exchanges: Add Kucoin support (#1102)

* init

* updates config

* wrapper configuration

* updates exchange readme

* adds SendAuthHTTPRequest and SendHTTPRequest

* adds ratelimit file

* adds test case and minor fixes

* improve error handling

* update testcases and improve GetSymbols API

* adds SPOT API's

* minor fix

* WIP

* WIP

* adds test case

* adds check in test case

* fixes in Auth. HTTP

* improvements

* adds trade, kline support and testcases

* adds SPOT API and testcases for same

* adds SPOT API and testcases

* adds SPOT API and testcase

* WIP

* adds API's

* adds API's

* adds test cases

* adds comment to exported data types

* adds API and test cases

* adds API

* adds API

* rearrange functions

* WIP: adds API

* adds API for Post Order SPOT

* adds API and few fixes

* fixes

* WIP

* WIP

* add PostBulkOrder API and its test case

* fix issues

* adds cancel order APIs and test cases for same

* add minor test fixes

* add API

* adds API

* fixes

* add API

* adds API and test cases

* fix test

* adds API

* adds test

* fix test

* adds API and test

* adds deposit API and test cases

* WIP

* adds API and test cases

* WIP

* WIP

* add public future API and test cases

* WIP

* remove v2 API and replace them with v1

* update test cases

* adds future order API and test cases

* adds futures order API

* adds API

* add API and test cases

* adds API and test cases

* adds API and test cases

* adds API and test cases

* Adding wrapper functions

* Fix on wrapper function

* Adding websocket support

* Complete addressing WS push datas

* Adding spot push data unit tests

* adding futures websocket push data handlers

* Adding futures websocket push data handlers

* Added unit tests

* Updating unit tests

* Updating wrapper and unit test functions

* Adding missing wrapper functions and code cleaning up

* Resolved linter issues

* Fixing websocket issues

* Fixing websocket issues

* Slight fix on config_example file

* Minor update

* Basic nits updates

* Fix minor linter issues

* Minor update

* Minor unit test update

* Minor unit test update

* Code update and linter issues fix

* Removed unnecessary type conversion codes

* Monor update based on review comment

* Fix based on review comments

* Adding rate-limiter

* Websocket update and overall minor fixes

* Removed IsAssetTypeEnabled method implementation

* Fix connection and formatting issues

* Updating orderbook issues

* Very minor label fix

* Minor error returning fix

* code cleaning up and minor spelling fix

* Updates on unit test

* Update on unit tests and slight code structure

* unit test update

* orderbook update and minor fix

* fix on race

* Mini linter fix

* fix minor parameter and unit test issues

* handler funcs and models update

* Fixing websocket and unit test issues

* order side string for active orders

* Fix on websocket and unit tests

* Minor type changes

* Minor Orderbook fix and unit test update

* Small fix on orderbook

* Updating orderbook functionality

* FIx on websocket orderbook handlers

* Small update on kucoin websocket

* fix missed review comments

* fix based on review comments

* Updating websocket orderbook and fixing unit tests

* Minor fixes

* unit test update

* Updating unit test according to enabled asset type

* toggle canManipulateRealOrders const

* Unit test update

* Fix minor issues

* minor fix

* documentation fix

* wrapper coverage and unused params fix

* testing and minor changes

* documentation, websocket and unit test update

* minor linter fix

* Websocket spot/margin subscription update

* minor ticker update fix

* minor fixes on endpoints

* timestamp and number convert method and unit tests

* timestamp convert minor update

* minor type and conversion fix

* create a common timestamp convert and fix minor issues

* linter and ticker fix

* Updating unit tests and order placing endpoint methods

* Added a pairs check

* Fix config test error

* rm unused error variable

* Fix source of linter issue

* code update: convert, wrapper and websocket fix

* minor code update

* Websocket code and unit tests update

* Websocket ticker ask/bid type change and small error msg fix

* docs update

* fix: websocket orderbook handling

* change orderbook channel to marketOrderbookLevel2Channels and fix websocket orderbook update

