1226 lines
55 KiB
Python
1226 lines
55 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, Position, 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 kucoinfutures(ccxt.async_support.kucoinfutures):
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def describe(self) -> Any:
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return self.deep_extend(super(kucoinfutures, self).describe(), {
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'has': {
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'ws': True,
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'watchLiquidations': False,
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'watchLiquidatinsForSymbols': False,
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'watchMyLiquidations': None,
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'watchMyLiquidationsForSymbols': None,
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'watchTicker': True,
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'watchTickers': True,
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'watchBidsAsks': True,
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'watchTrades': True,
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'watchOHLCV': True,
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'watchOrderBook': True,
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'watchOrders': True,
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'watchBalance': True,
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'watchPosition': True,
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'watchPositions': False,
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'watchPositionForSymbols': False,
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'watchTradesForSymbols': True,
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'watchOrderBookForSymbols': True,
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},
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'options': {
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'timeframes': {
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'1m': '1min',
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'3m': '1min',
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'5m': '5min',
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'15m': '15min',
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'30m': '30min',
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'1h': '1hour',
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'2h': '2hour',
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'4h': '4hour',
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'8h': '8hour',
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'12h': '12hour',
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'1d': '1day',
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'1w': '1week',
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'1M': '1month',
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},
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'accountsByType': {
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'swap': 'future',
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'cross': 'margin',
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# 'spot': ,
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# 'margin': ,
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# 'main': ,
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# 'funding': ,
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# 'future': ,
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# 'mining': ,
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# 'trade': ,
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# 'contract': ,
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# 'pool': ,
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},
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'tradesLimit': 1000,
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'watchOrderBook': {
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'snapshotDelay': 20,
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'snapshotMaxRetries': 3,
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},
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'watchPosition': {
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'fetchPositionSnapshot': True, # or False
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'awaitPositionSnapshot': True, # whether to wait for the position snapshot before providing updates
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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) # we have to wait here otherwsie in c# will not work
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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.futuresPrivatePostBulletPrivate(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.futuresPublicPostBulletPublic(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, subscription, params={}):
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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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subscriptionRequest: dict = {
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'id': requestId,
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}
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if subscription is None:
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subscription = subscriptionRequest
