mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-21 22:43:52 +00:00
kucoin: implement api client
This commit is contained in:
c9s
parent
0c7bbba675
commit
cd69994647
70
examples/kucoin-subaccount/main.go
Normal file
70
examples/kucoin-subaccount/main.go
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@ -0,0 +1,70 @@
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package main
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import (
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"context"
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"os"
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"strings"
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"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
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"github.com/joho/godotenv"
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log "github.com/sirupsen/logrus"
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"github.com/spf13/cobra"
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"github.com/spf13/viper"
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)
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func init() {
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rootCmd.PersistentFlags().String("kucoin-api-key", "", "okex api key")
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rootCmd.PersistentFlags().String("kucoin-api-secret", "", "okex api secret")
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rootCmd.PersistentFlags().String("kucoin-api-passphrase", "", "okex api secret")
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}
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var rootCmd = &cobra.Command{
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Use: "kucoin-subaccount",
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Short: "kucoin subaccount",
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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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subAccounts, err := client.AccountService.QuerySubAccounts()
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if err != nil {
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return err
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}
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log.Infof("subAccounts: %+v", subAccounts)
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return nil
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},
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}
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var client *kucoinapi.RestClient = nil
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func main() {
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if _, err := os.Stat(".env.local"); err == nil {
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if err := godotenv.Load(".env.local"); err != nil {
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log.Fatal(err)
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}
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}
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viper.AutomaticEnv()
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viper.SetEnvKeyReplacer(strings.NewReplacer("-", "_"))
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if err := viper.BindPFlags(rootCmd.PersistentFlags()); err != nil {
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log.WithError(err).Error("bind pflags error")
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}
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client = kucoinapi.NewClient()
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key, secret, passphrase := viper.GetString("kucoin-api-key"),
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viper.GetString("kucoin-api-secret"),
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viper.GetString("kucoin-api-passphrase")
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if len(key) == 0 || len(secret) == 0 || len(passphrase) == 0 {
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log.Fatal("empty key, secret or passphrase")
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}
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client.Auth(key, secret, passphrase)
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if err := rootCmd.ExecuteContext(context.Background()); err != nil {
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log.WithError(err).Error("cmd error")
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}
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}
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47
pkg/exchange/kucoin/exchange.go
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47
pkg/exchange/kucoin/exchange.go
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@ -0,0 +1,47 @@
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package kucoin
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import (
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"context"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/sirupsen/logrus"
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)
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// OKB is the platform currency of OKEx, pre-allocate static string here
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const KCS = "KCS"
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var log = logrus.WithFields(logrus.Fields{
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"exchange": "kucoin",
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})
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type Exchange struct {
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key, secret, passphrase string
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}
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func (e *Exchange) NewStream() types.Stream {
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panic("implement me")
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}
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func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
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panic("implement me")
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}
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func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) {
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panic("implement me")
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}
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func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) {
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panic("implement me")
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}
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func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
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panic("implement me")
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}
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func New(key, secret, passphrase string) *Exchange {
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return &Exchange{
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key: key,
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secret: secret,
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passphrase: passphrase,
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}
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}
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37
pkg/exchange/kucoin/kucoinapi/account.go
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37
pkg/exchange/kucoin/kucoinapi/account.go
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package kucoinapi
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type AccountService struct {
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client *RestClient
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}
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type SubAccount struct {
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UserID string `json:"userId"`
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Name string `json:"subName"`
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Type string `json:"type"`
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Remark string `json:"remarks"`
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}
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func (s *AccountService) QuerySubAccounts() ([]SubAccount, error) {
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req, err := s.client.newAuthenticatedRequest("GET", "/api/v1/sub/user", nil, 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 := s.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 apiResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Data []SubAccount `json:"data"`
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}
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if err := response.DecodeJSON(&apiResponse); err != nil {
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return nil, err
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}
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return apiResponse.Data, nil
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}
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413
pkg/exchange/kucoin/kucoinapi/client.go
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413
pkg/exchange/kucoin/kucoinapi/client.go
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@ -0,0 +1,413 @@
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package kucoinapi
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import (
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"bytes"
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"crypto/hmac"
