1419 lines
62 KiB
Python
1419 lines
62 KiB
Python
# -*- coding: utf-8 -*-
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# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
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# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
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import ccxt.async_support
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from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp
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from ccxt.base.types import Any, Balances, Bool, Int, Order, OrderBook, Str, Strings, Ticker, Tickers, Trade
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from ccxt.async_support.base.ws.client import Client
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from typing import List
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from ccxt.base.errors import ExchangeError
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from ccxt.base.errors import ArgumentsRequired
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class kucoin(ccxt.async_support.kucoin):
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def describe(self) -> Any:
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return self.deep_extend(super(kucoin, self).describe(), {
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'has': {
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'ws': True,
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'createOrderWs': False,
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'editOrderWs': False,
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'fetchOpenOrdersWs': False,
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'fetchOrderWs': False,
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'cancelOrderWs': False,
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'cancelOrdersWs': False,
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'cancelAllOrdersWs': False,
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'watchBidsAsks': True,
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'watchOrderBook': True,
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'watchOrders': True,
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'watchMyTrades': True,
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'watchTickers': True,
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'watchTicker': True,
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'watchTrades': True,
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'watchTradesForSymbols': True,
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'watchOrderBookForSymbols': True,
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'watchBalance': True,
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'watchOHLCV': True,
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'unWatchTicker': True,
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'unWatchOHLCV': True,
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'unWatchOrderBook': True,
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'unWatchTrades': True,
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'unWatchhTradesForSymbols': True,
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},
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'options': {
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'tradesLimit': 1000,
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'watchTicker': {
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'name': 'market/snapshot', # market/ticker
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},
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'watchOrderBook': {
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'snapshotDelay': 5,
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'snapshotMaxRetries': 3,
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'method': '/market/level2', # '/spotMarket/level2Depth5' or '/spotMarket/level2Depth50'
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},
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'watchMyTrades': {
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'method': '/spotMarket/tradeOrders', # or '/spot/tradeFills'
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},
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},
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'streaming': {
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# kucoin does not support built-in ws protocol-level ping-pong
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# instead it requires a custom json-based text ping-pong
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# https://docs.kucoin.com/#ping
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'ping': self.ping,
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},
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})
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async def negotiate(self, privateChannel, params={}):
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connectId = 'private' if privateChannel else 'public'
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urls = self.safe_value(self.options, 'urls', {})
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future = self.safe_value(urls, connectId)
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if future is not None:
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return await future
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# we store an awaitable to the url
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# so that multiple calls don't asynchronously
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# fetch different urls and overwrite each other
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urls[connectId] = self.spawn(self.negotiate_helper, privateChannel, params)
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self.options['urls'] = urls
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future = urls[connectId]
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return await future
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async def negotiate_helper(self, privateChannel, params={}):
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response = None
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connectId = 'private' if privateChannel else 'public'
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try:
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if privateChannel:
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response = await self.privatePostBulletPrivate(params)
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#
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# {
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# "code": "200000",
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# "data": {
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# "instanceServers": [
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# {
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# "pingInterval": 50000,
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# "endpoint": "wss://push-private.kucoin.com/endpoint",
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# "protocol": "websocket",
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# "encrypt": True,
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# "pingTimeout": 10000
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# }
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# ],
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# "token": "2neAiuYvAU61ZDXANAGAsiL4-iAExhsBXZxftpOeh_55i3Ysy2q2LEsEWU64mdzUOPusi34M_wGoSf7iNyEWJ1UQy47YbpY4zVdzilNP-Bj3iXzrjjGlWtiYB9J6i9GjsxUuhPw3BlrzazF6ghq4Lzf7scStOz3KkxjwpsOBCH4=.WNQmhZQeUKIkh97KYgU0Lg=="
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# }
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# }
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#
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else:
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response = await self.publicPostBulletPublic(params)
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data = self.safe_value(response, 'data', {})
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instanceServers = self.safe_value(data, 'instanceServers', [])
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firstInstanceServer = self.safe_value(instanceServers, 0)
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pingInterval = self.safe_integer(firstInstanceServer, 'pingInterval')
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endpoint = self.safe_string(firstInstanceServer, 'endpoint')
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token = self.safe_string(data, 'token')
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result = endpoint + '?' + self.urlencode({
