Kucoin: Add order execution limits (thrasher-corp#1369)

* cmd/exchange_template: Add wrapper function * exchanges: force UpdateOrderExecutionLimits to wrappers as this is important for order deployment * kucoin: Add spot order execution limits * linter: fix * glorious: nits * kucoin: change from name to symbol for correct fee fetching and order deployment * WHAAAAAAAT says Vitalik * kucoin: Add futures limit support, fix insertion of non margin tradable pairs, update naming and add comments. * kucoin: implement master branch changes * Update exchanges/kucoin/kucoin_test.go Co-authored-by: Scott <[email protected]> * kucoin/test: update commentary --------- Co-authored-by: Ryan O'Hara-Reid <[email protected]> Co-authored-by: Scott <[email protected]>
GNaD13 · Nov 14, 2023 · a13a6c3 · a13a6c3
1 parent 340558b
commit a13a6c3
Show file tree

Hide file tree

Showing 24 changed files with 202 additions and 22 deletions.
diff --git a/cmd/exchange_template/wrapper_file.tmpl b/cmd/exchange_template/wrapper_file.tmpl
@@ -553,5 +553,9 @@ func ({{.Variable}} *{{.CapitalName}}) GetLatestFundingRates(_ context.Context,
 	return nil, common.ErrNotYetImplemented
 }
 
+// UpdateOrderExecutionLimits updates order execution limits
+func ({{.Variable}} *{{.CapitalName}}) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
 
 {{end}}
diff --git a/config/config.go b/config/config.go
@@ -1817,7 +1817,6 @@ func (c *Config) LoadConfig(configPath string, dryrun bool) error {
 	if err != nil {
 		return fmt.Errorf(ErrFailureOpeningConfig, configPath, err)
 	}
-
 	return c.CheckConfig()
 }
 

diff --git a/exchanges/alphapoint/alphapoint_wrapper.go b/exchanges/alphapoint/alphapoint_wrapper.go
@@ -488,3 +488,8 @@ func (a *Alphapoint) GetFuturesContractDetails(context.Context, asset.Item) ([]f
 func (a *Alphapoint) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
 	return nil, common.ErrFunctionNotSupported
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (a *Alphapoint) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
diff --git a/exchanges/binanceus/binanceus_wrapper.go b/exchanges/binanceus/binanceus_wrapper.go
@@ -998,3 +998,8 @@ func (bi *Binanceus) GetFuturesContractDetails(context.Context, asset.Item) ([]f
 func (bi *Binanceus) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
 	return nil, common.ErrFunctionNotSupported
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (bi *Binanceus) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
diff --git a/exchanges/bitflyer/bitflyer_wrapper.go b/exchanges/bitflyer/bitflyer_wrapper.go
@@ -510,3 +510,8 @@ func (b *Bitflyer) GetFuturesContractDetails(context.Context, asset.Item) ([]fut
 func (b *Bitflyer) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
 	return nil, common.ErrFunctionNotSupported
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (b *Bitflyer) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
diff --git a/exchanges/bitmex/bitmex_wrapper.go b/exchanges/bitmex/bitmex_wrapper.go
@@ -1332,3 +1332,8 @@ func (b *Bitmex) GetLatestFundingRates(ctx context.Context, r *fundingrate.Lates
 func (b *Bitmex) IsPerpetualFutureCurrency(a asset.Item, _ currency.Pair) (bool, error) {
 	return a == asset.PerpetualContract, nil
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (b *Bitmex) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
diff --git a/exchanges/bittrex/bittrex_wrapper.go b/exchanges/bittrex/bittrex_wrapper.go
@@ -1101,3 +1101,8 @@ func (b *Bittrex) GetFuturesContractDetails(context.Context, asset.Item) ([]futu
 func (b *Bittrex) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
 	return nil, common.ErrFunctionNotSupported
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (b *Bittrex) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
diff --git a/exchanges/btse/btse_wrapper.go b/exchanges/btse/btse_wrapper.go
@@ -1291,3 +1291,8 @@ func (b *BTSE) GetLatestFundingRates(ctx context.Context, r *fundingrate.LatestR
 func (b *BTSE) IsPerpetualFutureCurrency(a asset.Item, p currency.Pair) (bool, error) {
 	return a == asset.Futures && p.Quote.Equal(currency.PFC), nil
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (b *BTSE) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
diff --git a/exchanges/coinbasepro/coinbasepro_wrapper.go b/exchanges/coinbasepro/coinbasepro_wrapper.go
@@ -991,3 +991,8 @@ func (c *CoinbasePro) GetLatestFundingRates(context.Context, *fundingrate.Latest
 func (c *CoinbasePro) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
 	return nil, common.ErrFunctionNotSupported
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (c *CoinbasePro) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
diff --git a/exchanges/coinut/coinut_wrapper.go b/exchanges/coinut/coinut_wrapper.go
@@ -1205,3 +1205,8 @@ func (c *COINUT) GetFuturesContractDetails(context.Context, asset.Item) ([]futur
 func (c *COINUT) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
 	return nil, common.ErrFunctionNotSupported
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (c *COINUT) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
diff --git a/exchanges/exchange.go b/exchanges/exchange.go
@@ -1417,11 +1417,6 @@ func getURLTypeFromString(ep string) (URL, error) {
 	}
 }
 
