package kucoinapi import ( "bytes" "crypto/hmac" "crypto/sha256" "encoding/base64" "encoding/json" "fmt" "net/http" "net/url" "strconv" "strings" "time" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/util" "github.com/pkg/errors" log "github.com/sirupsen/logrus" ) const defaultHTTPTimeout = time.Second * 15 const RestBaseURL = "https://api.kucoin.com/api" const SandboxRestBaseURL = "https://openapi-sandbox.kucoin.com/api" 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 client *http.Client Key, Secret, Passphrase string KeyVersion string AccountService *AccountService MarketDataService *MarketDataService TradeService *TradeService } func NewClient() *RestClient { u, err := url.Parse(RestBaseURL) if err != nil { panic(err) } client := &RestClient{ BaseURL: u, KeyVersion: "2", client: &http.Client{ Timeout: defaultHTTPTimeout, }, } client.AccountService = &AccountService{ client: client } client.MarketDataService = &MarketDataService{client: client} client.TradeService = &TradeService{client: client} return client } func (c *RestClient) Auth(key, secret, passphrase string) { c.Key = key c.Secret = secret c.Passphrase = passphrase } // NewRequest create new API request. Relative url can be provided in refURL. func (c *RestClient) newRequest(method, refURL string, params url.Values, body []byte) (*http.Request, error) { rel, err := url.Parse(refURL) if err != nil { return nil, err } if params != nil { rel.RawQuery = params.Encode() } pathURL := c.BaseURL.ResolveReference(rel) return http.NewRequest(method, pathURL.String(), bytes.NewReader(body)) } // sendRequest sends the request to the API server and handle the response func (c *RestClient) sendRequest(req *http.Request) (*util.Response, error) { resp, err := c.client.Do(req) if err != nil { return nil, err } // newResponse reads the response body and return a new Response object response, err := util.NewResponse(resp) if err != nil { return response, err } // Check error, if there is an error, return the ErrorResponse struct type if response.IsError() { return response, errors.New(string(response.Body)) } return response, nil } // newAuthenticatedRequest creates new http request for authenticated routes. func (c *RestClient) newAuthenticatedRequest(method, refURL string, params url.Values, payload interface{}) (*http.Request, error) { if len(c.Key) == 0 { return nil, errors.New("empty api key") } if len(c.Secret) == 0 { return nil, errors.New("empty api secret") } rel, err := url.Parse(refURL) if err != nil { return nil, err } if params != nil { rel.RawQuery = params.Encode() } pathURL := c.BaseURL.ResolveReference(rel) path := pathURL.Path if rel.RawQuery != "" { path += "?" + rel.RawQuery } // set location to UTC so that it outputs "2020-12-08T09:08:57.715Z" t := time.Now().In(time.UTC) // timestamp := t.Format("2006-01-02T15:04:05.999Z07:00") timestamp := strconv.FormatInt(t.UnixMilli(), 10) var body []byte if payload != nil { switch v := payload.(type) { case string: body = []byte(v) case []byte: body = v default: body, err = json.Marshal(v) if err != nil { return nil, err } } } signKey := timestamp + strings.ToUpper(method) + path + string(body) signature := sign(c.Secret, signKey) req, err := http.NewRequest(method, pathURL.String(), bytes.NewReader(body)) if err != nil { return nil, err } req.Header.Add("Content-Type", "application/json") req.Header.Add("Accept", "application/json") req.Header.Add("KC-API-KEY", c.Key) req.Header.Add("KC-API-SIGN", signature) req.Header.Add("KC-API-TIMESTAMP", timestamp) req.Header.Add("KC-API-PASSPHRASE", sign(c.Secret, c.Passphrase)) req.Header.Add("KC-API-KEY-VERSION", c.KeyVersion) log.Infof("%+v", req.Header) return req, nil } type BalanceDetail struct { Currency string `json:"ccy"` Available fixedpoint.Value `json:"availEq"` CashBalance fixedpoint.Value `json:"cashBal"` OrderFrozen fixedpoint.Value `json:"ordFrozen"` Frozen fixedpoint.Value `json:"frozenBal"` Equity fixedpoint.Value `json:"eq"` EquityInUSD fixedpoint.Value `json:"eqUsd"` UpdateTime types.MillisecondTimestamp `json:"uTime"` UnrealizedProfitAndLoss fixedpoint.Value `json:"upl"` } type AssetBalance struct { Currency string `json:"ccy"` Balance fixedpoint.Value `json:"bal"` Frozen fixedpoint.Value `json:"frozenBal,omitempty"` Available fixedpoint.Value `json:"availBal,omitempty"` } type AssetBalanceList []AssetBalance func (c *RestClient) AssetBalances() (AssetBalanceList, error) { req, err := c.newAuthenticatedRequest("GET", "/api/v5/asset/balances", nil, nil) if err != nil { return nil, err } response, err := c.sendRequest(req) if err != nil { return nil, err } var balanceResponse struct { Code string `json:"code"` Message string `json:"msg"` Data AssetBalanceList `json:"data"` } if err := response.DecodeJSON(&balanceResponse); err != nil { return nil, err } return balanceResponse.Data, nil } type AssetCurrency struct { Currency string `json:"ccy"` Name string `json:"name"` Chain string `json:"chain"` CanDeposit bool `json:"canDep"` CanWithdraw bool `json:"canWd"` CanInternal bool `json:"canInternal"` MinWithdrawalFee fixedpoint.Value `json:"minFee"` MaxWithdrawalFee fixedpoint.Value `json:"maxFee"` MinWithdrawalThreshold fixedpoint.Value `json:"minWd"` } func (c *RestClient) AssetCurrencies() ([]AssetCurrency, error) { req, err := c.newAuthenticatedRequest("GET", "/api/v5/asset/currencies", nil, nil) if err != nil { return nil, err } response, err := c.sendRequest(req) if err != nil { return nil, err } var currencyResponse struct { Code string `json:"code"` Message string `json:"msg"` Data []AssetCurrency `json:"data"` } if err := response.DecodeJSON(¤cyResponse); err != nil { return nil, err } return currencyResponse.Data, nil } type MarketTicker struct { InstrumentType string `json:"instType"` InstrumentID string `json:"instId"` // last traded price Last fixedpoint.Value `json:"last"` // last traded size LastSize fixedpoint.Value `json:"lastSz"` AskPrice fixedpoint.Value `json:"askPx"` AskSize fixedpoint.Value `json:"askSz"` BidPrice fixedpoint.Value `json:"bidPx"` BidSize fixedpoint.Value `json:"bidSz"` Open24H fixedpoint.Value `json:"open24h"` High24H fixedpoint.Value `json:"high24H"` Low24H fixedpoint.Value `json:"low24H"` Volume24H fixedpoint.Value `json:"vol24h"` VolumeCurrency24H fixedpoint.Value `json:"volCcy24h"` // Millisecond timestamp Timestamp types.MillisecondTimestamp `json:"ts"` } func (c *RestClient) MarketTicker(instId string) (*MarketTicker, error) { // SPOT, SWAP, FUTURES, OPTION var params = url.Values{} params.Add("instId", instId) req, err := c.newRequest("GET", "/api/v5/market/ticker", 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 } 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)) }