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'token': token,
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'privateChannel': privateChannel,
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'connectId': connectId,
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})
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client = self.client(result)
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client.keepAlive = pingInterval
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return result
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except Exception as e:
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future = self.safe_value(self.options['urls'], connectId)
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future.reject(e)
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del self.options['urls'][connectId]
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return None
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def request_id(self):
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requestId = self.sum(self.safe_integer(self.options, 'requestId', 0), 1)
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self.options['requestId'] = requestId
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return requestId
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async def subscribe(self, url, messageHash, subscriptionHash, params={}, subscription=None):
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requestId = str(self.request_id())
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request: dict = {
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'id': requestId,
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'type': 'subscribe',
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'topic': subscriptionHash,
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'response': True,
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}
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message = self.extend(request, params)
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client = self.client(url)
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if not (subscriptionHash in client.subscriptions):
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client.subscriptions[requestId] = subscriptionHash
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return await self.watch(url, messageHash, message, subscriptionHash, subscription)
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async def un_subscribe(self, url, messageHash, topic, subscriptionHash, params={}, subscription: dict = None):
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return await self.un_subscribe_multiple(url, [messageHash], topic, [subscriptionHash], params, subscription)
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async def subscribe_multiple(self, url, messageHashes, topic, subscriptionHashes, params={}, subscription=None):
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requestId = str(self.request_id())
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request: dict = {
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'id': requestId,
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'type': 'subscribe',
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'topic': topic,
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'response': True,
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}
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message = self.extend(request, params)
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client = self.client(url)
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for i in range(0, len(subscriptionHashes)):
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subscriptionHash = subscriptionHashes[i]
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if not (subscriptionHash in client.subscriptions):
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client.subscriptions[requestId] = subscriptionHash
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return await self.watch_multiple(url, messageHashes, message, subscriptionHashes, subscription)
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async def un_subscribe_multiple(self, url, messageHashes, topic, subscriptionHashes, params={}, subscription: dict = None):
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requestId = str(self.request_id())
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request: dict = {
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'id': requestId,
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'type': 'unsubscribe',
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'topic': topic,
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'response': True,
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}
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message = self.extend(request, params)
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if subscription is not None:
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subscription[requestId] = requestId
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client = self.client(url)
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for i in range(0, len(subscriptionHashes)):
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subscriptionHash = subscriptionHashes[i]
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if not (subscriptionHash in client.subscriptions):
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client.subscriptions[requestId] = subscriptionHash
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return await self.watch_multiple(url, messageHashes, message, subscriptionHashes, subscription)
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async def watch_ticker(self, symbol: str, params={}) -> Ticker:
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"""
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watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
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https://www.kucoin.com/docs/websocket/spot-trading/public-channels/market-snapshot
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:param str symbol: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
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"""
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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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url = await self.negotiate(False)
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method, query = self.handle_option_and_params(params, 'watchTicker', 'method', '/market/snapshot')
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topic = method + ':' + market['id']
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messageHash = 'ticker:' + symbol
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return await self.subscribe(url, messageHash, topic, query)
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async def un_watch_ticker(self, symbol: str, params={}) -> Ticker:
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"""
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unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
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https://www.kucoin.com/docs/websocket/spot-trading/public-channels/market-snapshot
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:param str symbol: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
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"""
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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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url = await self.negotiate(False)
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method = None
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method, params = self.handle_option_and_params(params, 'watchTicker', 'method', '/market/snapshot')
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topic = method + ':' + market['id']
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messageHash = 'unsubscribe:ticker:' + symbol
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subMessageHash = 'ticker:' + symbol
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subscription = {
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'messageHashes': [messageHash],
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'subMessageHashes': [subMessageHash],
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'topic': 'trades',
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'unsubscribe': True,
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'symbols': [symbol],
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}
