items"`
+}
+
+type Fill struct {
+	Symbol         string                     `json:"symbol"`
+	TradeId        string                     `json:"tradeId"`
+	OrderId        string                     `json:"orderId"`
+	CounterOrderId string                     `json:"counterOrderId"`
+	Side           SideType                   `json:"side"`
+	Liquidity      LiquidityType              `json:"liquidity"`
+	ForceTaker     bool                       `json:"forceTaker"`
+	Price          fixedpoint.Value           `json:"price"`
+	Size           fixedpoint.Value           `json:"size"`
+	Funds          fixedpoint.Value           `json:"funds"`
+	Fee            fixedpoint.Value           `json:"fee"`
+	FeeRate        fixedpoint.Value           `json:"feeRate"`
+	FeeCurrency    string                     `json:"feeCurrency"`
+	Stop           string                     `json:"stop"`
+	Type           OrderType                  `json:"type"`
+	CreatedAt      types.MillisecondTimestamp `json:"createdAt"`
+	TradeType      TradeType                  `json:"tradeType"`
+}
+
+func (r *GetFillsRequest) Do(ctx context.Context) (*FillListPage, error) {
+	params, err := r.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	if !params.Has("tradeType") {
+		params.Add("tradeType", "TRADE")
+	}
+
+	req, err := r.client.newAuthenticatedRequest("GET", "/api/v1/fills", 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    *FillListPage `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
+}
+
 //go:generate requestgen -type ListOrdersRequest
 type ListOrdersRequest struct {
 	client *RestClient

pkg/exchange/kucoin/kucoinapi/types.go

@@ -0,0 +1,55 @@
+package kucoinapi
+
+type TradeType string
+
+const (
+	TradeTypeSpot   TradeType = "TRADE"
+	TradeTypeMargin TradeType = "MARGIN"
+)
+
+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 LiquidityType string
+
+const (
+	LiquidityTypeMaker LiquidityType = "maker"
+	LiquidityTypeTaker LiquidityType = "taker"
+)
+
+type OrderType string
+
+const (
+	OrderTypeMarket    OrderType = "market"
+	OrderTypeLimit     OrderType = "limit"
+	OrderTypeStopLimit OrderType = "stop_limit"
+)
+
+type OrderState string
+
+const (
+	OrderStateCanceled        OrderState = "canceled"
+	OrderStateLive            OrderState = "live"
+	OrderStatePartiallyFilled OrderState = "partially_filled"
+	OrderStateFilled          OrderState = "filled"
+)