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else:
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subscription = self.extend(subscriptionRequest, subscription)
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return await self.watch(url, messageHash, message, subscriptionHash, subscription)
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async def subscribe_multiple(self, url, messageHashes, topic, subscriptionHashes, subscriptionArgs, params={}):
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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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return await self.watch_multiple(url, messageHashes, self.extend(request, params), subscriptionHashes, subscriptionArgs)
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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/futures-trading/public-channels/get-ticker
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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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params['callerMethodName'] = 'watchTicker'
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tickers = await self.watch_tickers([symbol], params)
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return tickers[symbol]
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async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
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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 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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: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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ticker = await self.watch_multi_request('watchTickers', '/contractMarket/ticker:', 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.tickers, 'symbol', symbols)
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def handle_ticker(self, client: Client, message):
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#
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# ticker(v1)
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#
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# {
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# "subject": "ticker",
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# "topic": "/contractMarket/ticker:XBTUSDM",
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# "data": {
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# "symbol": "XBTUSDM", #Market of the symbol
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# "sequence": 45, #Sequence number which is used to judge the continuity of the pushed messages
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# "side": "sell", #Transaction side of the last traded taker order
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# "price": "3600.0", #Filled price
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# "size": 16, #Filled quantity
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# "tradeId": "5c9dcf4170744d6f5a3d32fb", #Order ID
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# "bestBidSize": 795, #Best bid size
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# "bestBidPrice": "3200.0", #Best bid
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# "bestAskPrice": "3600.0", #Best ask size
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# "bestAskSize": 284, #Best ask
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# "ts": 1553846081210004941 #Filled time - nanosecond
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# }
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# }
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#
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data = self.safe_value(message, 'data', {})
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marketId = self.safe_value(data, 'symbol')
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market = self.safe_market(marketId, None, '-')
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ticker = self.parse_ticker(data, market)
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self.tickers[market['symbol']] = ticker
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client.resolve(ticker, self.get_message_hash('ticker', market['symbol']))
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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/futures-trading/public-channels/get-ticker-v2
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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_request('watchBidsAsks', '/contractMarket/tickerV2:', 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_request(self, methodName, channelName: str, symbols: Strings = None, params={}):
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await self.load_markets()
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methodName, params = self.handle_param_string(params, 'callerMethodName', methodName)
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isBidsAsks = (methodName == 'watchBidsAsks')
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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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prefix = 'bidask' if isBidsAsks else 'ticker'
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messageHashes.append(self.get_message_hash(prefix, 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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subscription: dict = {
