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beast-trader/dashboard/venv/lib/python3.12/site-packages/ccxt/kucoin.py

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# -*- coding: utf-8 -*-
# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
from ccxt.base.exchange import Exchange
from ccxt.abstract.kucoin import ImplicitAPI
import hashlib
import math
import json
from ccxt.base.types import Account, Any, ADL, Balances, BorrowInterest, Bool, CrossBorrowRate, Currencies, Currency, DepositAddress, Int, LedgerEntry, Leverage, LeverageTier, LeverageTiers, MarginMode, MarginModification, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, FundingRate, Trade, TradingFeeInterface, Transaction, TransferEntry
from typing import List
from ccxt.base.errors import ExchangeError
from ccxt.base.errors import AuthenticationError
from ccxt.base.errors import PermissionDenied
from ccxt.base.errors import AccountSuspended
from ccxt.base.errors import ArgumentsRequired
from ccxt.base.errors import BadRequest
from ccxt.base.errors import BadSymbol
from ccxt.base.errors import RestrictedLocation
from ccxt.base.errors import InsufficientFunds
from ccxt.base.errors import InvalidAddress
from ccxt.base.errors import InvalidOrder
from ccxt.base.errors import OrderNotFound
from ccxt.base.errors import NotSupported
from ccxt.base.errors import RateLimitExceeded
from ccxt.base.errors import ExchangeNotAvailable
from ccxt.base.errors import InvalidNonce
from ccxt.base.decimal_to_precision import TRUNCATE
from ccxt.base.decimal_to_precision import TICK_SIZE
from ccxt.base.precise import Precise
class kucoin(Exchange, ImplicitAPI):
def describe(self) -> Any:
return self.deep_extend(super(kucoin, self).describe(), {
'id': 'kucoin',
'name': 'KuCoin',
'countries': ['SC'],
'rateLimit': 7.5, # 4000 requests per 30 seconds(VIP0 for spot)
'version': 'v2',
'certified': True,
'pro': True,
'comment': 'Platform 2.0',
'quoteJsonNumbers': False,
'has': {
'CORS': None,
'spot': True,
'margin': True,
'swap': True,
'future': False,
'option': False,
'addMargin': True,
'borrowCrossMargin': True,
'borrowIsolatedMargin': True,
'cancelAllOrders': True,
'cancelOrder': True,
'cancelOrders': True,
'closeAllPositions': False,
'closePosition': True,
'createDepositAddress': True,
'createMarketBuyOrderWithCost': True,
'createMarketOrderWithCost': True,
'createMarketSellOrderWithCost': True,
'createOrder': True,
'createOrders': True,
'createOrderWithTakeProfitAndStopLoss': True,
'createPostOnlyOrder': True,
'createStopLimitOrder': True,
'createStopLossOrder': True,
'createStopMarketOrder': True,
'createStopOrder': True,
'createTakeProfitOrder': True,
'createTriggerOrder': True,
'editOrder': True,
'fetchAccounts': True,
'fetchBalance': True,
'fetchBorrowInterest': True,
'fetchBorrowRateHistories': True,
'fetchBorrowRateHistory': True,
'fetchClosedOrders': True,
'fetchCrossBorrowRate': True,
'fetchCrossBorrowRates': False,
'fetchCurrencies': True,
'fetchDepositAddress': True,
'fetchDepositAddresses': False,
'fetchDepositAddressesByNetwork': True,
'fetchDeposits': True,
'fetchDepositWithdrawFee': True,
'fetchDepositWithdrawFees': True,
'fetchFundingHistory': True,
'fetchFundingInterval': True,
'fetchFundingRate': True,
'fetchFundingRateHistory': True,
'fetchFundingRates': False,
'fetchIndexOHLCV': False,
'fetchIsolatedBorrowRate': False,
'fetchIsolatedBorrowRates': False,
'fetchL3OrderBook': True,
'fetchLedger': True,
'fetchLeverage': True,
'fetchLeverageTiers': False,
'fetchMarginAdjustmentHistory': False,
'fetchMarginMode': True,
'fetchMarketLeverageTiers': True,
'fetchMarkets': True,
'fetchMarkOHLCV': False,
'fetchMarkPrice': True,
'fetchMarkPrices': True,
'fetchMyTrades': True,
'fetchOHLCV': True,
'fetchOpenInterest': True,
'fetchOpenInterestHistory': True,
'fetchOpenInterests': True,
'fetchOpenOrders': True,
'fetchOrder': True,
'fetchOrderBook': True,
'fetchOrderBooks': False,
'fetchOrdersByStatus': True,
'fetchOrderTrades': True,
'fetchPosition': True,
'fetchPositionADLRank': True,
'fetchPositionHistory': True,
'fetchPositionMode': True,
'fetchPositions': True,
'fetchPositionsADLRank': True,
'fetchPositionsHistory': True,
'fetchPremiumIndexOHLCV': False,
'fetchStatus': True,
'fetchTicker': True,
'fetchTickers': True,
'fetchTime': True,
'fetchTrades': True,
'fetchTradingFee': True,
'fetchTradingFees': False,
'fetchTransactionFee': True,
'fetchTransfers': True,
'fetchWithdrawals': True,
'repayCrossMargin': True,
'repayIsolatedMargin': True,
'setLeverage': True,
'setMarginMode': True,
'setPositionMode': True,
'signIn': False,
'transfer': True,
'withdraw': True,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/51840849/87295558-132aaf80-c50e-11ea-9801-a2fb0c57c799.jpg',