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return await self.un_subscribe(url, messageHash, topic, subMessageHash, params, subscription)
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async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
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"""
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https://www.kucoin.com/docs/websocket/spot-trading/public-channels/ticker
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watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
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:param str[] symbols: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:param str [params.method]: either '/market/snapshot' or '/market/ticker' default is '/market/ticker'
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:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
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"""
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await self.load_markets()
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symbols = self.market_symbols(symbols)
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messageHash = 'tickers'
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method = None
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method, params = self.handle_option_and_params(params, 'watchTickers', 'method', '/market/ticker')
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messageHashes = []
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topics = []
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if symbols is not None:
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for i in range(0, len(symbols)):
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symbol = symbols[i]
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messageHashes.append('ticker:' + symbol)
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market = self.market(symbol)
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topics.append(method + ':' + market['id'])
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url = await self.negotiate(False)
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tickers = None
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if symbols is None:
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allTopic = method + ':all'
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tickers = await self.subscribe(url, messageHash, allTopic, params)
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if self.newUpdates:
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return tickers
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else:
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marketIds = self.market_ids(symbols)
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symbolsTopic = method + ':' + ','.join(marketIds)
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tickers = await self.subscribe_multiple(url, messageHashes, symbolsTopic, topics, params)
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if self.newUpdates:
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newDict: dict = {}
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newDict[tickers['symbol']] = tickers
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return newDict
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return self.filter_by_array(self.tickers, 'symbol', symbols)
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def handle_ticker(self, client: Client, message):
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#
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# market/snapshot
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#
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# updates come in every 2 sec unless there
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# were no changes since the previous update
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#
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# {
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# "data": {
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# "sequence": "1545896669291",
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# "data": {
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# "trading": True,
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# "symbol": "KCS-BTC",
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# "buy": 0.00011,
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# "sell": 0.00012,
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# "sort": 100,
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# "volValue": 3.13851792584, # total
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# "baseCurrency": "KCS",
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# "market": "BTC",
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# "quoteCurrency": "BTC",
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# "symbolCode": "KCS-BTC",
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# "datetime": 1548388122031,
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# "high": 0.00013,
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# "vol": 27514.34842,
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# "low": 0.0001,
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# "changePrice": -1.0e-5,
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# "changeRate": -0.0769,
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# "lastTradedPrice": 0.00012,
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# "board": 0,
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# "mark": 0
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# }
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# },
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# "subject": "trade.snapshot",
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# "topic": "/market/snapshot:KCS-BTC",
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# "type": "message"
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# }
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#
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# market/ticker
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#
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# {
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# "type": "message",
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# "topic": "/market/ticker:BTC-USDT",
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# "subject": "trade.ticker",
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# "data": {
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# "bestAsk": "62163",
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# "bestAskSize": "0.99011388",
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# "bestBid": "62162.9",
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# "bestBidSize": "0.04794181",
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# "price": "62162.9",
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# "sequence": "1621383371852",
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# "size": "0.00832274",
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# "time": 1634641987564
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# }
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# }
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#
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topic = self.safe_string(message, 'topic')
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market = None
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if topic is not None:
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parts = topic.split(':')
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first = self.safe_string(parts, 1)
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marketId = None
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if first == 'all':
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marketId = self.safe_string(message, 'subject')
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else:
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marketId = first
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market = self.safe_market(marketId, market, '-')
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data = self.safe_value(message, 'data', {})
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rawTicker = self.safe_value(data, 'data', data)
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ticker = self.parse_ticker(rawTicker, market)
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symbol = ticker['symbol']
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self.tickers[symbol] = ticker
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messageHash = 'ticker:' + symbol
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client.resolve(ticker, messageHash)
