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CryptoExchange.Net v8.0.0, shared interfaces
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739
Kucoin.Net/Clients/FuturesApi/KucoinRestClientFuturesApiShared.cs
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Kucoin.Net/Clients/FuturesApi/KucoinSocketClientFuturesApiShared.cs
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,189 @@ | ||
| using CryptoExchange.Net.Objects; | ||
| using CryptoExchange.Net.SharedApis; | ||
| using System; | ||
| using System.Collections.Generic; | ||
| using System.Threading; | ||
| using System.Threading.Tasks; | ||
| using CryptoExchange.Net.Objects.Sockets; | ||
| using Kucoin.Net.Enums; | ||
| using Kucoin.Net.Interfaces.Clients.FuturesApi; | ||
| using Kucoin.Net.Objects.Models.Futures.Socket; | ||
|
|
||
| namespace Kucoin.Net.Clients.FuturesApi | ||
| { | ||
| internal partial class KucoinSocketClientFuturesApi: IKucoinSocketClientFuturesApiShared | ||
| { | ||
| public string Exchange => KucoinExchange.ExchangeName; | ||
| public TradingMode[] SupportedTradingModes { get; } = new[] { TradingMode.PerpetualLinear, TradingMode.DeliveryLinear, TradingMode.PerpetualInverse, TradingMode.DeliveryInverse }; | ||
|
|
||
| public void SetDefaultExchangeParameter(string key, object value) => ExchangeParameters.SetStaticParameter(Exchange, key, value); | ||
| public void ResetDefaultExchangeParameters() => ExchangeParameters.ResetStaticParameters(); | ||
|
|
||
| #region Ticker client | ||
| EndpointOptions<SubscribeTickerRequest> ITickerSocketClient.SubscribeTickerOptions { get; } = new EndpointOptions<SubscribeTickerRequest>(false); | ||
| async Task<ExchangeResult<UpdateSubscription>> ITickerSocketClient.SubscribeToTickerUpdatesAsync(SubscribeTickerRequest request, Action<ExchangeEvent<SharedSpotTicker>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((ITickerSocketClient)this).SubscribeTickerOptions.ValidateRequest(Exchange, request, request.Symbol.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
|
|
||
| var symbol = request.Symbol.GetSymbol(FormatSymbol); | ||
| var result = await SubscribeTo24HourSnapshotUpdatesAsync(symbol, update => handler(update.AsExchangeEvent(Exchange, new SharedSpotTicker(symbol, update.Data.LastPrice, null, null, update.Data.Volume, update.Data.PriceChangePercentage * 100)))).ConfigureAwait(false); | ||
|
|
||
| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
| #endregion | ||
|
|
||
| #region Trade client | ||
|
|
||
| EndpointOptions<SubscribeTradeRequest> ITradeSocketClient.SubscribeTradeOptions { get; } = new EndpointOptions<SubscribeTradeRequest>(false); | ||
| async Task<ExchangeResult<UpdateSubscription>> ITradeSocketClient.SubscribeToTradeUpdatesAsync(SubscribeTradeRequest request, Action<ExchangeEvent<IEnumerable<SharedTrade>>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((ITradeSocketClient)this).SubscribeTradeOptions.ValidateRequest(Exchange, request, request.Symbol.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
|
|
||
| var symbol = request.Symbol.GetSymbol(FormatSymbol); | ||
| var result = await SubscribeToTradeUpdatesAsync(symbol, update => handler(update.AsExchangeEvent<IEnumerable<SharedTrade>>(Exchange, new[] { new SharedTrade(update.Data.Quantity, update.Data.Price, update.Data.Timestamp) })), ct).ConfigureAwait(false); | ||
|
|
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| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
| #endregion | ||
|
|
||
| #region Book Ticker client | ||
|
|
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| EndpointOptions<SubscribeBookTickerRequest> IBookTickerSocketClient.SubscribeBookTickerOptions { get; } = new EndpointOptions<SubscribeBookTickerRequest>(false); | ||
| async Task<ExchangeResult<UpdateSubscription>> IBookTickerSocketClient.SubscribeToBookTickerUpdatesAsync(SubscribeBookTickerRequest request, Action<ExchangeEvent<SharedBookTicker>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((IBookTickerSocketClient)this).SubscribeBookTickerOptions.ValidateRequest(Exchange, request, request.Symbol.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