'referral': 'https://www.kucoin.com/ucenter/signup?rcode=E5wkqe',
'api': {
'public': 'https://api.kucoin.com',
'private': 'https://api.kucoin.com',
'futuresPrivate': 'https://api-futures.kucoin.com',
'futuresPublic': 'https://api-futures.kucoin.com',
'webExchange': 'https://kucoin.com/_api',
'broker': 'https://api-broker.kucoin.com',
'earn': 'https://api.kucoin.com',
'uta': 'https://api.kucoin.com',
'utaPrivate': 'https://api.kucoin.com',
},
'www': 'https://www.kucoin.com',
'doc': [
'https://docs.kucoin.com',
],
},
'requiredCredentials': {
'apiKey': True,
'secret': True,
'password': True,
},
'api': {
# level VIP0
# Spot => 4000/30s
# Weight = x
# Pro, Futures, Management, Management, Earn, CopyTrading => 2000/30s
# Weight = x*2
'public': {
'get': {
# spot trading
'currencies': 3,
'currencies/{currency}': 3,
'symbols': 4,
'market/orderbook/level1': 2,
'market/allTickers': 15,
'market/stats': 15,
'markets': 3,
'market/orderbook/level{level}_{limit}': 4,
'market/orderbook/level2_20': 2,
'market/orderbook/level2_100': 4,
'market/histories': 3,
'market/candles': 3,
'prices': 3,
'timestamp': 3,
'status': 3,
# margin trading
'mark-price/{symbol}/current': 2,
'mark-price/all-symbols': 10,
'margin/config': 25,
'announcements': 20,
'margin/collateralRatio': 10,
# convert
'convert/symbol': 5,
'convert/currencies': 5,
},
'post': {
# ws
'bullet-public': 10,
},
},
'private': {
'get': {
# account
'user-info': 20,
'user/api-key': 20,
'accounts': 5,
'accounts/{accountId}': 5,
'accounts/ledgers': 2,
'hf/accounts/ledgers': 2,
'hf/margin/account/ledgers': 2,
'transaction-history': 2,
'sub/user': 20,
'sub-accounts/{subUserId}': 15,
'sub-accounts': 20,
'sub/api-key': 20,
# funding
'margin/account': 40,
'margin/accounts': 15,
'isolated/accounts': 15,
'deposit-addresses': 5,
'deposits': 5,
'hist-deposits': 5,
'withdrawals': 20,
'hist-withdrawals': 20,
'withdrawals/quotas': 20,
'accounts/transferable': 20,
'transfer-list': 20,
'base-fee': 3,
'trade-fees': 3,
# spot trading
'market/orderbook/level{level}': 3,
'market/orderbook/level2': 3,
'market/orderbook/level3': 3,
'hf/accounts/opened': 2,
'hf/orders/active': 2,
'hf/orders/active/symbols': 2,
'hf/margin/order/active/symbols': 2,
'hf/orders/done': 2,
'hf/orders/{orderId}': 2,
'hf/orders/client-order/{clientOid}': 2,
'hf/orders/dead-cancel-all/query': 2,
'hf/fills': 2,
'orders': 2,
'limit/orders': 3,
'orders/{orderId}': 2,
'order/client-order/{clientOid}': 2,
'fills': 10,
'limit/fills': 20,
'stop-order': 8,
'stop-order/{orderId}': 3,
'stop-order/queryOrderByClientOid': 3,
'oco/order/{orderId}': 2,
'oco/order/details/{orderId}': 2,
'oco/client-order/{clientOid}': 2,
'oco/orders': 2,
# margin trading
'hf/margin/orders/active': 4,
'hf/margin/orders/done': 10,
'hf/margin/orders/{orderId}': 4,
'hf/margin/orders/client-order/{clientOid}': 5,
'hf/margin/fills': 5,
'hf/margin/stop-orders': 8,
'hf/margin/stop-order/orderId': 3,
'hf/margin/stop-order/clientOid': 3,
'hf/margin/oco-order/orderId': 2,
'hf/margin/oco-order/clientOid': 2,
'hf/margin/oco-order/detail/orderId': 2,
'hf/margin/oco-orders': 2,
'etf/info': 25,
'margin/currencies': 20,
'risk/limit/strategy': 20, # Deprecate
'isolated/symbols': 3,
'margin/symbols': 3,
'isolated/account/{symbol}': 50,
'margin/borrow': 15,
'margin/repay': 15,
'margin/interest': 20,
'project/list': 10,
'project/marketInterestRate': 5,
'redeem/orders': 10,
'purchase/orders': 10,
# broker
'broker/api/rebase/download': 3,
'broker/queryMyCommission': 3,
'broker/queryUser': 3,
'broker/queryDetailByUid': 3,
'migrate/user/account/status': 3,
# convert
'convert/quote': 20,
'convert/order/detail': 5,
'convert/order/history': 5,
'convert/limit/quote': 20,
'convert/limit/order/detail': 5,
'convert/limit/orders': 5,
# affiliate
'affiliate/inviter/statistics': 30,
},
'post': {
# account
'sub/user/created': 15,
'sub/api-key': 20,
'sub/api-key/update': 30,
# funding
'deposit-addresses': 20,
'withdrawals': 5,
'accounts/universal-transfer': 4,
'accounts/sub-transfer': 30,
'accounts/inner-transfer': 15,
'transfer-out': 20,
'transfer-in': 20,
# spot trading
'hf/orders': 1,
'hf/orders/test': 1,
'hf/orders/sync': 1,
'hf/orders/multi': 1,
'hf/orders/multi/sync': 1,
'hf/orders/alter': 1,
'hf/orders/dead-cancel-all': 2,
'orders': 2,
'orders/test': 2,
'orders/multi': 3,
'stop-order': 2,
'oco/order': 2,
# margin trading
'hf/margin/order': 2,
'hf/margin/order/test': 2,
'hf/margin/stop-order': 3,
'margin/order': 5,
'margin/order/test': 5,
'hf/margin/oco-order': 2,
'margin/borrow': 15,
'margin/repay': 10,
'purchase': 15,
'redeem': 15,
'lend/purchase/update': 10,
# convert
'convert/order': 20,
'convert/limit/order': 20,
# ws
'bullet-private': 10,
'position/update-user-leverage': 5,
'deposit-address/create': 20,
},
'delete': {
# account
'sub/api-key': 30,
# funding
'withdrawals/{withdrawalId}': 20,
# spot trading
'hf/orders/{orderId}': 1,
'hf/orders/sync/{orderId}': 1,
'hf/orders/client-order/{clientOid}': 1,
'hf/orders/sync/client-order/{clientOid}': 1,
'hf/orders/cancel/{orderId}': 1,
'hf/orders': 2,
'hf/orders/cancelAll': 30,
'orders/{orderId}': 3,
'order/client-order/{clientOid}': 5,
'orders': 20,
'stop-order/{orderId}': 3,
'stop-order/cancelOrderByClientOid': 5,
'stop-order/cancel': 3,
'oco/order/{orderId}': 3,
'oco/client-order/{clientOid}': 3,
'oco/orders': 3,
# margin trading
'hf/margin/orders/{orderId}': 2,
'hf/margin/orders/client-order/{clientOid}': 2,
'hf/margin/orders': 5,
'hf/margin/stop-order/cancel-by-id': 3,
'hf/margin/stop-order/cancel-by-clientOid': 5,
'hf/margin/stop-order/cancel': 3,
'hf/margin/oco-order/cancel-by-id': 3,
'hf/margin/oco-order/cancel-by-clientOid': 3,
'hf/margin/oco-order/cancel': 3,
# convert
'convert/limit/order/cancel': 5,
},
},
'futuresPublic': {
'get': {
'contracts/active': 6,
'contracts/{symbol}': 6, # 3PW
'ticker': 4, # 2PW
'allTickers': 10, # 5PW
'level2/snapshot': 6, # 3PW
'level2/depth20': 10, # 5PW
'level2/depth100': 20, # 10PW
'trade/history': 10, # 5PW
'kline/query': 6, # 3PW
'interest/query': 10, # 5PW
'index/query': 4, # 2PW
'mark-price/{symbol}/current': 6, # 3PW
'premium/query': 6, # 3PW
'trade-statistics': 6, # 3PW
'funding-rate/{symbol}/current': 4, # 2PW
'contract/funding-rates': 10, # 5PW
'timestamp': 4, # 2PW
'status': 8, # 4PW
# ?
'level2/message/query': 1.3953,
'contracts/risk-limit/{symbol}': 3,
'level3/message/query': 3, # deprecated，level3/snapshot is suggested
'level3/snapshot': 3, # v2
},
'post': {
# ws
'bullet-public': 20, # 10PW
},
},
'futuresPrivate': {
'get': {
# account
'transaction-history': 4, # 2MW
# funding
'account-overview': 10, # 5FW
'account-overview-all': 12, # 6FW
'transfer-list': 20,
# futures
'orders': 4, # 2FW
'stopOrders': 12, # 6FW
'recentDoneOrders': 10, # 5FW
'orders/{orderId}': 10, # 5FW
'orders/byClientOid': 10, # 5FW
'fills': 10, # 5FW
'recentFills': 6, # 3FW
'trade-fees': 6,
'openOrderStatistics': 20, # 10FW
'position': 4, # 2FW
'positions': 4, # 2FW
'margin/maxWithdrawMargin': 20, # 10FW
'contracts/risk-limit/{symbol}': 10, # 5FW
'funding-history': 10, # 5FW
'copy-trade/futures/get-max-open-size': 8, # 4FW
'copy-trade/futures/position/margin/max-withdraw-margin': 20, # 10FW
'history-positions': 4,
'position/getMarginMode': 4,
'position/getPositionMode': 4,
'deposit-address': 4,
'deposit-list': 4,
'withdrawals/quotas': 4,
'withdrawal-list': 4,
'sub/api-key': 4,
'trade-statistics': 4,
'getMaxOpenSize': 4,
'getCrossUserLeverage': 4,
},
'post': {
# funding
'transfer-out': 20,
'transfer-in': 20,
# futures
'orders': 4, # 2FW
'st-orders': 4,
'orders/test': 4, # 2FW
'orders/multi': 6, # 3FW
'position/margin/auto-deposit-status': 8, # 4FW
'margin/withdrawMargin': 10, # 10FW
'position/margin/deposit-margin': 8, # 4FW
'position/risk-limit-level/change': 8, # 4FW
'copy-trade/futures/orders': 4, # 2FW
'copy-trade/futures/orders/test': 4, # 2FW
'copy-trade/futures/st-orders': 4, # 2FW
'copy-trade/futures/position/margin/deposit-margin': 8, # 4FW
'copy-trade/futures/position/margin/withdraw-margin': 20, # 10FW
'copy-trade/futures/position/risk-limit-level/change': 4, # 2FW
'copy-trade/futures/position/margin/auto-deposit-status': 8, # 4FW
'copy-trade/futures/position/changeMarginMode': 4, # 2FW
'copy-trade/futures/position/changeCrossUserLeverage': 4, # 2FW
'copy-trade/getCrossModeMarginRequirement': 6, # 3FW
'copy-trade/position/switchPositionMode': 4, # 2FW
'changeCrossUserLeverage': 4,
'withdrawals': 4,
'sub/api-key': 4,
'sub/api-key/update': 4,
'position/changeMarginMode': 4,
'position/switchPositionMode': 4,
# ws
'bullet-private': 20, # 10FW
},
'delete': {
'orders/{orderId}': 2, # 1FW
'orders/client-order/{clientOid}': 2, # 1FW
'orders': 20, # 10FW
'stopOrders': 30, # 15FW
'copy-trade/futures/orders': 1.5, # 1FW
'copy-trade/futures/orders/client-order': 1.5, # 1FW
'orders/multi-cancel': 40, # 20FW
'withdrawals/{withdrawalId}': 10,
'cancel/transfer-out': 10,
'sub/api-key': 10,
},
},
'webExchange': {
'get': {
'currency/currency/chain-info': 1, # self is temporary from webApi
'contract/{symbol}/funding-rates': 2,
},
},
'broker': {
'get': {
'broker/nd/info': 4,
'broker/nd/account': 4,
'broker/nd/account/apikey': 4,
'broker/nd/rebase/download': 4,
'asset/ndbroker/deposit/list': 2,
'broker/nd/transfer/detail': 2,
'broker/nd/deposit/detail': 2,
'broker/nd/withdraw/detail': 2,
},
'post': {
'broker/nd/transfer': 2,
'broker/nd/account': 6,
'broker/nd/account/apikey': 6,
'broker/nd/account/update-apikey': 6,
},
'delete': {
'broker/nd/account/apikey': 6,
},
},
'earn': {
'get': {
'otc-loan/discount-rate-configs': 20,
'otc-loan/loan': 2,
'otc-loan/accounts': 2,
'earn/redeem-preview': 10, # 5EW
'earn/saving/products': 10, # 5EW
'earn/hold-assets': 10, # 5EW
'earn/promotion/products': 10, # 5EW
'earn/kcs-staking/products': 10, # 5EW
'earn/staking/products': 10, # 5EW
'earn/eth-staking/products': 10, # 5EW
'struct-earn/dual/products': 6,
'struct-earn/orders': 10,
},
'post': {
'earn/orders': 10, # 5EW
'struct-earn/orders': 10,
},
'delete': {
'earn/orders': 10, # 5EW
},
},
'uta': {
'get': {
'market/announcement': 40,
'market/currency': 6,
'asset/currencies': 6,
'market/instrument': 8,
'market/ticker': 30,
'market/trade': 6,
'market/kline': 6,
'market/funding-rate': 4,
'market/funding-rate-history': 10,
'market/cross-config': 50,
'market/collateral-discount-ratio': 20,
'market/index-price': 20,
'market/position-tiers': 40,
'market/open-interest': 20,
'server/status': 6,
'market/borrowable-currency': 30,
},
},
'utaPrivate': {
'get': {
'market/orderbook': 6,
'account/balance': 10,
'account/transfer-quota': 40,
'account/mode': 60,
'account/ledger': 4,
'account/interest-history': 30,
'asset/deposit/address': 10,
'account/deposit/address': 5,
'{accountMode}/account/balance': 10,
'{accountMode}/account/overview': 10,
'{accountMode}/order/detail': 8,
'{accountMode}/order/open-list': 8,
'{accountMode}/order/history': 8,
'{accountMode}/order/execution': 8,
'{accountMode}/position/open-list': 6,
'{accountMode}/position/history': 4,
'position/history': 4,
'{accountMode}/position/tiers': 40,
'sub-account/balance': 10,
'user/fee-rate': 6,
'dcp/query': 4,
'unified/account/leverage': 20, # returns {"code":"404","msg":"Not Found","retry":false,"success":false}
'position/funding-history': 30,
'account/interest-limits': 20,
},
'post': {
'account/transfer': 8,
'account/mode': 60,
'{accountMode}/account/modify-leverage': 40,
'{accountMode}/order/place': 2,
'{accountMode}/order/place-batch': 8,
'{accountMode}/order/cancel': 2,
'{accountMode}/order/cancel-batch': 8,
'{accountMode}/order/cancel-all': 40,
'sub-account/canTransferOut': 10,
'dcp/set': 4,
'{accountMode}/account/modify-leverage-margin-cross': 40,
},
},
},
'timeframes': {
'1m': '1min', # spot and uta
'3m': '3min',
'5m': '5min',
'15m': '15min',
'30m': '30min',
'1h': '1hour',
'2h': '2hour',
'4h': '4hour',
'6h': '6hour',
'8h': '8hour',
'12h': '12hour',
'1d': '1day',
'1w': '1week',
'1M': '1month',
},
'precisionMode': TICK_SIZE,
'exceptions': {
'exact': {
'Order not exist or not allow to be cancelled': OrderNotFound,
'The order does not exist.': OrderNotFound,
'order not exist': OrderNotFound,
'order not exist.': OrderNotFound, # duplicated error temporarily
'order_not_exist': OrderNotFound, # {"code":"order_not_exist","msg":"order_not_exist"} ¯\_(ツ)_/¯
'order_not_exist_or_not_allow_to_cancel': InvalidOrder, # {"code":"400100","msg":"order_not_exist_or_not_allow_to_cancel"}
'Order size below the minimum requirement.': InvalidOrder, # {"code":"400100","msg":"Order size below the minimum requirement."}
'Order size increment invalid.': InvalidOrder, # {"msg":"Order size increment invalid.","code":"600100"}
'The withdrawal amount is below the minimum requirement.': ExchangeError, # {"code":"400100","msg":"The withdrawal amount is below the minimum requirement."}
'Unsuccessful! Exceeded the max. funds out-transfer limit': InsufficientFunds, # {"code":"200000","msg":"Unsuccessful! Exceeded the max. funds out-transfer limit"}
'The amount increment is invalid.': BadRequest,
'The quantity is below the minimum requirement.': InvalidOrder, # {"msg":"The quantity is below the minimum requirement.","code":"400100"}
'not in the given range!': BadRequest, # {"msg":"price not in the given range!","code":"400100"}
'recAccountType not in the given range': BadRequest, # {"msg":"recAccountType not in the given range","code":"400100"}
'Unsupported trading pair.': BadSymbol, # {"msg":"Unsupported trading pair.","code":"400100"}
'400': BadRequest,
'401': AuthenticationError,
'403': NotSupported,
'404': NotSupported,
'405': NotSupported,
'415': NotSupported,
'429': RateLimitExceeded,
'500': ExchangeNotAvailable, # Internal Server Error -- We had a problem with our server. Try again later.
'503': ExchangeNotAvailable,
'101030': PermissionDenied, # {"code":"101030","msg":"You haven't yet enabled the margin trading"}
'103000': InvalidOrder, # {"code":"103000","msg":"Exceed the borrowing limit, the remaining borrowable amount is: 0USDT"}
'112010': PermissionDenied, # {"msg":"Invalid Unified Account user.","code":"112010"}
'130101': BadRequest, # Parameter error
'130102': ExchangeError, # Maximum subscription amount has been exceeded.
'130103': OrderNotFound, # Subscription order does not exist.
'130104': ExchangeError, # Maximum number of subscription orders has been exceeded.
'130105': InsufficientFunds, # Insufficient balance.
'130106': NotSupported, # The currency does not support redemption.
'130107': ExchangeError, # Redemption amount exceeds subscription amount.
'130108': OrderNotFound, # Redemption order does not exist.
'130201': PermissionDenied, # Your account has restricted access to certain features. Please contact customer service for further assistance
'130202': ExchangeError, # The system is renewing the loan automatically. Please try again later
'130203': InsufficientFunds, # Insufficient account balance
'130204': BadRequest, # As the total lending amount for platform leverage reaches the platform's maximum position limit, the system suspends the borrowing function of leverage
'130301': InsufficientFunds, # Insufficient account balance
'130302': PermissionDenied, # Your relevant permission rights have been restricted, you can contact customer service for processing
'130303': NotSupported, # The current trading pair does not support isolated positions
'130304': NotSupported, # The trading function of the current trading pair is not enabled
'130305': NotSupported, # The current trading pair does not support cross position
'130306': NotSupported, # The account has not opened leveraged trading
'130307': NotSupported, # Please reopen the leverage agreement
'130308': InvalidOrder, # Position renewal freeze
'130309': InvalidOrder, # Position forced liquidation freeze
'130310': ExchangeError, # Abnormal leverage account status