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'id': requestId,
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}
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return await self.watch_multiple(url, messageHashes, self.extend(request, params), messageHashes, subscription)
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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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# "subject": "tickerV2",
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# "topic": "/contractMarket/tickerV2:XBTUSDM",
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# "data": {
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# "symbol": "XBTUSDM", #Market of the symbol
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# "bestBidSize": 795, # Best bid size
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# "bestBidPrice": 3200.0, # Best bid
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# "bestAskPrice": 3600.0, # Best ask
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# "bestAskSize": 284, # Best ask size
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# "ts": 1553846081210004941 # Filled time - nanosecond
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# }
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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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client.resolve(parsedTicker, self.get_message_hash('bidask', symbol))
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def parse_ws_bid_ask(self, ticker, market=None):
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data = self.safe_dict(ticker, 'data', {})
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marketId = self.safe_string(data, 'symbol')
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market = self.safe_market(marketId, market)
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symbol = self.safe_string(market, 'symbol')
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timestamp = self.safe_integer_product(data, 'ts', 0.000001)
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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(data, 'bestAskPrice'),
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'askVolume': self.safe_number(data, 'bestAskSize'),
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'bid': self.safe_number(data, 'bestBidPrice'),
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'bidVolume': self.safe_number(data, 'bestBidSize'),
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'info': ticker,
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}, market)
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async def watch_position(self, symbol: Str = None, params={}) -> Position:
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"""
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watch open positions for a specific symbol
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https://docs.kucoin.com/futures/#position-change-events
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:param str|None symbol: unified market symbol
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:param dict params: extra parameters specific to the exchange API endpoint
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:returns dict: a `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
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"""
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if symbol is None:
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raise ArgumentsRequired(self.id + ' watchPosition() requires a symbol argument')
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await self.load_markets()
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url = await self.negotiate(True)
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market = self.market(symbol)
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topic = '/contract/position:' + market['id']
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request: dict = {
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'privateChannel': True,
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}
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messageHash = 'position:' + market['symbol']
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client = self.client(url)
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self.set_position_cache(client, symbol)
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fetchPositionSnapshot = self.handle_option('watchPosition', 'fetchPositionSnapshot', True)
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awaitPositionSnapshot = self.handle_option('watchPosition', 'awaitPositionSnapshot', True)
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currentPosition = self.get_current_position(symbol)
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if fetchPositionSnapshot and awaitPositionSnapshot and currentPosition is None:
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snapshot = await client.future('fetchPositionSnapshot:' + symbol)
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return snapshot
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return await self.subscribe(url, messageHash, topic, None, self.extend(request, params))
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def get_current_position(self, symbol):
