mirror of
https://github.com/c9s/bbgo.git
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163 lines
3.5 KiB
Go
163 lines
3.5 KiB
Go
package kucoin
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import (
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"fmt"
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"hash/fnv"
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"math"
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"strings"
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"time"
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"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
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"github.com/c9s/bbgo/pkg/types"
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)
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func toGlobalBalanceMap(accounts []kucoinapi.Account) types.BalanceMap {
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balances := types.BalanceMap{}
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// for now, we only return the trading account
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for _, account := range accounts {
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switch account.Type {
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case kucoinapi.AccountTypeTrade:
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balances[account.Currency] = types.Balance{
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Currency: account.Currency,
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Available: account.Available,
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Locked: account.Holds,
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}
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}
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}
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return balances
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}
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func toGlobalSymbol(symbol string) string {
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return strings.ReplaceAll(symbol, "-", "")
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}
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func toGlobalMarket(m kucoinapi.Symbol) types.Market {
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symbol := toGlobalSymbol(m.Symbol)
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return types.Market{
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Symbol: symbol,
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LocalSymbol: m.Symbol,
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PricePrecision: int(math.Log10(m.PriceIncrement.Float64())), // convert 0.0001 to 4
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VolumePrecision: int(math.Log10(m.BaseIncrement.Float64())),
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QuoteCurrency: m.QuoteCurrency,
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BaseCurrency: m.BaseCurrency,
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MinNotional: m.QuoteMinSize.Float64(),
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MinAmount: m.QuoteMinSize.Float64(),
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MinQuantity: m.BaseMinSize.Float64(),
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MaxQuantity: 0, // not used
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StepSize: m.BaseIncrement.Float64(),
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MinPrice: 0, // not used
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MaxPrice: 0, // not used
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TickSize: m.PriceIncrement.Float64(),
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}
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}
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func toGlobalTicker(s kucoinapi.Ticker24H) types.Ticker {
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return types.Ticker{
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Time: s.Time.Time(),
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Volume: s.Volume.Float64(),
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Last: s.Last.Float64(),
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Open: s.Last.Float64() - s.ChangePrice.Float64(),
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High: s.High.Float64(),
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Low: s.Low.Float64(),
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Buy: s.Buy.Float64(),
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Sell: s.Sell.Float64(),
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}
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}
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func toLocalInterval(i types.Interval) string {
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switch i {
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case types.Interval1m:
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return "1min"
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case types.Interval15m:
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return "15min"
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case types.Interval30m:
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return "30min"
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case types.Interval1h:
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return "1hour"
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case types.Interval2h:
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return "2hour"
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case types.Interval4h:
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return "4hour"
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}
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return "1h"
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}
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// convertSubscriptions global subscription to local websocket command
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func convertSubscriptions(ss []types.Subscription) ([]WebSocketCommand, error) {
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var id = time.Now().UnixNano() / int64(time.Millisecond)
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var cmds []WebSocketCommand
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for _, s := range ss {
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id++
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var subscribeTopic string
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switch s.Channel {
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case types.BookChannel:
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// see https://docs.kucoin.com/#level-2-market-data
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subscribeTopic = "/market/level2" + ":" + toLocalSymbol(s.Symbol)
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case types.KLineChannel:
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subscribeTopic = "/market/candles" + ":" + toLocalSymbol(s.Symbol) + "_" + toLocalInterval(types.Interval(s.Options.Interval))
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default:
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return nil, fmt.Errorf("websocket channel %s is not supported by kucoin", s.Channel)
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}
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cmds = append(cmds, WebSocketCommand{
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Id: id,
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Type: WebSocketMessageTypeSubscribe,
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Topic: subscribeTopic,
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PrivateChannel: false,
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Response: true,
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})
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}
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return cmds, nil
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}
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func hashStringID(s string) uint64 {
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h := fnv.New64a()
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h.Write([]byte(s))
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return h.Sum64()
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}
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func toGlobalSide(s string) types.SideType {
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switch s {
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case "buy":
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return types.SideTypeBuy
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case "sell":
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return types.SideTypeSell
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}
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return types.SideTypeSelf
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}
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func toGlobalOrderType(s string) types.OrderType {
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switch s {
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case "limit":
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return types.OrderTypeLimit
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case "stop_limit":
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return types.OrderTypeStopLimit
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case "market":
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return types.OrderTypeMarket
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case "stop_market":
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return types.OrderTypeStopMarket
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}
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return ""
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}
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