'130311': InvalidOrder, # Failed to place an order, triggering buy limit
'130312': InvalidOrder, # Trigger global position limit, suspend buying
'130313': InvalidOrder, # Trigger global position limit, suspend selling
'130314': InvalidOrder, # Trigger the global position limit and prompt the remaining quantity available for purchase
'130315': NotSupported, # This feature has been suspended due to country restrictions
'126000': ExchangeError, # Abnormal margin trading
'126001': NotSupported, # Users currently do not support high frequency
'126002': ExchangeError, # There is a risk problem in your account and transactions are temporarily not allowed!
'126003': InvalidOrder, # The commission amount is less than the minimum transaction amount for a single commission
'126004': ExchangeError, # Trading pair does not exist or is prohibited
'126005': PermissionDenied, # This trading pair requires advanced KYC certification before trading
'126006': ExchangeError, # Trading pair is not available
'126007': ExchangeError, # Trading pair suspended
'126009': ExchangeError, # Trading pair is suspended from creating orders
'126010': ExchangeError, # Trading pair suspended order cancellation
'126011': ExchangeError, # There are too many orders in the order
'126013': InsufficientFunds, # Insufficient account balance
'126015': ExchangeError, # It is prohibited to place orders on self trading pair
'126021': NotSupported, # This digital asset does not support user participation in your region, thank you for your understanding!
'126022': InvalidOrder, # The final transaction price of your order will trigger the price protection strategy. To protect the price from deviating too much, please place an order again.
'126027': InvalidOrder, # Only limit orders are supported
'126028': InvalidOrder, # Only limit orders are supported before the specified time
'126029': InvalidOrder, # The maximum order price is: xxx
'126030': InvalidOrder, # The minimum order price is: xxx
'126033': InvalidOrder, # Duplicate order
'126034': InvalidOrder, # Failed to create take profit and stop loss order
'126036': InvalidOrder, # Failed to create margin order
'126037': ExchangeError, # Due to country and region restrictions, self function has been suspended!
'126038': ExchangeError, # Third-party service call failed(internal exception)
'126039': ExchangeError, # Third-party service call failed, reason: xxx
'126041': ExchangeError, # clientTimestamp parameter error
'126042': ExchangeError, # Exceeded maximum position limit
'126043': OrderNotFound, # Order does not exist
'126044': InvalidOrder, # clientOid duplicate
'126045': NotSupported, # This digital asset does not support user participation in your region, thank you for your understanding!
'126046': NotSupported, # This digital asset does not support your IP region, thank you for your understanding!
'126047': PermissionDenied, # Please complete identity verification
'126048': PermissionDenied, # Please complete authentication for the master account
'135005': ExchangeError, # Margin order query business abnormality
'135018': ExchangeError, # Margin order query service abnormality
'200004': InsufficientFunds,
'210014': InvalidOrder, # {"code":"210014","msg":"Exceeds the max. borrowing amount, the remaining amount you can borrow: 0USDT"}
'210021': InsufficientFunds, # {"code":"210021","msg":"Balance not enough"}
'230003': InsufficientFunds, # {"code":"230003","msg":"Balance insufficient!"}
'260000': InvalidAddress, # {"code":"260000","msg":"Deposit address already exists."}
'260100': InsufficientFunds, # {"code":"260100","msg":"account.noBalance"}
'300000': InvalidOrder,
'400000': BadSymbol,
'400001': AuthenticationError,
'400002': InvalidNonce,
'400003': AuthenticationError,
'400004': AuthenticationError,
'400005': AuthenticationError,
'400006': AuthenticationError,
'400007': AuthenticationError,
'400008': NotSupported,
'400100': BadRequest, # {"msg":"account.available.amount","code":"400100"} or {"msg":"Withdrawal amount is below the minimum requirement.","code":"400100"} or {"msg":"pageSize should not greater than 500","code":"400100"}
'400200': InvalidOrder, # {"code":"400200","msg":"Forbidden to place an order"}
'400330': InvalidOrder, # {"msg":"Order price can't deviate from NAV by 50%","code":"400330"}
'400350': InvalidOrder, # {"code":"400350","msg":"Upper limit for holding: 10,000USDT, you can still buy 10,000USDT worth of coin."}
'400370': InvalidOrder, # {"code":"400370","msg":"Max. price: 0.02500000000000000000"}
'400400': BadRequest, # Parameter error
'400401': AuthenticationError, # User is not logged in
'400500': RestrictedLocation, # {"code":"400500","msg":"Your located country/region is currently not supported for the trading of self token"}
'400600': BadSymbol, # {"code":"400600","msg":"validation.createOrder.symbolNotAvailable"}
'400760': InvalidOrder, # {"code":"400760","msg":"order price should be more than XX"}
'401000': BadRequest, # {"code":"401000","msg":"The interface has been deprecated"}
'408000': BadRequest, # Network timeout, please try again later
'411100': AccountSuspended,
'415000': BadRequest, # {"code":"415000","msg":"Unsupported Media Type"}
'400303': PermissionDenied, # {"msg":"To enjoy the full range of our products and services, we kindly request you complete the identity verification process.","code":"400303"}
'500000': ExchangeNotAvailable, # {"code":"500000","msg":"Internal Server Error"}
'260220': InvalidAddress, # {"code": "260220", "msg": "deposit.address.not.exists"}
'600100': InsufficientFunds, # {"msg":"Funds below the minimum requirement.","code":"600100"}
'600101': InvalidOrder, # {"msg":"The order funds should more then 0.1 USDT.","code":"600101"}
'900014': BadRequest, # {"code":"900014","msg":"Invalid chainId"}
# futures errors
'330012': InvalidOrder, # {"msg":"Your order is in One-Way Mode, while your account is set to Hedge Mode. Update your settings so they match and try again.","code":"330012"}
'330005': InvalidOrder, # {"msg":"The order's margin mode does not match the selected one. Please switch and try again.","code":"330005"}
'100001': OrderNotFound, # {"msg":"error.getOrder.orderNotExist","code":"100001"}
'100004': BadRequest, # {"code":"100004","msg":"Order is in not cancelable state"}
'300003': InsufficientFunds,
'300012': InvalidOrder,
'404000': NotSupported, # URL Not Found -- The requested resource could not be found
'300009': InvalidOrder, # {"msg":"No open positions to close.","code":"300009"}
'330008': InsufficientFunds, # {"msg":"Your current margin and leverage have reached the maximum open limit. Please increase your margin or raise your leverage to open larger positions.","code":"330008"}
},
'broad': {
'pageSize should not greater than 500': BadRequest,
'Exceeded the access frequency': RateLimitExceeded,
'require more permission': PermissionDenied,
# futures errors
'Position does not exist': OrderNotFound, # {"code":"200000", "msg":"Position does not exist"}
},
},
'fees': {
'trading': {
'tierBased': True,
'percentage': True,
'taker': self.parse_number('0.001'),
'maker': self.parse_number('0.001'),
'tiers': {
'taker': [
[self.parse_number('0'), self.parse_number('0.001')],
[self.parse_number('50'), self.parse_number('0.001')],
[self.parse_number('200'), self.parse_number('0.0009')],
[self.parse_number('500'), self.parse_number('0.0008')],
[self.parse_number('1000'), self.parse_number('0.0007')],
[self.parse_number('2000'), self.parse_number('0.0007')],
[self.parse_number('4000'), self.parse_number('0.0006')],
[self.parse_number('8000'), self.parse_number('0.0005')],
[self.parse_number('15000'), self.parse_number('0.00045')],
[self.parse_number('25000'), self.parse_number('0.0004')],
[self.parse_number('40000'), self.parse_number('0.00035')],
[self.parse_number('60000'), self.parse_number('0.0003')],
[self.parse_number('80000'), self.parse_number('0.00025')],
],
'maker': [
[self.parse_number('0'), self.parse_number('0.001')],
[self.parse_number('50'), self.parse_number('0.0009')],
[self.parse_number('200'), self.parse_number('0.0007')],
[self.parse_number('500'), self.parse_number('0.0005')],
[self.parse_number('1000'), self.parse_number('0.0003')],
[self.parse_number('2000'), self.parse_number('0')],
[self.parse_number('4000'), self.parse_number('0')],
[self.parse_number('8000'), self.parse_number('0')],
[self.parse_number('15000'), self.parse_number('-0.00005')],
[self.parse_number('25000'), self.parse_number('-0.00005')],
[self.parse_number('40000'), self.parse_number('-0.00005')],
[self.parse_number('60000'), self.parse_number('-0.00005')],
[self.parse_number('80000'), self.parse_number('-0.00005')],
],
},
},
'spot': {
'tierBased': True,
'percentage': True,
'taker': self.parse_number('0.001'),
'maker': self.parse_number('0.001'),
'tiers': {
'taker': [
[self.parse_number('0'), self.parse_number('0.001')],
[self.parse_number('50'), self.parse_number('0.001')],
[self.parse_number('200'), self.parse_number('0.0009')],
[self.parse_number('500'), self.parse_number('0.0008')],
[self.parse_number('1000'), self.parse_number('0.0007')],
[self.parse_number('2000'), self.parse_number('0.0007')],
[self.parse_number('4000'), self.parse_number('0.0006')],
[self.parse_number('8000'), self.parse_number('0.0005')],
[self.parse_number('15000'), self.parse_number('0.00045')],
[self.parse_number('25000'), self.parse_number('0.0004')],
[self.parse_number('40000'), self.parse_number('0.00035')],
[self.parse_number('60000'), self.parse_number('0.0003')],
[self.parse_number('80000'), self.parse_number('0.00025')],
],
'maker': [
[self.parse_number('0'), self.parse_number('0.001')],
[self.parse_number('50'), self.parse_number('0.0009')],
[self.parse_number('200'), self.parse_number('0.0007')],
[self.parse_number('500'), self.parse_number('0.0005')],
[self.parse_number('1000'), self.parse_number('0.0003')],
[self.parse_number('2000'), self.parse_number('0')],
[self.parse_number('4000'), self.parse_number('0')],
[self.parse_number('8000'), self.parse_number('0')],
[self.parse_number('15000'), self.parse_number('-0.00005')],
[self.parse_number('25000'), self.parse_number('-0.00005')],
[self.parse_number('40000'), self.parse_number('-0.00005')],
[self.parse_number('60000'), self.parse_number('-0.00005')],
[self.parse_number('80000'), self.parse_number('-0.00005')],
],
},
},
'contract': {
'tierBased': True,
'percentage': True,
'taker': self.parse_number('0.0006'),
'maker': self.parse_number('0.0002'),
'tiers': {
'taker': [
[self.parse_number('0'), self.parse_number('0.0006')],
[self.parse_number('50'), self.parse_number('0.0006')],
[self.parse_number('200'), self.parse_number('0.0006')],
[self.parse_number('500'), self.parse_number('0.0005')],
[self.parse_number('1000'), self.parse_number('0.0004')],
[self.parse_number('2000'), self.parse_number('0.0004')],
[self.parse_number('4000'), self.parse_number('0.00038')],
[self.parse_number('8000'), self.parse_number('0.00035')],
[self.parse_number('15000'), self.parse_number('0.00032')],
[self.parse_number('25000'), self.parse_number('0.0003')],
[self.parse_number('40000'), self.parse_number('0.0003')],
[self.parse_number('60000'), self.parse_number('0.0003')],
[self.parse_number('80000'), self.parse_number('0.0003')],
],
'maker': [
[self.parse_number('0'), self.parse_number('0.02')],
[self.parse_number('50'), self.parse_number('0.015')],
[self.parse_number('200'), self.parse_number('0.01')],
[self.parse_number('500'), self.parse_number('0.01')],
[self.parse_number('1000'), self.parse_number('0.01')],
[self.parse_number('2000'), self.parse_number('0')],
[self.parse_number('4000'), self.parse_number('0')],
[self.parse_number('8000'), self.parse_number('0')],
[self.parse_number('15000'), self.parse_number('-0.003')],
[self.parse_number('25000'), self.parse_number('-0.006')],
[self.parse_number('40000'), self.parse_number('-0.009')],
[self.parse_number('60000'), self.parse_number('-0.012')],
[self.parse_number('80000'), self.parse_number('-0.015')],
],
},
},
'funding': {
'tierBased': False,
'percentage': False,
'withdraw': {},
'deposit': {},
},
},
'commonCurrencies': {
'BIFI': 'BIFIF',
'VAI': 'VAIOT',
'WAX': 'WAXP',
'ALT': 'APTOSLAUNCHTOKEN',
'KALT': 'ALT', # ALTLAYER
'FUD': 'FTX Users\' Debt',
},
'options': {
'hf': None, # would be auto set to `true/false` after first load
'uta': None,
'version': 'v1',
'symbolSeparator': '-',
'fetchMyTradesMethod': 'private_get_fills',
'timeDifference': 0, # the difference between system clock and Binance clock
'adjustForTimeDifference': False, # controls the adjustment logic upon instantiation
'fetchCurrencies': {
'brokenCurrencies': ['00', 'OPEN_ERROR', 'HUF', 'BDT'], # skip buggy entries: https://t.me/KuCoin_API/217798
},
'fetchMarkets': {
'types': ['spot', 'swap', 'future', 'contract'],
'fetchTickersFees': True,
},
'withdraw': {
'includeFee': False,
},
'transfer': {
'fillResponseFromRequest': True,
},
'fetchBalance': {
'code': 'USDT', # for contract endpoint
},
'setLeverage': {
'code': 'USDT', # for uta margin endpoint
},
'timeInForce': {
'IOC': 'IOC',
'FOK': 'FOK',
'PO': 'PO',
'GTD': 'GTT',
'RPI': 'RPI',
},
'timeframes': {
'swap': {
'1m': 1,
'3m': None,
'5m': 5,
'15m': 15,
'30m': 30,
'1h': 60,
'2h': 120,
'4h': 240,
'6h': None,
'8h': 480,
'12h': 720,
'1d': 1440,
'1w': 10080,
},
},
# endpoint versions
'versions': {
'public': {
'GET': {
# spot trading
'currencies': 'v3',
'currencies/{currency}': 'v3',
'symbols': 'v2',
'mark-price/all-symbols': 'v3',
'announcements': 'v3',
},
},
'private': {
'GET': {
# account
'user-info': 'v2',
'hf/margin/account/ledgers': 'v3',
'sub/user': 'v2',
'sub-accounts': 'v2',
# funding
'margin/accounts': 'v3',
'isolated/accounts': 'v3',
# 'deposit-addresses': 'v2',
'deposit-addresses': 'v1', # 'v1' for fetchDepositAddress, 'v2' for fetchDepositAddressesByNetwork
# spot trading
'market/orderbook/level2': 'v3',
'market/orderbook/level3': 'v3',
'market/orderbook/level{level}': 'v3',
'oco/order/{orderId}': 'v3',
'oco/order/details/{orderId}': 'v3',
'oco/client-order/{clientOid}': 'v3',
'oco/orders': 'v3',
# margin trading
'hf/margin/orders/active': 'v3',
'hf/margin/order/active/symbols': 'v3',
'hf/margin/orders/done': 'v3',
'hf/margin/orders/{orderId}': 'v3',
'hf/margin/orders/client-order/{clientOid}': 'v3',
'hf/margin/fills': 'v3',
'hf/margin/stop-orders': 'v3',
'hf/margin/stop-order/orderId': 'v3',
'hf/margin/stop-order/clientOid': 'v3',
'hf/margin/oco-order/orderId': 'v3',
'hf/margin/oco-order/clientOid': 'v3',
'hf/margin/oco-order/detail/orderId': 'v3',
'hf/margin/oco-orders': 'v3',
'etf/info': 'v3',
'margin/currencies': 'v3',
'margin/borrow': 'v3',
'margin/repay': 'v3',
'margin/interest': 'v3',
'project/list': 'v3',
'project/marketInterestRate': 'v3',
'redeem/orders': 'v3',
'purchase/orders': 'v3',
'migrate/user/account/status': 'v3',
'margin/symbols': 'v3',
'affiliate/inviter/statistics': 'v2',
'asset/ndbroker/deposit/list': 'v1',
},
'POST': {
# account
'sub/user/created': 'v2',
# funding
'accounts/universal-transfer': 'v3',
'accounts/sub-transfer': 'v2',
'accounts/inner-transfer': 'v2',
'transfer-out': 'v3',
'deposit-address/create': 'v3',
# spot trading
'oco/order': 'v3',
# margin trading
'hf/margin/order': 'v3',
'hf/margin/order/test': 'v3',
'hf/margin/stop-order': 'v3',
'margin/borrow': 'v3',
'margin/repay': 'v3',
'hf/margin/oco-order': 'v3',
'purchase': 'v3',
'redeem': 'v3',
'lend/purchase/update': 'v3',
'position/update-user-leverage': 'v3',
'withdrawals': 'v3',
},
'DELETE': {
'hf/margin/orders/{orderId}': 'v3',
'hf/margin/orders/client-order/{clientOid}': 'v3',
'hf/margin/orders': 'v3',
'hf/margin/stop-order/cancel-by-id': 'v3',
'hf/margin/stop-order/cancel-by-clientOid': 'v3',
'hf/margin/stop-order/cancel': 'v3',
'oco/order/{orderId}': 'v3',
'oco/client-order/{clientOid}': 'v3',
'oco/orders': 'v3',
