299 lines
10 KiB
Python
299 lines
10 KiB
Python
"""See `KucoinDepoFetcher` for documentation."""
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import datetime
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import logging
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import time
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from collections.abc import Iterator
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from decimal import Decimal
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import fin_defs
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import kucoin.client
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from fin_defs import AssetAmount
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from .data import (
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DepoFetcher,
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DepoGroup,
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DepoSingle,
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DepositDetails,
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DoubleRegister,
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TradeOrderDetails,
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WithdrawalDetails,
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)
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logger = logging.getLogger(__name__)
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def parse_asset_from_ticker(ticker: str) -> fin_defs.Asset:
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if ticker == 'KCS':
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return fin_defs.CryptoCurrency('KCS', coingecko_id='kucoin-shares')
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return fin_defs.WELL_KNOWN_SYMBOLS[ticker]
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def order_from_json(order_details: dict):
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(asset, base_asset) = [
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parse_asset_from_ticker(a) for a in order_details['symbol'].split('-')
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]
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# Convert from kucoin results
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if order_details['side'] == 'buy':
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input_asset, output_asset = base_asset, asset
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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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input_asset, output_asset = asset, base_asset
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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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fee_asset = parse_asset_from_ticker(order_details['feeCurrency'])
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return TradeOrderDetails(
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input=AssetAmount(input_asset, input_amount_final),
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output=AssetAmount(output_asset, output_amount_final),
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fee=AssetAmount(fee_asset, Decimal(order_details['fee'])),
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executed_time=datetime.datetime.fromtimestamp(
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order_details['createdAt'] / 1000,
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tz=datetime.UTC,
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),
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order_id=order_details['id'],
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raw_order_details=order_details,
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)
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class KucoinDepoFetcher(DepoFetcher):
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"""`Depo` fetcher for [Kucoin](https://www.kucoin.com), the online crypto currency exchange.
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Requirements for use:
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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**. 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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Depository structure: An upper level depo split for each of the
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sub-accounts (Funding, Trading, Margin, Futures...)
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"""
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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.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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)
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def get_depo(self) -> DepoGroup:
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# We would ideally get timestamp from request,
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# but this is fine for now.
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now = datetime.datetime.now(tz=datetime.UTC)
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# Assets are spread across account types, but we would like them
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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.kucoin_client.get_accounts():
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asset = parse_asset_from_ticker(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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account_data['type'],
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{},
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)
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assets_for_account_type[asset] = (
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assets_for_account_type.get(asset, Decimal(0)) + balance
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)
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del account_data, asset, balance, assets_for_account_type
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return DepoGroup(
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'Kucoin',
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now,
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[
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DepoSingle('Kucoin ' + account_type, now, assets)
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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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- A fee will be paid to Kucoin, with the rate determined by your VIP
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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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References:
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- POST Market Order: <https://www.kucoin.com/docs/rest/spot-trading/orders/place-order>
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- GET Market Order by id: <https://www.kucoin.com/docs/rest/spot-trading/orders/get-order-details-by-orderid>
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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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if fin_defs.USDT not in [input_asset, output_asset]:
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msg = 'Non-USDT Markets are not supported'
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raise NotImplementedError(msg)
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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 = (
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f'{output_asset.raw_short_name()}-{input_asset.raw_short_name()}'
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)
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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.raw_short_name()}-{output_asset.raw_short_name()}'
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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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return self._get_order_details(response['orderId'])
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def _get_withdrawals(self) -> list[WithdrawalDetails]:
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raw_details = self.kucoin_client.get_withdrawals()
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withdrawals = []
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for item in raw_details['items']:
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withdrawn_asset = parse_asset_from_ticker(item['currency'])
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withdrawn_amount = Decimal(item['amount'])
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fee_asset = withdrawn_asset # Assumed
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fee_amount = Decimal(item['fee'])
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executed_time = datetime.datetime.fromtimestamp(
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item['createdAt'] / 1000,
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tz=datetime.UTC,
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)
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withdrawals.append(
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WithdrawalDetails(
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AssetAmount(withdrawn_asset, withdrawn_amount),
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AssetAmount(fee_asset, fee_amount),
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executed_time,
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item,
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),
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)
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del item
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return withdrawals
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def _get_deposits(self) -> list[DepositDetails]:
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raw_details = self.kucoin_client.get_deposits()
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deposits = []
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for item in raw_details['items']:
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deposit_asset = parse_asset_from_ticker(item['currency'])
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deposit_amount = Decimal(item['amount'])
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fee_asset = deposit_asset # Assumed
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fee_amount = Decimal(item['fee'])
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executed_time = datetime.datetime.fromtimestamp(
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item['createdAt'] / 1000,
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tz=datetime.UTC,
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)
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deposits.append(
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DepositDetails(
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AssetAmount(deposit_asset, deposit_amount),
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AssetAmount(fee_asset, fee_amount),
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executed_time,
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item,
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),
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)
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del item
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return deposits
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def _get_historic_spot_orders(self) -> Iterator[TradeOrderDetails]:
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end_time = datetime.datetime.now(tz=datetime.UTC)
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for _weeks_back in range(20):
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end_time = end_time - datetime.timedelta(days=7)
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timestamp = int(end_time.timestamp() * 1000)
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print(timestamp)
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raw_details = self.kucoin_client.get_orders(end=timestamp)
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yield from (order_from_json(item) for item in raw_details['items'])
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del _weeks_back, raw_details
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def _get_double_registers(self) -> list[DoubleRegister]:
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deposits = self._get_deposits()
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withdrawals = self._get_withdrawals()
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spot_trades = self._get_historic_spot_orders()
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double_registers = []
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double_registers += [
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DoubleRegister(d.deposit, None, d.executed_time) for d in deposits
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]
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double_registers += [
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DoubleRegister(None, d.withdrawn, d.executed_time) for d in withdrawals
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]
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double_registers += [
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DoubleRegister(d.input, d.output, d.executed_time) for d in spot_trades
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]
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double_registers.sort(key=lambda x: x.executed_time)
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return double_registers
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def _get_order_details(
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self,
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order_id: str,
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) -> TradeOrderDetails:
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"""Determine the order details for the order with the given id.
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Retries the order a few times, as KuCoin might not have propagated the
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order through their systems.
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"""
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order_details = self._get_order_with_retries(order_id, num_retries=10)
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return order_from_json(order_details)
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def _get_order_with_retries(
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self,
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order_id: str,
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*,
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num_retries: int,
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sleep_between_tries: float = 1.0,
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) -> dict:
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"""Get the order details from KuCoin backend.
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Retries the order a few times, as KuCoin might not have propagated the
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order through their systems since it was sent.
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"""
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for _ in range(num_retries):
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try:
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return self.kucoin_client.get_order(order_id)
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except kucoin.exceptions.KucoinAPIException: # noqa: PERF203
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time.sleep(sleep_between_tries)
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return self.kucoin_client.get_order(order_id)
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