* Minor func rename and reciever change

* Minor orderbook unit test issue fix

* comment: about why we used a random delimiter '-' for futures

* update config files and FetchTradablePair func for futures pairs

* futures config pairs update

* remove ConnextionMonitorDelay from websocket setup

* fix on types and futures pair conversion

* updating config pairs

* change NewPairFromString to DeriveFrom

* unit tests update

* unit tests update

* Added TickerBatching

* added GetStandardConfig to GetDefaultConfig

---------

Co-authored-by: Jaydeep Rajpurohit <[email protected]>

.gitignore

@@ -49,4 +49,4 @@ __debug_bin
 
 # Coverage reports
 coverage.txt
-wrapperconfig.json
+wrapperconfig.json

CONTRIBUTORS

@@ -6,8 +6,8 @@ gloriousCode | https://github.com/gloriousCode
 dependabot[bot] | https://github.com/apps/dependabot
 dependabot-preview[bot] | https://github.com/apps/dependabot-preview
 xtda | https://github.com/xtda
-lrascao | https://github.com/lrascao
 gbjk | https://github.com/gbjk
+lrascao | https://github.com/lrascao
 Rots | https://github.com/Rots
 vazha | https://github.com/vazha
 ydm | https://github.com/ydm
@@ -19,12 +19,12 @@ marcofranssen | https://github.com/marcofranssen
 geseq | https://github.com/geseq
 Beadko | https://github.com/Beadko
 TaltaM | https://github.com/TaltaM
+samuael | https://github.com/samuael
 dackroyd | https://github.com/dackroyd
 cranktakular | https://github.com/cranktakular
 khcchiu | https://github.com/khcchiu
-samuael | https://github.com/samuael
-woshidama323 | https://github.com/woshidama323
 yangrq1018 | https://github.com/yangrq1018
+woshidama323 | https://github.com/woshidama323
 crackcomm | https://github.com/crackcomm
 azhang | https://github.com/azhang
 andreygrehov | https://github.com/andreygrehov

README.md

@@ -39,6 +39,7 @@ Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader
 | Huobi.Pro | Yes | Yes | NA |
 | ItBit | Yes | NA | No |
 | Kraken | Yes | Yes | NA |
+| Kucoin | Yes | Yes | NA |
 | Lbank | Yes | No | NA |
 | Okcoin | Yes | Yes | No |
 | Okx | Yes | Yes | NA |
@@ -143,14 +144,14 @@ Binaries will be published once the codebase reaches a stable condition.
 
 |User|Contribution Amount|
 |--|--|
-| [thrasher-](https://github.com/thrasher-) | 682 |
-| [shazbert](https://github.com/shazbert) | 299 |
-| [gloriousCode](https://github.com/gloriousCode) | 217 |
-| [dependabot[bot]](https://github.com/apps/dependabot) | 202 |
+| [thrasher-](https://github.com/thrasher-) | 683 |
+| [shazbert](https://github.com/shazbert) | 301 |
+| [gloriousCode](https://github.com/gloriousCode) | 219 |
+| [dependabot[bot]](https://github.com/apps/dependabot) | 207 |
 | [dependabot-preview[bot]](https://github.com/apps/dependabot-preview) | 88 |
 | [xtda](https://github.com/xtda) | 47 |
+| [gbjk](https://github.com/gbjk) | 35 |
 | [lrascao](https://github.com/lrascao) | 27 |
-| [gbjk](https://github.com/gbjk) | 26 |
 | [Rots](https://github.com/Rots) | 15 |
 | [vazha](https://github.com/vazha) | 15 |
 | [ydm](https://github.com/ydm) | 15 |
@@ -162,12 +163,12 @@ Binaries will be published once the codebase reaches a stable condition.
 | [geseq](https://github.com/geseq) | 8 |
 | [Beadko](https://github.com/Beadko) | 6 |
 | [TaltaM](https://github.com/TaltaM) | 6 |
+| [samuael](https://github.com/samuael) | 6 |
 | [dackroyd](https://github.com/dackroyd) | 5 |
 | [cranktakular](https://github.com/cranktakular) | 5 |
 | [khcchiu](https://github.com/khcchiu) | 5 |
-| [samuael](https://github.com/samuael) | 5 |
+| [yangrq1018](https://github.com/yangrq1018) | 4 |
 | [woshidama323](https://github.com/woshidama323) | 3 |
-| [yangrq1018](https://github.com/yangrq1018) | 3 |
 | [crackcomm](https://github.com/crackcomm) | 3 |
 | [azhang](https://github.com/azhang) | 2 |
 | [andreygrehov](https://github.com/andreygrehov) | 2 |