'hf/margin/oco-order/cancel-by-id': 'v3',
'hf/margin/oco-order/cancel-by-clientOid': 'v3',
'hf/margin/oco-order/cancel': 'v3',
},
},
'futuresPrivate': {
'GET': {
'getMaxOpenSize': 'v2',
'getCrossUserLeverage': 'v2',
'position/getMarginMode': 'v2',
'position/getPositionMode': 'v2',
},
'POST': {
'transfer-out': 'v2',
'changeCrossUserLeverage': 'v2',
'position/changeMarginMode': 'v2',
'position/switchPositionMode': 'v2',
},
},
'futuresPublic': {
'GET': {
'level3/snapshot': 'v2',
},
},
},
'partner': {
# the support for spot and future exchanges settings
'spot': {
'id': 'ccxt',
'key': '9e58cc35-5b5e-4133-92ec-166e3f077cb8',
},
'future': {
'id': 'ccxtfutures',
'key': '1b327198-f30c-4f14-a0ac-918871282f15',
},
# exchange-wide settings are also supported
# 'id': 'ccxt'
# 'key': '9e58cc35-5b5e-4133-92ec-166e3f077cb8',
},
'accountsByType': {
'spot': 'trade',
'margin': 'margin',
'cross': 'margin',
'marginV2': 'margin',
'isolated': 'isolated',
'main': 'main',
'funding': 'main',
'future': 'contract',
'swap': 'contract',
'mining': 'pool',
'hf': 'trade_hf',
'contract': 'contract',
'uta': 'unified',
'unified': 'unified',
},
'utaAccountsByType': {
'trade': 'SPOT',
'spot': 'SPOT',
'margin': 'CROSS',
'cross': 'CROSS',
'isolated': 'ISOLATED',
'main': 'FUNDING',
'funding': 'FUNDING',
'future': 'FUTURES',
'swap': 'FUTURES',
'contract': 'FUTURES',
'uta': 'unified',
'unified': 'unified',
},
'networks': {
'BTC': 'btc',
'BRC20': 'btc',
'BTCNATIVESEGWIT': 'bech32',
'ETH': 'eth',
'ERC20': 'eth',
'TRX': 'trx',
'TRC20': 'trx',
'HECO': 'heco',
'HRC20': 'heco',
'MATIC': 'matic',
'KCC': 'kcc', # kucoin community chain
'SOL': 'sol',
'ALGO': 'algo',
'EOS': 'eos',
'BEP20': 'bsc',
'BEP2': 'bnb',
'ARBONE': 'arbitrum',
'AVAXX': 'avax',
'AVAXC': 'avaxc',
'TLOS': 'tlos', # tlosevm is different
'CFX': 'cfx',
'ACA': 'aca',
'OP': 'optimism',
'OPTIMISM': 'optimism',
'ONT': 'ont',
'GLMR': 'glmr',
'CSPR': 'cspr',
'KLAY': 'klay',
'XRD': 'xrd',
'RVN': 'rvn',
'NEAR': 'near',
'APT': 'aptos',
'ETHW': 'ethw',
'TON': 'ton',
'BCH': 'bch',
'BSV': 'bchsv',
'BCHA': 'bchabc',
'OSMO': 'osmo',
'NANO': 'nano',
'XLM': 'xlm',
'VET': 'vet',
'IOST': 'iost',
'ZIL': 'zil',
'XRP': 'xrp',
'TOMO': 'tomo',
'XMR': 'xmr',
'COTI': 'coti',
'XTZ': 'xtz',
'ADA': 'ada',
'WAX': 'waxp',
'THETA': 'theta',
'ONE': 'one',
'IOTEX': 'iotx',
'NULS': 'nuls',
'KSM': 'ksm',
'LTC': 'ltc',
'WAVES': 'waves',
'DOT': 'dot',
'STEEM': 'steem',
'QTUM': 'qtum',
'DOGE': 'doge',
'FIL': 'fil',
'XYM': 'xym',
'FLUX': 'flux',
'ATOM': 'atom',
'XDC': 'xdc',
'KDA': 'kda',
'ICP': 'icp',
'CELO': 'celo',
'LSK': 'lsk',
'VSYS': 'vsys',
'KAR': 'kar',
'XCH': 'xch',
'FLOW': 'flow',
'BAND': 'band',
'EGLD': 'egld',
'HBAR': 'hbar',
'XPR': 'xpr',
'AR': 'ar',
'FTM': 'ftm',
'KAVA': 'kava',
'KMA': 'kma',
'XEC': 'xec',
'IOTA': 'iota',
'HNT': 'hnt',
'ASTR': 'astr',
'PDEX': 'pdex',
'METIS': 'metis',
'ZEC': 'zec',
'POKT': 'pokt',
'OASYS': 'oas',
'OASIS': 'oasis', # a.k.a. ROSE
'ETC': 'etc',
'AKT': 'akt',
'FSN': 'fsn',
'SCRT': 'scrt',
'CFG': 'cfg',
'ICX': 'icx',
'KMD': 'kmd',
'NEM': 'NEM',
'STX': 'stx',
'DGB': 'dgb',
'DCR': 'dcr',
'CKB': 'ckb', # ckb2 is just odd entry
'ELA': 'ela', # esc might be another chain elastos smart chain
'HYDRA': 'hydra',
'BTM': 'btm',
'KARDIA': 'kai',
'SXP': 'sxp', # a.k.a. solar swipe
'NEBL': 'nebl',
'ZEN': 'zen',
'SDN': 'sdn',
'LTO': 'lto',
'WEMIX': 'wemix',
# 'BOBA': 'boba', # tbd
'EVER': 'ever',
'BNC': 'bnc',
'BNCDOT': 'bncdot',
# 'CMP': 'cmp', # todo: after consensus
'AION': 'aion',
'GRIN': 'grin',
'LOKI': 'loki',
'QKC': 'qkc',
'TT': 'TT',
'PIVX': 'pivx',
'SERO': 'sero',
'METER': 'meter',
'STATEMINE': 'statemine', # a.k.a. RMRK
'DVPN': 'dvpn',
'XPRT': 'xprt',
'MOVR': 'movr',
'ERGO': 'ergo',
'ABBC': 'abbc',
'DIVI': 'divi',
'PURA': 'pura',
'DFI': 'dfi',
# 'NEO': 'neo', # tbd neo legacy
'NEON3': 'neon3',
'DOCK': 'dock',
'TRUE': 'true',
'CS': 'cs',
'ORAI': 'orai',
'BASE': 'base',
'TARA': 'tara',
# below will be uncommented after consensus
# 'BITCOINDIAMON': 'bcd',
# 'BITCOINGOLD': 'btg',
# 'HTR': 'htr',
# 'DEROHE': 'derohe',
# 'NDAU': 'ndau',
# 'HPB': 'hpb',
# 'AXE': 'axe',
# 'BITCOINPRIVATE': 'btcp',
# 'EDGEWARE': 'edg',
# 'JUPITER': 'jup',
# 'VELAS': 'vlx', # vlxevm is different
# # 'terra' luna lunc TBD
# 'DIGITALBITS': 'xdb',
# # fra is fra-emv on kucoin
# 'PASTEL': 'psl',
# # sysevm
# 'CONCORDIUM': 'ccd',
# 'AURORA': 'aurora',
# 'PHA': 'pha', # a.k.a. khala
# 'PAL': 'pal',
# 'RSK': 'rbtc',
# 'NIX': 'nix',
# 'NIM': 'nim',
# 'NRG': 'nrg',
# 'RFOX': 'rfox',
# 'PIONEER': 'neer',
# 'PIXIE': 'pix',
# 'ALEPHZERO': 'azero',
# 'ACHAIN': 'act', # actevm is different
# 'BOSCOIN': 'bos',
# 'ELECTRONEUM': 'etn',
# 'GOCHAIN': 'go',
# 'SOPHIATX': 'sphtx',
# 'WANCHAIN': 'wan',
# 'ZEEPIN': 'zpt',
# 'MATRIXAI': 'man',
# 'METADIUM': 'meta',
# 'METAHASH': 'mhc',
# # eosc --"eosforce" tbd
# 'IOTCHAIN': 'itc',
# 'CONTENTOS': 'cos',
# 'CPCHAIN': 'cpc',
# 'INTCHAIN': 'int',
# # 'DASH': 'dash', tbd digita-cash
# 'WALTONCHAIN': 'wtc',
# 'CONSTELLATION': 'dag',
# 'ONELEDGER': 'olt',
# 'AIRDAO': 'amb', # a.k.a. AMBROSUS
# 'ENERGYWEB': 'ewt',
# 'WAVESENTERPRISE': 'west',
# 'HYPERCASH': 'hc',
# 'ENECUUM': 'enq',
# 'HAVEN': 'xhv',
# 'CHAINX': 'pcx',
# # 'FLUXOLD': 'zel', # zel seems old chain(with uppercase FLUX in kucoin UI and with id 'zel')
# 'BUMO': 'bu',
# 'DEEPONION': 'onion',
# 'ULORD': 'ut',
# 'ASCH': 'xas',
# 'SOLARIS': 'xlr',
# 'APOLLO': 'apl',
# 'PIRATECHAIN': 'arrr',
# 'ULTRA': 'uos',
# 'EMONEY': 'ngm',
# 'AURORACHAIN': 'aoa',
# 'KLEVER': 'klv',
# undetermined: xns(insolar), rhoc, luk(luniverse), kts(klimatas), bchn(bitcoin cash node), god(shallow entry), lit(litmus),
},
'networksById': {
'btc': 'BTC',
'trx': 'TRC20',
'eth': 'ERC20',
'heco': 'HRC20',
'optimism': 'OP',
'op': 'OP',
},
'marginModes': {
'cross': 'MARGIN_TRADE',
'isolated': 'MARGIN_ISOLATED_TRADE',
'spot': 'TRADE',
},
},
'features': {
'spot': {
'sandbox': False,
'createOrder': {
'marginMode': True,
'triggerPrice': True,
'triggerPriceType': None,
'triggerDirection': False, # True for uta
'stopLossPrice': True,
'takeProfitPrice': True,
'attachedStopLossTakeProfit': None, # not supported
'timeInForce': {
'IOC': True,
'FOK': True,
'PO': True,
'GTD': True,
},
'hedged': False,
'trailing': False,
'leverage': False,
'marketBuyByCost': True,
'marketBuyRequiresPrice': False,
'selfTradePrevention': True, # todo implement
'iceberg': True, # todo implement
},
'createOrders': {
'max': 5,
},
'fetchMyTrades': {
'marginMode': True,
'limit': None,
'daysBack': None,
'untilDays': 7, # per implementation comments
'symbolRequired': True,
},
'fetchOrder': {
'marginMode': True,
'trigger': True,
'trailing': False,
'symbolRequired': True,
},
'fetchOpenOrders': {
'marginMode': True,
'limit': 500,
'trigger': True,
'trailing': False,
'symbolRequired': True,
},
'fetchOrders': None,
'fetchClosedOrders': {
'marginMode': True,
'limit': 500,
'daysBack': None,
'daysBackCanceled': None,
'untilDays': 7,
'trigger': True,
'trailing': False,
'symbolRequired': True,
},
'fetchOHLCV': {
'limit': 1500,
},
},
'forDerivs': {
'sandbox': False,
'createOrder': {
'marginMode': True,
'triggerPrice': True,
'triggerPriceType': {
'last': True,
'mark': True,
'index': True,
},
'triggerDirection': True,
'stopLossPrice': True,
'takeProfitPrice': True,
'attachedStopLossTakeProfit': {
'triggerPriceType': {
'last': True,
'mark': True,
'index': True,
},
'price': True,
},
'timeInForce': {
'IOC': True,
'FOK': False,
'PO': True,
'GTD': False,
},
'hedged': False, # True for uta
'trailing': False,
'leverage': True, # todo implement
'marketBuyByCost': True,
'marketBuyRequiresPrice': False,
'selfTradePrevention': True, # todo implement
'iceberg': True,
},
'createOrders': {
'max': 20,
},
'fetchMyTrades': {
'marginMode': True,
'limit': 1000,
'daysBack': None,
'untilDays': 7,
'symbolRequired': False,
},
'fetchOrder': {
'marginMode': False,
'trigger': False,
'trailing': False,
'symbolRequired': False,
},
'fetchOpenOrders': {
'marginMode': False,
'limit': 1000,
'trigger': True,
'trailing': False,
'symbolRequired': False,
},
'fetchOrders': None,
'fetchClosedOrders': {
'marginMode': False,
'limit': 1000,
'daysBack': None,
'daysBackCanceled': None,
'untilDays': None,
'trigger': True,
'trailing': False,
'symbolRequired': False,
},
'fetchOHLCV': {
'limit': 500,
},
},
'swap': {
'linear': {
'extends': 'forDerivs',
},
'inverse': {
'extends': 'forDerivs',
},
},
'future': {
'linear': {
'extends': 'forDerivs',
},
'inverse': {
'extends': 'forDerivs',
},
},
},
'rollingWindowSize': 30000.0, # https://www.kucoin.com/docs-new/rate-limit
})
def nonce(self):
return self.milliseconds() - self.options['timeDifference']
def fetch_time(self, params={}) -> Int:
"""
fetches the current integer timestamp in milliseconds from the exchange server
https://www.kucoin.com/docs-new/rest/spot-trading/market-data/get-server-time
https://www.kucoin.com/docs-new/rest/futures-trading/market-data/get-server-time
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns int: the current integer timestamp in milliseconds from the exchange server
"""
type = None
type, params = self.handle_market_type_and_params('fetchTime', None, params)
response = None
if (type != 'spot') and (type != 'margin'):
#
# {
# "code": "200000",
# "data": 1637385119302,
# }
#
response = self.futuresPublicGetTimestamp(params)
else:
#
# {
# "code":"200000",
# "msg":"success",
# "data":1546837113087
# }
#
response = self.publicGetTimestamp(params)
return self.safe_integer(response, 'data')
def fetch_status(self, params={}):
"""
the latest known information on the availability of the exchange API
https://www.kucoin.com/docs-new/rest/spot-trading/market-data/get-service-status
https://www.kucoin.com/docs-new/rest/futures-trading/market-data/get-service-status
https://www.kucoin.com/docs-new/rest/ua/get-service-status
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.type]: spot or swap
:param boolean [params.uta]: set to True for the unified trading account(uta), defaults to False
:param str [params.tradeType]: *uta only* set to SPOT or FUTURES
:returns dict: a `status structure <https://docs.ccxt.com/?id=exchange-status-structure>`
"""
uta = False
uta, params = self.handle_option_and_params(params, 'fetchStatus', 'uta', uta)
type = None
type, params = self.handle_market_type_and_params('fetchStatus', None, params)
response = None
if uta:
defaultType = self.safe_string(self.options, 'defaultType', 'spot')
defaultTradeType = 'SPOT' if (defaultType == 'spot') else 'FUTURES'
tradeType = self.safe_string_upper(params, 'tradeType', defaultTradeType)
request = {
'tradeType': tradeType,
}
response = self.utaGetServerStatus(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "tradeType": "SPOT",
# "serverStatus": "open",
# "msg": ""
# }
# }
#
elif (type != 'spot') and (type != 'margin'):
response = self.futuresPublicGetStatus(params)
#
# {
# "code": "200000",
# "data": {
# "status": "open", #open, close, cancelonly
# "msg": "upgrade match engine" #remark for operation
# }
# }
#
else:
response = self.publicGetStatus(params)
#
# {
# "code":"200000",
# "data":{
# "status":"open", #open, close, cancelonly
# "msg":"upgrade match engine" #remark for operation
# }
# }
#
data = self.safe_dict(response, 'data', {})
status = self.safe_string_2(data, 'status', 'serverStatus')
return {
'status': 'ok' if (status == 'open') else 'maintenance',
'updated': None,
'eta': None,
'url': None,
'info': response,
}
def fetch_markets(self, params={}) -> List[Market]:
"""
retrieves data on all markets for kucoin
https://www.kucoin.com/docs-new/rest/spot-trading/market-data/get-all-symbols
https://www.kucoin.com/docs-new/rest/ua/get-symbol
https://www.kucoin.com/docs-new/rest/futures-trading/market-data/get-all-symbols
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta), defaults to False
:returns dict[]: an array of objects representing market data
"""
fetchTickersFees = None
fetchTickersFees, params = self.handle_option_and_params(params, 'fetchMarkets', 'fetchTickersFees', True)
uta = False
uta, params = self.handle_option_and_params(params, 'fetchMarkets', 'uta', uta)
if uta:
return self.fetch_uta_markets(params)
defaultTypes = ['spot', 'swap', 'future', 'contract']
fetchMarketsOptions = self.safe_dict(self.options, 'fetchMarkets')
types = self.safe_list(fetchMarketsOptions, 'types', defaultTypes)
credentialsSet = self.check_required_credentials(False)
requestMarginables = credentialsSet and self.safe_bool(params, 'marginables', True)
params = self.omit(params, 'marginables')
fetchContractMarkets = False
if self.in_array('swap', types) or self.in_array('future', types) or self.in_array('contract', types):
fetchContractMarkets = True
fetchSpotMarkets = self.in_array('spot', types)
fetchTickersFees = fetchTickersFees and fetchSpotMarkets # tickers and fees are only fetched for spot markets
promises = []
if fetchSpotMarkets:
promises.append(self.publicGetSymbols(params))
#
# {
# "code": "200000",
# "data": [
# {
# "symbol": "XLM-USDT",
# "name": "XLM-USDT",
# "baseCurrency": "XLM",
# "quoteCurrency": "USDT",
# "feeCurrency": "USDT",
# "market": "USDS",
# "baseMinSize": "0.1",
# "quoteMinSize": "0.01",
# "baseMaxSize": "10000000000",
# "quoteMaxSize": "99999999",
# "baseIncrement": "0.0001",
# "quoteIncrement": "0.000001",
# "priceIncrement": "0.000001",
# "priceLimitRate": "0.1",
# "isMarginEnabled": True,
# "enableTrading": True
# },
#
if requestMarginables:
promises.append(self.privateGetMarginSymbols(params)) # cross margin symbols
#
# {
# "code": "200000",
# "data": {
# "timestamp": 1719393213421,
# "items": [
# {
# # same object market, with one additional field:
# "minFunds": "0.1"
# },
#
promises.append(self.privateGetIsolatedSymbols(params)) # isolated margin symbols
#
# {
# "code": "200000",
# "data": [
# {
# "symbol": "NKN-USDT",
# "symbolName": "NKN-USDT",
# "baseCurrency": "NKN",
# "quoteCurrency": "USDT",
# "maxLeverage": 5,
# "flDebtRatio": "0.97",
# "tradeEnable": True,
# "autoRenewMaxDebtRatio": "0.96",
# "baseBorrowEnable": True,
# "quoteBorrowEnable": True,
# "baseTransferInEnable": True,
# "quoteTransferInEnable": True,
# "baseBorrowCoefficient": "1",
# "quoteBorrowCoefficient": "1"
# },
#
if fetchTickersFees:
#
# {
# "code": "200000",
# "data": {
# "time":1602832092060,
# "ticker":[
# {
# "symbol": "BTC-USDT", # symbol
# "symbolName":"BTC-USDT", # Name of trading pairs, it would change after renaming
# "buy": "11328.9", # bestAsk
# "sell": "11329", # bestBid
# "changeRate": "-0.0055", # 24h change rate
# "changePrice": "-63.6", # 24h change price
# "high": "11610", # 24h highest price
# "low": "11200", # 24h lowest price
# "vol": "2282.70993217", # 24h volume，the aggregated trading volume in BTC
# "volValue": "25984946.157790431", # 24h total, the trading volume in quote currency of last 24 hours
# "last": "11328.9", # last price
# "averagePrice": "11360.66065903", # 24h average transaction price yesterday
# "takerFeeRate": "0.001", # Basic Taker Fee
# "makerFeeRate": "0.001", # Basic Maker Fee
# "takerCoefficient": "1", # Taker Fee Coefficient
# "makerCoefficient": "1" # Maker Fee Coefficient
# }
#
promises.append(self.publicGetMarketAllTickers(params))
if fetchContractMarkets:
promises.append(self.fetch_contract_markets(params))
if credentialsSet:
# load migration status for account
promises.append(self.load_migration_status())
responses = promises
symbolsData = self.safe_list(responses[0], 'data') if fetchSpotMarkets else []
crossIndex = 0
isolatedIndex = 0
tickersIndex = 0
contractIndex = 0
nextIndex = 0
if fetchSpotMarkets:
nextIndex = 1
if requestMarginables:
crossIndex = nextIndex
nextIndex = self.sum(nextIndex, 2)
isolatedIndex = self.sum(crossIndex, 1)
if fetchTickersFees:
tickersIndex = nextIndex
nextIndex = self.sum(nextIndex, 1)
if fetchContractMarkets:
contractIndex = nextIndex
crossData = self.safe_dict(responses[crossIndex], 'data', {}) if requestMarginables else {}