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# watchTickers
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allTickers: dict = {}
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allTickers[symbol] = ticker
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client.resolve(allTickers, 'tickers')
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async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
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"""
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https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level1-bbo-market-data
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watches best bid & ask for symbols
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:param str[] symbols: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
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"""
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ticker = await self.watch_multi_helper('watchBidsAsks', '/spotMarket/level1:', symbols, params)
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if self.newUpdates:
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tickers: dict = {}
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tickers[ticker['symbol']] = ticker
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return tickers
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return self.filter_by_array(self.bidsasks, 'symbol', symbols)
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async def watch_multi_helper(self, methodName, channelName: str, symbols: Strings = None, params={}):
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await self.load_markets()
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symbols = self.market_symbols(symbols, None, False, True, False)
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length = len(symbols)
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if length > 100:
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raise ArgumentsRequired(self.id + ' ' + methodName + '() accepts a maximum of 100 symbols')
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messageHashes = []
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for i in range(0, len(symbols)):
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symbol = symbols[i]
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market = self.market(symbol)
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messageHashes.append('bidask@' + market['symbol'])
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url = await self.negotiate(False)
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marketIds = self.market_ids(symbols)
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joined = ','.join(marketIds)
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requestId = str(self.request_id())
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request: dict = {
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'id': requestId,
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'type': 'subscribe',
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'topic': channelName + joined,
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'response': True,
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}
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message = self.extend(request, params)
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return await self.watch_multiple(url, messageHashes, message, messageHashes)
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def handle_bid_ask(self, client: Client, message):
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#
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# arrives one symbol dict
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#
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# {
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# topic: '/spotMarket/level1:ETH-USDT',
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# type: 'message',
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# data: {
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# asks: ['3347.42', '2.0778387'],
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# bids: ['3347.41', '6.0411697'],
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# timestamp: 1712231142085
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# },
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# subject: 'level1'
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# }
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#
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parsedTicker = self.parse_ws_bid_ask(message)
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symbol = parsedTicker['symbol']
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self.bidsasks[symbol] = parsedTicker
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messageHash = 'bidask@' + symbol
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client.resolve(parsedTicker, messageHash)
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def parse_ws_bid_ask(self, ticker, market=None):
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topic = self.safe_string(ticker, 'topic')
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parts = topic.split(':')
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marketId = parts[1]
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market = self.safe_market(marketId, market)
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symbol = self.safe_string(market, 'symbol')
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data = self.safe_dict(ticker, 'data', {})
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ask = self.safe_list(data, 'asks', [])
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bid = self.safe_list(data, 'bids', [])
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timestamp = self.safe_integer(data, 'timestamp')
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return self.safe_ticker({
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'symbol': symbol,
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'timestamp': timestamp,
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'datetime': self.iso8601(timestamp),
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'ask': self.safe_number(ask, 0),
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'askVolume': self.safe_number(ask, 1),
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'bid': self.safe_number(bid, 0),
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'bidVolume': self.safe_number(bid, 1),
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'info': ticker,
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}, market)
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async def watch_ohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
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"""
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watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
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https://www.kucoin.com/docs/websocket/spot-trading/public-channels/klines
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:param str symbol: unified symbol of the market to fetch OHLCV data for
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:param str timeframe: the length of time each candle represents
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:param int [since]: timestamp in ms of the earliest candle to fetch
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:param int [limit]: the maximum amount of candles to fetch
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns int[][]: A list of candles ordered, open, high, low, close, volume
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"""
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await self.load_markets()
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url = await self.negotiate(False)
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market = self.market(symbol)
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symbol = market['symbol']
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period = self.safe_string(self.timeframes, timeframe, timeframe)
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topic = '/market/candles:' + market['id'] + '_' + period
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messageHash = 'candles:' + symbol + ':' + timeframe
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ohlcv = await self.subscribe(url, messageHash, topic, params)
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if self.newUpdates:
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limit = ohlcv.getLimit(symbol, limit)
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return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
