kucoin: implement order placement and cancel api

pkg/exchange/kucoin/kucoinapi/client.go

@@ -31,14 +31,27 @@ const (
 	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"
-	OrderTypePostOnly OrderType = "post_only"
-	OrderTypeFOK      OrderType = "fok"
-	OrderTypeIOC      OrderType = "ioc"
 )
 
 type InstrumentType string
@@ -69,8 +82,7 @@ type RestClient struct {
 
 	AccountService *AccountService
 	MarketDataService *MarketDataService
-	// TradeService      *TradeService
-	// PublicDataService *PublicDataService
+	TradeService      *TradeService
 }
 
 func NewClient() *RestClient {
@@ -89,8 +101,7 @@ func NewClient() *RestClient {
 
 	client.AccountService = &AccountService{ client: client }
 	client.MarketDataService = &MarketDataService{client: client}
-	// client.TradeService = &TradeService{client: client}
-	// client.PublicDataService = &PublicDataService{client: client}
+	client.TradeService = &TradeService{client: client}
 	return client
 }
 

pkg/exchange/kucoin/kucoinapi/trade.go

@@ -0,0 +1,587 @@
+package kucoinapi
+
+import (
+	"context"
+	"net/url"
+	"strings"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/pkg/errors"
+)
+
+type TradeService struct {
+	client *RestClient
+}
+
+type OrderResponse struct {
+	OrderID string `json:"orderId"`
+}
+
+func (c *TradeService) NewPlaceOrderRequest() *PlaceOrderRequest {
+	return &PlaceOrderRequest{
+		client: c.client,
+	}
+}
+
+func (c *TradeService) NewBatchPlaceOrderRequest() *BatchPlaceOrderRequest {
+	return &BatchPlaceOrderRequest{
+		client: c.client,
+	}
+}
+
+func (c *TradeService) NewCancelOrderRequest() *CancelOrderRequest {
+	return &CancelOrderRequest{
+		client: c.client,
+	}
+}
+
+func (c *TradeService) NewCancelAllOrderRequest() *CancelAllOrderRequest {
+	return &CancelAllOrderRequest{
+		client: c.client,
+	}
+}
+
+func (c *TradeService) NewGetOrderDetailsRequest() *GetOrderDetailsRequest {
+	return &GetOrderDetailsRequest{
+		client: c.client,
+	}
+}
+
+func (c *TradeService) NewGetPendingOrderRequest() *GetPendingOrderRequest {
+	return &GetPendingOrderRequest{
+		client: c.client,
+	}
+}
+
+func (c *TradeService) NewGetTransactionDetailsRequest() *GetTransactionDetailsRequest {
+	return &GetTransactionDetailsRequest{
+		client: c.client,
+	}
+}
+
+type PlaceOrderRequest struct {
+	client *RestClient
+
+	// A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 32 characters.
+	clientOrderID *string
+
+	symbol string
+
+	// A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 8 characters.
+	tag *string
+
+	// "buy" or "sell"
+	side SideType
+
+	ordType OrderType
+
+	// limit order parameters
+	size string
+
+	price *string
+
+	timeInForce *TimeInForceType
+}
+
+func (r *PlaceOrderRequest) Symbol(symbol string) *PlaceOrderRequest {
+	r.symbol = symbol
+	return r
+}
+
+func (r *PlaceOrderRequest) ClientOrderID(clientOrderID string) *PlaceOrderRequest {
+	r.clientOrderID = &clientOrderID
+	return r
+}
+
+func (r *PlaceOrderRequest) Side(side SideType) *PlaceOrderRequest {
+	r.side = side
+	return r
+}
+
+func (r *PlaceOrderRequest) Quantity(quantity string) *PlaceOrderRequest {
+	r.size = quantity
+	return r
+}
+
+func (r *PlaceOrderRequest) Price(price string) *PlaceOrderRequest {
+	r.price = &price
+	return r
+}
+
+func (r *PlaceOrderRequest) TimeInForce(timeInForce TimeInForceType) *PlaceOrderRequest {
+	r.timeInForce = &timeInForce
+	return r
+}
+
+func (r *PlaceOrderRequest) OrderType(orderType OrderType) *PlaceOrderRequest {
+	r.ordType = orderType
+	return r
+}
+
+func (r *PlaceOrderRequest) getParameters() map[string]interface{} {
+	payload := map[string]interface{}{}
+
+	payload["symbol"] = r.symbol