crossItems = self.safe_list(crossData, 'items', [])
crossById = self.index_by(crossItems, 'symbol')
isolatedData = responses[isolatedIndex] if requestMarginables else {}
isolatedItems = self.safe_list(isolatedData, 'data', [])
isolatedById = self.index_by(isolatedItems, 'symbol')
tickersResponse = self.safe_dict(responses, tickersIndex, {}) if fetchTickersFees else {}
tickerItems = self.safe_list(self.safe_dict(tickersResponse, 'data', {}), 'ticker', [])
tickersById = self.index_by(tickerItems, 'symbol')
result = []
for i in range(0, len(symbolsData)):
market = symbolsData[i]
id = self.safe_string(market, 'symbol')
baseId, quoteId = id.split('-')
base = self.safe_currency_code(baseId)
quote = self.safe_currency_code(quoteId)
# quoteIncrement = self.safe_number(market, 'quoteIncrement')
ticker = self.safe_dict(tickersById, id, {})
makerFeeRate = self.safe_string(ticker, 'makerFeeRate')
takerFeeRate = self.safe_string(ticker, 'takerFeeRate')
makerCoefficient = self.safe_string(ticker, 'makerCoefficient')
takerCoefficient = self.safe_string(ticker, 'takerCoefficient')
hasCrossMargin = (id in crossById)
hasIsolatedMargin = (id in isolatedById)
isMarginable = self.safe_bool(market, 'isMarginEnabled', False) or hasCrossMargin or hasIsolatedMargin
result.append({
'id': id,
'symbol': base + '/' + quote,
'base': base,
'quote': quote,
'settle': None,
'baseId': baseId,
'quoteId': quoteId,
'settleId': None,
'type': 'spot',
'spot': True,
'margin': isMarginable,
'marginModes': {
'cross': hasCrossMargin,
'isolated': hasIsolatedMargin,
},
'swap': False,
'future': False,
'option': False,
'active': self.safe_bool(market, 'enableTrading'),
'contract': False,
'linear': None,
'inverse': None,
'taker': self.parse_number(Precise.string_mul(takerFeeRate, takerCoefficient)),
'maker': self.parse_number(Precise.string_mul(makerFeeRate, makerCoefficient)),
'contractSize': None,
'expiry': None,
'expiryDatetime': None,
'strike': None,
'optionType': None,
'precision': {
'amount': self.safe_number(market, 'baseIncrement'),
'price': self.safe_number(market, 'priceIncrement'),
},
'limits': {
'leverage': {
'min': None,
'max': None,
},
'amount': {
'min': self.safe_number(market, 'baseMinSize'),
'max': self.safe_number(market, 'baseMaxSize'),
},
'price': {
'min': None,
'max': None,
},
'cost': {
'min': self.safe_number(market, 'quoteMinSize'),
'max': self.safe_number(market, 'quoteMaxSize'),
},
},
'created': None,
'info': market,
})
if fetchContractMarkets:
contractMarkets = self.safe_list(responses, contractIndex, [])
result = self.array_concat(result, contractMarkets)
if self.options['adjustForTimeDifference']:
self.load_time_difference()
return result
def fetch_contract_markets(self, params={}) -> List[Market]:
response = self.futuresPublicGetContractsActive(params)
#
# {
# "code": "200000",
# "data": {
# "symbol": "ETHUSDTM",
# "rootSymbol": "USDT",
# "type": "FFWCSX",
# "firstOpenDate": 1591086000000,
# "expireDate": null,
# "settleDate": null,
# "baseCurrency": "ETH",
# "quoteCurrency": "USDT",
# "settleCurrency": "USDT",
# "maxOrderQty": 1000000,
# "maxPrice": 1000000.0000000000,
# "lotSize": 1,
# "tickSize": 0.05,
# "indexPriceTickSize": 0.01,
# "multiplier": 0.01,
# "initialMargin": 0.01,
# "maintainMargin": 0.005,
# "maxRiskLimit": 1000000,
# "minRiskLimit": 1000000,
# "riskStep": 500000,
# "makerFeeRate": 0.00020,
# "takerFeeRate": 0.00060,
# "takerFixFee": 0.0000000000,
# "makerFixFee": 0.0000000000,
# "settlementFee": null,
# "isDeleverage": True,
# "isQuanto": True,
# "isInverse": False,
# "markMethod": "FairPrice",
# "fairMethod": "FundingRate",
# "fundingBaseSymbol": ".ETHINT8H",
# "fundingQuoteSymbol": ".USDTINT8H",
# "fundingRateSymbol": ".ETHUSDTMFPI8H",
# "indexSymbol": ".KETHUSDT",
# "settlementSymbol": "",
# "status": "Open",
# "fundingFeeRate": 0.000535,
# "predictedFundingFeeRate": 0.002197,
# "openInterest": "8724443",
# "turnoverOf24h": 341156641.03354263,
# "volumeOf24h": 74833.54000000,
# "markPrice": 4534.07,
# "indexPrice":4531.92,
# "lastTradePrice": 4545.4500000000,
# "nextFundingRateTime": 25481884,
# "maxLeverage": 100,
# "sourceExchanges": ["huobi", "Okex", "Binance", "Kucoin", "Poloniex", "Hitbtc"],
# "premiumsSymbol1M": ".ETHUSDTMPI",
# "premiumsSymbol8H": ".ETHUSDTMPI8H",
# "fundingBaseSymbol1M": ".ETHINT",
# "fundingQuoteSymbol1M": ".USDTINT",
# "lowPrice": 4456.90,
# "highPrice": 4674.25,
# "priceChgPct": 0.0046,
# "priceChg": 21.15
# }
# }
#
result = []
data = self.safe_list(response, 'data', [])
for i in range(0, len(data)):
market = data[i]
id = self.safe_string(market, 'symbol')
expiry = self.safe_integer(market, 'expireDate')
future = self.safe_string(market, 'nextFundingRateTime') is None
swap = not future
baseId = self.safe_string(market, 'baseCurrency')
quoteId = self.safe_string(market, 'quoteCurrency')
settleId = self.safe_string(market, 'settleCurrency')
base = self.safe_currency_code(baseId)
quote = self.safe_currency_code(quoteId)
settle = self.safe_currency_code(settleId)
symbol = base + '/' + quote + ':' + settle
type = 'swap'
if future:
symbol = symbol + '-' + self.yymmdd(expiry, '')
type = 'future'
inverse = self.safe_value(market, 'isInverse')
status = self.safe_string(market, 'status')
multiplier = self.safe_string(market, 'multiplier')
tickSize = self.safe_number(market, 'tickSize')
lotSize = self.safe_number(market, 'lotSize')
limitAmountMin = lotSize
if limitAmountMin is None:
limitAmountMin = self.safe_number(market, 'baseMinSize')
limitAmountMax = self.safe_number(market, 'maxOrderQty')
if limitAmountMax is None:
limitAmountMax = self.safe_number(market, 'baseMaxSize')
limitPriceMax = self.safe_number(market, 'maxPrice')
if limitPriceMax is None:
baseMinSizeString = self.safe_string(market, 'baseMinSize')
quoteMaxSizeString = self.safe_string(market, 'quoteMaxSize')
limitPriceMax = self.parse_number(Precise.string_div(quoteMaxSizeString, baseMinSizeString))
result.append({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': settle,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'type': type,
'spot': False,
'margin': False,
'swap': swap,
'future': future,
'option': False,
'active': (status == 'Open'),
'contract': True,
'linear': not inverse,
'inverse': inverse,
'taker': self.safe_number(market, 'takerFeeRate'),
'maker': self.safe_number(market, 'makerFeeRate'),
'contractSize': self.parse_number(Precise.string_abs(multiplier)),
'expiry': expiry,
'expiryDatetime': self.iso8601(expiry),
'strike': None,
'optionType': None,
'precision': {
'amount': lotSize,
'price': tickSize,
},
'limits': {
'leverage': {
'min': self.parse_number('1'),
'max': self.safe_number(market, 'maxLeverage'),
},
'amount': {
'min': limitAmountMin,
'max': limitAmountMax,
},
'price': {
'min': tickSize,
'max': limitPriceMax,
},
'cost': {
'min': self.safe_number(market, 'quoteMinSize'),
'max': self.safe_number(market, 'quoteMaxSize'),
},
},
'created': self.safe_integer(market, 'firstOpenDate'),
'info': market,
})
return result
def fetch_uta_markets(self, params={}) -> List[Market]:
promises = []
promises.append(self.utaGetMarketInstrument(self.extend(params, {'tradeType': 'SPOT'})))
#
# {
# "code": "200000",
# "data": {
# "tradeType": "SPOT",
# "list": [
# {
# "symbol": "AVA-USDT",
# "name": "AVA-USDT",
# "baseCurrency": "AVA",
# "quoteCurrency": "USDT",
# "market": "USDS",
# "minBaseOrderSize": "0.1",
# "minQuoteOrderSize": "0.1",
# "maxBaseOrderSize": "10000000000",
# "maxQuoteOrderSize": "99999999",
# "baseOrderStep": "0.01",
# "quoteOrderStep": "0.0001",
# "tickSize": "0.0001",
# "feeCurrency": "USDT",
# "tradingStatus": "1",
# "marginMode": "2",
# "priceLimitRatio": "0.05",
# "feeCategory": 1,
# "makerFeeCoefficient": "1.00",
# "takerFeeCoefficient": "1.00",
# "st": False
# },
# ]
# }
# }
#
promises.append(self.utaGetMarketInstrument(self.extend(params, {'tradeType': 'FUTURES'})))
#
# {
# "code": "200000",
# "data": {
# "tradeType": "FUTURES",
# "list": [
# {
# "symbol": "XBTUSDTM",
# "baseCurrency": "XBT",
# "quoteCurrency": "USDT",
# "maxBaseOrderSize": "1000000",
# "tickSize": "0.1",
# "tradingStatus": "1",
# "settlementCurrency": "USDT",
# "contractType": "0",
# "isInverse": False,
# "launchTime": 1585555200000,
# "expiryTime": null,
# "settlementTime": null,
# "maxPrice": "1000000.0",
# "lotSize": "1",
# "unitSize": "0.001",
# "makerFeeRate": "0.00020",
# "takerFeeRate": "0.00060",
# "settlementFeeRate": null,
# "maxLeverage": 125,
# "indexSourceExchanges": ["okex","binance","kucoin","bybit","bitmart","gateio"],
# "k": "490.0",
# "m": "300.0",
# "f": "1.3",
# "mmrLimit": "0.3",
# "mmrLevConstant": "125.0"
# },
# ]
# }
# }
#
responses = promises
data = self.safe_dict(responses[0], 'data', {})
contractData = self.safe_dict(responses[1], 'data', {})
spotData = self.safe_list(data, 'list', [])
contractSymbolsData = self.safe_list(contractData, 'list', [])
symbolsData = self.array_concat(spotData, contractSymbolsData)
result = []
for i in range(0, len(symbolsData)):
market = symbolsData[i]
id = self.safe_string(market, 'symbol')
baseId = self.safe_string(market, 'baseCurrency')
quoteId = self.safe_string(market, 'quoteCurrency')
settleId = self.safe_string(market, 'settlementCurrency')
base = self.safe_currency_code(baseId)
quote = self.safe_currency_code(quoteId)
settle = self.safe_currency_code(settleId)
hasMargin = self.safe_string(market, 'marginMode')
isMarginable = True if (hasMargin == '1') else False
symbol = base + '/' + quote
if settle is not None:
symbol += ':' + settle
contractType = self.safe_string(market, 'contractType')
expiry = self.safe_integer(market, 'expiryTime')
active = self.safe_string(market, 'tradingStatus')
type = None
spot = False
swap = False
future = False
contract = False
linear = False
inverse = False
if contractType is not None:
contract = True
if quote == settle:
linear = True
else:
inverse = True
if contractType == '0':
type = 'swap'
swap = True
else:
type = 'future'
future = True
else:
type = 'spot'
spot = True
result.append({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': settle,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'type': type,
'spot': spot,
'margin': isMarginable,
'swap': swap,
'future': future,
'option': False,
'active': (active == '1'),
'contract': contract,
'linear': linear,
'inverse': inverse,
'taker': self.safe_number(market, 'makerFeeRate'),
'maker': self.safe_number(market, 'takerFeeRate'),
'contractSize': self.safe_number(market, 'unitSize'),
'expiry': expiry,
'expiryDatetime': self.iso8601(expiry),
'strike': None,
'optionType': None,
'precision': {
'amount': self.safe_number_2(market, 'lotSize', 'baseOrderStep'),
'price': self.safe_number(market, 'tickSize'),
},
'limits': {
'leverage': {
'min': None,
'max': self.safe_integer(market, 'maxLeverage'),
},
'amount': {
'min': self.safe_number(market, 'minBaseOrderSize'),
'max': self.safe_number(market, 'maxBaseOrderSize'),
},
'price': {
'min': None,
'max': self.safe_number(market, 'maxPrice'),
},
'cost': {
'min': self.safe_number(market, 'minQuoteOrderSize'),
'max': self.safe_number(market, 'maxQuoteOrderSize'),
},
},
'created': self.safe_integer(market, 'launchTime'),
'info': market,
})
if self.options['adjustForTimeDifference']:
self.load_time_difference()
return result
def load_migration_status(self, force: bool = False):
"""
:param boolean force: load account state for non hf
loads the migration status for the account(hf or not)
https://www.kucoin.com/docs/rest/spot-trading/spot-hf-trade-pro-account/get-user-type
:returns any: ignore
"""
if not ('hf' in self.options) or (self.options['hf'] is None) or force:
result: dict = self.privateGetHfAccountsOpened()
self.options['hf'] = self.safe_bool(result, 'data')
return True
def handle_hf_and_params(self, params={}):
migrated: Bool = self.safe_bool(self.options, 'hf', False)
loadedHf: Bool = None
if migrated is not None:
if migrated:
loadedHf = True
else:
loadedHf = False
hf: Bool = self.safe_bool(params, 'hf', loadedHf)
params = self.omit(params, 'hf')
return [hf, params]
def fetch_currencies(self, params={}) -> Currencies:
"""
fetches all available currencies on an exchange
https://www.kucoin.com/docs-new/rest/spot-trading/market-data/get-all-currencies
https://www.kucoin.com/docs-new/rest/ua/get-currencies
:param dict params: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta), defaults to False
:returns dict: an associative dictionary of currencies
"""
uta = False
if self.check_required_credentials(False):
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'fetchCurrencies', 'uta', uta)
response = None
if uta:
response = self.utaGetAssetCurrencies(params)
#
# {
# "code": "200000",
# "data": [
# {
# "currency": "CSP",
# "name": "CSP",
# "fullName": "Caspian",
# "precision": 8,
# "isMarginEnabled": False,
# "isDebitEnabled": False,
# "items": [
# {
# "chainName": "ERC20",
# "minWithdrawSize": "2999",
# "minDepositSize": null,
# "withdrawFeeRate": "0",
# "minWithdrawFee": "2999",
# "isWithdrawEnabled": False,
# "isDepositEnabled": False,
# "confirms": 96,
# "preConfirms": 32,
# "contractAddress": "0xa6446d655a0c34bc4f05042ee88170d056cbaf45",
# "withdrawPrecision": 8,
# "maxWithdrawSize": null,
# "maxDepositSize": null,
# "isMemoRequired": False,
# "chainId": "eth"
# }
# ]
# }
# ]
# }
#
else:
#
# {
# "code":"200000",
# "data":[
# {
# "currency":"CSP",
# "name":"CSP",
# "fullName":"Caspian",
# "precision":8,
# "confirms":null,
# "contractAddress":null,
# "isMarginEnabled":false,
# "isDebitEnabled":false,
# "chains":[
# {
# "chainName":"ERC20",
# "chainId": "eth"
# "withdrawalMinSize":"2999",
# "depositMinSize":null,
# "withdrawFeeRate":"0",
# "withdrawalMinFee":"2999",
# "isWithdrawEnabled":false,
# "isDepositEnabled":false,
# "confirms":12,
# "preConfirms":12,
# "withdrawPrecision": 8,
# "maxWithdraw": null,
# "maxDeposit": null,
# "needTag": False,
# "contractAddress":"0xa6446d655a0c34bc4f05042ee88170d056cbaf45",
# "depositFeeRate": "0.001", # present for some currencies/networks
# }
# ]
# },
# ]
# }
#
response = self.publicGetCurrencies(params)
currenciesData = self.safe_list(response, 'data', [])
brokenCurrencies = self.handle_option('fetchCurrencies', 'brokenCurrencies', [])
filteredCurrencies = self.filter_out_by_array(currenciesData, 'currency', brokenCurrencies) # remove broken entries
return self.parse_currencies(filteredCurrencies)
def parse_currency(self, currency: dict) -> Currency:
entry = currency
id = self.safe_string(entry, 'currency')
code = self.safe_currency_code(id)
networks: dict = {}
chains = self.safe_list_2(entry, 'chains', 'items', [])
chainsLength = len(chains)
for j in range(0, chainsLength):
chain = chains[j]
chainId = self.safe_string(chain, 'chainId')
networkCode = self.network_id_to_code(chainId, code)
networks[networkCode] = {
'info': chain,
'id': chainId,
'name': self.safe_string(chain, 'chainName'),
'code': networkCode,
'active': None,
'fee': self.safe_number_2(chain, 'withdrawalMinFee', 'minWithdrawFee'),
'deposit': self.safe_bool(chain, 'isDepositEnabled'),
'withdraw': self.safe_bool(chain, 'isWithdrawEnabled'),
'precision': self.parse_number(self.parse_precision(self.safe_string(chain, 'withdrawPrecision'))),
'limits': {
'withdraw': {
'min': self.safe_number_2(chain, 'withdrawalMinSize', 'minWithdrawSize'),
'max': self.safe_number_2(chain, 'maxWithdraw', 'maxWithdrawSize'),
},
'deposit': {
'min': self.safe_number_2(chain, 'depositMinSize', 'minDepositSize'),
'max': self.safe_number_2(chain, 'maxDeposit', 'maxDepositSize'),
},
},
}
# kucoin has determined 'fiat' currencies with below logic
rawPrecision = self.safe_string(entry, 'precision')
precision = self.parse_number(self.parse_precision(rawPrecision))
isFiat = chainsLength == 0
return self.safe_currency_structure({
'id': id,
'name': self.safe_string(entry, 'fullName'),
