fix kucoin orderTime parsing and order id conversion

pkg/bbgo/active_book.go

@@ -51,14 +51,14 @@ func (b *LocalActiveOrderBook) orderUpdateHandler(order types.Order) {
 
 	case types.OrderStatusNew:
 		if order.Quantity == 0 {
-			log.Debugf("[LocalActiveOrderBook] order status %s, removing %d...", order.Status, order.OrderID)
+			log.Debugf("[LocalActiveOrderBook] order status %s, removing order %s", order.Status, order)
 			b.Remove(order)
 		} else {
 			b.Update(order)
 		}
 
 	case types.OrderStatusCanceled, types.OrderStatusRejected:
-		log.Debugf("[LocalActiveOrderBook] order status %s, removing %d...", order.Status, order.OrderID)
+		log.Debugf("[LocalActiveOrderBook] order status %s, removing order %s", order.Status, order)
 		b.Remove(order)
 
 	default:

pkg/exchange/kucoin/exchange.go

@@ -2,6 +2,7 @@ package kucoin
 
 import (
 	"context"
+	"fmt"
 	"strconv"
 	"time"
 
@@ -133,7 +134,7 @@ func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[str
 var supportedIntervals = map[types.Interval]int{
 	types.Interval1m:  60,
 	types.Interval5m:  60 * 5,
-	types.Interval15m:  60 * 15,
+	types.Interval15m: 60 * 15,
 	types.Interval30m: 60 * 30,
 	types.Interval1h:  60 * 60,
 	types.Interval2h:  60 * 60 * 2,
@@ -152,7 +153,6 @@ func (e *Exchange) IsSupportedInterval(interval types.Interval) bool {
 	return ok
 }
 
-
 func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
 	_ = marketDataLimiter.Wait(ctx)
 
@@ -241,6 +241,7 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
 			SubmitOrder:      order,
 			Exchange:         types.ExchangeKucoin,
 			OrderID:          hashStringID(orderResponse.OrderID),
+			UUID:             orderResponse.OrderID,
 			Status:           types.OrderStatusNew,
 			ExecutedQuantity: 0,
 			IsWorking:        true,
@@ -341,7 +342,10 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
 		} else if o.ClientOrderID != "" {
 			req.ClientOrderID(o.ClientOrderID)
 		} else {
-			errs = multierr.Append(errs, errors.New("can not cancel order, either order uuid nor client order id is empty"))
+			errs = multierr.Append(
+				errs,
+				fmt.Errorf("the order uuid or client order id is empty, order: %#v", o),
+			)
 			continue
 		}
 
@@ -354,7 +358,7 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
 		log.Infof("cancelled orders: %v", response.CancelledOrderIDs)
 	}
 
-	return errs
+	return errors.Wrap(errs, "order cancel error")
 }
 
 func (e *Exchange) NewStream() types.Stream {

pkg/exchange/kucoin/stream.go

@@ -134,7 +134,7 @@ func (s *Stream) handlePrivateOrderEvent(e *WebSocketPrivateOrderEvent) {
 	}
 
 	switch e.Type {
-	case "open", "match", "filled":
+	case "open", "match", "filled", "canceled":
 		status := types.OrderStatusNew
 		if e.Status == "done" {
 			if e.FilledSize == e.Size {
@@ -151,11 +151,11 @@ func (s *Stream) handlePrivateOrderEvent(e *WebSocketPrivateOrderEvent) {
 		s.StandardStream.EmitOrderUpdate(types.Order{
 			SubmitOrder: types.SubmitOrder{
 				ClientOrderID: e.ClientOid,
-				Symbol:   toGlobalSymbol(e.Symbol),
+				Symbol:        toGlobalSymbol(e.Symbol),
-				Side:     toGlobalSide(e.Side),
+				Side:          toGlobalSide(e.Side),
-				Type:     toGlobalOrderType(e.OrderType),
+				Type:          toGlobalOrderType(e.OrderType),
-				Quantity: e.Size.Float64(),
+				Quantity:      e.Size.Float64(),
-				Price:    e.Price.Float64(),
+				Price:         e.Price.Float64(),
 			},
 			Exchange:         types.ExchangeKucoin,
 			OrderID:          hashStringID(e.OrderId),
@@ -378,6 +378,7 @@ func (s *Stream) read(ctx context.Context) {
 