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if self.positions is None:
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return None
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cache = self.positions.hashmap
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symbolCache = self.safe_value(cache, symbol, {})
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values = list(symbolCache.values())
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return self.safe_value(values, 0)
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def set_position_cache(self, client: Client, symbol: str):
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fetchPositionSnapshot = self.handle_option('watchPosition', 'fetchPositionSnapshot', False)
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if fetchPositionSnapshot:
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messageHash = 'fetchPositionSnapshot:' + symbol
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if not (messageHash in client.futures):
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client.future(messageHash)
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self.spawn(self.load_position_snapshot, client, messageHash, symbol)
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async def load_position_snapshot(self, client, messageHash, symbol):
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position = await self.fetch_position(symbol)
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self.positions = ArrayCacheBySymbolById()
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cache = self.positions
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cache.append(position)
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# don't remove the future from the .futures cache
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future = client.futures[messageHash]
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future.resolve(cache)
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client.resolve(position, 'position:' + symbol)
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def handle_position(self, client: Client, message):
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#
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# Position Changes Caused Operations
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# {
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# "type": "message",
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# "userId": "5c32d69203aa676ce4b543c7", # Deprecated, will detele later
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# "channelType": "private",
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# "topic": "/contract/position:XBTUSDM",
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# "subject": "position.change",
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# "data": {
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# "realisedGrossPnl": 0E-8, #Accumulated realised profit and loss
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# "symbol": "XBTUSDM", #Symbol
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# "crossMode": False, #Cross mode or not
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# "liquidationPrice": 1000000.0, #Liquidation price
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# "posLoss": 0E-8, #Manually added margin amount
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# "avgEntryPrice": 7508.22, #Average entry price
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# "unrealisedPnl": -0.00014735, #Unrealised profit and loss
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# "markPrice": 7947.83, #Mark price
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# "posMargin": 0.00266779, #Position margin
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# "autoDeposit": False, #Auto deposit margin or not
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# "riskLimit": 100000, #Risk limit
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# "unrealisedCost": 0.00266375, #Unrealised value
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# "posComm": 0.00000392, #Bankruptcy cost
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# "posMaint": 0.00001724, #Maintenance margin
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# "posCost": 0.00266375, #Position value
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# "maintMarginReq": 0.005, #Maintenance margin rate
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# "bankruptPrice": 1000000.0, #Bankruptcy price
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# "realisedCost": 0.00000271, #Currently accumulated realised position value
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# "markValue": 0.00251640, #Mark value
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# "posInit": 0.00266375, #Position margin
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# "realisedPnl": -0.00000253, #Realised profit and losts
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# "maintMargin": 0.00252044, #Position margin
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# "realLeverage": 1.06, #Leverage of the order
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# "changeReason": "positionChange", #changeReason:marginChange、positionChange、liquidation、autoAppendMarginStatusChange、adl
