ccxt-look
Version:
1,071 lines (1,048 loc) • 79 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const { ArgumentsRequired, ExchangeNotAvailable, InvalidOrder, InsufficientFunds, AccountSuspended, InvalidNonce, NotSupported, BadRequest, AuthenticationError, RateLimitExceeded, PermissionDenied } = require ('./base/errors');
const Precise = require ('./base/Precise');
const kucoin = require ('./kucoin.js');
const { TICK_SIZE } = require ('./base/functions/number');
// ---------------------------------------------------------------------------
module.exports = class kucoinfutures extends kucoin {
describe () {
return this.deepExtend (super.describe (), {
'id': 'kucoinfutures',
'name': 'KuCoin Futures',
'countries': [ 'SC' ],
'rateLimit': 75,
'version': 'v1',
'certified': false,
'pro': false,
'comment': 'Platform 2.0',
'quoteJsonNumbers': false,
'has': {
'CORS': undefined,
'spot': false,
'margin': false,
'swap': true,
'future': true,
'option': false,
'addMargin': true,
'cancelAllOrders': true,
'cancelOrder': true,
'createDepositAddress': true,
'createOrder': true,
'createStopLimitOrder': true,
'createStopMarketOrder': true,
'createStopOrder': true,
'fetchAccounts': true,
'fetchBalance': true,
'fetchBorrowRate': false,
'fetchBorrowRateHistories': false,
'fetchBorrowRateHistory': false,
'fetchBorrowRates': false,
'fetchBorrowRatesPerSymbol': false,
'fetchClosedOrders': true,
'fetchCurrencies': false,
'fetchDepositAddress': true,
'fetchDeposits': true,
'fetchFundingFee': true,
'fetchFundingHistory': true,
'fetchFundingRate': true,
'fetchFundingRateHistory': false,
'fetchIndexOHLCV': false,
'fetchL3OrderBook': true,
'fetchLedger': true,
'fetchLeverageTiers': false,
'fetchMarketLeverageTiers': true,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchPositions': true,
'fetchPremiumIndexOHLCV': false,
'fetchStatus': true,
'fetchTicker': true,
'fetchTickers': false,
'fetchTime': true,
'fetchTrades': true,
'fetchWithdrawals': true,
'setMarginMode': false,
'transfer': true,
'withdraw': undefined,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/147508995-9e35030a-d046-43a1-a006-6fabd981b554.jpg',
'doc': [
'https://docs.kucoin.com/futures',
'https://docs.kucoin.com',
],
'www': 'https://futures.kucoin.com/',
'referral': 'https://futures.kucoin.com/?rcode=E5wkqe',
'api': {
'public': 'https://openapi-v2.kucoin.com',
'private': 'https://openapi-v2.kucoin.com',
'futuresPrivate': 'https://api-futures.kucoin.com',
'futuresPublic': 'https://api-futures.kucoin.com',
},
'test': {
'public': 'https://openapi-sandbox.kucoin.com',
'private': 'https://openapi-sandbox.kucoin.com',
'futuresPrivate': 'https://api-sandbox-futures.kucoin.com',
'futuresPublic': 'https://api-sandbox-futures.kucoin.com',
},
},
'requiredCredentials': {
'apiKey': true,
'secret': true,
'password': true,
},
'api': {
'futuresPublic': {
'get': {
'contracts/active': 1,
'contracts/{symbol}': 1,
'contracts/risk-limit/{symbol}': 1,
'ticker': 1,
'level2/snapshot': 1.33,
'level2/depth{limit}': 1,
'level2/message/query': 1,
'level3/message/query': 1, // deprecated，level3/snapshot is suggested
'level3/snapshot': 1, // v2
'trade/history': 1,
'interest/query': 1,
'index/query': 1,
'mark-price/{symbol}/current': 1,
'premium/query': 1,
'funding-rate/{symbol}/current': 1,
'timestamp': 1,
'status': 1,
'kline/query': 1,
},
'post': {
'bullet-public': 1,
},
},
'futuresPrivate': {
'get': {
'account-overview': 1.33,
'transaction-history': 4.44,
'deposit-address': 1,
'deposit-list': 1,
'withdrawals/quotas': 1,
'withdrawal-list': 1,
'transfer-list': 1,
'orders': 1.33,
'stopOrders': 1,
'recentDoneOrders': 1,
'orders/{orderId}': 1, // ?clientOid={client-order-id} // get order by orderId
'orders/byClientOid': 1, // ?clientOid=eresc138b21023a909e5ad59 // get order by clientOid
'fills': 4.44,
'recentFills': 4.44,
'openOrderStatistics': 1,
'position': 1,
'positions': 4.44,
'funding-history': 4.44,
},
'post': {
'withdrawals': 1,
'transfer-out': 1, // v2
'orders': 1.33,
'position/margin/auto-deposit-status': 1,
'position/margin/deposit-margin': 1,
'bullet-private': 1,
},
'delete': {
'withdrawals/{withdrawalId}': 1,
'cancel/transfer-out': 1,
'orders/{orderId}': 1,
'orders': 4.44,
'stopOrders': 1,
},
},
},
'precisionMode': TICK_SIZE,
'exceptions': {
'exact': {
'400': BadRequest, // Bad Request -- Invalid request format
'401': AuthenticationError, // Unauthorized -- Invalid API Key
'403': NotSupported, // Forbidden -- The request is forbidden
'404': NotSupported, // Not Found -- The specified resource could not be found
'405': NotSupported, // Method Not Allowed -- You tried to access the resource with an invalid method.
