Added KucoinDepoFetcher.place_market_order
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Test Python / Test (push) Successful in 26s
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Test Python / Test (push) Successful in 26s
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@ -92,3 +92,25 @@ class DepoFetcher(abc.ABC):
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msg = f'{self} expected {param_name} parameter of type {param_type}, but got: {param_value}'
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raise TypeError(msg)
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return param_value
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@enforce_typing.enforce_types
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@dataclasses.dataclass(frozen=True)
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class TradeOrderDetails:
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"""Information about an executed trade.
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Includes both well-structured data about the order, and unstructured data
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from the backend. The unstructured data might be needed for tax purposes.
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"""
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input_asset: Asset
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input_amount: Decimal
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output_asset: Asset
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output_amount: Decimal
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fee_asset: Asset
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fee_amount: Decimal
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order_id: object
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raw_order_details: object
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@ -7,7 +7,7 @@ from decimal import Decimal
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import fin_defs
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import kucoin.client
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from .data import DepoFetcher, DepoGroup, DepoSingle
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from .data import DepoFetcher, DepoGroup, DepoSingle, TradeOrderDetails
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logger = logging.getLogger(__name__)
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@ -19,7 +19,8 @@ class KucoinDepoFetcher(DepoFetcher):
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- Account on [Kucoin](https://www.kucoin.com).
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- Have performed Know Your Customer (KYC) for your account.
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- Created API key from [settings menu](https://www.kucoin.com/account/api).
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API key must have the **General Permission**, and **should not have
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API key must have the **General Permission**. Unless you are using the
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`place_market_order` functionality, the API key **should not have
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any additional permissions**. Employ principle of least priviledge.
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- Install [`python-kucoin`](https://python-kucoin.readthedocs.io/en/latest/) library.
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@ -27,11 +28,18 @@ class KucoinDepoFetcher(DepoFetcher):
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sub-accounts (Funding, Trading, Margin, Futures...)
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"""
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def __init__(self, kucoin_key: str, kucoin_secret: str, kucoin_pass: str):
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def __init__(
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self,
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kucoin_key: str,
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kucoin_secret: str,
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kucoin_pass: str,
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allow_trades: bool = False,
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):
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self.assert_param('kucoin_key', str, kucoin_key)
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self.assert_param('kucoin_secret', str, kucoin_secret)
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self.assert_param('kucoin_pass', str, kucoin_pass)
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self.client = kucoin.client.Client(
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self.allow_trades = allow_trades
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self.kucoin_client = kucoin.client.Client(
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kucoin_key,
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kucoin_secret,
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kucoin_pass,
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@ -46,7 +54,7 @@ class KucoinDepoFetcher(DepoFetcher):
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# clustered into different depos.
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assets_by_account_type: dict[str, dict[fin_defs.Asset, Decimal]] = {}
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for account_data in self.client.get_accounts():
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for account_data in self.kucoin_client.get_accounts():
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asset = fin_defs.WELL_KNOWN_SYMBOLS[account_data['currency']]
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balance = Decimal(account_data['balance'])
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assets_for_account_type = assets_by_account_type.setdefault(
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@ -66,3 +74,81 @@ class KucoinDepoFetcher(DepoFetcher):
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for account_type, assets in assets_by_account_type.items()
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],
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)
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def place_market_order(
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self,
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input_asset: fin_defs.Asset,
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input_amount: Decimal,
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output_asset: fin_defs.Asset,
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) -> TradeOrderDetails:
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"""Executes a market order through the Kucoin market.
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Will automatically determine the market based on the input and output
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assets.
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Requirements:
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- Fetcher must have been created with `allow_trades=True`.
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- API key used with fetcher must have **Spot Trading** permissions.
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- Assets must be on trading account. Assets on funding accounts or
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other accounts cannot be used.
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Note:
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----
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- A fee will be paid to Kucoin, with the rate determined by your WIP
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level and the asset being traded.
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- The full `input_amount` may not be used. Inspect the resulting
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`TradeOrderDetails` to see how much of the `input_amount` have been
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used.