-// UpdateOrderExecutionLimits updates order execution limits this is overridable
-func (b *Base) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
-	return common.ErrNotYetImplemented
-}
-
 // DisableAssetWebsocketSupport disables websocket functionality for the
 // supplied asset item. In the case that websocket functionality has not yet
 // been implemented for that specific asset type. This is a base method to

diff --git a/exchanges/exchange_test.go b/exchanges/exchange_test.go
@@ -2453,14 +2453,6 @@ func TestUpdateCurrencyStates(t *testing.T) {
 	}
 }
 
-func TestUpdateOrderExecutionLimits(t *testing.T) {
-	t.Parallel()
-	var b Base
-	if err := b.UpdateOrderExecutionLimits(context.Background(), asset.Spot); !errors.Is(err, common.ErrNotYetImplemented) {
-		t.Errorf("received: %v, expected: %v", err, common.ErrNotYetImplemented)
-	}
-}
-
 func TestSetTradeFeedStatus(t *testing.T) {
 	t.Parallel()
 	b := Base{

diff --git a/exchanges/exmo/exmo_wrapper.go b/exchanges/exmo/exmo_wrapper.go
@@ -840,3 +840,8 @@ func (e *EXMO) GetFuturesContractDetails(context.Context, asset.Item) ([]futures
 func (e *EXMO) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
 	return nil, common.ErrFunctionNotSupported
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (e *EXMO) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
diff --git a/exchanges/hitbtc/hitbtc_wrapper.go b/exchanges/hitbtc/hitbtc_wrapper.go
@@ -999,3 +999,8 @@ func (h *HitBTC) GetFuturesContractDetails(context.Context, asset.Item) ([]futur
 func (h *HitBTC) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
 	return nil, common.ErrFunctionNotSupported
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (h *HitBTC) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
diff --git a/exchanges/huobi/huobi_wrapper.go b/exchanges/huobi/huobi_wrapper.go
@@ -2299,3 +2299,8 @@ func (h *HUOBI) GetLatestFundingRates(ctx context.Context, r *fundingrate.Latest
 func (h *HUOBI) IsPerpetualFutureCurrency(a asset.Item, _ currency.Pair) (bool, error) {
 	return a == asset.CoinMarginedFutures, nil
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (h *HUOBI) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
diff --git a/exchanges/itbit/itbit_wrapper.go b/exchanges/itbit/itbit_wrapper.go
@@ -704,3 +704,8 @@ func (i *ItBit) GetFuturesContractDetails(context.Context, asset.Item) ([]future
 func (i *ItBit) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
 	return nil, common.ErrFunctionNotSupported
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (i *ItBit) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
diff --git a/exchanges/kucoin/kucoin.go b/exchanges/kucoin/kucoin.go
@@ -138,10 +138,11 @@ const (
 )
 
 // GetSymbols gets pairs details on the exchange
-func (ku *Kucoin) GetSymbols(ctx context.Context, ccy string) ([]SymbolInfo, error) {
+// For market details see endpoint: https://www.kucoin.com/docs/rest/spot-trading/market-data/get-market-list
+func (ku *Kucoin) GetSymbols(ctx context.Context, market string) ([]SymbolInfo, error) {
 	params := url.Values{}
-	if ccy != "" {
-		params.Set("market", ccy)
+	if market != "" {
+		params.Set("market", market)
 	}
 	var resp []SymbolInfo
 	return resp, ku.SendHTTPRequest(ctx, exchange.RestSpot, defaultSpotEPL, common.EncodeURLValues(kucoinGetSymbols, params), &resp)