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# "currentCost": 0.00266375, #Current position value
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# "openingTimestamp": 1558433191000, #Open time
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# "currentQty": -20, #Current position
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# "delevPercentage": 0.52, #ADL ranking percentile
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# "currentComm": 0.00000271, #Current commission
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# "realisedGrossCost": 0E-8, #Accumulated reliased gross profit value
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# "isOpen": True, #Opened position or not
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# "posCross": 1.2E-7, #Manually added margin
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# "currentTimestamp": 1558506060394, #Current timestamp
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# "unrealisedRoePcnt": -0.0553, #Rate of return on investment
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# "unrealisedPnlPcnt": -0.0553, #Position profit and loss ratio
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# "settleCurrency": "XBT" #Currency used to clear and settle the trades
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# }
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# }
|
|
# Position Changes Caused by Mark Price
|
|
# {
|
|
# "userId": "5cd3f1a7b7ebc19ae9558591", # Deprecated, will detele later
|
|
# "topic": "/contract/position:XBTUSDM",
|
|
# "subject": "position.change",
|
|
# "data": {
|
|
# "markPrice": 7947.83, #Mark price
|
|
# "markValue": 0.00251640, #Mark value
|
|
# "maintMargin": 0.00252044, #Position margin
|
|
# "realLeverage": 10.06, #Leverage of the order
|
|
# "unrealisedPnl": -0.00014735, #Unrealised profit and lost
|
|
# "unrealisedRoePcnt": -0.0553, #Rate of return on investment
|
|
# "unrealisedPnlPcnt": -0.0553, #Position profit and loss ratio
|
|
# "delevPercentage": 0.52, #ADL ranking percentile
|
|
# "currentTimestamp": 1558087175068, #Current timestamp
|
|
# "settleCurrency": "XBT" #Currency used to clear and settle the trades
|
|
# }
|
|
# }
|
|
# Funding Settlement
|
|
# {
|
|
# "userId": "xbc453tg732eba53a88ggyt8c", # Deprecated, will detele later
|
|
# "topic": "/contract/position:XBTUSDM",
|
|
# "subject": "position.settlement",
|
|
# "data": {
|
|
# "fundingTime": 1551770400000, #Funding time
|
|
# "qty": 100, #Position siz
|
|
# "markPrice": 3610.85, #Settlement price
|
|
# "fundingRate": -0.002966, #Funding rate
|
|
# "fundingFee": -296, #Funding fees
|
|
# "ts": 1547697294838004923, #Current time(nanosecond)
|
|
# "settleCurrency": "XBT" #Currency used to clear and settle the trades
|
|
# }
|
|
# }
|
|
# Adjustmet result of risk limit level
|
|
# {
|
|
# "userId": "xbc453tg732eba53a88ggyt8c",
|
|
# "topic": "/contract/position:ADAUSDTM",
|
|
# "subject": "position.adjustRiskLimit",
|
|
# "data": {
|
|
# "success": True, # Successful or not
|
|
# "riskLimitLevel": 1, # Current risk limit level
|
|
# "msg": "" # Failure reason
|
|
# }
|
|
# }
|
|
#
|
|
topic = self.safe_string(message, 'topic', '')
|
|
parts = topic.split(':')
|
|
marketId = self.safe_string(parts, 1)
|
|
symbol = self.safe_symbol(marketId, None, '')
|
|
cache = self.positions
|
|
currentPosition = self.get_current_position(symbol)
|
|
messageHash = 'position:' + symbol
|
|
data = self.safe_value(message, 'data', {})
|
|
newPosition = self.parse_position(data)
|
|
keys = list(newPosition.keys())
|
|
for i in range(0, len(keys)):
|
|
key = keys[i]
|
|
if newPosition[key] is None:
|
|
del newPosition[key]
|
|
position = self.extend(currentPosition, newPosition)
|
|
cache.append(position)
|
|
client.resolve(position, 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://docs.kucoin.com/futures/#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
|
|
: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)
|
|
url = await self.negotiate(False)
|
|
symbols = self.market_symbols(symbols)
|
|
marketIds = self.market_ids(symbols)
|
|
topic = '/contractMarket/execution:' + ','.join(marketIds)
|
|
subscriptionHashes = []
|
|
messageHashes = []
|
|
for i in range(0, len(symbols)):
|
|
symbol = symbols[i]
|
|
marketId = marketIds[i]
|
|
messageHashes.append('trades:' + symbol)
|
|
subscriptionHashes.append('/contractMarket/execution:' + marketId)
|
|
trades = await self.subscribe_multiple(url, messageHashes, topic, subscriptionHashes, None, 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(self, symbol: str, params={}) -> Any:
|
|
"""
|
|
unWatches trades stream
|
|
|
|
https://docs.kucoin.com/futures/#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)
|
|
|
|
async def un_watch_trades_for_symbols(self, symbols: List[str], params={}) -> Any:
|
|
"""
|
|
get the list of most recent trades for a particular symbol
|
|
: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)
|
|
url = await self.negotiate(False)
|
|
symbols = self.market_symbols(symbols)
|
|
marketIds = self.market_ids(symbols)
|
|
topic = '/contractMarket/execution:' + ','.join(marketIds)
|
|
subscriptionHashes = []
|
|
messageHashes = []
|
|
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)
|
|
|
|
def handle_trade(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "type": "message",
|
|
# "topic": "/contractMarket/execution:ADAUSDTM",
|
|
# "subject": "match",
|
|
# "data": {
|
|
# "makerUserId": "62286a4d720edf0001e81961",
|
|
# "symbol": "ADAUSDTM",
|