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"""
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# Check requirements
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if not self.allow_trades:
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msg = 'KucoinDepoFetcher.allow_trades is not enabled: Cannot make trades'
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raise PermissionError(msg)
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assert fin_defs.USDT in [input_asset, output_asset], 'USDT markets only for now'
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# Convert arguments to kucoin client arguments
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if input_asset == fin_defs.USDT:
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symbol: str = f'{output_asset}-{input_asset}'
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side: str = 'buy'
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size = None
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funds = str(input_amount)
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else:
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symbol = f'{input_asset}-{output_asset}'
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side = 'sell'
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size = str(input_amount)
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funds = None
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# Place order
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logger.info('Placing order: %s', str([symbol, side, size, funds]))
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response = self.kucoin_client.create_market_order(
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symbol=symbol,
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side=side,
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size=size,
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funds=funds,
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)
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del symbol, side, size, funds, input_amount
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# Determine order details
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order_id = response['orderId']
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order_details = self.kucoin_client.get_order(order_id)
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# Convert from kucoin results
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if input_asset == fin_defs.USDT:
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input_amount_final = Decimal(order_details['dealFunds'])
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output_amount_final = Decimal(order_details['dealSize'])
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else:
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output_amount_final = Decimal(order_details['dealFunds'])
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input_amount_final = Decimal(order_details['dealSize'])
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return TradeOrderDetails(
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input_asset=input_asset,
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input_amount=input_amount_final,
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output_asset=output_asset,
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output_amount=output_amount_final,
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fee_asset=fin_defs.WELL_KNOWN_SYMBOLS[order_details['feeCurrency']],
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fee_amount=Decimal(order_details['fee']),
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order_id=order_id,
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raw_order_details=order_details,
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)
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@ -1,19 +1,25 @@
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from decimal import Decimal
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import fin_defs
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import pytest
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import requests
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from fin_depo import defi_kucoin
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from . import secrets
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TEST_MARKET_ORDERS = False
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needs_secrets = pytest.mark.skipif(
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not secrets.KUCOIN_KEY,
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reason='Secret kucoin_USERNAME required',
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)
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defi_kucoin.logger.setLevel('INFO')
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@needs_secrets
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def test_get_depo():
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session = requests.Session()
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"""Can inspect kucoin depository."""
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fetcher = defi_kucoin.KucoinDepoFetcher(
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secrets.KUCOIN_KEY,
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secrets.KUCOIN_SECRET,
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@ -22,3 +28,83 @@ def test_get_depo():
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depo = fetcher.get_depo()
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assert depo is not None
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@needs_secrets
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def test_place_market_order_requires_allow_trades():
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"""Client fails if allow_trades is not enabled when doing market orders."""
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fetcher = defi_kucoin.KucoinDepoFetcher(
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secrets.KUCOIN_KEY,
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secrets.KUCOIN_SECRET,
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secrets.KUCOIN_PASS,
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allow_trades=False,
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)
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with pytest.raises(PermissionError) as m:
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fetcher.place_market_order(fin_defs.MPC, Decimal(1), fin_defs.USDT)
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assert 'KucoinDepoFetcher.allow_trades is not enabled: Cannot make trades' in str(m)
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@needs_secrets
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def test_place_buy_side_order():
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"""Client can place buy side market orders."""
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fetcher = defi_kucoin.KucoinDepoFetcher(
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secrets.KUCOIN_KEY,
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secrets.KUCOIN_SECRET,
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secrets.KUCOIN_PASS,
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allow_trades=TEST_MARKET_ORDERS,
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)
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input_amount = Decimal('0.1')
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order_details = fetcher.place_market_order(
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fin_defs.USDT, input_amount, fin_defs.MPC,
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)
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assert order_details is not None
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assert order_details.order_id is not None
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assert order_details.raw_order_details is not None
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assert order_details.input_asset == fin_defs.USDT
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assert order_details.output_asset == fin_defs.MPC
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assert order_details.input_amount <= input_amount
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assert order_details.output_amount >= 0
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assert order_details.input_amount != order_details.output_amount
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assert order_details.fee_asset == fin_defs.USDT
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assert order_details.fee_amount <= Decimal('0.0002')
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@needs_secrets
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def test_place_sell_side_order():
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"""Client can place sell side market orders."""
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fetcher = defi_kucoin.KucoinDepoFetcher(
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secrets.KUCOIN_KEY,
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secrets.KUCOIN_SECRET,
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secrets.KUCOIN_PASS,
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allow_trades=TEST_MARKET_ORDERS,
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)
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input_amount = Decimal('1')
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order_details = fetcher.place_market_order(
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fin_defs.MPC, input_amount, fin_defs.USDT,
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)
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assert order_details is not None
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assert order_details.order_id is not None
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assert order_details.raw_order_details is not None
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assert order_details.input_asset == fin_defs.MPC
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assert order_details.output_asset == fin_defs.USDT
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assert order_details.input_amount <= input_amount
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assert order_details.output_amount >= 0
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assert order_details.input_amount != order_details.output_amount
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assert order_details.fee_asset == fin_defs.USDT
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assert order_details.fee_amount is not None
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