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async def un_watch_ohlcv(self, symbol: str, timeframe: str = '1m', params={}) -> List[list]:
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"""
|
|
unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
|
|
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/klines
|
|
|
|
:param str symbol: unified symbol of the market to fetch OHLCV data for
|
|
:param str timeframe: the length of time each candle represents
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns int[][]: A list of candles ordered, open, high, low, close, volume
|
|
"""
|
|
await self.load_markets()
|
|
url = await self.negotiate(False)
|
|
market = self.market(symbol)
|
|
symbol = market['symbol']
|
|
period = self.safe_string(self.timeframes, timeframe, timeframe)
|
|
topic = '/market/candles:' + market['id'] + '_' + period
|
|
messageHash = 'unsubscribe:candles:' + symbol + ':' + timeframe
|
|
subMessageHash = 'candles:' + symbol + ':' + timeframe
|
|
subscription = {
|
|
'messageHashes': [messageHash],
|
|
'subMessageHashes': [subMessageHash],
|
|
'topic': 'ohlcv',
|
|
'unsubscribe': True,
|
|
'symbols': [symbol],
|
|
}
|
|
return await self.un_subscribe(url, messageHash, topic, messageHash, params, subscription)
|
|
|
|
def handle_ohlcv(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "data": {
|
|
# "symbol": "BTC-USDT",
|
|
# "candles": [
|
|
# "1624881240",
|
|
# "34138.8",
|
|
# "34121.6",
|
|
# "34138.8",
|
|
# "34097.9",
|
|
# "3.06097133",
|
|
# "104430.955068564"
|
|
# ],
|
|
# "time": 1624881284466023700
|
|
# },
|
|
# "subject": "trade.candles.update",
|
|
# "topic": "/market/candles:BTC-USDT_1min",
|
|
# "type": "message"
|
|
# }
|
|
#
|
|
data = self.safe_value(message, 'data', {})
|
|
marketId = self.safe_string(data, 'symbol')
|
|
candles = self.safe_value(data, 'candles', [])
|
|
topic = self.safe_string(message, 'topic')
|
|
parts = topic.split('_')
|
|
interval = self.safe_string(parts, 1)
|
|
# use a reverse lookup in a static map instead
|
|
timeframe = self.find_timeframe(interval)
|
|
market = self.safe_market(marketId)
|
|
symbol = market['symbol']
|
|
messageHash = 'candles:' + symbol + ':' + timeframe
|
|
self.ohlcvs[symbol] = self.safe_value(self.ohlcvs, symbol, {})
|
|
stored = self.safe_value(self.ohlcvs[symbol], timeframe)
|
|
if stored is None:
|
|
limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
|
|
stored = ArrayCacheByTimestamp(limit)
|
|
self.ohlcvs[symbol][timeframe] = stored
|
|
ohlcv = self.parse_ohlcv(candles, market)
|
|
stored.append(ohlcv)
|
|
client.resolve(stored, messageHash)
|
|
|
|
async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
|
"""
|
|
get the list of most recent trades for a particular symbol
|
|
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/match-execution-data
|
|
|
|
:param str symbol: unified symbol of the market to fetch trades for
|
|
:param int [since]: timestamp in ms of the earliest trade to fetch
|
|
:param int [limit]: the maximum amount of trades to fetch
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
|
|
"""
|
|
return await self.watch_trades_for_symbols([symbol], since, limit, params)
|
|
|
|
async def watch_trades_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
|
"""
|
|
get the list of most recent trades for a particular symbol
|
|
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/match-execution-data
|
|
|
|
:param str[] symbols:
|
|
:param int [since]: timestamp in ms of the earliest trade to fetch
|
|
:param int [limit]: the maximum amount of trades to fetch
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
|
|
"""
|
|
symbolsLength = len(symbols)
|
|
if symbolsLength == 0:
|
|
raise ArgumentsRequired(self.id + ' watchTradesForSymbols() requires a non-empty array of symbols')
|
|
await self.load_markets()
|
|
symbols = self.market_symbols(symbols)
|
|
marketIds = self.market_ids(symbols)
|
|
url = await self.negotiate(False)
|
|
messageHashes = []
|
|
subscriptionHashes = []
|
|
topic = '/market/match:' + ','.join(marketIds)
|
|
for i in range(0, len(symbols)):
|
|
symbol = symbols[i]
|
|
messageHashes.append('trades:' + symbol)
|
|
marketId = marketIds[i]
|
|
subscriptionHashes.append('/market/match:' + marketId)
|
|
trades = await self.subscribe_multiple(url, messageHashes, topic, subscriptionHashes, params)
|
|
if self.newUpdates:
|
|
first = self.safe_value(trades, 0)
|
|
tradeSymbol = self.safe_string(first, 'symbol')
|
|
limit = trades.getLimit(tradeSymbol, limit)
|
|
return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
|
|
|
|
async def un_watch_trades_for_symbols(self, symbols: List[str], params={}) -> Any:
|
|
"""
|
|
unWatches trades stream
|
|
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/match-execution-data
|
|
|
|
:param str symbols:
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
|
|
"""
|
|
await self.load_markets()
|
|
symbols = self.market_symbols(symbols, None, False)
|
|
marketIds = self.market_ids(symbols)
|
|
url = await self.negotiate(False)
|
|
messageHashes = []
|
|
subscriptionHashes = []
|
|
topic = '/market/match:' + ','.join(marketIds)
|
|
for i in range(0, len(symbols)):
|
|
symbol = symbols[i]
|
|
messageHashes.append('unsubscribe:trades:' + symbol)
|
|
subscriptionHashes.append('trades:' + symbol)
|
|
subscription = {
|
|
'messageHashes': messageHashes,
|
|
'subMessageHashes': subscriptionHashes,
|
|
'topic': 'trades',
|
|
'unsubscribe': True,
|
|
'symbols': symbols,
|
|
}
|
|
return await self.un_subscribe_multiple(url, messageHashes, topic, messageHashes, params, subscription)
|
|
|
|
async def un_watch_trades(self, symbol: str, params={}) -> Any:
|
|
"""
|
|
unWatches trades stream
|
|
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/match-execution-data
|
|
|
|
:param str symbol: unified symbol of the market to fetch trades for
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
|
|
"""
|
|
return await self.un_watch_trades_for_symbols([symbol], params)
|
|
|
|
def handle_trade(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "data": {
|
|
# "sequence": "1568787654360",
|
|
# "symbol": "BTC-USDT",
|
|
# "side": "buy",
|
|
# "size": "0.00536577",
|
|
# "price": "9345",
|
|
# "takerOrderId": "5e356c4a9f1a790008f8d921",
|
|
# "time": "1580559434436443257",
|
|
# "type": "match",
|
|
# "makerOrderId": "5e356bffedf0010008fa5d7f",
|
|
# "tradeId": "5e356c4aeefabd62c62a1ece"
|
|
# },
|
|
# "subject": "trade.l3match",
|
|
# "topic": "/market/match:BTC-USDT",
|
|
# "type": "message"
|
|
# }
|
|
#
|
|
data = self.safe_value(message, 'data', {})
|
|
trade = self.parse_trade(data)
|
|
symbol = trade['symbol']
|
|
messageHash = 'trades:' + symbol
|
|
trades = self.safe_value(self.trades, symbol)
|
|
if trades is None:
|
|
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
|
trades = ArrayCache(limit)
|
|
self.trades[symbol] = trades
|
|
trades.append(trade)
|
|
client.resolve(trades, messageHash)
|
|
|
|
async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
|
|
"""
|
|
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level1-bbo-market-data
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-market-data
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-5-best-ask-bid-orders
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-50-best-ask-bid-orders
|
|
|
|
watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
|
:param str symbol: unified symbol of the market to fetch the order book for
|
|
:param int [limit]: the maximum amount of order book entries to return
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param str [params.method]: either '/market/level2' or '/spotMarket/level2Depth5' or '/spotMarket/level2Depth50' default is '/market/level2'
|
|
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
|
|
"""
|
|
#
|
|
# https://docs.kucoin.com/#level-2-market-data
|
|
#
|
|
# 1. After receiving the websocket Level 2 data flow, cache the data.
|
|
# 2. Initiate a REST request to get the snapshot data of Level 2 order book.
|
|
# 3. Playback the cached Level 2 data flow.
|
|
# 4. Apply the new Level 2 data flow to the local snapshot to ensure that
|
|
# the sequence of the new Level 2 update lines up with the sequence of
|
|
# the previous Level 2 data. Discard all the message prior to that
|
|
# sequence, and then playback the change to snapshot.
|
|
# 5. Update the level2 full data based on sequence according to the
|
|
# size. If the price is 0, ignore the messages and update the sequence.
|
|
# If the size=0, update the sequence and remove the price of which the
|
|
# size is 0 out of level 2. Fr other cases, please update the price.
|
|
#
|
|
return await self.watch_order_book_for_symbols([symbol], limit, params)
|
|
|
|
async def un_watch_order_book(self, symbol: str, params={}) -> Any:
|
|
"""
|
|