'code': code,
'type': 'fiat' if isFiat else 'crypto',
'precision': precision,
'info': entry,
'networks': networks,
'deposit': None,
'withdraw': None,
'active': None,
'fee': None,
'limits': None,
})
def fetch_accounts(self, params={}) -> List[Account]:
"""
fetch all the accounts associated with a profile
https://www.kucoin.com/docs-new/rest/account-info/account-funding/get-account-list-spot
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta), defaults to False
:returns dict: a dictionary of `account structures <https://docs.ccxt.com/?id=account-structure>` indexed by the account type
"""
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'fetchAccounts', 'uta', uta)
response = None
data = []
if uta:
response = self.utaPrivateGetAccountModeAccountOverview(self.extend(params, {'accountMode': 'unified'}))
#
# {
# "code": "200000",
# "data": {
# "accountType": "UNIFIED",
# "riskRatio": "0.0000000000",
# "equity": "30.0000000000",
# "liability": "0.0000000000",
# "availableMargin": "30.0000000000",
# "adjustedEquity": "30.0000000000",
# "im": "0.0000000000",
# "mm": "0.0000000000"
# }
# }
#
dataDict = self.safe_dict(response, 'data', {})
data = [dataDict]
else:
#
# {
# "code": "200000",
# "data": [
# {
# "balance": "0.00009788",
# "available": "0.00009788",
# "holds": "0",
# "currency": "BTC",
# "id": "5c6a4fd399a1d81c4f9cc4d0",
# "type": "trade"
# },
# {
# "balance": "0.00000001",
# "available": "0.00000001",
# "holds": "0",
# "currency": "ETH",
# "id": "5c6a49ec99a1d819392e8e9f",
# "type": "trade"
# }
# ]
# }
#
response = self.privateGetAccounts(params)
data = self.safe_list(response, 'data', [])
result = []
for i in range(0, len(data)):
account = data[i]
accountId = self.safe_string(account, 'id')
currencyId = self.safe_string(account, 'currency')
code = self.safe_currency_code(currencyId)
type = self.safe_string_lower_2(account, 'type', 'accountType') # main or trade or unified
result.append({
'id': accountId,
'type': type,
'currency': code,
'code': code,
'info': account,
})
return result
def fetch_transaction_fee(self, code: str, params={}):
"""
*DEPRECATED* please use fetchDepositWithdrawFee instead
https://docs.kucoin.com/#get-withdrawal-quotas
:param str code: unified currency code
:param dict params: extra parameters specific to the exchange API endpoint
:returns dict: a `fee structure <https://docs.ccxt.com/?id=fee-structure>`
"""
self.load_markets()
currency = self.currency(code)
request: dict = {
'currency': currency['id'],
}
networkCode = None
networkCode, params = self.handle_network_code_and_params(params)
if networkCode is not None:
request['chain'] = self.network_code_to_id(networkCode, currency['code']).lower()
response = self.privateGetWithdrawalsQuotas(self.extend(request, params))
data = self.safe_dict(response, 'data', {})
withdrawFees: dict = {}
withdrawFees[code] = self.safe_number(data, 'withdrawMinFee')
return {
'info': response,
'withdraw': withdrawFees,
'deposit': {},
}
def fetch_deposit_withdraw_fee(self, code: str, params={}):
"""
fetch the fee for deposits and withdrawals
https://www.kucoin.com/docs-new/rest/account-info/withdrawals/get-withdrawal-quotas
:param str code: unified currency code
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.network]: The chain of currency. This only apply for multi-chain currency, and there is no need for single chain currency; you can query the chain through the response of the GET /api/v2/currencies/{currency} interface
:returns dict: a `fee structure <https://docs.ccxt.com/?id=fee-structure>`
"""
self.load_markets()
currency = self.currency(code)
request: dict = {
'currency': currency['id'],
}
networkCode = None
networkCode, params = self.handle_network_code_and_params(params)
if networkCode is not None:
request['chain'] = self.network_code_to_id(networkCode, currency['code']).lower()
response = self.privateGetWithdrawalsQuotas(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "currency": "USDT",
# "limitBTCAmount": "1.00000000",
# "usedBTCAmount": "0.00000000",
# "remainAmount": "16548.072149",
# "availableAmount": "0",
# "withdrawMinFee": "25",
# "innerWithdrawMinFee": "0",
# "withdrawMinSize": "50",
# "isWithdrawEnabled": True,
# "precision": 6,
# "chain": "ERC20"
# }
# }
#
data = self.safe_dict(response, 'data')
return self.parse_deposit_withdraw_fee(data, currency)
def parse_deposit_withdraw_fee(self, fee, currency: Currency = None):
#
# {
# "currency": "USDT",
# "limitBTCAmount": "1.00000000",
# "usedBTCAmount": "0.00000000",
# "remainAmount": "16548.072149",
# "availableAmount": "0",
# "withdrawMinFee": "25",
# "innerWithdrawMinFee": "0",
# "withdrawMinSize": "50",
# "isWithdrawEnabled": True,
# "precision": 6,
# "chain": "ERC20"
# }
#
if 'chains' in fee:
# if data obtained through `currencies` endpoint
resultNew: dict = {
'info': fee,
'withdraw': {
'fee': None,
'percentage': False,
},
'deposit': {
'fee': None,
'percentage': None,
},
'networks': {},
}
chains = self.safe_list(fee, 'chains', [])
for i in range(0, len(chains)):
chain = chains[i]
chainId = self.safe_string(chain, 'chainId')
networkCodeNew = self.network_id_to_code(chainId, self.safe_string(currency, 'code'))
resultNew['networks'][networkCodeNew] = {
'withdraw': {
'fee': self.safe_number_2(chain, 'withdrawalMinFee', 'withdrawMinFee'),
'percentage': False,
},
'deposit': {
'fee': None,
'percentage': None,
},
}
return resultNew
minWithdrawFee = self.safe_number(fee, 'withdrawMinFee')
result: dict = {
'info': fee,
'withdraw': {
'fee': minWithdrawFee,
'percentage': False,
},
'deposit': {
'fee': None,
'percentage': None,
},
'networks': {},
}
networkId = self.safe_string(fee, 'chain')
currencyId = self.safe_string(fee, 'currency')
currency = self.safe_currency(currencyId, currency)
networkCode = self.network_id_to_code(networkId, currency['code'])
result['networks'][networkCode] = {
'withdraw': minWithdrawFee,
'deposit': {
'fee': None,
'percentage': None,
},
}
return result
def is_futures_method(self, methodName, params):
#
# Helper
# @methodName(string): The name of the method
# @params(dict): The parameters passed into {methodName}
# @return: True if the method used is meant for futures trading, False otherwise
#
defaultType = self.safe_string_2(self.options, methodName, 'defaultType', 'trade')
requestedType = self.safe_string(params, 'type', defaultType)
accountsByType = self.safe_dict(self.options, 'accountsByType')
type = self.safe_string(accountsByType, requestedType)
if type is None:
keys = list(accountsByType.keys())
raise ExchangeError(self.id + ' isFuturesMethod() type must be one of ' + ', '.join(keys))
params = self.omit(params, 'type')
return(type == 'contract') or (type == 'future') or (type == 'futures') # * (type == 'futures') deprecated, use(type == 'future')
def parse_spot_or_uta_ticker(self, ticker: dict, market: Market = None) -> Ticker:
#
# {
# "symbol": "BTC-USDT", # symbol
# "symbolName":"BTC-USDT", # Name of trading pairs, it would change after renaming
# "buy": "11328.9", # bestAsk
# "sell": "11329", # bestBid
# "changeRate": "-0.0055", # 24h change rate
# "changePrice": "-63.6", # 24h change price
# "high": "11610", # 24h highest price
# "low": "11200", # 24h lowest price
# "vol": "2282.70993217", # 24h volume，the aggregated trading volume in BTC
# "volValue": "25984946.157790431", # 24h total, the trading volume in quote currency of last 24 hours
# "last": "11328.9", # last price
# "averagePrice": "11360.66065903", # 24h average transaction price yesterday
# "takerFeeRate": "0.001", # Basic Taker Fee
# "makerFeeRate": "0.001", # Basic Maker Fee
# "takerCoefficient": "1", # Taker Fee Coefficient
# "makerCoefficient": "1" # Maker Fee Coefficient
# }
#
# {
# "trading": True,
# "symbol": "KCS-BTC",
# "buy": 0.00011,
# "sell": 0.00012,
# "sort": 100,
# "volValue": 3.13851792584, #total
# "baseCurrency": "KCS",
# "market": "BTC",
# "quoteCurrency": "BTC",
# "symbolCode": "KCS-BTC",
# "datetime": 1548388122031,
# "high": 0.00013,
# "vol": 27514.34842,
# "low": 0.0001,
# "changePrice": -1.0e-5,
# "changeRate": -0.0769,
# "lastTradedPrice": 0.00012,
# "board": 0,
# "mark": 0
# }
#
# market/ticker ws subscription
#
# {
# "bestAsk": "62258.9",
# "bestAskSize": "0.38579986",
# "bestBid": "62258.8",
# "bestBidSize": "0.0078381",
# "price": "62260.7",
# "sequence": "1621383297064",
# "size": "0.00002841",
# "time": 1634641777363
# }
#
# uta
#
# {
# "symbol": "BTC-USDT",
# "name": "BTC-USDT",
# "bestBidSize": "0.69207954",
# "bestBidPrice": "110417.5",
# "bestAskSize": "0.08836606",
# "bestAskPrice": "110417.6",
# "lastPrice": "110417.5",
# "size": "0.00016",
# "open": "110105.1",
# "high": "110838.9",
# "low": "109705.5",
# "baseVolume": "1882.10069442",
# "quoteVolume": "207325626.822922498"
# }
#
percentage = self.safe_string(ticker, 'changeRate')
if percentage is not None:
percentage = Precise.string_mul(percentage, '100')
last = self.safe_string_n(ticker, ['last', 'lastTradedPrice', 'lastPrice'])
last = self.safe_string(ticker, 'price', last)
marketId = self.safe_string(ticker, 'symbol')
market = self.safe_market(marketId, market, '-')
symbol = market['symbol']
baseVolume = self.safe_string_2(ticker, 'vol', 'baseVolume')
quoteVolume = self.safe_string_2(ticker, 'volValue', 'quoteVolume')
timestamp = self.safe_integer_n(ticker, ['time', 'datetime', 'timePoint'])
return self.safe_ticker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'high': self.safe_string(ticker, 'high'),
'low': self.safe_string(ticker, 'low'),
'bid': self.safe_string_n(ticker, ['buy', 'bestBid', 'bestBidPrice']),
'bidVolume': self.safe_string(ticker, 'bestBidSize'),
'ask': self.safe_string_n(ticker, ['sell', 'bestAsk', 'bestAskPrice']),
'askVolume': self.safe_string(ticker, 'bestAskSize'),
'vwap': None,
'open': self.safe_string(ticker, 'open'),
'close': last,
'last': last,
'previousClose': None,
'change': self.safe_string(ticker, 'changePrice'),
'percentage': percentage,
'average': self.safe_string(ticker, 'averagePrice'),
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'markPrice': self.safe_string(ticker, 'value'),
'info': ticker,
}, market)
def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker:
# wrapper for parseTickers
# parseTickers used only in methods for contract markets
return self.parse_contract_ticker(ticker, market)
def parse_contract_ticker(self, ticker: dict, market: Market = None) -> Ticker:
#
# {
# "symbol": "LTCUSDTM",
# "granularity": 1000,
# "timePoint": 1727967339000,
# "value": 62.37, mark price
# "indexPrice": 62.37
# }
#
# {
# "code": "200000",
# "data": {
# "sequence": 1629930362547,
# "symbol": "ETHUSDTM",
# "side": "buy",
# "size": 130,
# "price": "4724.7",
# "bestBidSize": 5,
# "bestBidPrice": "4724.6",
# "bestAskPrice": "4724.65",
# "tradeId": "618d2a5a77a0c4431d2335f4",
# "ts": 1636641371963227600,
# "bestAskSize": 1789
# }
# }
#
# from fetchTickers
#
# {
# symbol: "XBTUSDTM",
# rootSymbol: "USDT",
# type: "FFWCSX",
# firstOpenDate: 1585555200000,
# expireDate: null,
# settleDate: null,
# baseCurrency: "XBT",
# quoteCurrency: "USDT",
# settleCurrency: "USDT",
# maxOrderQty: 1000000,
# maxPrice: 1000000,
# lotSize: 1,
# tickSize: 0.1,
# indexPriceTickSize: 0.01,
# multiplier: 0.001,
# initialMargin: 0.008,
# maintainMargin: 0.004,
# maxRiskLimit: 100000,
# minRiskLimit: 100000,
# riskStep: 50000,
# makerFeeRate: 0.0002,
# takerFeeRate: 0.0006,
# takerFixFee: 0,
# makerFixFee: 0,
# settlementFee: null,
# isDeleverage: True,
# isQuanto: True,
# isInverse: False,
# markMethod: "FairPrice",
# fairMethod: "FundingRate",
# fundingBaseSymbol: ".XBTINT8H",
# fundingQuoteSymbol: ".USDTINT8H",
# fundingRateSymbol: ".XBTUSDTMFPI8H",
# indexSymbol: ".KXBTUSDT",
# settlementSymbol: "",
# status: "Open",
# fundingFeeRate: 0.000297,
# predictedFundingFeeRate: 0.000327,
# fundingRateGranularity: 28800000,
# openInterest: "8033200",
# turnoverOf24h: 659795309.2524643,
# volumeOf24h: 9998.54,
# markPrice: 67193.51,
# indexPrice: 67184.81,
# lastTradePrice: 67191.8,
# nextFundingRateTime: 20022985,
# maxLeverage: 125,
# premiumsSymbol1M: ".XBTUSDTMPI",
# premiumsSymbol8H: ".XBTUSDTMPI8H",
# fundingBaseSymbol1M: ".XBTINT",
# fundingQuoteSymbol1M: ".USDTINT",
# lowPrice: 64041.6,
# highPrice: 67737.3,
# priceChgPct: 0.0447,
# priceChg: 2878.7
# }
#
marketId = self.safe_string(ticker, 'symbol')
market = self.safe_market(marketId, market, '-')
last = self.safe_string_2(ticker, 'price', 'lastTradePrice')
timestamp = self.safe_integer_product(ticker, 'ts', 0.000001)
return self.safe_ticker({
'symbol': market['symbol'],
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'high': self.safe_string(ticker, 'highPrice'),
'low': self.safe_string(ticker, 'lowPrice'),
'bid': self.safe_string(ticker, 'bestBidPrice'),
'bidVolume': self.safe_string(ticker, 'bestBidSize'),
'ask': self.safe_string(ticker, 'bestAskPrice'),
'askVolume': self.safe_string(ticker, 'bestAskSize'),
'vwap': None,
'open': None,
'close': last,
'last': last,
'previousClose': None,
'change': self.safe_string(ticker, 'priceChg'),
'percentage': self.safe_string(ticker, 'priceChgPct'),
'average': None,
'baseVolume': self.safe_string(ticker, 'volumeOf24h'),
'quoteVolume': self.safe_string(ticker, 'turnoverOf24h'),
'markPrice': self.safe_string_2(ticker, 'markPrice', 'value'),
'indexPrice': self.safe_string(ticker, 'indexPrice'),
'info': ticker,
}, market)
def type_to_trade_type(self, type: Str) -> Str:
tradeTypes: dict = {
'spot': 'SPOT',
'margin': 'MARGIN',
'swap': 'FUTURES',
}
return self.safe_string(tradeTypes, type, type)
def fetch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
"""
fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
https://www.kucoin.com/docs-new/rest/spot-trading/market-data/get-all-tickers
https://www.kucoin.com/docs-new/rest/futures-trading/market-data/get-all-tickers
https://www.kucoin.com/docs-new/rest/ua/get-ticker
:param str[]|None [symbols]: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta), defaults to False
:param str [params.type]: spot or swap(default is spot)
:param str [params.method]: *swap only* the method to use, futuresPublicGetContractsActive or futuresPublicGetAllTickers(default is futuresPublicGetContractsActive)
:returns dict: a dictionary of `ticker structures <https://docs.ccxt.com/?id=ticker-structure>`
"""
self.load_markets()
request: dict = {}
symbols = self.market_symbols(symbols, None, True, True)
uta = False
uta, params = self.handle_option_and_params(params, 'fetchTickers', 'uta', uta)
tradeType = self.safe_string(params, 'tradeType')
firstMarket = None
if symbols is not None:
firstSymbol = self.safe_string(symbols, 0)
firstMarket = self.market(firstSymbol)
type = None
type, params = self.handle_market_type_and_params('fetchTickers', firstMarket, params)
response = None
if (tradeType is not None) or uta:
if tradeType is None:
request['tradeType'] = self.type_to_trade_type(type)
response = self.utaGetMarketTicker(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "tradeType": "SPOT",
# "ts": 1762061290067,
# "list": [
# {
# "symbol": "BTC-USDT",
# "name": "BTC-USDT",
# "bestBidSize": "0.69207954",
# "bestBidPrice": "110417.5",
# "bestAskSize": "0.08836606",
# "bestAskPrice": "110417.6",
# "lastPrice": "110417.5",
# "size": "0.00016",
# "open": "110105.1",
# "high": "110838.9",
# "low": "109705.5",
# "baseVolume": "1882.10069442",
# "quoteVolume": "207325626.822922498"
# }
# ]
# }
# }
#
elif (type != 'spot') and (type != 'margin'):
return self.fetch_contract_tickers(symbols, params)
else:
response = self.publicGetMarketAllTickers(params)