|
|
||
| var symbol = request.Symbol.GetSymbol(FormatSymbol); | ||
| var result = await SubscribeToTickerUpdatesAsync(symbol, update => handler(update.AsExchangeEvent(Exchange, new SharedBookTicker(update.Data.BestAskPrice, update.Data.BestAskQuantity, update.Data.BestBidPrice, update.Data.BestBidQuantity))), ct).ConfigureAwait(false); | ||
|
|
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| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
| #endregion | ||
|
|
||
| #region Kline client | ||
| SubscribeKlineOptions IKlineSocketClient.SubscribeKlineOptions { get; } = new SubscribeKlineOptions(false); | ||
| async Task<ExchangeResult<UpdateSubscription>> IKlineSocketClient.SubscribeToKlineUpdatesAsync(SubscribeKlineRequest request, Action<ExchangeEvent<SharedKline>> handler, CancellationToken ct) | ||
| { | ||
| var interval = (Enums.KlineInterval)request.Interval; | ||
| if (!Enum.IsDefined(typeof(Enums.KlineInterval), interval)) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, new ArgumentError("Interval not supported")); | ||
|
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| var validationError = ((IKlineSocketClient)this).SubscribeKlineOptions.ValidateRequest(Exchange, request, request.Symbol.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
|
|
||
| var symbol = request.Symbol.GetSymbol(FormatSymbol); | ||
| var result = await SubscribeToKlineUpdatesAsync(symbol, interval, update => handler(update.AsExchangeEvent(Exchange, new SharedKline(update.Data.OpenTime, update.Data.ClosePrice, update.Data.HighPrice, update.Data.LowPrice, update.Data.OpenPrice, update.Data.Volume))), ct).ConfigureAwait(false); | ||
|
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| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
| #endregion | ||
|
|
||
| #region Order Book client | ||
| SubscribeOrderBookOptions IOrderBookSocketClient.SubscribeOrderBookOptions { get; } = new SubscribeOrderBookOptions(false, new[] { 5, 50 }); | ||
| async Task<ExchangeResult<UpdateSubscription>> IOrderBookSocketClient.SubscribeToOrderBookUpdatesAsync(SubscribeOrderBookRequest request, Action<ExchangeEvent<SharedOrderBook>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((IOrderBookSocketClient)this).SubscribeOrderBookOptions.ValidateRequest(Exchange, request, request.Symbol.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
|
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||
| var symbol = request.Symbol.GetSymbol(FormatSymbol); | ||
| var result = await SubscribeToPartialOrderBookUpdatesAsync(symbol, request.Limit ?? 5, update => handler(update.AsExchangeEvent(Exchange, new SharedOrderBook(update.Data.Asks, update.Data.Bids))), ct).ConfigureAwait(false); | ||
|
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| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
| #endregion | ||
|
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||
| #region Balance client | ||
| EndpointOptions<SubscribeBalancesRequest> IBalanceSocketClient.SubscribeBalanceOptions { get; } = new EndpointOptions<SubscribeBalancesRequest>(false); | ||
| async Task<ExchangeResult<UpdateSubscription>> IBalanceSocketClient.SubscribeToBalanceUpdatesAsync(SubscribeBalancesRequest request, Action<ExchangeEvent<IEnumerable<SharedBalance>>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((IBalanceSocketClient)this).SubscribeBalanceOptions.ValidateRequest(Exchange, request, request.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
| var result = await SubscribeToBalanceUpdatesAsync( | ||
| onBalanceUpdate: update => handler(update.AsExchangeEvent<IEnumerable<SharedBalance>>(Exchange, new[] { new SharedBalance(update.Data.Asset, update.Data.AvailableBalance, update.Data.AvailableBalance + update.Data.HoldBalance) })), | ||
| ct: ct).ConfigureAwait(false); | ||
|
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| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
| #endregion | ||
|
|
||
| #region Futures Order client | ||
|
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| EndpointOptions<SubscribeFuturesOrderRequest> IFuturesOrderSocketClient.SubscribeFuturesOrderOptions { get; } = new EndpointOptions<SubscribeFuturesOrderRequest>(false); | ||