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level1-bbo-market-data
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-market-data
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-5-best-ask-bid-orders
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-50-best-ask-bid-orders
|
|
|
|
unWatches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
|
:param str symbol: unified symbol of the market to fetch the order book for
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param str [params.method]: either '/market/level2' or '/spotMarket/level2Depth5' or '/spotMarket/level2Depth50' default is '/market/level2'
|
|
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
|
|
"""
|
|
return await self.un_watch_order_book_for_symbols([symbol], params)
|
|
|
|
async def watch_order_book_for_symbols(self, symbols: List[str], limit: Int = None, params={}) -> OrderBook:
|
|
"""
|
|
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level1-bbo-market-data
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-market-data
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-5-best-ask-bid-orders
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-50-best-ask-bid-orders
|
|
|
|
watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
|
:param str[] symbols: unified array of symbols
|
|
:param int [limit]: the maximum amount of order book entries to return
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param str [params.method]: either '/market/level2' or '/spotMarket/level2Depth5' or '/spotMarket/level2Depth50' default is '/market/level2'
|
|
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
|
|
"""
|
|
symbolsLength = len(symbols)
|
|
if symbolsLength == 0:
|
|
raise ArgumentsRequired(self.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols')
|
|
if limit is not None:
|
|
if (limit != 20) and (limit != 100) and (limit != 50) and (limit != 5):
|
|
raise ExchangeError(self.id + " watchOrderBook 'limit' argument must be None, 5, 20, 50 or 100")
|
|
await self.load_markets()
|
|
symbols = self.market_symbols(symbols)
|
|
marketIds = self.market_ids(symbols)
|
|
url = await self.negotiate(False)
|
|
method: Str = None
|
|
method, params = self.handle_option_and_params(params, 'watchOrderBook', 'method', '/market/level2')
|
|
if (limit == 5) or (limit == 50):
|
|
method = '/spotMarket/level2Depth' + str(limit)
|
|
topic = method + ':' + ','.join(marketIds)
|
|
messageHashes = []
|
|
subscriptionHashes = []
|
|
for i in range(0, len(symbols)):
|
|
symbol = symbols[i]
|
|
messageHashes.append('orderbook:' + symbol)
|
|
marketId = marketIds[i]
|
|
subscriptionHashes.append(method + ':' + marketId)
|
|
subscription = {}
|
|
if method == '/market/level2': # other streams return the entire orderbook, so we don't need to fetch the snapshot through REST
|
|
subscription = {
|
|
'method': self.handle_order_book_subscription,
|
|
'symbols': symbols,
|
|
'limit': limit,
|
|
}
|
|
orderbook = await self.subscribe_multiple(url, messageHashes, topic, subscriptionHashes, params, subscription)
|
|
return orderbook.limit()
|
|
|
|
async def un_watch_order_book_for_symbols(self, symbols: List[str], params={}) -> Any:
|
|
"""
|
|
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level1-bbo-market-data
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-market-data
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-5-best-ask-bid-orders
|
|
https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-50-best-ask-bid-orders
|
|
|
|
unWatches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
|
:param str[] symbols: unified array of symbols
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param str [params.method]: either '/market/level2' or '/spotMarket/level2Depth5' or '/spotMarket/level2Depth50' default is '/market/level2'
|
|
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
|
|
"""
|
|
limit = self.safe_integer(params, 'limit')
|
|
params = self.omit(params, 'limit')
|
|
await self.load_markets()
|
|
symbols = self.market_symbols(symbols, None, False)
|
|
marketIds = self.market_ids(symbols)
|
|
url = await self.negotiate(False)
|
|
method: Str = None
|
|
method, params = self.handle_option_and_params(params, 'watchOrderBook', 'method', '/market/level2')
|
|
if (limit == 5) or (limit == 50):
|
|
method = '/spotMarket/level2Depth' + str(limit)
|
|
topic = method + ':' + ','.join(marketIds)
|
|
messageHashes = []
|
|
subscriptionHashes = []
|
|
for i in range(0, len(symbols)):
|
|
symbol = symbols[i]
|
|
messageHashes.append('unsubscribe:orderbook:' + symbol)
|
|
subscriptionHashes.append('orderbook:' + symbol)
|
|
subscription = {
|
|
'messageHashes': messageHashes,
|
|
'symbols': symbols,
|
|
'unsubscribe': True,
|
|
'topic': 'orderbook',
|
|
'subMessageHashes': subscriptionHashes,
|
|
}
|
|
return await self.un_subscribe_multiple(url, messageHashes, topic, messageHashes, params, subscription)
|
|
|
|
def handle_order_book(self, client: Client, message):
|
|
#
|
|
# initial snapshot is fetched with ccxt's fetchOrderBook
|
|
# the feed does not include a snapshot, just the deltas
|
|
#
|
|
# {
|
|
# "type":"message",
|
|
# "topic":"/market/level2:BTC-USDT",
|
|
# "subject":"trade.l2update",
|
|
# "data":{
|
|
# "sequenceStart":1545896669105,
|
|
# "sequenceEnd":1545896669106,
|
|
# "symbol":"BTC-USDT",
|
|
# "changes": {
|
|
# "asks": [["6","1","1545896669105"]], # price, size, sequence
|
|
# "bids": [["4","1","1545896669106"]]
|
|
# }
|
|
# }
|
|
# }
|
|
#
|
|
# {
|
|
# "topic": "/spotMarket/level2Depth5:BTC-USDT",
|
|
# "type": "message",
|
|
# "data": {
|
|
# "asks": [
|
|
# [
|
|
# "42815.6",
|
|
# "1.24016245"
|
|
# ]
|
|
# ],
|
|
# "bids": [
|
|
# [
|
|
# "42815.5",
|
|
# "0.08652716"
|
|
# ]
|
|
# ],
|
|
# "timestamp": 1707204474018
|
|
# },
|
|
# "subject": "level2"
|
|
# }
|
|
#
|
|
data = self.safe_value(message, 'data')
|
|
subject = self.safe_string(message, 'subject')
|
|
topic = self.safe_string(message, 'topic')
|
|
topicParts = topic.split(':')
|
|
topicSymbol = self.safe_string(topicParts, 1)
|
|
topicChannel = self.safe_string(topicParts, 0)
|
|
marketId = self.safe_string(data, 'symbol', topicSymbol)
|
|
symbol = self.safe_symbol(marketId, None, '-')
|
|
messageHash = 'orderbook:' + symbol
|
|
# orderbook = self.safe_dict(self.orderbooks, symbol)
|
|
if subject == 'level2':
|
|
if not (symbol in self.orderbooks):
|
|
self.orderbooks[symbol] = self.order_book()
|
|
else:
|
|
orderbook = self.orderbooks[symbol]
|
|
orderbook.reset()
|
|
self.orderbooks[symbol]['symbol'] = symbol
|
|
else:
|
|
if not (symbol in self.orderbooks):
|
|
self.orderbooks[symbol] = self.order_book()
|
|
orderbook = self.orderbooks[symbol]
|
|
nonce = self.safe_integer(orderbook, 'nonce')
|
|
deltaEnd = self.safe_integer_2(data, 'sequenceEnd', 'timestamp')
|
|
if nonce is None:
|
|
cacheLength = len(orderbook.cache)
|
|
subscriptions = list(client.subscriptions.keys())
|
|
subscription = None
|
|
for i in range(0, len(subscriptions)):
|
|
key = subscriptions[i]
|
|
if (key.find(topicSymbol) >= 0) and (key.find(topicChannel) >= 0):
|
|
subscription = client.subscriptions[key]
|
|
break
|
|
limit = self.safe_integer(subscription, 'limit')
|
|
snapshotDelay = self.handle_option('watchOrderBook', 'snapshotDelay', 5)
|
|
if cacheLength == snapshotDelay:
|
|
self.spawn(self.load_order_book, client, messageHash, symbol, limit, {})
|
|
orderbook.cache.append(data)
|
|
return
|
|
elif nonce >= deltaEnd:
|
|
return
|
|
self.handle_delta(self.orderbooks[symbol], data)
|
|
client.resolve(self.orderbooks[symbol], messageHash)
|
|
|
|
def get_cache_index(self, orderbook, cache):
|
|
firstDelta = self.safe_value(cache, 0)
|
|
nonce = self.safe_integer(orderbook, 'nonce')
|
|
firstDeltaStart = self.safe_integer(firstDelta, 'sequenceStart')
|
|
if nonce < firstDeltaStart - 1:
|
|
return -1
|
|
for i in range(0, len(cache)):
|
|
delta = cache[i]
|
|
deltaStart = self.safe_integer(delta, 'sequenceStart')
|
|
deltaEnd = self.safe_integer(delta, 'sequenceEnd')
|
|
if (nonce >= deltaStart - 1) and (nonce < deltaEnd):
|
|
return i
|
|
return len(cache)
|
|
|
|
def handle_delta(self, orderbook, delta):
|
|
timestamp = self.safe_integer_2(delta, 'time', 'timestamp')
|
|
orderbook['nonce'] = self.safe_integer(delta, 'sequenceEnd', timestamp)
|
|
orderbook['timestamp'] = timestamp
|
|
orderbook['datetime'] = self.iso8601(timestamp)
|
|
changes = self.safe_value(delta, 'changes', delta)
|
|
bids = self.safe_value(changes, 'bids', [])
|
|
asks = self.safe_value(changes, 'asks', [])
|
|
storedBids = orderbook['bids']
|
|
storedAsks = orderbook['asks']
|
|
self.handle_bid_asks(storedBids, bids)
|
|
self.handle_bid_asks(storedAsks, asks)
|
|
|
|
def handle_bid_asks(self, bookSide, bidAsks):
|
|
for i in range(0, len(bidAsks)):
|
|
bidAsk = self.parse_bid_ask(bidAsks[i])
|
|
bookSide.storeArray(bidAsk)
|
|
|
|