'415': BadRequest, // Content-Type -- application/json
'429': RateLimitExceeded, // Too Many Requests -- Access limit breached
'500': ExchangeNotAvailable, // Internal Server Error -- We had a problem with our server. Try again later.
'503': ExchangeNotAvailable, // Service Unavailable -- We're temporarily offline for maintenance. Please try again later.
'100001': InvalidOrder, // {"code":"100001","msg":"Unavailable to enable both \"postOnly\" and \"hidden\""}
'100004': BadRequest, // {"code":"100004","msg":"Order is in not cancelable state"}
'101030': PermissionDenied, // {"code":"101030","msg":"You haven't yet enabled the margin trading"}
'200004': InsufficientFunds,
'230003': InsufficientFunds, // {"code":"230003","msg":"Balance insufficient!"}
'260100': InsufficientFunds, // {"code":"260100","msg":"account.noBalance"}
'300003': InsufficientFunds,
'300012': InvalidOrder,
'400001': AuthenticationError, // Any of KC-API-KEY, KC-API-SIGN, KC-API-TIMESTAMP, KC-API-PASSPHRASE is missing in your request header.
'400002': InvalidNonce, // KC-API-TIMESTAMP Invalid -- Time differs from server time by more than 5 seconds
'400003': AuthenticationError, // KC-API-KEY not exists
'400004': AuthenticationError, // KC-API-PASSPHRASE error
'400005': AuthenticationError, // Signature error -- Please check your signature
'400006': AuthenticationError, // The IP address is not in the API whitelist
'400007': AuthenticationError, // Access Denied -- Your API key does not have sufficient permissions to access the URI
'404000': NotSupported, // URL Not Found -- The requested resource could not be found
'400100': BadRequest, // Parameter Error -- You tried to access the resource with invalid parameters
'411100': AccountSuspended, // User is frozen -- Please contact us via support center
'500000': ExchangeNotAvailable, // Internal Server Error -- We had a problem with our server. Try again later.
},
},
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'taker': this.parseNumber ('0.0006'),
'maker': this.parseNumber ('0.0002'),
'tiers': {
'taker': [
[ this.parseNumber ('0'), this.parseNumber ('0.0006') ],
[ this.parseNumber ('50'), this.parseNumber ('0.0006') ],
[ this.parseNumber ('200'), this.parseNumber ('0.0006') ],
[ this.parseNumber ('500'), this.parseNumber ('0.0005') ],
[ this.parseNumber ('1000'), this.parseNumber ('0.0004') ],
[ this.parseNumber ('2000'), this.parseNumber ('0.0004') ],
[ this.parseNumber ('4000'), this.parseNumber ('0.00038') ],
[ this.parseNumber ('8000'), this.parseNumber ('0.00035') ],
[ this.parseNumber ('15000'), this.parseNumber ('0.00032') ],
[ this.parseNumber ('25000'), this.parseNumber ('0.0003') ],
[ this.parseNumber ('40000'), this.parseNumber ('0.0003') ],
[ this.parseNumber ('60000'), this.parseNumber ('0.0003') ],
[ this.parseNumber ('80000'), this.parseNumber ('0.0003') ],
],
'maker': [
[ this.parseNumber ('0'), this.parseNumber ('0.02') ],
[ this.parseNumber ('50'), this.parseNumber ('0.015') ],
[ this.parseNumber ('200'), this.parseNumber ('0.01') ],
[ this.parseNumber ('500'), this.parseNumber ('0.01') ],
[ this.parseNumber ('1000'), this.parseNumber ('0.01') ],
[ this.parseNumber ('2000'), this.parseNumber ('0') ],
[ this.parseNumber ('4000'), this.parseNumber ('0') ],
[ this.parseNumber ('8000'), this.parseNumber ('0') ],
[ this.parseNumber ('15000'), this.parseNumber ('-0.003') ],
[ this.parseNumber ('25000'), this.parseNumber ('-0.006') ],
[ this.parseNumber ('40000'), this.parseNumber ('-0.009') ],
[ this.parseNumber ('60000'), this.parseNumber ('-0.012') ],
[ this.parseNumber ('80000'), this.parseNumber ('-0.015') ],
],
},
},
'funding': {
'tierBased': false,
'percentage': false,
'withdraw': {},
'deposit': {},
},
},
'commonCurrencies': {
'HOT': 'HOTNOW',
'EDGE': 'DADI', // https://github.com/ccxt/ccxt/issues/5756
'WAX': 'WAXP',
'TRY': 'Trias',
'VAI': 'VAIOT',
'XBT': 'BTC',
},
'timeframes': {
'1m': 1,
'3m': undefined,
'5m': 5,
'15m': 15,
'30m': 30,