cmd/documentation/exchanges_templates/exchanges_trade_readme.tmpl

@@ -62,6 +62,7 @@ _b in this context is an `IBotExchange` implemented struct_
 | Huobi.Pro | Yes | Yes | No |
 | ItBit | Yes | NA | No |
 | Kraken | Yes | Yes | No |
+| Kucoin | Yes | No | Yes |
 | Lbank | Yes | No | Yes |
 | Okcoin | Yes | Yes | Yes |
 | Okx | Yes | Yes | Yes |

cmd/documentation/root_templates/root_readme.tmpl

@@ -40,6 +40,7 @@ Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader
 | Huobi.Pro | Yes | Yes | NA |
 | ItBit | Yes | NA | No |
 | Kraken | Yes | Yes | NA |
+| Kucoin | Yes | Yes | NA |
 | Lbank | Yes | No | NA |
 | Okcoin | Yes | Yes | No |
 | Okx | Yes | Yes | NA |

cmd/exchange_wrapper_issues/wrapperconfig.json

@@ -136,6 +136,11 @@
    "secret": "Secret",
    "otpSecret": "-"
   },
+  "kucoin":{
+    "key": "Key",
+    "secret": "Secret",
+    "otpSecret": "-"
+  },
   "lbank": {
    "key": "Key",
    "secret": "Secret",

common/convert/convert.go

@@ -2,6 +2,7 @@ package convert
 
 import (
 	"bytes"
+	"encoding/json"
 	"errors"
 	"fmt"
 	"math"
@@ -242,3 +243,56 @@ func (f StringToFloat64) Float64() float64 {
 func (f StringToFloat64) Decimal() decimal.Decimal {
 	return decimal.NewFromFloat(float64(f))
 }
+
+// ExchangeTime provides timestamp to time conversion method.
+type ExchangeTime time.Time
+
+// UnmarshalJSON is custom type json unmarshaller for ExchangeTime
+func (k *ExchangeTime) UnmarshalJSON(data []byte) error {
+	var timestamp interface{}
+	err := json.Unmarshal(data, &timestamp)
+	if err != nil {
+		return err
+	}
+	var standard int64
+	switch value := timestamp.(type) {
+	case string:
+		if value == "" {
+			// Setting the time to zero value because some timestamp fields could return an empty string while there is no error
+			// So, in such cases, Time returns zero timestamp.
+			break
+		}
+		standard, err = strconv.ParseInt(value, 10, 64)
+		if err != nil {
+			return err
+		}
+	case int64:
+		standard = value
+	case float64:
+		// Warning: converting float64 to int64 instance may create loss of precision in the timestamp information.
+		// be aware or consider customizing this section if found necessary.
+		standard = int64(value)
+	case nil:
+		// for some exchange timestamp fields, if the timestamp information is not specified,
+		// the data is 'nil' instead of zero value string or integer value.
+	default:
+		return fmt.Errorf("unsupported timestamp type %T", timestamp)
+	}
+
+	switch {
+	case standard == 0:
+		*k = ExchangeTime(time.Time{})
+	case standard >= 1e13:
+		*k = ExchangeTime(time.Unix(standard/1e9, standard%1e9))
+	case standard > 9999999999:
+		*k = ExchangeTime(time.UnixMilli(standard))
+	default:
+		*k = ExchangeTime(time.Unix(standard, 0))
+	}
+	return nil
+}
+
+// Time returns a time.Time instance from ExchangeTime instance object.
+func (k ExchangeTime) Time() time.Time {
+	return time.Time(k)
+}