def handle_order_book_subscription(self, client: Client, message, subscription):
|
|
limit = self.safe_integer(subscription, 'limit')
|
|
symbols = self.safe_value(subscription, 'symbols')
|
|
if symbols is None:
|
|
symbol = self.safe_string(subscription, 'symbol')
|
|
self.orderbooks[symbol] = self.order_book({}, limit)
|
|
else:
|
|
for i in range(0, len(symbols)):
|
|
symbol = symbols[i]
|
|
self.orderbooks[symbol] = self.order_book({}, limit)
|
|
# moved snapshot initialization to handleOrderBook to fix
|
|
# https://github.com/ccxt/ccxt/issues/6820
|
|
# the general idea is to fetch the snapshot after the first delta
|
|
# but not before, because otherwise we cannot synchronize the feed
|
|
|
|
def handle_subscription_status(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "id": "1578090438322",
|
|
# "type": "ack"
|
|
# }
|
|
#
|
|
id = self.safe_string(message, 'id')
|
|
if not (id in client.subscriptions):
|
|
return
|
|
subscriptionHash = self.safe_string(client.subscriptions, id)
|
|
subscription = self.safe_value(client.subscriptions, subscriptionHash)
|
|
del client.subscriptions[id]
|
|
method = self.safe_value(subscription, 'method')
|
|
if method is not None:
|
|
method(client, message, subscription)
|
|
isUnSub = self.safe_bool(subscription, 'unsubscribe', False)
|
|
if isUnSub:
|
|
messageHashes = self.safe_list(subscription, 'messageHashes', [])
|
|
subMessageHashes = self.safe_list(subscription, 'subMessageHashes', [])
|
|
for i in range(0, len(messageHashes)):
|
|
messageHash = messageHashes[i]
|
|
subHash = subMessageHashes[i]
|
|
self.clean_unsubscription(client, subHash, messageHash)
|
|
self.clean_cache(subscription)
|
|
|
|
def handle_system_status(self, client: Client, message):
|
|
#
|
|
# todo: answer the question whether handleSystemStatus should be renamed
|
|
# and unified for any usage pattern that
|
|
# involves system status and maintenance updates
|
|
#
|
|
# {
|
|
# "id": "1578090234088", # connectId
|
|
# "type": "welcome",
|
|
# }
|
|
#
|
|
return message
|
|
|
|
async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
|
|
"""
|
|
watches information on multiple orders made by the user
|
|
|
|
https://www.kucoin.com/docs/websocket/spot-trading/private-channels/private-order-change
|
|
https://www.kucoin.com/docs/websocket/spot-trading/private-channels/stop-order-event
|
|
|
|
:param str symbol: unified market symbol of the market orders were made in
|
|
:param int [since]: the earliest time in ms to fetch orders for
|
|
:param int [limit]: the maximum number of order structures to retrieve
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param boolean [params.trigger]: trigger orders are watched if True
|
|
:returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
trigger = self.safe_value_2(params, 'stop', 'trigger')
|
|
params = self.omit(params, ['stop', 'trigger'])
|
|
url = await self.negotiate(True)
|
|
topic = '/spotMarket/advancedOrders' if trigger else '/spotMarket/tradeOrders'
|
|
request: dict = {
|
|
'privateChannel': True,
|
|
}
|
|
messageHash = 'orders'
|
|
if symbol is not None:
|
|
market = self.market(symbol)
|
|
symbol = market['symbol']
|
|
messageHash = messageHash + ':' + symbol
|
|
orders = await self.subscribe(url, messageHash, topic, self.extend(request, params))
|
|
if self.newUpdates:
|
|
limit = orders.getLimit(symbol, limit)
|
|
return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
|
|
|
|
def parse_ws_order_status(self, status):
|
|
statuses: dict = {
|
|
'open': 'open',
|
|
'filled': 'closed',
|
|
'match': 'open',
|
|
'update': 'open',
|
|
'canceled': 'canceled',
|
|
'cancel': 'canceled',
|
|
'TRIGGERED': 'triggered',
|
|
}
|
|
return self.safe_string(statuses, status, status)
|
|
|
|
def parse_ws_order(self, order, market=None):
|
|
#
|
|
# /spotMarket/tradeOrders
|
|
#
|
|
# {
|
|
# "symbol": "XCAD-USDT",
|
|
# "orderType": "limit",
|
|
# "side": "buy",
|
|
# "orderId": "6249167327218b000135e749",
|
|
# "type": "canceled",
|
|
# "orderTime": 1648957043065280224,
|
|
# "size": "100.452",
|
|
# "filledSize": "0",
|
|
# "price": "2.9635",
|
|
# "clientOid": "buy-XCAD-USDT-1648957043010159",
|
|
# "remainSize": "0",
|
|
# "status": "done",
|
|
# "ts": 1648957054031001037
|
|
# }
|
|
#
|
|
# /spotMarket/advancedOrders
|
|
#
|
|
# {
|
|
# "createdAt": 1589789942337,
|
|
# "orderId": "5ec244f6a8a75e0009958237",
|
|
# "orderPrice": "0.00062",
|
|
# "orderType": "stop",
|
|
# "side": "sell",
|
|
# "size": "1",
|
|
# "stop": "entry",
|
|
# "stopPrice": "0.00062",
|
|
# "symbol": "KCS-BTC",
|
|
# "tradeType": "TRADE",
|
|
# "triggerSuccess": True,
|
|
# "ts": 1589790121382281286,
|
|
# "type": "triggered"
|
|
# }
|
|
#
|
|
rawType = self.safe_string(order, 'type')
|
|
status = self.parse_ws_order_status(rawType)
|
|
timestamp = self.safe_integer_2(order, 'orderTime', 'createdAt')
|
|
marketId = self.safe_string(order, 'symbol')
|
|
market = self.safe_market(marketId, market)
|
|
triggerPrice = self.safe_string(order, 'stopPrice')
|
|
triggerSuccess = self.safe_value(order, 'triggerSuccess')
|
|
triggerFail = (triggerSuccess is not True) and (triggerSuccess is not None) # TODO: updated to triggerSuccess == False once transpiler transpiles it correctly
|
|
if (status == 'triggered') and triggerFail:
|
|
status = 'canceled'
|
|
return self.safe_order({
|
|
'info': order,
|
|
'symbol': market['symbol'],
|
|
'id': self.safe_string(order, 'orderId'),
|
|
'clientOrderId': self.safe_string(order, 'clientOid'),
|
|
'timestamp': timestamp,
|
|
'datetime': self.iso8601(timestamp),
|
|
'lastTradeTimestamp': None,
|
|
'type': self.safe_string_lower(order, 'orderType'),
|
|
'timeInForce': None,
|
|
'postOnly': None,
|
|
'side': self.safe_string_lower(order, 'side'),
|
|
'price': self.safe_string_2(order, 'price', 'orderPrice'),
|
|
'stopPrice': triggerPrice,
|
|
'triggerPrice': triggerPrice,
|
|
'amount': self.safe_string(order, 'size'),
|
|
'cost': None,
|
|
'average': None,
|
|
'filled': self.safe_string(order, 'filledSize'),
|
|
'remaining': None,
|
|
'status': status,
|
|
'fee': None,
|
|
'trades': None,
|
|
}, market)
|
|
|
|
def handle_order(self, client: Client, message):
|
|
#
|
|
# Trigger Orders
|
|
#
|
|
# {
|
|
# "createdAt": 1692745706437,
|
|
# "error": "Balance insufficient!", # not always there
|
|
# "orderId": "vs86kp757vlda6ni003qs70v",
|
|
# "orderPrice": "0.26",
|
|
# "orderType": "stop",
|
|
# "side": "sell",
|
|
# "size": "5",
|
|
# "stop": "loss",
|
|
# "stopPrice": "0.26",
|
|
# "symbol": "ADA-USDT",
|
|
# "tradeType": "TRADE",
|
|
# "triggerSuccess": False, # not always there
|
|
# "ts": "1692745706442929298",
|
|
# "type": "open"
|
|
# }
|
|
#
|
|
messageHash = 'orders'
|
|
data = self.safe_value(message, 'data')
|
|
tradeId = self.safe_string(data, 'tradeId')
|
|
if tradeId is not None:
|
|
self.handle_my_trade(client, message)
|
|
parsed = self.parse_ws_order(data)
|
|
symbol = self.safe_string(parsed, 'symbol')
|
|
orderId = self.safe_string(parsed, 'id')
|
|
triggerPrice = self.safe_value(parsed, 'triggerPrice')
|
|
isTriggerOrder = (triggerPrice is not None)
|
|
if self.orders is None:
|
|
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
|
|
self.orders = ArrayCacheBySymbolById(limit)
|
|
self.triggerOrders = ArrayCacheBySymbolById(limit)
|
|
cachedOrders = self.triggerOrders if isTriggerOrder else self.orders
|
|
orders = self.safe_value(cachedOrders.hashmap, symbol, {})
|
|
order = self.safe_value(orders, orderId)
|
|
if order is not None:
|
|
# todo add others to calculate average etc
|
|
if order['status'] == 'closed':
|
|
parsed['status'] = 'closed'
|
|
cachedOrders.append(parsed)
|
|
client.resolve(cachedOrders, messageHash)
|
|
symbolSpecificMessageHash = messageHash + ':' + symbol
|
|
client.resolve(cachedOrders, symbolSpecificMessageHash)
|
|
|
|
async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
|
"""
|
|
watches information on multiple trades made by the user
|
|
|
|
https://www.kucoin.com/docs/websocket/spot-trading/private-channels/private-order-change
|
|
|
|
:param str symbol: unified market symbol of the market trades were made in
|
|
:param int [since]: the earliest time in ms to fetch trades for
|
|
:param int [limit]: the maximum number of trade structures to retrieve
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param str [params.method]: '/spotMarket/tradeOrders' or '/spot/tradeFills' default is '/spotMarket/tradeOrders'
|
|
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
url = await self.negotiate(True)
|
|
topic: Str = None
|
|
topic, params = self.handle_option_and_params(params, 'watchMyTrades', 'method', '/spotMarket/tradeOrders')
|
|
request: dict = {
|
|
'privateChannel': True,
|
|
}
|
|
messageHash = 'myTrades'
|
|
if symbol is not None:
|
|
market = self.market(symbol)
|
|
symbol = market['symbol']
|
|
messageHash = messageHash + ':' + market['symbol']
|
|