| async Task<ExchangeResult<UpdateSubscription>> IFuturesOrderSocketClient.SubscribeToFuturesOrderUpdatesAsync(SubscribeFuturesOrderRequest request, Action<ExchangeEvent<IEnumerable<SharedFuturesOrder>>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((IFuturesOrderSocketClient)this).SubscribeFuturesOrderOptions.ValidateRequest(Exchange, request, request.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
|
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||
| var result = await SubscribeToOrderUpdatesAsync( | ||
| null, | ||
| update => handler(update.AsExchangeEvent<IEnumerable<SharedFuturesOrder>>(Exchange, new[] { ParseOrder(update.Data) })), | ||
| ct: ct).ConfigureAwait(false); | ||
|
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||
| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
|
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||
| private SharedFuturesOrder ParseOrder(KucoinStreamFuturesOrderUpdate update) | ||
| { | ||
| return new SharedFuturesOrder( | ||
| update.Symbol, | ||
| update.OrderId.ToString(), | ||
| update.OrderType == Enums.OrderType.Limit ? SharedOrderType.Limit : update.OrderType == Enums.OrderType.Market ? SharedOrderType.Market : SharedOrderType.Other, | ||
| update.Side == Enums.OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell, | ||
| ParseOrderStatus(update.Status, update.UpdateType), | ||
| update.OrderTime) | ||
| { | ||
| ClientOrderId = update.ClientOrderId?.ToString(), | ||
| Quantity = update.Quantity, | ||
| QuantityFilled = update.QuantityFilled, | ||
| OrderPrice = update.Price == 0 ? null : update.Price, | ||
| LastTrade = update.UpdateType != MatchUpdateType.Match ? null : new SharedUserTrade(update.Symbol, update.OrderId, update.TradeId!, update.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell, update.MatchQuantity ?? 0, update.MatchPrice ?? 0, update.Timestamp) | ||
| { | ||
| Role = update.Liquidity == LiquidityType.Maker ? SharedRole.Maker : SharedRole.Taker | ||
| } | ||
| }; | ||
| } | ||
|
|
||
| private SharedOrderStatus ParseOrderStatus(ExtendedOrderStatus status, MatchUpdateType updateType) | ||
| { | ||
| if (status == ExtendedOrderStatus.New || status == ExtendedOrderStatus.Open || updateType == MatchUpdateType.Open || updateType == MatchUpdateType.Received) return SharedOrderStatus.Open; | ||
| if (updateType == MatchUpdateType.Canceled) return SharedOrderStatus.Canceled; | ||
| if (updateType == MatchUpdateType.Filled) return SharedOrderStatus.Filled; | ||
| return SharedOrderStatus.Open; | ||
| } | ||
| #endregion | ||
|
|
||
| #region Position client | ||
| EndpointOptions<SubscribePositionRequest> IPositionSocketClient.SubscribePositionOptions { get; } = new EndpointOptions<SubscribePositionRequest>(true); | ||
| async Task<ExchangeResult<UpdateSubscription>> IPositionSocketClient.SubscribeToPositionUpdatesAsync(SubscribePositionRequest request, Action<ExchangeEvent<IEnumerable<SharedPosition>>> handler, CancellationToken ct) | ||
| { | ||
| var validationError = ((IPositionSocketClient)this).SubscribePositionOptions.ValidateRequest(Exchange, request, request.TradingMode, SupportedTradingModes); | ||
| if (validationError != null) | ||
| return new ExchangeResult<UpdateSubscription>(Exchange, validationError); | ||
|
|
||
| var result = await SubscribeToPositionUpdatesAsync( | ||
| update => handler(update.AsExchangeEvent<IEnumerable<SharedPosition>>(Exchange, new[] { new SharedPosition(update.Data.Symbol, update.Data.CurrentQuantity, update.Data.CurrentTime) | ||
| { | ||
| AverageOpenPrice = update.Data.AverageEntryPrice, | ||
| PositionSide = update.Data.CurrentQuantity < 0 ? SharedPositionSide.Short : SharedPositionSide.Long, | ||
| LiquidationPrice = update.Data.LiquidationPrice, | ||
| Leverage = update.Data.RealLeverage, | ||
| UnrealizedPnl = update.Data.UnrealizedPnl | ||
| }})), | ||
| ct: ct).ConfigureAwait(false); | ||
|
|
||
| return new ExchangeResult<UpdateSubscription>(Exchange, result); | ||
| } | ||
|
|
||
| #endregion | ||
| } | ||
| } |
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