'1h': 60,
'2h': 120,
'4h': 240,
'6h': undefined,
'8h': 480,
'12h': 720,
'1d': 1440,
'1w': 10080,
},
'options': {
'version': 'v1',
'symbolSeparator': '-',
'defaultType': 'swap',
'code': 'USDT',
'marginTypes': {},
// endpoint versions
'versions': {
'futuresPrivate': {
'POST': {
'transfer-out': 'v2',
},
},
'futuresPublic': {
'GET': {
'level3/snapshot': 'v2',
},
},
},
'networks': {
'OMNI': 'omni',
'ERC20': 'eth',
'TRC20': 'trx',
},
// 'code': 'BTC',
// 'fetchBalance': {
// 'code': 'BTC',
// },
},
});
}
async fetchAccounts (params = {}) {
throw new BadRequest (this.id + ' fetchAccounts() is not supported yet');
}
async fetchStatus (params = {}) {
const response = await this.futuresPublicGetStatus (params);
//
// {
// "code":"200000",
// "data":{
// "status": "open", // open, close, cancelonly
// "msg": "upgrade match engine" // remark for operation when status not open
// }
// }
//
const data = this.safeValue (response, 'data', {});
const status = this.safeString (data, 'status');
return {
'status': (status === 'open') ? 'ok' : 'maintenance',
'updated': this.milliseconds (),
'eta': undefined,
'url': undefined,
'info': response,
};
}
async fetchMarkets (params = {}) {
const response = await this.futuresPublicGetContractsActive (params);
//
// {
// "code": "200000",
// "data": {
// "symbol": "ETHUSDTM",
// "rootSymbol": "USDT",
// "type": "FFWCSX",
// "firstOpenDate": 1591086000000,
// "expireDate": null,
// "settleDate": null,
// "baseCurrency": "ETH",
// "quoteCurrency": "USDT",
// "settleCurrency": "USDT",
// "maxOrderQty": 1000000,
// "maxPrice": 1000000.0000000000,
// "lotSize": 1,
// "tickSize": 0.05,
// "indexPriceTickSize": 0.01,
// "multiplier": 0.01,
// "initialMargin": 0.01,
// "maintainMargin": 0.005,
// "maxRiskLimit": 1000000,
// "minRiskLimit": 1000000,
// "riskStep": 500000,
// "makerFeeRate": 0.00020,
// "takerFeeRate": 0.00060,
// "takerFixFee": 0.0000000000,
// "makerFixFee": 0.0000000000,
// "settlementFee": null,
// "isDeleverage": true,
// "isQuanto": true,
// "isInverse": false,
// "markMethod": "FairPrice",
// "fairMethod": "FundingRate",
// "fundingBaseSymbol": ".ETHINT8H",
// "fundingQuoteSymbol": ".USDTINT8H",
// "fundingRateSymbol": ".ETHUSDTMFPI8H",
// "indexSymbol": ".KETHUSDT",
// "settlementSymbol": "",
// "status": "Open",
// "fundingFeeRate": 0.000535,
// "predictedFundingFeeRate": 0.002197,
// "openInterest": "8724443",
// "turnoverOf24h": 341156641.03354263,
// "volumeOf24h": 74833.54000000,
// "markPrice": 4534.07,
// "indexPrice":4531.92,
// "lastTradePrice": 4545.4500000000,
// "nextFundingRateTime": 25481884,
// "maxLeverage": 100,
// "sourceExchanges": [
// "huobi",
// "Okex",
// "Binance",
// "Kucoin",
// "Poloniex",
// "Hitbtc"
// ],
// "premiumsSymbol1M": ".ETHUSDTMPI",
// "premiumsSymbol8H": ".ETHUSDTMPI8H",
// "fundingBaseSymbol1M": ".ETHINT",
// "fundingQuoteSymbol1M": ".USDTINT",
// "lowPrice": 4456.90,
// "highPrice": 4674.25,
// "priceChgPct": 0.0046,
// "priceChg": 21.15
// }
// }
//
const result = [];
const data = this.safeValue (response, 'data');
for (let i = 0; i < data.length; i++) {
const market = data[i];
const id = this.safeString (market, 'symbol');
const expiry = this.safeInteger (market, 'expireDate');
const future = expiry ? true : false;
const swap = !future;
const baseId = this.safeString (market, 'baseCurrency');
const quoteId = this.safeString (market, 'quoteCurrency');
const settleId = this.safeString (market, 'settleCurrency');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const settle = this.safeCurrencyCode (settleId);
let symbol = base + '/' + quote + ':' + settle;
let type = 'swap';
if (future) {
symbol = symbol + '-' + this.yymmdd (expiry, '');
type = 'future';
}
const baseMaxSize = this.safeNumber (market, 'baseMaxSize');
const baseMinSizeString = this.safeString (market, 'baseMinSize');
const quoteMaxSizeString = this.safeString (market, 'quoteMaxSize');
const baseMinSize = this.parseNumber (baseMinSizeString);