+
+	if r.clientOrderID != nil {
+		payload["clientOid"] = r.clientOrderID
+	}
+
+	payload["side"] = r.side
+	payload["type"] = r.ordType
+	payload["size"] = r.size
+
+	if r.price != nil {
+		payload["price"] = r.price
+	}
+
+	if r.timeInForce != nil {
+		payload["timeInForce"] = r.timeInForce
+	}
+
+	return payload
+}
+
+func (r *PlaceOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
+	payload := r.getParameters()
+	req, err := r.client.newAuthenticatedRequest("POST", "/api/v1/orders", 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    *OrderResponse `json:"data"`
+	}
+
+	if err := response.DecodeJSON(&orderResponse); err != nil {
+		return nil, err
+	}
+
+	return orderResponse.Data, nil
+}
+
+type CancelOrderRequest struct {
+	client *RestClient
+
+	orderID       *string
+	clientOrderID *string
+}
+
+func (r *CancelOrderRequest) OrderID(orderID string) *CancelOrderRequest {
+	r.orderID = &orderID
+	return r
+}
+
+func (r *CancelOrderRequest) ClientOrderID(clientOrderID string) *CancelOrderRequest {
+	r.clientOrderID = &clientOrderID
+	return r
+}
+
+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"`
+}
+
+func (r *CancelOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, error) {
+	if r.orderID == nil || r.clientOrderID == nil {
+		return nil, errors.New("either orderID or clientOrderID is required for canceling order")
+	}
+
+	var refURL string
+
+	if r.orderID != nil {
+		refURL = "/api/v1/orders/" + *r.orderID
+	} else if r.clientOrderID != nil {
+		refURL = "/api/v1/order/client-order/" + *r.clientOrderID
+	}
+
+	req, err := r.client.newAuthenticatedRequest("DELETE", refURL, nil, 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    *CancelOrderResponse `json:"data"`
+	}
+	if err := response.DecodeJSON(&orderResponse); err != nil {
+		return nil, err
+	}
+
+	return orderResponse.Data, nil
+}
+
+type CancelAllOrderRequest struct {
+	client *RestClient
+
+	symbol *string
+
+	// tradeType string
+}
+
+
+func (r *CancelAllOrderRequest) Symbol(symbol string) *CancelAllOrderRequest {
+	r.symbol = &symbol
+	return r
+}
+
+func (r *CancelAllOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, error) {
+	req, err := r.client.newAuthenticatedRequest("DELETE", "/api/v1/orders", nil, 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    *CancelOrderResponse `json:"data"`
+	}
+
+	if err := response.DecodeJSON(&orderResponse); err != nil {
+		return nil, err
+	}
+
+	return orderResponse.Data, nil
+}
+
+// Request via this endpoint to place 5 orders at the same time.
+// The order type must be a limit order of the same symbol.
+// The interface currently only supports spot trading
+type BatchPlaceOrderRequest struct {
+	client *RestClient
+
+	symbol string
+	reqs []*PlaceOrderRequest
+}
+
+func (r *BatchPlaceOrderRequest) Symbol(symbol string) *BatchPlaceOrderRequest {
+	r.symbol = symbol
+	return r
+}
+
+func (r *BatchPlaceOrderRequest) Add(reqs ...*PlaceOrderRequest) *BatchPlaceOrderRequest {
+	r.reqs = append(r.reqs, reqs...)
+	return r
+}
+
+func (r *BatchPlaceOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
+	var orderList []map[string]interface{}
+	for _, req := range r.reqs {
+		params := req.getParameters()
+		orderList = append(orderList, params)
+	}
+
+	var payload = map[string]interface{}{
+		"symbol": r.symbol,
+		"orderList": orderList,
+	}
+
+	req, err := r.client.newAuthenticatedRequest("POST", "/api/v1/orders/multi", 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    []OrderResponse `json:"data"`
+	}
+	if err := response.DecodeJSON(&orderResponse); err != nil {
+		return nil, err
+	}
+
+	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
+}