bbgo_origin/pkg/exchange/kucoin/kucoinapi/marketdata.go

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