|
# "sequence": 41320766,
|
|
# "side": "sell",
|
|
# "size": 2,
|
|
# "price": 0.35904,
|
|
# "takerOrderId": "636dd9da9857ba00010cfa44",
|
|
# "makerOrderId": "636dd9c8df149d0001e62bc8",
|
|
# "takerUserId": "6180be22b6ab210001fa3371",
|
|
# "tradeId": "636dd9da0000d400d477eca7",
|
|
# "ts": 1668143578987357700
|
|
# }
|
|
# }
|
|
#
|
|
data = self.safe_value(message, 'data', {})
|
|
trade = self.parse_trade(data)
|
|
symbol = trade['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)
|
|
messageHash = 'trades:' + symbol
|
|
client.resolve(trades, messageHash)
|
|
return message
|
|
|
|
async def watch_ohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
|
|
"""
|
|
|
|
https://www.kucoin.com/docs/websocket/futures-trading/public-channels/klines
|
|
|
|
watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
|
|
:param str symbol: unified symbol of the market to fetch OHLCV data for
|
|
:param str timeframe: the length of time each candle represents
|
|
:param int [since]: timestamp in ms of the earliest candle to fetch
|
|
:param int [limit]: the maximum amount of candles to fetch
|
|
: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()
|
|
symbol = self.symbol(symbol)
|
|
url = await self.negotiate(False)
|
|
marketId = self.market_id(symbol)
|
|
timeframes = self.safe_dict(self.options, 'timeframes')
|
|
timeframeId = self.safe_string(timeframes, timeframe, timeframe)
|
|
topic = '/contractMarket/limitCandle:' + marketId + '_' + timeframeId
|
|
messageHash = 'ohlcv::' + symbol + '_' + timeframe
|
|
ohlcv = await self.subscribe(url, messageHash, topic, None, params)
|
|
if self.newUpdates:
|
|
limit = ohlcv.getLimit(symbol, limit)
|
|
return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
|
|
|
|
def handle_ohlcv(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "topic":"/contractMarket/limitCandle:LTCUSDTM_1min",
|
|
# "type":"message",
|
|
# "data":{
|
|
# "symbol":"LTCUSDTM",
|
|
# "candles":[
|
|
# "1715470980",
|
|
# "81.38",
|
|
# "81.38",
|
|
# "81.38",
|
|
# "81.38",
|
|
# "61.0",
|
|
# "61"
|
|
# ],
|
|
# "time":1715470994801
|
|
# },
|
|
# "subject":"candle.stick"
|
|
# }
|
|
#
|
|
topic = self.safe_string(message, 'topic')
|
|
parts = topic.split('_')
|
|
timeframeId = self.safe_string(parts, 1)
|
|
data = self.safe_dict(message, 'data')
|
|
timeframes = self.safe_dict(self.options, 'timeframes')
|
|
timeframe = self.find_timeframe(timeframeId, timeframes)
|
|
marketId = self.safe_string(data, 'symbol')
|
|
symbol = self.safe_symbol(marketId)
|
|
messageHash = 'ohlcv::' + symbol + '_' + timeframe
|
|
ohlcv = self.safe_list(data, 'candles')
|
|
parsed = [
|
|
self.safe_integer(ohlcv, 0),
|
|
self.safe_number(ohlcv, 1),
|
|
self.safe_number(ohlcv, 2),
|
|
self.safe_number(ohlcv, 3),
|
|
self.safe_number(ohlcv, 4),
|
|
self.safe_number(ohlcv, 6), # Note value 5 is incorrect and will be fixed in subsequent versions of kucoin
|
|
]
|
|
self.ohlcvs[symbol] = self.safe_dict(self.ohlcvs, symbol, {})
|
|
if not (timeframe in self.ohlcvs[symbol]):
|
|
limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
|
|
self.ohlcvs[symbol][timeframe] = ArrayCacheByTimestamp(limit)
|
|
stored = self.ohlcvs[symbol][timeframe]
|
|
stored.append(parsed)
|
|
client.resolve(stored, messageHash)
|
|
|
|
async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
|
|
"""
|
|
watches information on open orders with bid(buy) and ask(sell) prices, volumes and other 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. For other cases, please update the price.
|
|
6. If the sequence of the newly pushed message does not line up to the sequence of the last message, you could pull through REST Level 2 message request to get the updated messages. Please note that the difference between the start and end parameters cannot exceed 500.
|
|
|
|
https://docs.kucoin.com/futures/#level-2-market-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
|
|
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
|
|
"""
|
|
return await self.watch_order_book_for_symbols([symbol], limit, params)
|
|
|
|
async def watch_order_book_for_symbols(self, symbols: List[str], limit: Int = None, params={}) -> OrderBook:
|
|
"""
|
|
watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
|
|
|
https://docs.kucoin.com/futures/#level-2-market-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
|
|
: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):
|
|
raise ExchangeError(self.id + " watchOrderBook 'limit' argument must be None, 20 or 100")
|
|
await self.load_markets()
|
|
symbols = self.market_symbols(symbols)
|
|
marketIds = self.market_ids(symbols)
|
|
url = await self.negotiate(False)
|
|
topic = '/contractMarket/level2:' + ','.join(marketIds)
|
|
subscriptionArgs: dict = {
|
|
'limit': limit,
|
|
}
|
|
subscriptionHashes = []
|
|
messageHashes = []
|
|
for i in range(0, len(symbols)):
|
|
symbol = symbols[i]
|
|
marketId = marketIds[i]
|
|
messageHashes.append('orderbook:' + symbol)
|
|
subscriptionHashes.append('/contractMarket/level2:' + marketId)
|
|
orderbook = await self.subscribe_multiple(url, messageHashes, topic, subscriptionHashes, subscriptionArgs, params)
|
|
return orderbook.limit()
|
|
|
|
async def un_watch_order_book(self, symbol: str, params={}) -> Any:
|
|
"""
|
|
unWatches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
|
|
|
https://docs.kucoin.com/futures/#level-2-market-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
|
|
