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283 lines
7.5 KiB
Go
283 lines
7.5 KiB
Go
package kucoinapi
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import (
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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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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/pkg/errors"
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)
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type MarketDataService struct {
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client *RestClient
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}
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type Symbol struct {
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Symbol string `json:"symbol"`
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Name string `json:"name"`
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BaseCurrency string `json:"baseCurrency"`
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QuoteCurrency string `json:"quoteCurrency"`
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FeeCurrency string `json:"feeCurrency"`
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Market string `json:"market"`
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BaseMinSize fixedpoint.Value `json:"baseMinSize"`
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QuoteMinSize fixedpoint.Value `json:"quoteMinSize"`
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BaseIncrement fixedpoint.Value `json:"baseIncrement"`
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QuoteIncrement fixedpoint.Value `json:"quoteIncrement"`
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PriceIncrement fixedpoint.Value `json:"priceIncrement"`
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PriceLimitRate fixedpoint.Value `json:"priceLimitRate"`
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IsMarginEnabled bool `json:"isMarginEnabled"`
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EnableTrading bool `json:"enableTrading"`
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}
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func (s *MarketDataService) ListSymbols(market ...string) ([]Symbol, error) {
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var params = url.Values{}
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if len(market) == 1 {
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params["market"] = []string{market[0]}
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} else if len(market) > 1 {
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return nil, errors.New("symbols api only supports one market parameter")
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}
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req, err := s.client.NewRequest("GET", "/api/v1/symbols", params, 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 []Symbol `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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/*
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//Get Ticker
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{
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"sequence": "1550467636704",
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"bestAsk": "0.03715004",
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"size": "0.17",
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"price": "0.03715005",
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"bestBidSize": "3.803",
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"bestBid": "0.03710768",
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"bestAskSize": "1.788",
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"time": 1550653727731
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}
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*/
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type Ticker struct {
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Sequence string `json:"sequence"`
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Size fixedpoint.Value `json:"size"`
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Price fixedpoint.Value `json:"price"`
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BestAsk fixedpoint.Value `json:"bestAsk"`
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BestBid fixedpoint.Value `json:"bestBid"`
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BestBidSize fixedpoint.Value `json:"bestBidSize"`
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Time types.MillisecondTimestamp `json:"time"`
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}
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func (s *MarketDataService) GetTicker(symbol string) (*Ticker, error) {
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var params = url.Values{}
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params["symbol"] = []string{symbol}
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req, err := s.client.NewRequest("GET", "/api/v1/market/orderbook/level1", params, 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 *Ticker `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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/*
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{
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"time":1602832092060,
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"ticker":[
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{
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"symbol": "BTC-USDT", // symbol
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"symbolName":"BTC-USDT", // SymbolName of trading pairs, it would change after renaming
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"buy": "11328.9", // bestAsk
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"sell": "11329", // bestBid
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"changeRate": "-0.0055", // 24h change rate
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"changePrice": "-63.6", // 24h change price
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"high": "11610", // 24h highest price
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"low": "11200", // 24h lowest price
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"vol": "2282.70993217", // 24h volume，the aggregated trading volume in BTC
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"volValue": "25984946.157790431", // 24h total, the trading volume in quote currency of last 24 hours
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"last": "11328.9", // last price
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"averagePrice": "11360.66065903", // 24h average transaction price yesterday
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"takerFeeRate": "0.001", // Basic Taker Fee
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"makerFeeRate": "0.001", // Basic Maker Fee
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"takerCoefficient": "1", // Taker Fee Coefficient
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"makerCoefficient": "1" // Maker Fee Coefficient
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}
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]
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}
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*/
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type Ticker24H struct {
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Symbol string `json:"symbol"`
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SymbolName string `json:"symbolName"`
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Buy fixedpoint.Value `json:"buy"`
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Sell fixedpoint.Value `json:"sell"`
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ChangeRate fixedpoint.Value `json:"changeRate"`
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ChangePrice fixedpoint.Value `json:"changePrice"`
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High fixedpoint.Value `json:"high"`
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Low fixedpoint.Value `json:"low"`
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Last fixedpoint.Value `json:"last"`
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AveragePrice fixedpoint.Value `json:"averagePrice"`
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Volume fixedpoint.Value `json:"vol"` // base volume
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VolumeValue fixedpoint.Value `json:"volValue"` // quote volume
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TakerFeeRate fixedpoint.Value `json:"takerFeeRate"`
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MakerFeeRate fixedpoint.Value `json:"makerFeeRate"`
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TakerCoefficient fixedpoint.Value `json:"takerCoefficient"`
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MakerCoefficient fixedpoint.Value `json:"makerCoefficient"`
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Time types.MillisecondTimestamp `json:"time"`
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}
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type AllTickers struct {
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Time types.MillisecondTimestamp `json:"time"`
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Ticker []Ticker24H `json:"ticker"`
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}
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func (s *MarketDataService) ListTickers() (*AllTickers, error) {
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req, err := s.client.NewRequest("GET", "/api/v1/market/allTickers", 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 *AllTickers `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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func (s *MarketDataService) GetTicker24HStat(symbol string) (*Ticker24H, error) {
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var params = url.Values{}
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params.Add("symbol", symbol)
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req, err := s.client.NewRequest("GET", "/api/v1/market/stats", params, 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 *Ticker24H `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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/*
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{
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"sequence": "3262786978",
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"time": 1550653727731,
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"bids": [["6500.12", "0.45054140"],
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["6500.11", "0.45054140"]], //[price，size]
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"asks": [["6500.16", "0.57753524"],
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["6500.15", "0.57753524"]]
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}
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*/
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type OrderBook struct {
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Sequence string `json:"sequence"`
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Time types.MillisecondTimestamp `json:"time"`
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Bids [][]fixedpoint.Value `json:"bids,omitempty"`
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Asks [][]fixedpoint.Value `json:"asks,omitempty"`
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}
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func (s *MarketDataService) GetOrderBook(symbol string, depth int) (*OrderBook, error) {
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params := url.Values{}
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params["symbol"] = []string{symbol}
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var req *http.Request
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var err error
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switch depth {
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case 20, 100:
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refURL := "/api/v1/market/orderbook/level2_" + strconv.Itoa(depth)
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req, err = s.client.NewRequest("GET", refURL, params, nil)
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if err != nil {
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return nil, err
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}
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case 0:
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refURL := "/api/v3/market/orderbook/level2"
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req, err = s.client.NewAuthenticatedRequest("GET", refURL, params, nil)
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if err != nil {
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return nil, err
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}
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default:
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return nil, fmt.Errorf("depth %d is not supported, use 20, 100 or 0", depth)
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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 *OrderBook `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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