common/convert/convert_test.go

@@ -400,3 +400,86 @@ func BenchmarkStringToFloat64(b *testing.B) {
 		}
 	}
 }
+
+func TestExchangeTimeUnmarshalJSON(t *testing.T) {
+	t.Parallel()
+	unmarshaledResult := &struct {
+		Timestamp ExchangeTime `json:"ts"`
+	}{}
+	data1 := `{"ts":""}`
+	result := time.Time{}
+	err := json.Unmarshal([]byte(data1), &unmarshaledResult)
+	if err != nil {
+		t.Fatal(err)
+	} else if !unmarshaledResult.Timestamp.Time().Equal(result) {
+		t.Errorf("found %v, but expected %v", unmarshaledResult.Timestamp.Time(), result)
+	}
+	data2 := `{"ts":"1685564775371"}`
+	result = time.UnixMilli(1685564775371)
+	err = json.Unmarshal([]byte(data2), &unmarshaledResult)
+	if err != nil {
+		t.Fatal(err)
+	} else if !unmarshaledResult.Timestamp.Time().Equal(result) {
+		t.Errorf("found %v, but expected %v", unmarshaledResult.Timestamp.Time(), result)
+	}
+	data3 := `{"ts":1685564775371}`
+	err = json.Unmarshal([]byte(data3), &unmarshaledResult)
+	if err != nil {
+		t.Fatal(err)
+	} else if !unmarshaledResult.Timestamp.Time().Equal(result) {
+		t.Errorf("found %v, but expected %v", unmarshaledResult.Timestamp.Time(), result)
+	}
+	data4 := `{"ts":"1685564775"}`
+	result = time.Unix(1685564775, 0)
+	err = json.Unmarshal([]byte(data4), &unmarshaledResult)
+	if err != nil {
+		t.Fatal(err)
+	} else if !unmarshaledResult.Timestamp.Time().Equal(result) {
+		t.Errorf("found %v, but expected %v", unmarshaledResult.Timestamp.Time(), result)
+	}
+	data5 := `{"ts":1685564775}`
+	err = json.Unmarshal([]byte(data5), &unmarshaledResult)
+	if err != nil {
+		t.Fatal(err)
+	} else if !unmarshaledResult.Timestamp.Time().Equal(result) {
+		t.Errorf("found %v, but expected %v", unmarshaledResult.Timestamp.Time(), result)
+	}
+	data6 := `{"ts":"1685564775371320000"}`
+	result = time.Unix(int64(1685564775371320000)/1e9, int64(1685564775371320000)%1e9)
+	err = json.Unmarshal([]byte(data6), &unmarshaledResult)
+	if err != nil {
+		t.Fatal(err)
+	} else if !unmarshaledResult.Timestamp.Time().Equal(result) {
+		t.Errorf("found %v, but expected %v", unmarshaledResult.Timestamp.Time(), result)
+	}
+	data7 := `{"ts":"abcdefg"}`
+	err = json.Unmarshal([]byte(data7), &unmarshaledResult)
+	if err == nil {
+		t.Fatal("expecting error but found nil")
+	}
+	data8 := `{"ts":0}`
+	result = time.Time{}
+	err = json.Unmarshal([]byte(data8), &unmarshaledResult)
+	if err != nil {
+		t.Fatal(err)
+	} else if !unmarshaledResult.Timestamp.Time().Equal(result) {
+		t.Errorf("found %v, but expected %v", unmarshaledResult.Timestamp.Time(), result)
+	}
+}
+
+// 2239239               516.1 ns/op           424 B/op          9 allocs/op
+func BenchmarkExchangeTimeUnmarshaling(b *testing.B) {
+	unmarshaledResult := &struct {
+		Timestamp ExchangeTime `json:"ts"`
+	}{}
+	data5 := `{"ts":1685564775}`
+	result := time.Unix(1685564775, 0)
+	var err error
+	for i := 0; i < b.N; i++ {
+		if err = json.Unmarshal([]byte(data5), &unmarshaledResult); err != nil {
+			b.Fatal(err)
+		} else if !unmarshaledResult.Timestamp.Time().Equal(result) {
+			b.Fatalf("found %v, but expected %v", unmarshaledResult.Timestamp.Time(), result)
+		}
+	}
+}