trades = await self.subscribe(url, messageHash, topic, self.extend(request, params))
|
|
if self.newUpdates:
|
|
limit = trades.getLimit(symbol, limit)
|
|
return self.filter_by_symbol_since_limit(trades, symbol, since, limit, True)
|
|
|
|
def handle_my_trade(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "type": "message",
|
|
# "topic": "/spotMarket/tradeOrders",
|
|
# "subject": "orderChange",
|
|
# "channelType": "private",
|
|
# "data": {
|
|
# "symbol": "KCS-USDT",
|
|
# "orderType": "limit",
|
|
# "side": "sell",
|
|
# "orderId": "5efab07953bdea00089965fa",
|
|
# "liquidity": "taker",
|
|
# "type": "match",
|
|
# "feeType": "takerFee",
|
|
# "orderTime": 1670329987026,
|
|
# "size": "0.1",
|
|
# "filledSize": "0.1",
|
|
# "price": "0.938",
|
|
# "matchPrice": "0.96738",
|
|
# "matchSize": "0.1",
|
|
# "tradeId": "5efab07a4ee4c7000a82d6d9",
|
|
# "clientOid": "1593487481000313",
|
|
# "remainSize": "0",
|
|
# "status": "match",
|
|
# "ts": 1670329987311000000
|
|
# }
|
|
# }
|
|
#
|
|
if self.myTrades is None:
|
|
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
|
self.myTrades = ArrayCacheBySymbolById(limit)
|
|
data = self.safe_dict(message, 'data')
|
|
parsed = self.parse_ws_trade(data)
|
|
myTrades = self.myTrades
|
|
myTrades.append(parsed)
|
|
messageHash = 'myTrades'
|
|
client.resolve(self.myTrades, messageHash)
|
|
symbolSpecificMessageHash = messageHash + ':' + parsed['symbol']
|
|
client.resolve(self.myTrades, symbolSpecificMessageHash)
|
|
|
|
def parse_ws_trade(self, trade, market=None):
|
|
#
|
|
# /spotMarket/tradeOrders
|
|
#
|
|
# {
|
|
# "symbol": "KCS-USDT",
|
|
# "orderType": "limit",
|
|
# "side": "sell",
|
|
# "orderId": "5efab07953bdea00089965fa",
|
|
# "liquidity": "taker",
|
|
# "type": "match",
|
|
# "feeType": "takerFee",
|
|
# "orderTime": 1670329987026,
|
|
# "size": "0.1",
|
|
# "filledSize": "0.1",
|
|
# "price": "0.938",
|
|
# "matchPrice": "0.96738",
|
|
# "matchSize": "0.1",
|
|
# "tradeId": "5efab07a4ee4c7000a82d6d9",
|
|
# "clientOid": "1593487481000313",
|
|
# "remainSize": "0",
|
|
# "status": "match",
|
|
# "ts": 1670329987311000000
|
|
# }
|
|
#
|
|
# /spot/tradeFills
|
|
#
|
|
# {
|
|
# "fee": 0.00262148,
|
|
# "feeCurrency": "USDT",
|
|
# "feeRate": 0.001,
|
|
# "orderId": "62417436b29df8000183df2f",
|
|
# "orderType": "market",
|
|
# "price": 131.074,
|
|
# "side": "sell",
|
|
# "size": 0.02,
|
|
# "symbol": "LTC-USDT",
|
|
# "time": "1648456758734571745",
|
|
# "tradeId": "624174362e113d2f467b3043"
|
|
# }
|
|
#
|
|
marketId = self.safe_string(trade, 'symbol')
|
|
market = self.safe_market(marketId, market, '-')
|
|
symbol = market['symbol']
|
|
type = self.safe_string(trade, 'orderType')
|
|
side = self.safe_string(trade, 'side')
|
|
tradeId = self.safe_string(trade, 'tradeId')
|
|
price = self.safe_string(trade, 'matchPrice')
|
|
amount = self.safe_string(trade, 'matchSize')
|
|
if price is None:
|
|
# /spot/tradeFills
|
|
price = self.safe_string(trade, 'price')
|
|
amount = self.safe_string(trade, 'size')
|
|
order = self.safe_string(trade, 'orderId')
|
|
timestamp = self.safe_integer_product_2(trade, 'ts', 'time', 0.000001)
|
|
feeCurrency = market['quote']
|
|
feeRate = self.safe_string(trade, 'feeRate')
|
|
feeCost = self.safe_string(trade, 'fee')
|
|
return self.safe_trade({
|
|
'info': trade,
|
|
'timestamp': timestamp,
|
|
'datetime': self.iso8601(timestamp),
|
|
'symbol': symbol,
|
|
'id': tradeId,
|
|
'order': order,
|
|
'type': type,
|
|
'takerOrMaker': self.safe_string(trade, 'liquidity'),
|
|
'side': side,
|
|
'price': price,
|
|
'amount': amount,
|
|
'cost': None,
|
|
'fee': {
|
|
'cost': feeCost,
|
|
'rate': feeRate,
|
|
'currency': feeCurrency,
|
|
},
|
|
}, market)
|
|
|
|
async def watch_balance(self, params={}) -> Balances:
|
|
"""
|
|
watch balance and get the amount of funds available for trading or funds locked in orders
|
|
|
|
https://www.kucoin.com/docs/websocket/spot-trading/private-channels/account-balance-change
|
|
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
url = await self.negotiate(True)
|
|
topic = '/account/balance'
|
|
request: dict = {
|
|
'privateChannel': True,
|
|
}
|
|
messageHash = 'balance'
|
|
return await self.subscribe(url, messageHash, topic, self.extend(request, params))
|
|
|
|
def handle_balance(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "id":"6217a451294b030001e3a26a",
|
|
# "type":"message",
|
|
# "topic":"/account/balance",
|
|
# "userId":"6217707c52f97f00012a67db",
|
|
# "channelType":"private",
|
|
# "subject":"account.balance",
|
|
# "data":{
|
|
# "accountId":"62177fe67810720001db2f18",
|
|
# "available":"89",
|
|
# "availableChange":"-30",
|
|
# "currency":"USDT",
|
|
# "hold":"0",
|
|
# "holdChange":"0",
|
|
# "relationContext":{
|
|
# },
|
|
# "relationEvent":"main.transfer",
|
|
# "relationEventId":"6217a451294b030001e3a26a",
|
|
# "time":"1645716561816",
|
|
# "total":"89"
|
|
# }
|
|
#
|
|
data = self.safe_value(message, 'data', {})
|
|
messageHash = 'balance'
|
|
currencyId = self.safe_string(data, 'currency')
|
|
relationEvent = self.safe_string(data, 'relationEvent')
|
|
requestAccountType = None
|
|
if relationEvent is not None:
|
|
relationEventParts = relationEvent.split('.')
|
|
requestAccountType = self.safe_string(relationEventParts, 0)
|
|
selectedType = self.safe_string_2(self.options, 'watchBalance', 'defaultType', 'trade') # trade, main, margin or other
|
|
accountsByType = self.safe_value(self.options, 'accountsByType')
|
|
uniformType = self.safe_string(accountsByType, requestAccountType, 'trade')
|
|
if not (uniformType in self.balance):
|
|
self.balance[uniformType] = {}
|
|
self.balance[uniformType]['info'] = data
|
|
timestamp = self.safe_integer(data, 'time')
|
|
self.balance[uniformType]['timestamp'] = timestamp
|
|
self.balance[uniformType]['datetime'] = self.iso8601(timestamp)
|
|
code = self.safe_currency_code(currencyId)
|
|
account = self.account()
|
|
account['free'] = self.safe_string(data, 'available')
|
|
account['used'] = self.safe_string(data, 'hold')
|
|
account['total'] = self.safe_string(data, 'total')
|
|
self.balance[uniformType][code] = account
|
|
self.balance[uniformType] = self.safe_balance(self.balance[uniformType])
|
|
if uniformType == selectedType:
|
|
client.resolve(self.balance[uniformType], messageHash)
|
|
|
|
def handle_subject(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "type":"message",
|
|
# "topic":"/market/level2:BTC-USDT",
|
|
# "subject":"trade.l2update",
|
|
# "data":{
|
|
# "sequenceStart":1545896669105,
|
|
# "sequenceEnd":1545896669106,
|
|
# "symbol":"BTC-USDT",
|
|
# "changes": {
|
|
# "asks": [["6","1","1545896669105"]], # price, size, sequence
|
|
# "bids": [["4","1","1545896669106"]]
|
|
# }
|
|
# }
|
|
# }
|
|
#
|
|
topic = self.safe_string(message, 'topic')
|
|
if topic == '/market/ticker:all':
|
|
self.handle_ticker(client, message)
|
|
return
|
|
subject = self.safe_string(message, 'subject')
|
|
methods: dict = {
|
|
'level1': self.handle_bid_ask,
|
|
'level2': self.handle_order_book,
|
|
'trade.l2update': self.handle_order_book,
|
|
'trade.ticker': self.handle_ticker,
|
|
'trade.snapshot': self.handle_ticker,
|
|
'trade.l3match': self.handle_trade,
|
|
'trade.candles.update': self.handle_ohlcv,
|
|
'account.balance': self.handle_balance,
|
|
'orderChange': self.handle_order,
|
|
'stopOrder': self.handle_order,
|
|
'/spot/tradeFills': self.handle_my_trade,
|
|
}
|
|
method = self.safe_value(methods, subject)
|
|
if method is not None:
|
|
method(client, message)
|
|
|
|
def ping(self, client: Client):
|
|
# kucoin does not support built-in ws protocol-level ping-pong
|
|
# instead it requires a custom json-based text ping-pong
|
|
# https://docs.kucoin.com/#ping
|
|
id = str(self.request_id())
|
|
return {
|
|
'id': id,
|
|
'type': 'ping',
|
|
}
|
|
|
|
def handle_pong(self, client: Client, message):
|
|
client.lastPong = self.milliseconds()
|
|
# https://docs.kucoin.com/#ping
|
|
|
|
def handle_error_message(self, client: Client, message) -> Bool:
|
|
#
|
|
# {
|
|
# "id": "1",
|
|
# "type": "error",
|
|
# "code": 415,
|
|
# "data": "type is not supported"
|
|
# }
|
|
#
|
|
data = self.safe_string(message, 'data', '')
|
|
if data == 'token is expired':
|
|
type = 'public'
|
|
if client.url.find('connectId=private') >= 0:
|
|
type = 'private'
|
|
self.options['urls'][type] = None
|
|
self.handle_errors(1, '', client.url, '', {}, data, message, {}, {})
|
|
return False
|
|
|
|
def handle_message(self, client: Client, message):
|
|
type = self.safe_string(message, 'type')
|
|
methods: dict = {
|
|
# 'heartbeat': self.handleHeartbeat,
|
|
'welcome': self.handle_system_status,
|
|
'ack': self.handle_subscription_status,
|
|
'message': self.handle_subject,
|
|
'pong': self.handle_pong,
|
|
'error': self.handle_error_message,
|
|
}
|
|
method = self.safe_value(methods, type)
|
|
if method is not None:
|
|
method(client, message)
|