mirror of
https://github.com/c9s/bbgo.git
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338 lines
10 KiB
Go
338 lines
10 KiB
Go
package kucoinapi
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//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
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//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
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//go:generate -command DeleteRequest requestgen -method DELETE -responseType .APIResponse -responseDataField Data
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import (
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"context"
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"time"
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"github.com/c9s/requestgen"
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"github.com/pkg/errors"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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type TradeService struct {
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client *RestClient
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}
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type OrderResponse struct {
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OrderID string `json:"orderId"`
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}
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func (c *TradeService) NewListHistoryOrdersRequest() *ListHistoryOrdersRequest {
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return &ListHistoryOrdersRequest{client: c.client}
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}
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func (c *TradeService) NewPlaceOrderRequest() *PlaceOrderRequest {
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return &PlaceOrderRequest{client: c.client}
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}
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func (c *TradeService) NewBatchPlaceOrderRequest() *BatchPlaceOrderRequest {
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return &BatchPlaceOrderRequest{client: c.client}
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}
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func (c *TradeService) NewCancelOrderRequest() *CancelOrderRequest {
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return &CancelOrderRequest{client: c.client}
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}
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func (c *TradeService) NewCancelAllOrderRequest() *CancelAllOrderRequest {
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return &CancelAllOrderRequest{client: c.client}
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}
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func (c *TradeService) NewGetFillsRequest() *GetFillsRequest {
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return &GetFillsRequest{client: c.client}
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}
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//go:generate GetRequest -url /api/v1/fills -type GetFillsRequest -responseDataType .FillListPage
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type GetFillsRequest struct {
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client requestgen.AuthenticatedAPIClient
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orderID *string `param:"orderId"`
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tradeType *string `param:"tradeType" default:"TRADE"`
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symbol *string `param:"symbol"`
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side *string `param:"side" validValues:"buy,sell"`
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orderType *string `param:"type" validValues:"limit,market,limit_stop,market_stop"`
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startAt *time.Time `param:"startAt,milliseconds"`
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endAt *time.Time `param:"endAt,milliseconds"`
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}
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type FillListPage struct {
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CurrentPage int `json:"currentPage"`
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PageSize int `json:"pageSize"`
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TotalNumber int `json:"totalNum"`
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TotalPage int `json:"totalPage"`
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Items []Fill `json:"items"`
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}
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type Fill struct {
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Symbol string `json:"symbol"`
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TradeId string `json:"tradeId"`
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OrderId string `json:"orderId"`
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CounterOrderId string `json:"counterOrderId"`
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Side SideType `json:"side"`
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Liquidity LiquidityType `json:"liquidity"`
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ForceTaker bool `json:"forceTaker"`
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Price fixedpoint.Value `json:"price"`
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Size fixedpoint.Value `json:"size"`
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Funds fixedpoint.Value `json:"funds"`
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Fee fixedpoint.Value `json:"fee"`
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FeeRate fixedpoint.Value `json:"feeRate"`
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FeeCurrency string `json:"feeCurrency"`
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Stop string `json:"stop"`
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Type OrderType `json:"type"`
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CreatedAt types.MillisecondTimestamp `json:"createdAt"`
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TradeType TradeType `json:"tradeType"`
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}
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//go:generate GetRequest -url /api/v1/hist-orders -type ListHistoryOrdersRequest -responseDataType .HistoryOrderListPage
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type ListHistoryOrdersRequest struct {
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client requestgen.AuthenticatedAPIClient
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symbol *string `param:"symbol"`
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startAt *time.Time `param:"startAt,milliseconds"`
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endAt *time.Time `param:"endAt,milliseconds"`
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}
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type HistoryOrder struct {
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Symbol string `json:"symbol"`
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DealPrice string `json:"dealPrice"`
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DealValue string `json:"dealValue"`
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Amount string `json:"amount"`
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Fee string `json:"fee"`
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Side string `json:"side"`
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CreatedAt int `json:"createdAt"`
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}
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type HistoryOrderListPage struct {
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CurrentPage int `json:"currentPage"`
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PageSize int `json:"pageSize"`
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TotalNum int `json:"totalNum"`
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TotalPage int `json:"totalPage"`
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Items []HistoryOrder `json:"items"`
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}
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//go:generate GetRequest -url /api/v1/orders -type ListOrdersRequest -responseDataType .OrderListPage
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type ListOrdersRequest struct {
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client requestgen.AuthenticatedAPIClient
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status *string `param:"status" validValues:"active,done"`
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symbol *string `param:"symbol"`
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side *SideType `param:"side" validValues:"buy,sell"`
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orderType *OrderType `param:"type"`
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tradeType *TradeType `param:"tradeType" default:"TRADE"`
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startAt *time.Time `param:"startAt,milliseconds"`
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endAt *time.Time `param:"endAt,milliseconds"`
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}
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type Order struct {
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ID string `json:"id"`
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Symbol string `json:"symbol"`
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OperationType string `json:"opType"`
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Type string `json:"type"`
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Side string `json:"side"`
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Price fixedpoint.Value `json:"price"`
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Size fixedpoint.Value `json:"size"`
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Funds fixedpoint.Value `json:"funds"`
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DealFunds fixedpoint.Value `json:"dealFunds"`
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DealSize fixedpoint.Value `json:"dealSize"`
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Fee fixedpoint.Value `json:"fee"`