: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 un_watch_order_book_for_symbols(self, symbols: List[str], params={}) -> Any:
|
|
"""
|
|
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
|
|
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
|
|
"""
|
|
await self.load_markets()
|
|
symbols = self.market_symbols(symbols)
|
|
marketIds = self.market_ids(symbols)
|
|
url = await self.negotiate(False)
|
|
topic = '/contractMarket/level2:' + ','.join(marketIds)
|
|
subscriptionHashes = []
|
|
messageHashes = []
|
|
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_delta(self, orderbook, delta):
|
|
orderbook['nonce'] = self.safe_integer(delta, 'sequence')
|
|
timestamp = self.safe_integer(delta, 'timestamp')
|
|
orderbook['timestamp'] = timestamp
|
|
orderbook['datetime'] = self.iso8601(timestamp)
|
|
change = self.safe_value(delta, 'change', {})
|
|
splitChange = change.split(',')
|
|
price = self.safe_number(splitChange, 0)
|
|
side = self.safe_string(splitChange, 1)
|
|
quantity = self.safe_number(splitChange, 2)
|
|
type = 'bids' if (side == 'buy') else 'asks'
|
|
value = [price, quantity]
|
|
if type == 'bids':
|
|
storedBids = orderbook['bids']
|
|
storedBids.storeArray(value)
|
|
else:
|
|
storedAsks = orderbook['asks']
|
|
storedAsks.storeArray(value)
|
|
|
|
def handle_deltas(self, bookside, deltas):
|
|
for i in range(0, len(deltas)):
|
|
self.handle_delta(bookside, deltas[i])
|
|
|
|
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": "/contractMarket/level2:ADAUSDTM",
|
|
# "subject": "level2",
|
|
# "data": {
|
|
# "sequence": 1668059586457,
|
|
# "change": "0.34172,sell,456", # type, side, quantity
|
|
# "timestamp": 1668573023223
|
|
# }
|
|
# }
|
|
#
|
|
data = self.safe_value(message, 'data')
|
|
topic = self.safe_string(message, 'topic')
|
|
topicParts = topic.split(':')
|
|
marketId = self.safe_string(topicParts, 1)
|
|
symbol = self.safe_symbol(marketId, None, '-')
|
|
messageHash = 'orderbook:' + symbol
|
|
if not (symbol in self.orderbooks):
|
|
subscriptionArgs = self.safe_dict(client.subscriptions, topic, {})
|
|
limit = self.safe_integer(subscriptionArgs, 'limit')
|
|
self.orderbooks[symbol] = self.order_book({}, limit)
|
|
storedOrderBook = self.orderbooks[symbol]
|
|
nonce = self.safe_integer(storedOrderBook, 'nonce')
|
|
deltaEnd = self.safe_integer(data, 'sequence')
|
|
if nonce is None:
|
|
cacheLength = len(storedOrderBook.cache)
|
|
topicPartsNew = topic.split(':')
|
|
topicSymbol = self.safe_string(topicPartsNew, 1)
|
|
topicChannel = self.safe_string(topicPartsNew, 0)
|
|
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, {})
|
|
storedOrderBook.cache.append(data)
|
|
return
|
|
elif nonce >= deltaEnd:
|
|
return
|
|
self.handle_delta(storedOrderBook, data)
|
|
client.resolve(storedOrderBook, 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, 'sequence')
|
|
if nonce < firstDeltaStart - 1:
|
|
return -1
|
|
for i in range(0, len(cache)):
|
|
delta = cache[i]
|
|
deltaStart = self.safe_integer(delta, 'sequence')
|
|
if nonce < deltaStart - 1:
|
|
return i
|
|
return len(cache)
|
|
|
|
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://docs.kucoin.com/futures/#trade-orders-according-to-the-market
|
|
|
|
: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
|
|
:returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
url = await self.negotiate(True)
|
|
topic = '/contractMarket/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, None, 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',
|
|
}
|
|
return self.safe_string(statuses, status, status)
|
|
|
|
def parse_ws_order(self, order, market=None):
|
|
#
|
|
# "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
|
|
# }
|
|
#
|
|
id = self.safe_string(order, 'orderId')
|
|
clientOrderId = self.safe_string(order, 'clientOid')
|
|
orderType = self.safe_string_lower(order, 'orderType')
|
|
price = self.safe_string(order, 'price')
|
|
filled = self.safe_string(order, 'filledSize')
|
|
amount = self.safe_string(order, 'size')
|
|
rawType = self.safe_string(order, 'type')
|
|
status = self.parse_ws_order_status(rawType)
|
|
timestamp = self.safe_integer_product(order, 'orderTime', 0.000001)
|
|
marketId = self.safe_string(order, 'symbol')
|
|
market = self.safe_market(marketId, market)
|
|
symbol = market['symbol']
|
|
side = self.safe_string_lower(order, 'side')
|
|
return self.safe_order({
|
|
'info': order,
|
|
'symbol': symbol,
|
|
'id': id,
|
|
'clientOrderId': clientOrderId,
|
|
'timestamp': timestamp,
|
|
'datetime': self.iso8601(timestamp),
|
|
'lastTradeTimestamp': None,
|
|
'type': orderType,
|
|
'timeInForce': None,
|
|
'postOnly': None,
|
|
'side': side,
|
|
'price': price,
|
|
'stopPrice': None,
|
|
'amount': amount,
|
|
'cost': None,
|
|
'average': None,
|
|
'filled': filled,
|
|
'remaining': None,
|
|
'status': status,
|
|
'fee': None,
|
|
'trades': None,
|
|
}, market)
|
|
|
|
def handle_order(self, client: Client, message):
|
|
messageHash = 'orders'
|
|
data = self.safe_value(message, 'data')
|
|
parsed = self.parse_ws_order(data)
|
|
symbol = self.safe_string(parsed, 'symbol')
|
|
orderId = self.safe_string(parsed, 'id')
|
|
if symbol is not None:
|
|
if self.orders is None:
|
|
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
|
|
self.orders = ArrayCacheBySymbolById(limit)
|
|
cachedOrders = 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
|
|
stopPrice = self.safe_value(order, 'stopPrice')
|
|
if stopPrice is not None:
|
|
parsed['stopPrice'] = stopPrice
|
|
if order['status'] == 'closed':
