fin-depo/fin_depo/defi_kucoin.py

"""See `KucoinDepoFetcher` for documentation."""

import datetime
import logging
import time
from decimal import Decimal

import fin_defs
import kucoin.client

from .data import DepoFetcher, DepoGroup, DepoSingle, TradeOrderDetails

logger = logging.getLogger(__name__)


class KucoinDepoFetcher(DepoFetcher):
    """`Depo` fetcher for [Kucoin](https://www.kucoin.com), the online crypto currency exchange.

    Requirements for use:
    - Account on [Kucoin](https://www.kucoin.com).
    - Have performed Know Your Customer (KYC) for your account.
    - Created API key from [settings menu](https://www.kucoin.com/account/api).
      API key must have the **General Permission**. Unless you are using the
      `place_market_order` functionality, the API key **should not have
      any additional permissions**. Employ principle of least priviledge.
    - Install [`python-kucoin`](https://python-kucoin.readthedocs.io/en/latest/) library.

    Depository structure: An upper level depo split for each of the
    sub-accounts (Funding, Trading, Margin, Futures...)
    """

    def __init__(
        self,
        kucoin_key: str,
        kucoin_secret: str,
        kucoin_pass: str,
        allow_trades: bool = False,
    ):
        self.assert_param('kucoin_key', str, kucoin_key)
        self.assert_param('kucoin_secret', str, kucoin_secret)
        self.assert_param('kucoin_pass', str, kucoin_pass)
        self.allow_trades = allow_trades
        self.kucoin_client = kucoin.client.Client(
            kucoin_key,
            kucoin_secret,
            kucoin_pass,
        )

    def get_depo(self) -> DepoGroup:
        # We would ideally get timestamp from request,
        # but this is fine for now.
        now = datetime.datetime.now(tz=datetime.UTC)

        # Assets are spread across account types, but we would like them
        # clustered into different depos.
        assets_by_account_type: dict[str, dict[fin_defs.Asset, Decimal]] = {}

        for account_data in self.kucoin_client.get_accounts():
            asset = fin_defs.WELL_KNOWN_SYMBOLS[account_data['currency']]
            balance = Decimal(account_data['balance'])
            assets_for_account_type = assets_by_account_type.setdefault(
                account_data['type'],
                {},
            )
            assets_for_account_type[asset] = (
                assets_for_account_type.get(asset, Decimal(0)) + balance
            )
            del account_data, asset, balance, assets_for_account_type

        return DepoGroup(
            'Kucoin',
            now,
            [
                DepoSingle('Kucoin ' + account_type, now, assets)
                for account_type, assets in assets_by_account_type.items()
            ],
        )

    def place_market_order(
        self,
        input_asset: fin_defs.Asset,
        input_amount: Decimal,
        output_asset: fin_defs.Asset,
    ) -> TradeOrderDetails:
        """Executes a market order through the Kucoin market.

        Will automatically determine the market based on the input and output
        assets.

        Requirements:

        - Fetcher must have been created with `allow_trades=True`.
        - API key used with fetcher must have **Spot Trading** permissions.
        - Assets must be on trading account. Assets on funding accounts or
          other accounts cannot be used.

        Note:

        - A fee will be paid to Kucoin, with the rate determined by your WIP
          level and the asset being traded.
        - The full `input_amount` may not be used. Inspect the resulting
          `TradeOrderDetails` to see how much of the `input_amount` have been
          used.

        References:

        - POST Market Order: <https://www.kucoin.com/docs/rest/spot-trading/orders/place-order>
        - GET Market Order by id: <https://www.kucoin.com/docs/rest/spot-trading/orders/get-order-details-by-orderid>
        """
        # Check requirements
        if not self.allow_trades:
            msg = 'KucoinDepoFetcher.allow_trades is not enabled: Cannot make trades'
            raise PermissionError(msg)
        assert fin_defs.USDT in [input_asset, output_asset], 'USDT markets only for now'

        # Convert arguments to kucoin client arguments
        if input_asset == fin_defs.USDT:
            symbol: str = f'{output_asset.raw_short_name()}-{input_asset.raw_short_name()}'
            side: str = 'buy'
            size = None
            funds = str(input_amount)
        else:
            symbol = f'{input_asset.raw_short_name()}-{output_asset.raw_short_name()}'
            side = 'sell'
            size = str(input_amount)
            funds = None

        # Place order
        logger.info('Placing order: %s', str([symbol, side, size, funds]))
        response = self.kucoin_client.create_market_order(
            symbol=symbol,
            side=side,
            size=size,
            funds=funds,
        )
        del symbol, side, size, funds, input_amount

        # Determine order details
        return self._get_order_details(response['orderId'], input_asset, output_asset)

    def _get_order_details(
        self,
        order_id: str,
        input_asset: fin_defs.Asset,
        output_asset: fin_defs.Asset,
    ) -> TradeOrderDetails:
        """Determine the order details for the order with the given id.

        Retries the order a few times, as KuCoin might not have propagated the
        order through their systems.
        """
        order_details = self._get_order_with_retries(order_id, num_retries=10)

        # Convert from kucoin results
        if input_asset == fin_defs.USDT:
            input_amount_final = Decimal(order_details['dealFunds'])
            output_amount_final = Decimal(order_details['dealSize'])
        else:
            output_amount_final = Decimal(order_details['dealFunds'])
            input_amount_final = Decimal(order_details['dealSize'])

        return TradeOrderDetails(
            input_asset=input_asset,
            input_amount=input_amount_final,
            output_asset=output_asset,
            output_amount=output_amount_final,
            fee_asset=fin_defs.WELL_KNOWN_SYMBOLS[order_details['feeCurrency']],
            fee_amount=Decimal(order_details['fee']),
            executed_time=datetime.datetime.fromtimestamp(
                order_details['createdAt'] / 1000,
                tz=datetime.UTC,
            ),
            order_id=order_id,
            raw_order_details=order_details,
        )

    def _get_order_with_retries(
        self,
        order_id: str,
        *,
        num_retries: int,
        sleep_between_tries: float = 1.0,
    ) -> dict:
        """Get the order details from KuCoin backend.

        Retries the order a few times, as KuCoin might not have propagated the
        order through their systems since it was sent.
        """
        for _ in range(num_retries):
            try:
                return self.kucoin_client.get_order(order_id)
            except kucoin.exceptions.KucoinAPIException as e:  # noqa
                time.sleep(sleep_between_tries)
        return self.kucoin_client.get_order(order_id)