const quoteMaxSize = this.parseNumber (quoteMaxSizeString);
const quoteMinSize = this.safeNumber (market, 'quoteMinSize');
const inverse = this.safeValue (market, 'isInverse');
const status = this.safeString (market, 'status');
const multiplier = this.safeString (market, 'multiplier');
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': settle,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'type': type,
'spot': false,
'margin': false,
'swap': swap,
'future': future,
'option': false,
'active': (status === 'Open'),
'contract': true,
'linear': !inverse,
'inverse': inverse,
'taker': this.safeNumber (market, 'takerFeeRate'),
'maker': this.safeNumber (market, 'makerFeeRate'),
'contractSize': this.parseNumber (Precise.stringAbs (multiplier)),
'expiry': expiry,
'expiryDatetime': this.iso8601 (expiry),
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.safeNumber (market, 'lotSize'),
'price': this.safeNumber (market, 'tickSize'),
},
'limits': {
'leverage': {
'min': this.parseNumber ('1'),
'max': this.safeNumber (market, 'maxLeverage'),
},
'amount': {
'min': baseMinSize,
'max': baseMaxSize,
},
'price': {
'min': undefined,
'max': this.parseNumber (Precise.stringDiv (quoteMaxSizeString, baseMinSizeString)),
},
'cost': {
'min': quoteMinSize,
'max': quoteMaxSize,
},
},
'info': market,
});
}
return result;
}
async fetchTime (params = {}) {
const response = await this.futuresPublicGetTimestamp (params);
//
// {
// code: "200000",
// data: 1637385119302,
// }
//
return this.safeNumber (response, 'data');
}
async fetchOHLCV (symbol, timeframe = '15m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const marketId = market['id'];
const request = {
'symbol': marketId,
'granularity': this.timeframes[timeframe],
};
const duration = this.parseTimeframe (timeframe) * 1000;
let endAt = this.milliseconds ();
if (since !== undefined) {
request['from'] = since;
if (limit === undefined) {
limit = this.safeInteger (this.options, 'fetchOHLCVLimit', 200);
}
endAt = this.sum (since, limit * duration);
} else if (limit !== undefined) {
since = endAt - limit * duration;
request['from'] = since;
}
request['to'] = endAt;
const response = await this.futuresPublicGetKlineQuery (this.extend (request, params));
//
// {
// "code": "200000",
// "data": [
// [1636459200000, 4779.3, 4792.1, 4768.7, 4770.3, 78051],
// [1636460100000, 4770.25, 4778.55, 4757.55, 4777.25, 80164],
// [1636461000000, 4777.25, 4791.45, 4774.5, 4791.3, 51555]
// ]
// }
//
const data = this.safeValue (response, 'data', []);
return this.parseOHLCVs (data, market, timeframe, since, limit);
}
parseOHLCV (ohlcv, market = undefined) {
//
// [
// "1545904980000", // Start time of the candle cycle
// "0.058", // opening price
// "0.049", // closing price
// "0.058", // highest price
// "0.049", // lowest price
// "0.018", // base volume
// "0.000945", // quote volume
// ]
//
return [
this.safeInteger (ohlcv, 0),
this.safeNumber (ohlcv, 1),
this.safeNumber (ohlcv, 2),
this.safeNumber (ohlcv, 3),
this.safeNumber (ohlcv, 4),
this.safeNumber (ohlcv, 5),
];
}
async createDepositAddress (code, params = {}) {
throw new BadRequest (this.id + ' createDepositAddress() is not supported yet');
}
async fetchDepositAddress (code, params = {}) {
await this.loadMarkets ();
const currency = this.currency (code);
const currencyId = currency['id'];
const request = {
'currency': currencyId, // Currency,including XBT,USDT
};
const response = await this.futuresPrivateGetDepositAddress (this.extend (request, params));
//
// {
// "code": "200000",
// "data": {
// "address": "0x78d3ad1c0aa1bf068e19c94a2d7b16c9c0fcd8b1",//Deposit address
// "memo": null//Address tag. If the returned value is null, it means that the requested token has no memo. If you are to transfer funds from another platform to KuCoin Futures and if the token to be //transferred has memo(tag), you need to fill in the memo to ensure the transferred funds will be sent //to the address you specified.