|
|
parsed['status'] = 'closed'
|
|
cachedOrders.append(parsed)
|
|
client.resolve(self.orders, messageHash)
|
|
symbolSpecificMessageHash = messageHash + ':' + symbol
|
|
client.resolve(self.orders, symbolSpecificMessageHash)
|
|
|
|
async def watch_balance(self, params={}) -> Balances:
|
|
"""
|
|
watch balance and get the amount of funds available for trading or funds locked in orders
|
|
|
|
https://docs.kucoin.com/futures/#account-balance-events
|
|
|
|
: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 = '/contractAccount/wallet'
|
|
request: dict = {
|
|
'privateChannel': True,
|
|
}
|
|
subscription: dict = {
|
|
'method': self.handle_balance_subscription,
|
|
}
|
|
messageHash = 'balance'
|
|
return await self.subscribe(url, messageHash, topic, subscription, self.extend(request, params))
|
|
|
|
def handle_balance(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "id": "6375553193027a0001f6566f",
|
|
# "type": "message",
|
|
# "topic": "/contractAccount/wallet",
|
|
# "userId": "613a896885d8660006151f01",
|
|
# "channelType": "private",
|
|
# "subject": "availableBalance.change",
|
|
# "data": {
|
|
# "currency": "USDT",
|
|
# "holdBalance": "0.0000000000",
|
|
# "availableBalance": "14.0350281903",
|
|
# "timestamp": "1668633905657"
|
|
# }
|
|
# }
|
|
#
|
|
data = self.safe_value(message, 'data', {})
|
|
self.balance['info'] = data
|
|
currencyId = self.safe_string(data, 'currency')
|
|
code = self.safe_currency_code(currencyId)
|
|
account = self.account()
|
|
account['free'] = self.safe_string(data, 'availableBalance')
|
|
account['used'] = self.safe_string(data, 'holdBalance')
|
|
self.balance[code] = account
|
|
self.balance = self.safe_balance(self.balance)
|
|
client.resolve(self.balance, 'balance')
|
|
|
|
def handle_balance_subscription(self, client: Client, message, subscription):
|
|
self.spawn(self.fetch_balance_snapshot, client, message)
|
|
|
|
async def fetch_balance_snapshot(self, client, message):
|
|
await self.load_markets()
|
|
self.check_required_credentials()
|
|
messageHash = 'balance'
|
|
selectedType = self.safe_string_2(self.options, 'watchBalance', 'defaultType', 'swap') # spot, margin, main, funding, future, mining, trade, contract, pool
|
|
params: dict = {
|
|
'type': selectedType,
|
|
}
|
|
snapshot = await self.fetch_balance(params)
|
|
#
|
|
# {
|
|
# "info": {
|
|
# "code": "200000",
|
|
# "data": {
|
|
# "accountEquity": 0.0350281903,
|
|
# "unrealisedPNL": 0,
|
|
# "marginBalance": 0.0350281903,
|
|
# "positionMargin": 0,
|
|
# "orderMargin": 0,
|
|
# "frozenFunds": 0,
|
|
# "availableBalance": 0.0350281903,
|
|
# "currency": "USDT"
|
|
# }
|
|
# },
|
|
# "timestamp": None,
|
|
# "datetime": None,
|
|
# "USDT": {
|
|
# "free": 0.0350281903,
|
|
# "used": 0,
|
|
# "total": 0.0350281903
|
|
# },
|
|
# "free": {
|
|
# "USDT": 0.0350281903
|
|
# },
|
|
# "used": {
|
|
# "USDT": 0
|
|
# },
|
|
# "total": {
|
|
# "USDT": 0.0350281903
|
|
# }
|
|
# }
|
|
#
|
|
keys = list(snapshot.keys())
|
|
for i in range(0, len(keys)):
|
|
code = keys[i]
|
|
if code != 'free' and code != 'used' and code != 'total' and code != 'timestamp' and code != 'datetime' and code != 'info':
|
|
self.balance[code] = snapshot[code]
|
|
self.balance['info'] = self.safe_value(snapshot, 'info', {})
|
|
client.resolve(self.balance, messageHash)
|
|
|
|
def handle_subject(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "type": "message",
|
|
# "topic": "/contractMarket/level2:ADAUSDTM",
|
|
# "subject": "level2",
|
|
# "data": {
|
|
# "sequence": 1668059586457,
|
|
# "change": "0.34172,sell,456", # type, side, quantity
|
|
# "timestamp": 1668573023223
|
|
# }
|
|
# }
|
|
#
|
|
subject = self.safe_string(message, 'subject')
|
|
methods: dict = {
|
|
'level2': self.handle_order_book,
|
|
'ticker': self.handle_ticker,
|
|
'candle.stick': self.handle_ohlcv,
|
|
'tickerV2': self.handle_bid_ask,
|
|
'availableBalance.change': self.handle_balance,
|
|
'match': self.handle_trade,
|
|
'orderChange': self.handle_order,
|
|
'orderUpdated': self.handle_order,
|
|
'position.change': self.handle_position,
|
|
'position.settlement': self.handle_position,
|
|
'position.adjustRiskLimit': self.handle_position,
|
|
}
|
|
method = self.safe_value(methods, subject)
|
|
if method is not None:
|
|
method(client, message)
|
|
|
|
def get_message_hash(self, elementName: str, symbol: Str = None):
|
|
# elementName can be 'ticker', 'bidask', ...
|
|
if symbol is not None:
|
|
return elementName + '@' + symbol
|
|
else:
|
|
return elementName + 's@all'
|
|
|
|
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):
|
|
# https://docs.kucoin.com/#ping
|
|
client.lastPong = self.milliseconds()
|
|
return message
|
|
|
|
def handle_error_message(self, client: Client, message) -> Bool:
|
|
#
|
|
# {
|
|
# "id": "64d8732c856851144bded10d",
|
|
# "type": "error",
|
|
# "code": 401,
|
|
# "data": "token is expired"
|
|
# }
|
|
#
|
|
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 True
|
|
|
|
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_message(self, client: Client, message):
|
|
type = self.safe_string(message, 'type')
|
|
methods: dict = {
|
|
# 'heartbeat': self.handleHeartbeat,
|
|
'welcome': self.handle_system_status,
|
|
'message': self.handle_subject,
|
|
'pong': self.handle_pong,
|
|
'error': self.handle_error_message,
|
|
'ack': self.handle_subscription_status,
|
|
}
|
|
method = self.safe_value(methods, type)
|
|
if method is not None:
|
|
method(client, message)
|