sfccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,036 lines (1,016 loc) • 96.5 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const { ArgumentsRequired, ExchangeNotAvailable, InvalidOrder, InsufficientFunds, AccountSuspended, InvalidNonce, NotSupported, OrderNotFound, 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,
'fetchDepositWithdrawFee': false,
'fetchDepositWithdrawFees': false,
'fetchFundingHistory': true,
'fetchFundingRate': true,
'fetchFundingRateHistory': false,
'fetchIndexOHLCV': false,
'fetchL3OrderBook': true,
'fetchLedger': true,
'fetchLeverageTiers': false,
'fetchMarginMode': false,
'fetchMarketLeverageTiers': true,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchPositionMode': false,
'fetchPositions': true,
'fetchPremiumIndexOHLCV': false,
'fetchStatus': true,
'fetchTicker': true,
'fetchTickers': false,
'fetchTime': true,
'fetchTrades': true,
'fetchTransactionFee': false,
'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.
},
'broad': {
'Position does not exist': OrderNotFound, // { "code":"200000", "msg":"Position does not exist" }
},
},
'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',
'marginModes': {},
'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 = {}) {
/**
* @method
* @name kucoinfutures#fetchAccounts
* @description fetch all the accounts associated with a profile
* @param {object} params extra parameters specific to the kucoinfutures api endpoint
* @returns {object} a dictionary of [account structures]{@link https://docs.ccxt.com/en/latest/manual.html#account-structure} indexed by the account type
*/
throw new BadRequest (this.id + ' fetchAccounts() is not supported yet');
}
async fetchStatus (params = {}) {
/**
* @method
* @name kucoinfutures#fetchStatus
* @description the latest known information on the availability of the exchange API
* @param {object} params extra parameters specific to the kucoinfutures api endpoint
* @returns {object} a [status structure]{@link https://docs.ccxt.com/en/latest/manual.html#exchange-status-structure}
*/
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': undefined,
'eta': undefined,
'url': undefined,
'info': response,
};
}
async fetchMarkets (params = {}) {
/**
* @method
* @name kucoinfutures#fetchMarkets
* @description retrieves data on all markets for kucoinfutures
* @param {object} params extra parameters specific to the exchange api endpoint
* @returns {[object]} an array of objects representing market data
*/
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 inverse = this.safeValue (market, 'isInverse');
const status = this.safeString (market, 'status');
const multiplier = this.safeString (market, 'multiplier');
const tickSize = this.safeNumber (market, 'tickSize');
const lotSize = this.safeNumber (market, 'lotSize');
let limitAmountMin = lotSize;
if (limitAmountMin === undefined) {
limitAmountMin = this.safeNumber (market, 'baseMinSize');
}
let limitAmountMax = this.safeNumber (market, 'maxOrderQty');
if (limitAmountMax === undefined) {
limitAmountMax = this.safeNumber (market, 'baseMaxSize');
}
let limitPriceMax = this.safeNumber (market, 'maxPrice');
if (limitPriceMax === undefined) {
const baseMinSizeString = this.safeString (market, 'baseMinSize');
const quoteMaxSizeString = this.safeString (market, 'quoteMaxSize');
limitPriceMax = this.parseNumber (Precise.stringDiv (quoteMaxSizeString, baseMinSizeString));
}
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': lotSize,
'price': tickSize,
},
'limits': {
'leverage': {
'min': this.parseNumber ('1'),
'max': this.safeNumber (market, 'maxLeverage'),
},
'amount': {
'min': limitAmountMin,
'max': limitAmountMax,
},
'price': {
'min': tickSize,
'max': limitPriceMax,
},
'cost': {
'min': this.safeNumber (market, 'quoteMinSize'),
'max': this.safeNumber (market, 'quoteMaxSize'),
},
},
'info': market,
});
}
return result;
}
async fetchTime (params = {}) {
/**
* @method
* @name kucoinfutures#fetchTime
* @description fetches the current integer timestamp in milliseconds from the exchange server
* @param {object} params extra parameters specific to the kucoinfutures api endpoint
* @returns {int} the current integer timestamp in milliseconds from the exchange server
*/
const response = await this.futuresPublicGetTimestamp (params);
//
// {
// code: "200000",
// data: 1637385119302,
// }
//
return this.safeNumber (response, 'data');
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name kucoinfutures#fetchOHLCV
* @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {int|undefined} since timestamp in ms of the earliest candle to fetch
* @param {int|undefined} limit the maximum amount of candles to fetch
* @param {object} params extra parameters specific to the kucoinfutures api endpoint
* @returns {[[int]]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
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 = {}) {
/**
* @method
* @name kucoinfutures#createDepositAddress
* @description create a currency deposit address
* @param {string} code unified currency code of the currency for the deposit address
* @param {object} params extra parameters specific to the kucoinfutures api endpoint
* @returns {object} an [address structure]{@link https://docs.ccxt.com/en/latest/manual.html#address-structure}
*/
throw new BadRequest (this.id + ' createDepositAddress() is not supported yet');
}
async fetchDepositAddress (code, params = {}) {
/**
* @method
* @name kucoinfutures#fetchDepositAddress
* @description fetch the deposit address for a currency associated with this account
* @param {string} code unified currency code
* @param {object} params extra parameters specific to the kucoinfutures api endpoint
* @returns {object} an [address structure]{@link https://docs.ccxt.com/en/latest/manual.html#address-structure}
*/
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 = {}) {
/**
* @method
* @name kucoinfutures#fetchOrderBook
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int|undefined} limit the maximum amount of order book entries to return
* @param {object} params extra parameters specific to the kucoinfutures api endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-book-structure} indexed by market symbols
*/
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, market['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 = {}) {
/**
* @method
* @name kucoinfutures#fetchTicker
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} params extra parameters specific to the kucoinfutures api endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
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 = this.safeIntegerProduct (ticker, 'ts', 0.000001);
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);
}
async fetchFundingHistory (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name kucoinfutures#fetchFundingHistory
* @description fetch the history of funding payments paid and received on this account
* @param {string} symbol unified market symbol
* @param {int|undefined} since the earliest time in ms to fetch funding history for
* @param {int|undefined} limit the maximum number of funding history structures to retrieve
* @param {object} params extra parameters specific to the kucoinfutures api endpoint
* @returns {object} a [funding history structure]{@link https://docs.ccxt.com/en/latest/manual.html#funding-history-structure}
*/
//
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 = {}) {
/**
* @method
* @name kucoinfutures#fetchPositions
* @description fetch all open positions
* @param {[string]|undefined} symbols list of unified market symbols
* @param {object} params extra parameters specific to the kucoinfutures api endpoint
* @returns {[object]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
*/
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
// }
// ]
// }
//
const data = this.safeValue (response, 'data');
return this.parsePositions (data, symbols);
}
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 marginMode = crossMode ? 'cross' : 'isolated';
return {
'info': position,
'id': undefined,
'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'),
'marginMode': marginMode,
'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 {string} symbol Unified CCXT market symbol
* @param {string} type 'limit' or 'market'
* @param {string} 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 {object} 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 {string} params.timeInForce GTC, GTT, IOC, or FOK, default is GTC, limit orders only
* @param {string} params.postOnly Post only flag, invalid when timeInForce is IOC or FOK
* @param {string} params.clientOid client order id, defaults to uuid