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"crypto/sha256"
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"encoding/base64"
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"encoding/json"
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"fmt"
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"net/http"
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"net/url"
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"strconv"
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"strings"
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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/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 SideType string
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const (
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SideTypeBuy SideType = "buy"
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SideTypeSell SideType = "sell"
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)
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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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OrderTypePostOnly OrderType = "post_only"
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OrderTypeFOK OrderType = "fok"
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OrderTypeIOC OrderType = "ioc"
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)
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type InstrumentType string
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const (
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InstrumentTypeSpot InstrumentType = "SPOT"
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InstrumentTypeSwap InstrumentType = "SWAP"
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InstrumentTypeFutures InstrumentType = "FUTURES"
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InstrumentTypeOption InstrumentType = "OPTION"
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)
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type OrderState string
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const (
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OrderStateCanceled OrderState = "canceled"
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OrderStateLive OrderState = "live"
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OrderStatePartiallyFilled OrderState = "partially_filled"
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OrderStateFilled OrderState = "filled"
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)
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type RestClient struct {
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BaseURL *url.URL
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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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AccountService *AccountService
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// TradeService *TradeService
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// PublicDataService *PublicDataService
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// MarketDataService *MarketDataService
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}
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func NewClient() *RestClient {
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u, err := url.Parse(RestBaseURL)
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if err != nil {
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panic(err)
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}
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client := &RestClient{
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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.TradeService = &TradeService{client: client}
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// client.PublicDataService = &PublicDataService{client: client}
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// client.MarketDataService = &MarketDataService{client: client}
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return client
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}
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func (c *RestClient) Auth(key, secret, passphrase string) {
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c.Key = key
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c.Secret = secret
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c.Passphrase = passphrase
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}
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// NewRequest create new API request. Relative url can be provided in refURL.
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func (c *RestClient) newRequest(method, refURL string, params url.Values, body []byte) (*http.Request, error) {
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rel, err := url.Parse(refURL)
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if err != nil {
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return nil, err
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}
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if params != nil {
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rel.RawQuery = params.Encode()
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}
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pathURL := c.BaseURL.ResolveReference(rel)
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return http.NewRequest(method, pathURL.String(), bytes.NewReader(body))
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}
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// sendRequest sends the request to the API server and handle the response
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func (c *RestClient) sendRequest(req *http.Request) (*util.Response, error) {
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resp, err := c.client.Do(req)
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if err != nil {
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return nil, err
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}
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// newResponse reads the response body and return a new Response object
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response, err := util.NewResponse(resp)
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if err != nil {
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return response, err
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}
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// Check error, if there is an error, return the ErrorResponse struct type
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if response.IsError() {
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return response, errors.New(string(response.Body))
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}
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return response, nil
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}
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// newAuthenticatedRequest creates new http request for authenticated routes.
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func (c *RestClient) newAuthenticatedRequest(method, refURL string, params url.Values, payload interface{}) (*http.Request, error) {
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if len(c.Key) == 0 {
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return nil, errors.New("empty api key")
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}
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if len(c.Secret) == 0 {
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return nil, errors.New("empty api secret")
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}
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rel, err := url.Parse(refURL)
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if err != nil {
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return nil, err
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}
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if params != nil {
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rel.RawQuery = params.Encode()
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}
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pathURL := c.BaseURL.ResolveReference(rel)
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path := pathURL.Path
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if rel.RawQuery != "" {
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path += "?" + rel.RawQuery
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}
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// set location to UTC so that it outputs "2020-12-08T09:08:57.715Z"
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t := time.Now().In(time.UTC)
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// timestamp := t.Format("2006-01-02T15:04:05.999Z07:00")
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timestamp := strconv.FormatInt(t.UnixMilli(), 10)
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var body []byte
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if payload != nil {
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switch v := payload.(type) {
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case string:
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body = []byte(v)
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case []byte:
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body = v
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default:
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body, err = json.Marshal(v)
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if err != nil {
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return nil, err
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}