// }
// }
//
const data = this.safeValue (response, 'data', {});
const address = this.safeString (data, 'address');
if (currencyId !== 'NIM') {
// contains spaces
this.checkAddress (address);
}
return {
'info': response,
'currency': currencyId,
'address': address,
'tag': this.safeString (data, 'memo'),
'network': this.safeString (data, 'chain'),
};
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const level = this.safeNumber (params, 'level');
if (level !== 2 && level !== undefined) {
throw new BadRequest (this.id + ' fetchOrderBook() can only return level 2');
}
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
if (limit !== undefined) {
if ((limit === 20) || (limit === 100)) {
request['limit'] = limit;
} else {
throw new BadRequest (this.id + ' fetchOrderBook() limit argument must be 20 or 100');
}
} else {
request['limit'] = 20;
}
const response = await this.futuresPublicGetLevel2DepthLimit (this.extend (request, params));
//
// {
// "code": "200000",
// "data": {
// "symbol": "XBTUSDM", //Symbol
// "sequence": 100, //Ticker sequence number
// "asks": [
// ["5000.0", 1000], //Price, quantity
// ["6000.0", 1983] //Price, quantity
// ],
// "bids": [
// ["3200.0", 800], //Price, quantity
// ["3100.0", 100] //Price, quantity
// ],
// "ts": 1604643655040584408 // timestamp
// }
// }
//
const data = this.safeValue (response, 'data', {});
const timestamp = parseInt (this.safeInteger (data, 'ts') / 1000000);
const orderbook = this.parseOrderBook (data, symbol, timestamp, 'bids', 'asks', 0, 1);
orderbook['nonce'] = this.safeInteger (data, 'sequence');
return orderbook;
}
async fetchL3OrderBook (symbol, limit = undefined, params = {}) {
throw new BadRequest (this.id + ' fetchL3OrderBook() is not supported yet');
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
const response = await this.futuresPublicGetTicker (this.extend (request, params));
//
// {
// "code": "200000",
// "data": {
// "sequence": 1638444978558,
// "symbol": "ETHUSDTM",
// "side": "sell",
// "size": 4,
// "price": "4229.35",
// "bestBidSize": 2160,
// "bestBidPrice": "4229.0",
// "bestAskPrice": "4229.05",
// "tradeId": "61aaa8b777a0c43055fe4851",
// "ts": 1638574296209786785,
// "bestAskSize": 36,
// }
// }
//
return this.parseTicker (response['data'], market);
}
parseTicker (ticker, market = undefined) {
//
// {
// "code": "200000",
// "data": {
// "sequence": 1629930362547,
// "symbol": "ETHUSDTM",
// "side": "buy",
// "size": 130,
// "price": "4724.7",
// "bestBidSize": 5,
// "bestBidPrice": "4724.6",
// "bestAskPrice": "4724.65",
// "tradeId": "618d2a5a77a0c4431d2335f4",
// "ts": 1636641371963227600,
// "bestAskSize": 1789
// }
// }
//
const last = this.safeString (ticker, 'price');
const marketId = this.safeString (ticker, 'symbol');
market = this.safeMarket (marketId, market, '-');
const timestamp = Precise.stringDiv (this.safeString (ticker, 'ts'), '1000000');
return this.safeTicker ({
'symbol': market['symbol'],
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': undefined,
'low': undefined,
'bid': this.safeString (ticker, 'bestBidPrice'),
'bidVolume': this.safeString (ticker, 'bestBidSize'),
'ask': this.safeString (ticker, 'bestAskPrice'),
'askVolume': this.safeString (ticker, 'bestAskSize'),
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': undefined,
'quoteVolume': undefined,
'info': ticker,
}, market, false);
}
async fetchFundingHistory (symbol = undefined, since = undefined, limit = undefined, params = {}) {
//
// Private
// @param symbol (string): The pair for which the contract was traded
// @param since (number): The unix start time of the first funding payment requested
// @param limit (number): The number of results to return
// @param params (dict): Additional parameters to send to the API
// @param return: Data for the history of the accounts funding payments for futures contracts
//
