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102 lines
2.6 KiB
Go
102 lines
2.6 KiB
Go
package kucoin
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import (
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"fmt"
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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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// convertSubscriptions global subscription to local websocket command
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func convertSubscriptions(ss []types.Subscription) ([]kucoinapi.WebSocketCommand, error) {
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var id = time.Now().UnixMilli()
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var cmds []kucoinapi.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) + "_" + 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, kucoinapi.WebSocketCommand{
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Id: id,
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Type: kucoinapi.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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