 			// used for debugging
 			// log.Println(string(message))
+			log.Debug(string(message))
 
 			e, err := parseWebsocketPayload(message)
 			if err != nil {
@@ -387,9 +388,8 @@ func (s *Stream) read(ctx context.Context) {
 
 			// remove bytes, so we won't print them
 			e.Data = nil
-			log.Infof("event: %+v", e)
-
 			if e != nil && e.Object != nil {
+				log.Debugf("parsed event data: %+v",e.Object)
 				s.dispatchEvent(e)
 			}
 		}

pkg/exchange/kucoin/websocket.go

@@ -121,17 +121,17 @@ func (e *WebSocketCandleEvent) KLine() types.KLine {
 }
 
 type WebSocketPrivateOrderEvent struct {
-	OrderId    string                     `json:"orderId"`
+	OrderId    string                    `json:"orderId"`
-	TradeId    string                     `json:"tradeId"`
+	TradeId    string                    `json:"tradeId"`
-	Symbol     string                     `json:"symbol"`
+	Symbol     string                    `json:"symbol"`
-	OrderType  string                     `json:"orderType"`
+	OrderType  string                    `json:"orderType"`
-	Side       string                     `json:"side"`
+	Side       string                    `json:"side"`
-	Type       string                     `json:"type"`
+	Type       string                    `json:"type"`
-	OrderTime  types.MillisecondTimestamp `json:"orderTime"`
+	OrderTime  types.NanosecondTimestamp `json:"orderTime"`
-	Price      fixedpoint.Value           `json:"price"`
+	Price      fixedpoint.Value          `json:"price"`
-	Size       fixedpoint.Value           `json:"size"`
+	Size       fixedpoint.Value          `json:"size"`
-	FilledSize fixedpoint.Value           `json:"filledSize"`
+	FilledSize fixedpoint.Value          `json:"filledSize"`
-	RemainSize fixedpoint.Value           `json:"remainSize"`
+	RemainSize fixedpoint.Value          `json:"remainSize"`
 
 	Liquidity  string                     `json:"liquidity"`
 	MatchPrice fixedpoint.Value           `json:"matchPrice"`

pkg/types/order.go

@@ -215,12 +215,20 @@ func (o Order) Backup() SubmitOrder {
 func (o Order) String() string {
 	var orderID string
 	if o.UUID != "" {
-		orderID = o.UUID
+		orderID = fmt.Sprintf("UUID %s (%d)", o.UUID, o.OrderID)
 	} else {
 		orderID = strconv.FormatUint(o.OrderID, 10)
 	}
 
-	return fmt.Sprintf("ORDER %s %s %s %s %f/%f @ %f -> %s", o.Exchange.String(), orderID, o.Symbol, o.Side, o.ExecutedQuantity, o.Quantity, o.Price, o.Status)
+	return fmt.Sprintf("ORDER %s %s %s %s %f/%f @ %f -> %s",
+		o.Exchange.String(),
+		orderID,
+		o.Symbol,
+		o.Side,
+		o.ExecutedQuantity,
+		o.Quantity,
+		o.Price,
+		o.Status)
 }
 
 // PlainText is used for telegram-styled messages

pkg/types/time.go

@@ -8,6 +8,25 @@ import (
 	"time"
 )
 
+type NanosecondTimestamp time.Time
+
+func (t NanosecondTimestamp) Time() time.Time {
+	return time.Time(t)
+}
+
+func (t *NanosecondTimestamp) UnmarshalJSON(data []byte) error {
+	var v int64
+
+	var err = json.Unmarshal(data, &v)
+	if err != nil {
+		return err
+	}
+
+	*t = NanosecondTimestamp(time.Unix(0, v))
+	return nil
+}
+
+
 type MillisecondTimestamp time.Time
 
 func NewMillisecondTimestampFromInt(i int64) MillisecondTimestamp {
@@ -97,6 +116,8 @@ func (t *MillisecondTimestamp) UnmarshalJSON(data []byte) error {
 	return (*time.Time)(t).UnmarshalJSON(data)
 }
 
+
+
 type Time time.Time
 
 var layout = "2006-01-02 15:04:05.999Z07:00"