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FeeCurrency string `json:"feeCurrency"`
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StopType string `json:"stop"`
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StopTriggerred bool `json:"stopTriggered"`
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StopPrice fixedpoint.Value `json:"stopPrice"`
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TimeInForce TimeInForceType `json:"timeInForce"`
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PostOnly bool `json:"postOnly"`
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Hidden bool `json:"hidden"`
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Iceberg bool `json:"iceberg"`
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Channel string `json:"channel"`
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ClientOrderID string `json:"clientOid"`
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Remark string `json:"remark"`
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IsActive bool `json:"isActive"`
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CancelExist bool `json:"cancelExist"`
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CreatedAt types.MillisecondTimestamp `json:"createdAt"`
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}
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type OrderListPage struct {
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CurrentPage int `json:"currentPage"`
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PageSize int `json:"pageSize"`
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TotalNumber int `json:"totalNum"`
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TotalPage int `json:"totalPage"`
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Items []Order `json:"items"`
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}
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func (c *TradeService) NewListOrdersRequest() *ListOrdersRequest {
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return &ListOrdersRequest{client: c.client}
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}
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//go:generate PostRequest -url /api/v1/orders -type PlaceOrderRequest -responseDataType .OrderResponse
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type PlaceOrderRequest struct {
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client requestgen.AuthenticatedAPIClient
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// A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 32 characters.
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clientOrderID *string `param:"clientOid,required" defaultValuer:"uuid()"`
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symbol string `param:"symbol,required"`
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// A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 8 characters.
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tag *string `param:"tag"`
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// "buy" or "sell"
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side SideType `param:"side"`
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orderType OrderType `param:"ordType"`
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// limit order parameters
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size string `param:"size,required"`
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price *string `param:"price"`
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timeInForce *TimeInForceType `param:"timeInForce,required"`
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postOnly *bool `param:"postOnly"`
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}
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type CancelOrderResponse struct {
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CancelledOrderIDs []string `json:"cancelledOrderIds,omitempty"`
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// used when using client order id for canceling order
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CancelledOrderId string `json:"cancelledOrderId,omitempty"`
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ClientOrderID string `json:"clientOid,omitempty"`
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}
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//go:generate requestgen -type CancelOrderRequest
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type CancelOrderRequest struct {
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client requestgen.AuthenticatedAPIClient
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orderID *string `param:"orderID"`
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clientOrderID *string `param:"clientOrderID"`
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}
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func (r *CancelOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, error) {
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if r.orderID == nil && r.clientOrderID == nil {
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return nil, errors.New("either orderID or clientOrderID is required for canceling order")
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}
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var refURL string
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if r.orderID != nil {
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refURL = "/api/v1/orders/" + *r.orderID
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} else if r.clientOrderID != nil {
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refURL = "/api/v1/order/client-order/" + *r.clientOrderID
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}
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req, err := r.client.NewAuthenticatedRequest(ctx, "DELETE", refURL, 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 := r.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 *CancelOrderResponse `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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if apiResponse.Data == nil {
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return nil, errors.New("api error: [" + apiResponse.Code + "] " + apiResponse.Message)
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}
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return apiResponse.Data, nil
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}
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//go:generate DeleteRequest -url /api/v1/orders -type CancelAllOrderRequest -responseDataType .CancelOrderResponse
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type CancelAllOrderRequest struct {
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client requestgen.AuthenticatedAPIClient
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symbol *string `param:"symbol"`
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tradeType *string `param:"tradeType"`
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}
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// Request via this endpoint to place 5 orders at the same time.
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// The order type must be a limit order of the same symbol.
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// The interface currently only supports spot trading
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type BatchPlaceOrderRequest struct {
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client *RestClient
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symbol string
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reqs []*PlaceOrderRequest
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}
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func (r *BatchPlaceOrderRequest) Symbol(symbol string) *BatchPlaceOrderRequest {
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r.symbol = symbol
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return r
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}
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func (r *BatchPlaceOrderRequest) Add(reqs ...*PlaceOrderRequest) *BatchPlaceOrderRequest {
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r.reqs = append(r.reqs, reqs...)
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return r
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}
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func (r *BatchPlaceOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
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var orderList []map[string]interface{}
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for _, req := range r.reqs {
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params, err := req.GetParameters()
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if err != nil {
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return nil, err
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}
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orderList = append(orderList, params)
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}
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var payload = map[string]interface{}{
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"symbol": r.symbol,
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"orderList": orderList,
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}
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req, err := r.client.NewAuthenticatedRequest(ctx, "POST", "/api/v1/orders/multi", nil, payload)
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if err != nil {
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return nil, err
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}
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response, err := r.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 []OrderResponse `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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if apiResponse.Data == nil {
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return nil, errors.New("api error: [" + apiResponse.Code + "] " + apiResponse.Message)
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}
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return apiResponse.Data, nil
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}
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