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchFundingHistory() requires a symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
if (since !== undefined) {
request['startAt'] = since;
}
if (limit !== undefined) {
// * Since is ignored if limit is defined
request['maxCount'] = limit;
}
const response = await this.futuresPrivateGetFundingHistory (this.extend (request, params));
//
// {
// "code": "200000",
// "data": {
// "dataList": [
// {
// "id": 239471298749817,
// "symbol": "ETHUSDTM",
// "timePoint": 1638532800000,
// "fundingRate": 0.000100,
// "markPrice": 4612.8300000000,
// "positionQty": 12,
// "positionCost": 553.5396000000,
// "funding": -0.0553539600,
// "settleCurrency": "USDT"
// },
// ...
// ],
// "hasMore": true
// }
// }
//
const data = this.safeValue (response, 'data');
const dataList = this.safeValue (data, 'dataList');
const fees = [];
for (let i = 0; i < dataList.length; i++) {
const listItem = dataList[i];
const timestamp = this.safeInteger (listItem, 'timePoint');
fees.push ({
'info': listItem,
'symbol': symbol,
'code': this.safeCurrencyCode (this.safeString (listItem, 'settleCurrency')),
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'id': this.safeNumber (listItem, 'id'),
'amount': this.safeNumber (listItem, 'funding'),
'fundingRate': this.safeNumber (listItem, 'fundingRate'),
'markPrice': this.safeNumber (listItem, 'markPrice'),
'positionQty': this.safeNumber (listItem, 'positionQty'),
'positionCost': this.safeNumber (listItem, 'positionCost'),
});
}
return fees;
}
async fetchPositions (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.futuresPrivateGetPositions (params);
//
// {
// "code": "200000",
// "data": [
// {
// "id": "615ba79f83a3410001cde321",
// "symbol": "ETHUSDTM",
// "autoDeposit": false,
// "maintMarginReq": 0.005,
// "riskLimit": 1000000,
// "realLeverage": 18.61,
// "crossMode": false,
// "delevPercentage": 0.86,
// "openingTimestamp": 1638563515618,
// "currentTimestamp": 1638576872774,
// "currentQty": 2,
// "currentCost": 83.64200000,
// "currentComm": 0.05018520,
// "unrealisedCost": 83.64200000,
// "realisedGrossCost": 0.00000000,
// "realisedCost": 0.05018520,
// "isOpen": true,
// "markPrice": 4225.01,
// "markValue": 84.50020000,
// "posCost": 83.64200000,
// "posCross": 0.0000000000,
// "posInit": 3.63660870,
// "posComm": 0.05236717,
// "posLoss": 0.00000000,
// "posMargin": 3.68897586,
// "posMaint": 0.50637594,
// "maintMargin": 4.54717586,
// "realisedGrossPnl": 0.00000000,
// "realisedPnl": -0.05018520,
// "unrealisedPnl": 0.85820000,
// "unrealisedPnlPcnt": 0.0103,
// "unrealisedRoePcnt": 0.2360,
// "avgEntryPrice": 4182.10,
// "liquidationPrice": 4023.00,
// "bankruptPrice": 4000.25,
// "settleCurrency": "USDT",
// "isInverse": false
// }
// ]
// }
//
return this.parsePositions (this.safeValue (response, 'data'));
}
parsePositions (positions) {
const result = [];
for (let i = 0; i < positions.length; i++) {
result.push (this.parsePosition (positions[i]));
}
return result;
}
parsePosition (position, market = undefined) {
//
// {
// "code": "200000",
// "data": [
// {
// "id": "615ba79f83a3410001cde321", // Position ID
// "symbol": "ETHUSDTM", // Symbol
// "autoDeposit": false, // Auto deposit margin or not
// "maintMarginReq": 0.005, // Maintenance margin requirement
// "riskLimit": 1000000, // Risk limit
// "realLeverage": 25.92, // Leverage of the order
// "crossMode": false, // Cross mode or not
// "delevPercentage": 0.76, // ADL ranking percentile
// "openingTimestamp": 1638578546031, // Open time
// "currentTimestamp": 1638578563580, // Current timestamp
// "currentQty": 2, // Current postion quantity
// "currentCost": 83.787, // Current postion value
// "currentComm": 0.0167574, // Current commission
// "unrealisedCost": 83.787, // Unrealised value
// "realisedGrossCost": 0.0, // Accumulated realised gross profit value
// "realisedCost": 0.0167574, // Current realised position value