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}
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}
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signKey := timestamp + strings.ToUpper(method) + path + string(body)
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signature := sign(c.Secret, signKey)
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req, err := http.NewRequest(method, pathURL.String(), bytes.NewReader(body))
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if err != nil {
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return nil, err
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}
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req.Header.Add("Content-Type", "application/json")
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req.Header.Add("Accept", "application/json")
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req.Header.Add("KC-API-KEY", c.Key)
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req.Header.Add("KC-API-SIGN", signature)
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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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type BalanceDetail struct {
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Currency string `json:"ccy"`
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Available fixedpoint.Value `json:"availEq"`
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CashBalance fixedpoint.Value `json:"cashBal"`
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OrderFrozen fixedpoint.Value `json:"ordFrozen"`
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Frozen fixedpoint.Value `json:"frozenBal"`
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Equity fixedpoint.Value `json:"eq"`
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EquityInUSD fixedpoint.Value `json:"eqUsd"`
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UpdateTime types.MillisecondTimestamp `json:"uTime"`
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UnrealizedProfitAndLoss fixedpoint.Value `json:"upl"`
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}
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type Account struct {
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TotalEquityInUSD fixedpoint.Value `json:"totalEq"`
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UpdateTime string `json:"uTime"`
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Details []BalanceDetail `json:"details"`
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}
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func (c *RestClient) AccountBalances() (*Account, error) {
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req, err := c.newAuthenticatedRequest("GET", "/api/v5/account/balance", nil, 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 := c.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 balanceResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Data []Account `json:"data"`
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}
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if err := response.DecodeJSON(&balanceResponse); err != nil {
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return nil, err
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}
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if len(balanceResponse.Data) == 0 {
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return nil, errors.New("empty account data")
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}
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return &balanceResponse.Data[0], nil
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}
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type AssetBalance struct {
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Currency string `json:"ccy"`
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Balance fixedpoint.Value `json:"bal"`
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Frozen fixedpoint.Value `json:"frozenBal,omitempty"`
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Available fixedpoint.Value `json:"availBal,omitempty"`
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}
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type AssetBalanceList []AssetBalance
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func (c *RestClient) AssetBalances() (AssetBalanceList, error) {
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req, err := c.newAuthenticatedRequest("GET", "/api/v5/asset/balances", nil, 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 := c.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 balanceResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Data AssetBalanceList `json:"data"`
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}
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if err := response.DecodeJSON(&balanceResponse); err != nil {
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return nil, err
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}
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return balanceResponse.Data, nil
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}
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type AssetCurrency struct {
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Currency string `json:"ccy"`
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Name string `json:"name"`
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Chain string `json:"chain"`
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CanDeposit bool `json:"canDep"`
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CanWithdraw bool `json:"canWd"`
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CanInternal bool `json:"canInternal"`
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MinWithdrawalFee fixedpoint.Value `json:"minFee"`
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MaxWithdrawalFee fixedpoint.Value `json:"maxFee"`
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MinWithdrawalThreshold fixedpoint.Value `json:"minWd"`
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}
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func (c *RestClient) AssetCurrencies() ([]AssetCurrency, error) {
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req, err := c.newAuthenticatedRequest("GET", "/api/v5/asset/currencies", nil, 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 := c.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 currencyResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Data []AssetCurrency `json:"data"`
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}
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if err := response.DecodeJSON(¤cyResponse); err != nil {
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return nil, err
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}
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return currencyResponse.Data, nil
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}
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type MarketTicker struct {
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InstrumentType string `json:"instType"`
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InstrumentID string `json:"instId"`
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// last traded price
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Last fixedpoint.Value `json:"last"`
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// last traded size
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LastSize fixedpoint.Value `json:"lastSz"`
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AskPrice fixedpoint.Value `json:"askPx"`
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AskSize fixedpoint.Value `json:"askSz"`
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BidPrice fixedpoint.Value `json:"bidPx"`
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BidSize fixedpoint.Value `json:"bidSz"`
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Open24H fixedpoint.Value `json:"open24h"`
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High24H fixedpoint.Value `json:"high24H"`
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Low24H fixedpoint.Value `json:"low24H"`
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Volume24H fixedpoint.Value `json:"vol24h"`
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VolumeCurrency24H fixedpoint.Value `json:"volCcy24h"`
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// Millisecond timestamp
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Timestamp types.MillisecondTimestamp `json:"ts"`
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}
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func (c *RestClient) MarketTicker(instId string) (*MarketTicker, error) {
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// SPOT, SWAP, FUTURES, OPTION
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var params = url.Values{}
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params.Add("instId", instId)
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req, err := c.newRequest("GET", "/api/v5/market/ticker", params, nil)
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if err != nil {
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return nil, err
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||||
}
|
||||
|
||||
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
|
||||
}
|
||||
|
||||
if len(tickerResponse.Data) == 0 {
|
||||
return nil, fmt.Errorf("ticker of %s not found", instId)
|
||||
}
|
||||
|
||||
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))
|
||||
if err != nil {
|
||||
return ""
|
||||
}
|
||||
|
||||
return base64.StdEncoding.EncodeToString(sig.Sum(nil))
|
||||
}
|
||||
Loading…
Reference in New Issue
Block a user