diff --git a/exchanges/kucoin/kucoin_test.go b/exchanges/kucoin/kucoin_test.go
@@ -81,14 +81,17 @@ func TestMain(m *testing.M) {
 // Spot asset test cases starts from here
 func TestGetSymbols(t *testing.T) {
 	t.Parallel()
-	_, err := ku.GetSymbols(context.Background(), "")
+	symbols, err := ku.GetSymbols(context.Background(), "")
 	if err != nil {
 		t.Error("GetSymbols() error", err)
 	}
-	_, err = ku.GetSymbols(context.Background(), currency.BTC.String())
+	assert.NotEmpty(t, symbols, "should return all available spot/margin symbols")
+	// Using market string reduces the scope of what is returned.
+	symbols, err = ku.GetSymbols(context.Background(), "ETF")
 	if err != nil {
 		t.Error("GetSymbols() error", err)
 	}
+	assert.NotEmpty(t, symbols, "should return all available ETF symbols")
 }
 
 func TestGetTicker(t *testing.T) {
@@ -2558,3 +2561,33 @@ func TestGetFuturesPositionOrders(t *testing.T) {
 	_, err = ku.GetFuturesPositionOrders(context.Background(), req)
 	assert.ErrorIs(t, err, nil)
 }
+
+func TestUpdateOrderExecutionLimits(t *testing.T) {
+	t.Parallel()
+
+	err := ku.UpdateOrderExecutionLimits(context.Background(), asset.Binary)
+	if !errors.Is(err, asset.ErrNotSupported) {
+		t.Fatalf("Received %v, expected %v", err, asset.ErrNotSupported)
+	}
+
+	assets := []asset.Item{asset.Spot, asset.Futures, asset.Margin}
+	for x := range assets {
+		err = ku.UpdateOrderExecutionLimits(context.Background(), assets[x])
+		if !errors.Is(err, nil) {
+			t.Fatalf("received %v, expected %v", err, nil)
+		}
+
+		enabled, err := ku.GetEnabledPairs(assets[x])
+		if err != nil {
+			t.Fatal(err)
+		}
+
+		for y := range enabled {
+			lim, err := ku.GetOrderExecutionLimits(assets[x], enabled[y])
+			if err != nil {
+				t.Fatalf("%v %s %v", err, enabled[y], assets[x])
+			}
+			assert.NotEmpty(t, lim, "limit cannot be empty")
+		}
+	}
+}
diff --git a/exchanges/kucoin/kucoin_types.go b/exchanges/kucoin/kucoin_types.go
@@ -33,7 +33,6 @@ var (
 	errSizeOrFundIsRequired      = errors.New("at least one required among size and funds")
 	errInvalidLeverage           = errors.New("invalid leverage value")
 	errInvalidClientOrderID      = errors.New("invalid client order ID")
-	errCurrencyPairNotEnabled    = errors.New("currency pair not enabled")
 
 	subAccountRegExp           = regexp.MustCompile("^[a-zA-Z0-9]{7-32}$")
 	subAccountPassphraseRegExp = regexp.MustCompile("^[a-zA-Z0-9]{7-24}$")

diff --git a/exchanges/kucoin/kucoin_wrapper.go b/exchanges/kucoin/kucoin_wrapper.go
@@ -249,6 +249,16 @@ func (ku *Kucoin) Run(ctx context.Context) {
 		ku.PrintEnabledPairs()
 	}
 