// "isOpen": true, // Opened position or not
// "markPrice": 4183.38, // Mark price
// "markValue": 83.6676, // Mark value
// "posCost": 83.787, // Position value
// "posCross": 0.0, // added margin
// "posInit": 3.35148, // Leverage margin
// "posComm": 0.05228309, // Bankruptcy cost
// "posLoss": 0.0, // Funding fees paid out
// "posMargin": 3.40376309, // Position margin
// "posMaint": 0.50707892, // Maintenance margin
// "maintMargin": 3.28436309, // Position margin
// "realisedGrossPnl": 0.0, // Accumulated realised gross profit value
// "realisedPnl": -0.0167574, // Realised profit and loss
// "unrealisedPnl": -0.1194, // Unrealised profit and loss
// "unrealisedPnlPcnt": -0.0014, // Profit-loss ratio of the position
// "unrealisedRoePcnt": -0.0356, // Rate of return on investment
// "avgEntryPrice": 4189.35, // Average entry price
// "liquidationPrice": 4044.55, // Liquidation price
// "bankruptPrice": 4021.75, // Bankruptcy price
// "settleCurrency": "USDT", // Currency used to clear and settle the trades
// "isInverse": false
// }
// ]
// }
//
const symbol = this.safeString (position, 'symbol');
market = this.safeMarket (symbol, market);
const timestamp = this.safeNumber (position, 'currentTimestamp');
const size = this.safeString (position, 'currentQty');
let side = undefined;
if (Precise.stringGt (size, '0')) {
side = 'long';
} else if (Precise.stringLt (size, '0')) {
side = 'short';
}
const notional = Precise.stringAbs (this.safeString (position, 'posCost'));
const initialMargin = this.safeString (position, 'posInit');
const initialMarginPercentage = Precise.stringDiv (initialMargin, notional);
// const marginRatio = Precise.stringDiv (maintenanceRate, collateral);
const unrealisedPnl = this.safeString (position, 'unrealisedPnl');
const crossMode = this.safeValue (position, 'crossMode');
// currently crossMode is always set to false and only isolated positions are supported
const marginType = crossMode ? 'cross' : 'isolated';
return {
'info': position,
'symbol': this.safeString (market, 'symbol'),
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'initialMargin': this.parseNumber (initialMargin),
'initialMarginPercentage': this.parseNumber (initialMarginPercentage),
'maintenanceMargin': this.safeNumber (position, 'posMaint'),
'maintenanceMarginPercentage': this.safeNumber (position, 'maintMarginReq'),
'entryPrice': this.safeNumber (position, 'avgEntryPrice'),
'notional': this.parseNumber (notional),
'leverage': this.safeNumber (position, 'realLeverage'),
'unrealizedPnl': this.parseNumber (unrealisedPnl),
'contracts': this.parseNumber (Precise.stringAbs (size)),
'contractSize': this.safeValue (market, 'contractSize'),
// realisedPnl: position['realised_pnl'],
'marginRatio': undefined,
'liquidationPrice': this.safeNumber (position, 'liquidationPrice'),
'markPrice': this.safeNumber (position, 'markPrice'),
'collateral': this.safeNumber (position, 'maintMargin'),
'marginType': marginType,
'side': side,
'percentage': this.parseNumber (Precise.stringDiv (unrealisedPnl, initialMargin)),
};
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
/**
* @method
* @name kucoinfutures#createOrder
* @description Create an order on the exchange
* @param {str} symbol Unified CCXT market symbol
* @param {str} type "limit" or "market"
* @param {str} side "buy" or "sell"
* @param {float} amount the amount of currency to trade
* @param {float} price *ignored in "market" orders* the price at which the order is to be fullfilled at in units of the quote currency
* @param {dict} params Extra parameters specific to the exchange API endpoint
* @param {float} params.leverage Leverage size of the order
* @param {float} params.stopPrice The price at which a trigger order is triggered at
* @param {bool} params.reduceOnly A mark to reduce the position size only. Set to false by default. Need to set the position size when reduceOnly is true.