+	assetTypes := ku.GetAssetTypes(false)
+	for i := range assetTypes {
+		if err := ku.UpdateOrderExecutionLimits(ctx, assetTypes[i]); err != nil && !errors.Is(err, common.ErrNotYetImplemented) {
+			log.Errorf(log.ExchangeSys,
+				"%s failed to set exchange order execution limits. Err: %v",
+				ku.Name,
+				err)
+		}
+	}
+
 	if !ku.GetEnabledFeatures().AutoPairUpdates {
 		return
 	}
@@ -294,10 +304,12 @@ func (ku *Kucoin) FetchTradablePairs(ctx context.Context, assetType asset.Item)
 		}
 		pairs := make(currency.Pairs, 0, len(myPairs))
 		for x := range myPairs {
-			if !myPairs[x].EnableTrading {
+			if !myPairs[x].EnableTrading || (assetType == asset.Margin && !myPairs[x].IsMarginEnabled) {
 				continue
 			}
-			cp, err = currency.NewPairFromString(strings.ToUpper(myPairs[x].Name))
+			// Symbol field must be used to generate pair as this is the symbol
+			// to fetch data from the API. e.g. BSV-USDT name is BCHSV-USDT as symbol.
+			cp, err = currency.NewPairFromString(strings.ToUpper(myPairs[x].Symbol))
 			if err != nil {
 				return nil, err
 			}
@@ -1904,3 +1916,68 @@ func (ku *Kucoin) GetFuturesPositionOrders(ctx context.Context, r *futures.Posit
 	}
 	return resp, nil
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (ku *Kucoin) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
+	if !ku.SupportsAsset(a) {
+		return fmt.Errorf("%w %v", asset.ErrNotSupported, a)
+	}
+
+	var limits []order.MinMaxLevel
+	switch a {
+	case asset.Spot, asset.Margin:
+		symbols, err := ku.GetSymbols(ctx, "")
+		if err != nil {
+			return err
+		}
+		limits = make([]order.MinMaxLevel, 0, len(symbols))
+		for x := range symbols {
+			if a == asset.Margin && !symbols[x].IsMarginEnabled {
+				continue
+			}
+			pair, enabled, err := ku.MatchSymbolCheckEnabled(symbols[x].Symbol, a, true)
+			if err != nil {
+				return err
+			}
+			if !enabled {
+				continue
+			}
+			limits = append(limits, order.MinMaxLevel{
+				Pair:                    pair,
+				Asset:                   a,
+				AmountStepIncrementSize: symbols[x].BaseIncrement,
+				QuoteStepIncrementSize:  symbols[x].QuoteIncrement,
+				PriceStepIncrementSize:  symbols[x].PriceIncrement,
+				MinimumBaseAmount:       symbols[x].BaseMinSize,
+				MaximumBaseAmount:       symbols[x].BaseMaxSize,
+				MinimumQuoteAmount:      symbols[x].QuoteMinSize,
+				MaximumQuoteAmount:      symbols[x].QuoteMaxSize,
+			})
+		}
+	case asset.Futures:
+		contract, err := ku.GetFuturesOpenContracts(ctx)
+		if err != nil {
+			return err
+		}
+		limits = make([]order.MinMaxLevel, 0, len(contract))
+		for x := range contract {
+			pair, enabled, err := ku.MatchSymbolCheckEnabled(contract[x].Symbol, a, false)
+			if err != nil {
+				return err
+			}
+			if !enabled {
+				continue
+			}
+			limits = append(limits, order.MinMaxLevel{
+				Pair:                    pair,
+				Asset:                   a,
+				AmountStepIncrementSize: contract[x].LotSize,
+				QuoteStepIncrementSize:  contract[x].TickSize,
+				MaximumBaseAmount:       contract[x].MaxOrderQty,
+				MaximumQuoteAmount:      contract[x].MaxPrice,
+			})
+		}
+	}
+
+	return ku.LoadLimits(limits)
+}
diff --git a/exchanges/lbank/lbank_wrapper.go b/exchanges/lbank/lbank_wrapper.go
@@ -1031,3 +1031,8 @@ func (l *Lbank) GetFuturesContractDetails(context.Context, asset.Item) ([]future
 func (l *Lbank) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
 	return nil, common.ErrFunctionNotSupported
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (l *Lbank) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
diff --git a/exchanges/poloniex/poloniex_wrapper.go b/exchanges/poloniex/poloniex_wrapper.go
@@ -1143,3 +1143,8 @@ func (p *Poloniex) GetLatestFundingRates(context.Context, *fundingrate.LatestRat
 	// TODO: implement with API upgrade
 	return nil, common.ErrNotYetImplemented
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (p *Poloniex) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
diff --git a/exchanges/yobit/yobit_wrapper.go b/exchanges/yobit/yobit_wrapper.go
@@ -772,3 +772,8 @@ func (y *Yobit) GetFuturesContractDetails(context.Context, asset.Item) ([]future
 func (y *Yobit) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
 	return nil, common.ErrFunctionNotSupported
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (y *Yobit) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
diff --git a/exchanges/zb/zb_wrapper.go b/exchanges/zb/zb_wrapper.go
@@ -1158,3 +1158,8 @@ func (z *ZB) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.C
 func (z *ZB) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
 	return nil, common.ErrFunctionNotSupported
 }
+
+// UpdateOrderExecutionLimits updates order execution limits
+func (z *ZB) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
+	return common.ErrNotYetImplemented
+}
-Original file line number
+Diff line change
@@ Expand Up @@
     	if err != nil {
     		return fmt.Errorf(ErrFailureOpeningConfig, configPath, err)
     	}
     	return c.CheckConfig()
     }
@@ Expand Down @@