* @param {str} params.timeInForce GTC, GTT, IOC, or FOK, default is GTC, limit orders only
* @param {str} params.postOnly Post only flag, invalid when timeInForce is IOC or FOK
* @param {str} params.clientOid client order id, defaults to uuid if not passed
* @param {str} params.remark remark for the order, length cannot exceed 100 utf8 characters
* @param {str} params.stop 'up' or 'down', defaults to 'up' if side is sell and 'down' if side is buy, requires stopPrice
* @param {str} params.stopPriceType TP, IP or MP, defaults to TP
* @param {bool} params.closeOrder set to true to close position
* @param {bool} params.forceHold A mark to forcely hold the funds for an order, even though it's an order to reduce the position size. This helps the order stay on the order book and not get canceled when the position size changes. Set to false by default.
* @returns an [order structure]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
const market = this.market (symbol);
// required param, cannot be used twice
const clientOrderId = this.safeString2 (params, 'clientOid', 'clientOrderId', this.uuid ());
params = this.omit (params, [ 'clientOid', 'clientOrderId' ]);
if (amount < 1) {
throw new InvalidOrder (this.id + ' createOrder() minimum contract order amount is 1');
}
const preciseAmount = parseInt (this.amountToPrecision (symbol, amount));
const request = {
'clientOid': clientOrderId,
'side': side,
'symbol': market['id'],
'type': type, // limit or market
'size': preciseAmount,
'leverage': 1,
};
const stopPrice = this.safeNumber (params, 'stopPrice');
if (stopPrice) {
request['stop'] = (side === 'buy') ? 'up' : 'down';
const stopPriceType = this.safeString (params, 'stopPriceType', 'TP');
request['stopPriceType'] = stopPriceType;
}
const uppercaseType = type.toUpperCase ();
let timeInForce = this.safeString (params, 'timeInForce');
if (uppercaseType === 'LIMIT') {
if (price === undefined) {
throw new ArgumentsRequired (this.id + ' createOrder() requires a price argument for limit orders');
} else {
request['price'] = this.priceToPrecision (symbol, price);
}
if (timeInForce !== undefined) {
timeInForce = timeInForce.toUpperCase ();
request['timeInForce'] = timeInForce;
}
}
const postOnly = this.safeValue (params, 'postOnly', false);
const hidden = this.safeValue (params, 'hidden');
if (postOnly && hidden !== undefined) {
throw new BadRequest (this.id + ' createOrder() does not support the postOnly parameter together with a hidden parameter');
}
const iceberg = this.safeValue (params, 'iceberg');
if (iceberg) {
const visibleSize = this.safeValue (params, 'visibleSize');
if (visibleSize === undefined) {
throw new ArgumentsRequired (this.id + ' createOrder() requires a visibleSize parameter for iceberg orders');
}
}
params = this.omit (params, 'timeInForce'); // Time in force only valid for limit orders, exchange error when gtc for market orders
const response = await this.futuresPrivatePostOrders (this.extend (request, params));
//
// {
// code: "200000",
// data: {
// orderId: "619717484f1d010001510cde",
// },
// }
//
const data = this.safeValue (response, 'data', {});
return {
'id': this.safeString (data, 'orderId'),
'clientOrderId': undefined,
'timestamp': undefined,
'datetime': undefined,
'lastTradeTimestamp': undefined,
'symbol': undefined,
'type': undefined,
'side': undefined,
'price': undefined,
'amount': undefined,
'cost': undefined,
'average': undefined,
'filled': undefined,
'remaining': undefined,
'status': undefined,
'fee': undefined,
'trades': undefined,
'timeInForce': undefined,
'postOnly': undefined,
'stopPrice': undefined,
'info': response,
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'orderId': id,
};
const response = await this.futuresPrivateDeleteOrdersOrderId (this.extend (request, params));
//
// {
// code: "200000",
// data: {
// cancelledOrderIds: [
// "619714b8b6353000014c505a",
// ],
// },
// }
//
return this.safeValue (response, 'data');
}
async cancelAllOrders (symbol = undefined, params = {}) {
/**
* @method
* @name kucoinfutures#cancelAllOrders
* @description Cancels all orders in one api call
* @param {str} symbol Assign to cancel only the orders in the market matching the unified symbol
* @param {dict} params Exchange specific parameters
* @param {dict} params.stop When true, all the trigger orders will be cancelled
* @returns Response from the exchange
*/
await this.loadMarkets ();
const request = {};
if (symbol !=