#
# {
# "code": "200000",
# "data": {
# "time":1602832092060,
# "ticker":[
# {
# "symbol": "BTC-USDT", # symbol
# "symbolName":"BTC-USDT", # Name of trading pairs, it would change after renaming
# "buy": "11328.9", # bestAsk
# "sell": "11329", # bestBid
# "changeRate": "-0.0055", # 24h change rate
# "changePrice": "-63.6", # 24h change price
# "high": "11610", # 24h highest price
# "low": "11200", # 24h lowest price
# "vol": "2282.70993217", # 24h volume，the aggregated trading volume in BTC
# "volValue": "25984946.157790431", # 24h total, the trading volume in quote currency of last 24 hours
# "last": "11328.9", # last price
# "averagePrice": "11360.66065903", # 24h average transaction price yesterday
# "takerFeeRate": "0.001", # Basic Taker Fee
# "makerFeeRate": "0.001", # Basic Maker Fee
# "takerCoefficient": "1", # Taker Fee Coefficient
# "makerCoefficient": "1" # Maker Fee Coefficient
# }
# ]
# }
# }
#
data = self.safe_dict(response, 'data', {})
tickers = self.safe_list_2(data, 'ticker', 'list', [])
time = self.safe_integer_2(data, 'time', 'ts')
result: dict = {}
for i in range(0, len(tickers)):
tickers[i]['time'] = time
ticker = self.parse_spot_or_uta_ticker(tickers[i])
symbol = self.safe_string(ticker, 'symbol')
if symbol is not None:
result[symbol] = ticker
return self.filter_by_array_tickers(result, 'symbol', symbols)
def fetch_contract_tickers(self, symbols: Strings = None, params={}) -> Tickers:
method = None
method, params = self.handle_option_and_params(params, 'fetchTickers', 'method', 'futuresPublicGetContractsActive')
response: dict = None
if method == 'futuresPublicGetAllTickers':
response = self.futuresPublicGetAllTickers(params)
else:
response = self.futuresPublicGetContractsActive(params)
#
# {
# "code": "200000",
# "data": {
# "symbol": "ETHUSDTM",
# "rootSymbol": "USDT",
# "type": "FFWCSX",
# "firstOpenDate": 1591086000000,
# "expireDate": null,
# "settleDate": null,
# "baseCurrency": "ETH",
# "quoteCurrency": "USDT",
# "settleCurrency": "USDT",
# "maxOrderQty": 1000000,
# "maxPrice": 1000000.0000000000,
# "lotSize": 1,
# "tickSize": 0.05,
# "indexPriceTickSize": 0.01,
# "multiplier": 0.01,
# "initialMargin": 0.01,
# "maintainMargin": 0.005,
# "maxRiskLimit": 1000000,
# "minRiskLimit": 1000000,
# "riskStep": 500000,
# "makerFeeRate": 0.00020,
# "takerFeeRate": 0.00060,
# "takerFixFee": 0.0000000000,
# "makerFixFee": 0.0000000000,
# "settlementFee": null,
# "isDeleverage": True,
# "isQuanto": True,
# "isInverse": False,
# "markMethod": "FairPrice",
# "fairMethod": "FundingRate",
# "fundingBaseSymbol": ".ETHINT8H",
# "fundingQuoteSymbol": ".USDTINT8H",
# "fundingRateSymbol": ".ETHUSDTMFPI8H",
# "indexSymbol": ".KETHUSDT",
# "settlementSymbol": "",
# "status": "Open",
# "fundingFeeRate": 0.000535,
# "predictedFundingFeeRate": 0.002197,
# "openInterest": "8724443",
# "turnoverOf24h": 341156641.03354263,
# "volumeOf24h": 74833.54000000,
# "markPrice": 4534.07,
# "indexPrice":4531.92,
# "lastTradePrice": 4545.4500000000,
# "nextFundingRateTime": 25481884,
# "maxLeverage": 100,
# "sourceExchanges": ["huobi", "Okex", "Binance", "Kucoin", "Poloniex", "Hitbtc"],
# "premiumsSymbol1M": ".ETHUSDTMPI",
# "premiumsSymbol8H": ".ETHUSDTMPI8H",
# "fundingBaseSymbol1M": ".ETHINT",
# "fundingQuoteSymbol1M": ".USDTINT",
# "lowPrice": 4456.90,
# "highPrice": 4674.25,
# "priceChgPct": 0.0046,
# "priceChg": 21.15
# }
# }
#
data = self.safe_list(response, 'data')
tickers = self.parse_tickers(data, symbols)
return self.filter_by_array_tickers(tickers, 'symbol', symbols)
def fetch_mark_prices(self, symbols: Strings = None, params={}) -> Tickers:
"""
fetches the mark price for multiple markets
https://www.kucoin.com/docs-new/rest/margin-trading/market-data/get-mark-price-list
:param str[] [symbols]: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a dictionary of `ticker structures <https://docs.ccxt.com/?id=ticker-structure>`
"""
self.load_markets()
symbols = self.market_symbols(symbols)
response = self.publicGetMarkPriceAllSymbols(params)
data = self.safe_list(response, 'data', [])
return self.parse_tickers(data)
def fetch_ticker(self, symbol: str, params={}) -> Ticker:
"""
fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
https://www.kucoin.com/docs-new/rest/spot-trading/market-data/get-24hr-stats
https://www.kucoin.com/docs-new/rest/futures-trading/market-data/get-ticker
https://www.kucoin.com/docs-new/rest/ua/get-ticker
:param str symbol: unified symbol of the market to fetch the ticker for
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta), defaults to False
:returns dict: a `ticker structure <https://docs.ccxt.com/?id=ticker-structure>`
"""
self.load_markets()
market = self.market(symbol)
request: dict = {
'symbol': market['id'],
}
uta = False
uta, params = self.handle_option_and_params(params, 'fetchTicker', 'uta', uta)
response = None
result = None
type = None
type, params = self.handle_market_type_and_params('fetchTicker', market, params)
if uta:
request['tradeType'] = self.type_to_trade_type(type)
response = self.utaGetMarketTicker(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "tradeType": "SPOT",
# "ts": 1762061290067,
# "list": [
# {
# "symbol": "BTC-USDT",
# "name": "BTC-USDT",
# "bestBidSize": "0.69207954",
# "bestBidPrice": "110417.5",
# "bestAskSize": "0.08836606",
# "bestAskPrice": "110417.6",
# "lastPrice": "110417.5",
# "size": "0.00016",
# "open": "110105.1",
# "high": "110838.9",
# "low": "109705.5",
# "baseVolume": "1882.10069442",
# "quoteVolume": "207325626.822922498"
# }
# ]
# }
# }
#
data = self.safe_dict(response, 'data', {})
resultList = self.safe_list(data, 'list', [])
result = self.safe_dict(resultList, 0, {})
elif market['contract']:
response = self.futuresPublicGetTicker(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "sequence": 1638444978558,
# "symbol": "ETHUSDTM",
# "side": "sell",
# "size": 4,
# "price": "4229.35",
# "bestBidSize": 2160,
# "bestBidPrice": "4229.0",
# "bestAskPrice": "4229.05",
# "tradeId": "61aaa8b777a0c43055fe4851",
# "ts": 1638574296209786785,
# "bestAskSize": 36,
# }
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_ticker(data, market)
else:
response = self.publicGetMarketStats(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "time": 1602832092060, # time
# "symbol": "BTC-USDT", # symbol
# "buy": "11328.9", # bestAsk
# "sell": "11329", # bestBid
# "changeRate": "-0.0055", # 24h change rate
# "changePrice": "-63.6", # 24h change price
# "high": "11610", # 24h highest price
# "low": "11200", # 24h lowest price
# "vol": "2282.70993217", # 24h volume，the aggregated trading volume in BTC
# "volValue": "25984946.157790431", # 24h total, the trading volume in quote currency of last 24 hours
# "last": "11328.9", # last price
# "averagePrice": "11360.66065903", # 24h average transaction price yesterday
# "takerFeeRate": "0.001", # Basic Taker Fee
# "makerFeeRate": "0.001", # Basic Maker Fee
# "takerCoefficient": "1", # Taker Fee Coefficient
# "makerCoefficient": "1" # Maker Fee Coefficient
# }
# }
#
result = self.safe_dict(response, 'data', {})
return self.parse_spot_or_uta_ticker(result, market)
def fetch_mark_price(self, symbol: str, params={}) -> Ticker:
"""
fetches the mark price for a specific market
https://www.kucoin.com/docs-new/rest/margin-trading/market-data/get-mark-price-detail
https://www.kucoin.com/docs-new/rest/futures-trading/market-data/get-mark-price
:param str symbol: unified symbol of the market to fetch the ticker for
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a `ticker structure <https://docs.ccxt.com/?id=ticker-structure>`
"""
self.load_markets()
market = self.market(symbol)
request: dict = {
'symbol': market['id'],
}
response = None
if market['contract']:
response = self.futuresPublicGetMarkPriceSymbolCurrent(self.extend(request, params))
data = self.safe_dict(response, 'data', {})
return self.parse_ticker(data, market)
else:
response = self.publicGetMarkPriceSymbolCurrent(self.extend(request, params))
data = self.safe_dict(response, 'data', {})
return self.parse_spot_or_uta_ticker(data, market)
def parse_ohlcv(self, ohlcv, market: Market = None) -> list:
#
# [
# "1545904980", # Start time of the candle cycle
# "0.058", # opening price
# "0.049", # closing price
# "0.058", # highest price
# "0.049", # lowest price
# "0.018", # base volume
# "0.000945", # quote volume
# ]
#
timestampString = self.safe_string(ohlcv, 0)
if timestampString is not None and len(timestampString) <= 10:
# kucoin spot and uta return seconds timestamps
return [
self.safe_timestamp(ohlcv, 0),
self.safe_number(ohlcv, 1),
self.safe_number(ohlcv, 3),
self.safe_number(ohlcv, 4),
self.safe_number(ohlcv, 2),
self.safe_number(ohlcv, 5),
]
else:
# kucoin futures return milliseconds timestamps
return [
self.safe_integer(ohlcv, 0),
self.safe_number(ohlcv, 1),
self.safe_number(ohlcv, 2),
self.safe_number(ohlcv, 3),
self.safe_number(ohlcv, 4),
self.safe_number(ohlcv, 5),
]
def fetch_ohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
"""
fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
https://www.kucoin.com/docs-new/rest/spot-trading/market-data/get-klines
https://www.kucoin.com/docs-new/rest/futures-trading/market-data/get-klines
https://www.kucoin.com/docs-new/rest/ua/get-klines
:param str symbol: unified symbol of the market to fetch OHLCV data for
:param str timeframe: the length of time each candle represents
:param int [since]: timestamp in ms of the earliest candle to fetch
:param int [limit]: the maximum amount of candles to fetch
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta), defaults to False
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:returns int[][]: A list of candles ordered, open, high, low, close, volume
"""
self.load_markets()
market = self.market(symbol)
uta = False
uta, params = self.handle_option_and_params(params, 'fetchOHLCV', 'uta', uta)
if uta:
return self.fetch_utaohlcv(symbol, timeframe, since, limit, params)
elif market['contract']:
return self.fetch_contract_ohlcv(symbol, timeframe, since, limit, params)
else:
return self.fetch_spot_ohlcv(symbol, timeframe, since, limit, params)
def fetch_utaohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
"""
@ignore
helper method for fetchOHLCV
https://www.kucoin.com/docs-new/rest/ua/get-klines
:param str symbol: unified symbol of the market to fetch OHLCV data for
:param str timeframe: the length of time each candle represents
:param int [since]: timestamp in ms of the earliest candle to fetch
:param int [limit]: the maximum amount of candles to fetch
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns int[][]: A list of candles ordered, open, high, low, close, volume
"""
self.load_markets()
maxLimit = 1500
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchOHLCV', 'paginate')
if paginate:
return self.fetch_paginated_call_deterministic('fetchUTAOHLCV', symbol, since, limit, timeframe, params, maxLimit)
market = self.market(symbol)
request: dict = {
'symbol': market['id'],
'interval': self.safe_string(self.timeframes, timeframe, timeframe),
}
duration = self.parse_timeframe(timeframe) * 1000
endAt = self.milliseconds() # required param
denominator = 1000
if since is not None:
request['startAt'] = self.parse_to_int(int(math.floor(since / denominator)))
if limit is None:
# For each query, the system would return at most 1500 pieces of data.
# To obtain more data, please page the data by time.
limit = self.safe_integer(self.options, 'fetchOHLCVLimit', maxLimit)
endAt = self.sum(since, limit * duration)
elif limit is not None:
since = endAt - limit * duration
request['startAt'] = self.parse_to_int(int(math.floor(since / denominator)))
request['endAt'] = self.parse_to_int(int(math.floor(endAt / denominator)))
type = None
type, params = self.handle_market_type_and_params('fetchOHLCV', market, params)
if (type == 'spot') or (type == 'margin'):
request['tradeType'] = 'SPOT'
else:
request['tradeType'] = 'FUTURES'
response = self.utaGetMarketKline(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "tradeType": "SPOT",
# "symbol": "BTC-USDT",
# "list": [
# ["1762240200","104581.4","104527.1","104620.1","104526.4","5.57665554","583263.661804122"],
# ["1762240140","104565.6","104581.3","104601.7","104511.3","6.48505114","677973.775916968"],
# ["1762240080","104621.5","104571.3","104704.7","104571.3","14.51713618","1519468.954060838"]
# ]
# }
# }
#
data = self.safe_dict(response, 'data', {})
result = self.safe_list(data, 'list', [])
return self.parse_ohlcvs(result, market, timeframe, since, limit)
def fetch_spot_ohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
"""
@ignore
helper method for fetchOHLCV
https://www.kucoin.com/docs-new/rest/spot-trading/market-data/get-klines
:param str symbol: unified symbol of the market to fetch OHLCV data for
:param str timeframe: the length of time each candle represents
:param int [since]: timestamp in ms of the earliest candle to fetch
:param int [limit]: the maximum amount of candles to fetch
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns int[][]: A list of candles ordered, open, high, low, close, volume
"""
self.load_markets()
maxLimit = 1500
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchOHLCV', 'paginate')
if paginate:
return self.fetch_paginated_call_deterministic('fetchSpotOHLCV', symbol, since, limit, timeframe, params, maxLimit)
market = self.market(symbol)
request: dict = {
'symbol': market['id'],
'type': self.safe_string(self.timeframes, timeframe, timeframe),
}
duration = self.parse_timeframe(timeframe) * 1000
endAt = self.milliseconds() # required param
denominator = 1000
if since is not None:
request['startAt'] = self.parse_to_int(int(math.floor(since / denominator)))
if limit is None:
# For each query, the system would return at most 1500 pieces of data.
# To obtain more data, please page the data by time.
limit = self.safe_integer(self.options, 'fetchOHLCVLimit', maxLimit)
endAt = self.sum(since, limit * duration)
elif limit is not None:
since = endAt - limit * duration
request['startAt'] = self.parse_to_int(int(math.floor(since / denominator)))
request['endAt'] = self.parse_to_int(int(math.floor(endAt / denominator)))
response = self.publicGetMarketCandles(self.extend(request, params))
#
# {
# "code":"200000",
# "data":[
# ["1591517700","0.025078","0.025069","0.025084","0.025064","18.9883256","0.4761861079404"],
# ["1591516800","0.025089","0.025079","0.025089","0.02506","99.4716622","2.494143499081"],
# ["1591515900","0.025079","0.02509","0.025091","0.025068","59.83701271","1.50060885172798"],
# ]
# }
#
data = self.safe_list(response, 'data', [])
return self.parse_ohlcvs(data, market, timeframe, since, limit)
def fetch_contract_ohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
"""
@ignore
helper method for fetchOHLCV
https://www.kucoin.com/docs-new/rest/futures-trading/market-data/get-klines
:param str symbol: unified symbol of the market to fetch OHLCV data for
:param str timeframe: the length of time each candle represents
:param int [since]: timestamp in ms of the earliest candle to fetch
:param int [limit]: the maximum amount of candles to fetch
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns int[][]: A list of candles ordered, open, high, low, close, volume
"""
self.load_markets()
maxLimit = 200
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchOHLCV', 'paginate')
if paginate:
return self.fetch_paginated_call_deterministic('fetchContractOHLCV', symbol, since, limit, timeframe, params, maxLimit)
market = self.market(symbol)
request: dict = {
'symbol': market['id'],
}
timeframeOptions = self.safe_dict(self.options, 'timeframes', {})
swapTimeframes = self.safe_dict(timeframeOptions, 'swap', {})
parsedTimeframe = self.safe_integer(swapTimeframes, timeframe)
if parsedTimeframe is not None:
request['granularity'] = parsedTimeframe
else:
request['granularity'] = timeframe
duration = self.parse_timeframe(timeframe) * 1000
endAt = self.milliseconds() # required param
if since is not None:
request['from'] = since
if limit is None:
# For each query, the system would return at most 200 pieces of data.
# To obtain more data, please page the data by time.
limit = self.safe_integer(self.options, 'fetchOHLCVLimit', maxLimit)
endAt = self.sum(since, limit * duration)
elif limit is not None:
since = endAt - limit * duration
request['from'] = since
request['to'] = endAt
response = self.futuresPublicGetKlineQuery(self.extend(request, params))
#
# {
# "code": "200000",
# "data": [
# [1636459200000, 4779.3, 4792.1, 4768.7, 4770.3, 78051],
# [1636460100000, 4770.25, 4778.55, 4757.55, 4777.25, 80164],
# [1636461000000, 4777.25, 4791.45, 4774.5, 4791.3, 51555]
# ]
# }
#
data = self.safe_list(response, 'data', [])
return self.parse_ohlcvs(data, market, timeframe, since, limit)
def create_deposit_address(self, code: str, params={}) -> DepositAddress:
"""
https://www.kucoin.com/docs-new/rest/account-info/deposit/add-deposit-address-v3
create a currency deposit address
:param str code: unified currency code of the currency for the deposit address
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.network]: the blockchain network name
:returns dict: an `address structure <https://docs.ccxt.com/?id=address-structure>`
"""
self.load_markets()
currency = self.currency(code)
request: dict = {
'currency': currency['id'],
}
networkCode = None
networkCode, params = self.handle_network_code_and_params(params)
if networkCode is not None:
request['chain'] = self.network_code_to_id(networkCode, currency['code']) # docs mention "chain-name", but seems "chain-id" is used, like in "fetchDepositAddress"
response = self.privatePostDepositAddressCreate(self.extend(request, params))
# {"code":"260000","msg":"Deposit address already exists."}
#
# {
# "code": "200000",
# "data": {
# "address": "0x2336d1834faab10b2dac44e468f2627138417431",
# "memo": null,
# "chainId": "bsc",
# "to": "MAIN",
# "expirationDate": 0,
# "currency": "BNB",
# "chainName": "BEP20"
# }
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_deposit_address(data, currency)
def fetch_deposit_address(self, code: str, params={}) -> DepositAddress:
"""
fetch the deposit address for a currency associated with self account
https://www.kucoin.com/docs-new/rest/account-info/deposit/get-deposit-address-v3/en
https://www.kucoin.com/docs-new/rest/ua/get-deposit-address
:param str code: unified currency code
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.network]: the blockchain network name
:param str [params.accountType]: 'main', 'contract' or 'uta'(default is 'main')
:param boolean [params.uta]: set to True for the unified trading account(uta) endpoint, defaults to False
:returns dict: an `address structure <https://docs.ccxt.com/?id=address-structure>`
"""
self.load_markets()
accountType = 'main'
accountType, params = self.handle_option_and_params(params, 'fetchDepositAddress', 'accountType', accountType)
accountsByType = self.safe_dict(self.options, 'accountsByType', {})
accountType = self.safe_string(accountsByType, accountType, accountType)
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'fetchDepositAddress', 'uta', uta)
if accountType == 'contract':
return self.fetch_contract_deposit_address(code, params)
elif uta or (accountType == 'uta') or (accountType == 'unified'):
return super(kucoin, self).fetch_deposit_address(code, self.extend(params, {'uta': True}))
currency = self.currency(code)
request: dict = {
'currency': currency['id'],
# for USDT - OMNI, ERC20, TRC20, default is ERC20
# for BTC - Native, Segwit, TRC20, the parameters are bech32, btc, trx, default is Native
# 'chain': 'ERC20', # optional
}
networkCode = None
networkCode, params = self.handle_network_code_and_params(params)
if networkCode is not None:
request['chain'] = self.network_code_to_id(networkCode, currency['code']).lower()
version = self.options['versions']['private']['GET']['deposit-addresses']
self.options['versions']['private']['GET']['deposit-addresses'] = 'v1'
response = self.privateGetDepositAddresses(self.extend(request, params))
# BCH {"code":"200000","data":{"address":"bitcoincash:qza3m4nj9rx7l9r0cdadfqxts6f92shvhvr5ls4q7z","memo":""}}
# BTC {"code":"200000","data":{"address":"36SjucKqQpQSvsak9A7h6qzFjrVXpRNZhE","memo":""}}
self.options['versions']['private']['GET']['deposit-addresses'] = version
data = self.safe_value(response, 'data')
if data is None:
raise ExchangeError(self.id + ' fetchDepositAddress() returned an empty response, you might try to run createDepositAddress() first and try again')
return self.parse_deposit_address(data, currency)
def fetch_contract_deposit_address(self, code: str, params={}) -> DepositAddress:
"""
fetch the deposit address for a currency associated with self account
https://www.kucoin.com/docs/rest/funding/deposit/get-deposit-address
:param str code: unified currency code
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: an `address structure <https://docs.ccxt.com/?id=address-structure>`
"""
self.load_markets()
currency = self.currency(code)
currencyId = currency['id']
request: dict = {
'currency': currencyId, # Currency,including XBT,USDT
}
response = self.futuresPrivateGetDepositAddress(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "address": "0x78d3ad1c0aa1bf068e19c94a2d7b16c9c0fcd8b1",//Deposit address
# "memo": null//Address tag. If the returned value is null, it means that the requested token has no memo. If you are to transfer funds from another platform to KuCoin Futures and if the token to be #transferred has memo(tag), you need to fill in the memo to ensure the transferred funds will be sent #to the address you specified.
# }
# }
#
data = self.safe_dict(response, 'data', {})
address = self.safe_string(data, 'address')
if currencyId != 'NIM':
# contains spaces
self.check_address(address)
return {
'info': response,
'currency': currencyId,
'network': self.safe_string(data, 'chain'),
'address': address,
'tag': self.safe_string(data, 'memo'),
}
def parse_deposit_address(self, depositAddress, currency: Currency = None) -> DepositAddress:
address = self.safe_string(depositAddress, 'address')
# BCH/BSV is returned with a "bitcoincash:" prefix, which we cut off here and only keep the address
if address is not None:
address = address.replace('bitcoincash:', '')
code = None
if currency is not None:
code = self.safe_currency_code(currency['id'])
if code != 'NIM':
# contains spaces
self.check_address(address)
chainId = self.safe_string(depositAddress, 'chainId')
return {
'info': depositAddress,
'currency': code,
'network': self.network_id_to_code(chainId, code),
'address': address,
'tag': self.safe_string(depositAddress, 'memo'),
}
def fetch_deposit_addresses_by_network(self, code: str, params={}) -> List[DepositAddress]:
"""
https://www.kucoin.com/docs-new/rest/account-info/deposit/get-deposit-address-v3/en
https://www.kucoin.com/docs-new/rest/ua/get-deposit-address
fetch the deposit address for a currency associated with self account
:param str code: unified currency code
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta) endpoint, defaults to False
:returns dict: an array of `address structures <https://docs.ccxt.com/?id=address-structure>`
"""
self.load_markets()
currency = self.currency(code)
request: dict = {
'currency': currency['id'],
}
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'fetchDepositAddressesByNetwork', 'uta', uta)
response = None
if uta:
networkCode = None
networkCode, params = self.handle_network_code_and_params(params)
if networkCode is not None:
request['chain'] = self.network_code_to_id(networkCode).lower()
#
# {
# "code": "200000",
# "data": [
# {
# "address": "0xf30a9b6968183668dbce515bd6449438ab3252b3",
# "memo": "",
# "remark": "",
# "chainId": "eth",
# "to": "FUNDING",
# "expirationDate": 0,
# "currency": "USDT",
# "contractAddress": "0xdac17f958d2ee523a2206206994597c13d831ec7",
# "chainName": "ERC20"
# }
# ]
# }
#
response = self.utaPrivateGetAssetDepositAddress(self.extend(request, params))
else:
version = self.options['versions']['private']['GET']['deposit-addresses']
self.options['versions']['private']['GET']['deposit-addresses'] = 'v2'
response = self.privateGetDepositAddresses(self.extend(request, params))
#
# {
# "code": "200000",
# "data": [
# {
# "address": "fr1qvus7d4d5fgxj5e7zvqe6yhxd7txm95h2and69r",
# "memo": "",
# "chain": "BTC-Segwit",
# "contractAddress": ""
# },
# {"address":"37icNMEWbiF8ZkwUMxmfzMxi2A1MQ44bMn","memo":"","chain":"BTC","contractAddress":""},
# {"address":"Deposit temporarily blocked","memo":"","chain":"TRC20","contractAddress":""}
# ]
# }
#
self.options['versions']['private']['GET']['deposit-addresses'] = version
chains = self.safe_list(response, 'data', [])
parsed = self.parse_deposit_addresses(chains, [currency['code']], False, {
'currency': currency['code'],
})
return self.index_by(parsed, 'network')
def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
"""
fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
https://www.kucoin.com/docs-new/rest/spot-trading/market-data/get-part-orderbook
https://www.kucoin.com/docs-new/rest/spot-trading/market-data/get-full-orderbook
https://www.kucoin.com/docs-new/rest/futures-trading/market-data/get-part-orderbook
https://www.kucoin.com/docs-new/rest/ua/get-orderbook
:param str symbol: unified symbol of the market to fetch the order book for
:param int [limit]: the maximum amount of order book entries to return
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta), defaults to False
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/?id=order-book-structure>` indexed by market symbols
"""
self.load_markets()
market = self.market(symbol)
level = self.safe_integer(params, 'level', 2)
request: dict = {'symbol': market['id']}
isAuthenticated = self.check_required_credentials(False)
uta = False
uta, params = self.handle_option_and_params(params, 'fetchOrderBook', 'uta', uta)
response = None
type = None
type, params = self.handle_market_type_and_params('fetchOrderBook', market, params)
if uta:
limitString = '20'
if (limit is None) or (limit >= 100):
limitString = 'FULL'
elif limit > 20:
limitString = '100'
request['limit'] = limitString
request['symbol'] = market['id']
if (type == 'spot') or (type == 'margin'):
request['tradeType'] = 'SPOT'
else:
request['tradeType'] = 'FUTURES'
response = self.utaPrivateGetMarketOrderbook(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "tradeType": "SPOT",
# "symbol": "BTC-USDT",
# "sequence": "23136002402",
# "bids": [
# ["104700","10.25940068"],
# ["104698.9","0.00057076"],
# ],
# "asks": [
# ["104700.1","1.4082106"],
# ["104700.5","0.02866269"],
# ]
# }
# }
#
elif (type != 'spot') and (type != 'margin'):
if level != 2 and level is not None:
raise BadRequest(self.id + ' fetchOrderBook() can only return level 2')
if (limit is None) or limit == 20:
#
# {
# "code": "200000",
# "data": {
# "symbol": "XBTUSDM", #Symbol
# "sequence": 100, #Ticker sequence number
# "asks": [
# ["5000.0", 1000], #Price, quantity
# ["6000.0", 1983] #Price, quantity
# ],
# "bids": [
# ["3200.0", 800], #Price, quantity
# ["3100.0", 100] #Price, quantity
# ],
# "ts": 1604643655040584408 # timestamp
# }
# }
#
response = self.futuresPublicGetLevel2Depth20(self.extend(request, params))
elif limit == 100:
response = self.futuresPublicGetLevel2Depth100(self.extend(request, params))
else:
raise BadRequest(self.id + ' fetchOrderBook() limit argument must be 20 or 100')
elif not isAuthenticated or limit is not None:
if level == 2:
request['level'] = level
if limit is not None:
if (limit == 20) or (limit == 100):
request['limit'] = limit
else:
raise ExchangeError(self.id + ' fetchOrderBook() limit argument must be 20 or 100')
request['limit'] = limit if limit else 100
response = self.publicGetMarketOrderbookLevelLevelLimit(self.extend(request, params))
else:
response = self.privateGetMarketOrderbookLevel2(self.extend(request, params))
#
# public(v1) market/orderbook/level2_20 and market/orderbook/level2_100
#
# {
# "sequence": "3262786978",
# "time": 1550653727731,
# "bids": [
# ["6500.12", "0.45054140"],
# ["6500.11", "0.45054140"],
# ],
# "asks": [
# ["6500.16", "0.57753524"],
# ["6500.15", "0.57753524"],
# ]
# }
#
# private(v3) market/orderbook/level2
#
# {
# "sequence": "3262786978",
# "time": 1550653727731,
# "bids": [
# ["6500.12", "0.45054140"],
# ["6500.11", "0.45054140"],
# ],
# "asks": [
# ["6500.16", "0.57753524"],
# ["6500.15", "0.57753524"],
# ]
# }
#
data = self.safe_dict(response, 'data', {})
timestamp = self.safe_integer(data, 'time')
if timestamp is None:
nanoseconds = self.safe_integer(data, 'ts')
if nanoseconds is not None:
timestamp = self.parse_to_int(nanoseconds / 1000000)
orderbook = self.parse_order_book(data, market['symbol'], timestamp, 'bids', 'asks', level - 2, level - 1)
orderbook['nonce'] = self.safe_integer(data, 'sequence')
return orderbook
def handle_trigger_prices(self, params):
triggerPrice = self.safe_value_2(params, 'triggerPrice', 'stopPrice')
stopLossPrice = self.safe_value(params, 'stopLossPrice')
takeProfitPrice = self.safe_value(params, 'takeProfitPrice')
isStopLoss = stopLossPrice is not None
isTakeProfit = takeProfitPrice is not None
if (isStopLoss and isTakeProfit) or (triggerPrice and stopLossPrice) or (triggerPrice and isTakeProfit):
raise ExchangeError(self.id + ' createOrder() - you should use either triggerPrice or stopLossPrice or takeProfitPrice')
return [triggerPrice, stopLossPrice, takeProfitPrice]
def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
"""
Create an order on the exchange
https://www.kucoin.com/docs-new/rest/spot-trading/orders/add-order
https://www.kucoin.com/docs-new/rest/spot-trading/orders/add-order-sync
https://www.kucoin.com/docs-new/rest/spot-trading/orders/add-order-test
https://www.kucoin.com/docs-new/rest/spot-trading/orders/add-stop-order
https://www.kucoin.com/docs-new/rest/margin-trading/orders/add-order
https://www.kucoin.com/docs-new/rest/margin-trading/orders/add-order-test
https://www.kucoin.com/docs-new/rest/margin-trading/orders/add-stop-order
https://www.kucoin.com/docs-new/rest/futures-trading/orders/add-order
https://www.kucoin.com/docs-new/rest/futures-trading/orders/add-order-test
https://www.kucoin.com/docs-new/rest/futures-trading/orders/add-take-profit-and-stop-loss-order
https://www.kucoin.com/docs-new/rest/ua/place-order
:param str symbol: Unified CCXT market symbol
:param str type: 'limit' or 'market'
:param str side: 'buy' or 'sell'
:param float amount: the amount of currency to trade
:param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta) endpoint, defaults to False
Check createSpotOrder(), createContractOrder() and createUtaOrder() for more details on the extra parameters that can be used in params
:returns dict: an `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
market = self.market(symbol)
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'createOrder', 'uta', uta)
if uta:
return self.create_uta_order(symbol, type, side, amount, price, params)
elif market['spot']:
return self.create_spot_order(symbol, type, side, amount, price, params)
elif market['contract']:
return self.create_contract_order(symbol, type, side, amount, price, params)
else:
raise NotSupported(self.id + ' createOrder() does not support market ' + market['type'])
def create_spot_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
"""
helper method for creating spot orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/add-order
https://www.kucoin.com/docs-new/rest/spot-trading/orders/add-order-sync
https://www.kucoin.com/docs-new/rest/spot-trading/orders/add-order-test
https://www.kucoin.com/docs-new/rest/spot-trading/orders/add-stop-order
https://www.kucoin.com/docs-new/rest/margin-trading/orders/add-order
https://www.kucoin.com/docs-new/rest/margin-trading/orders/add-order-test
https://www.kucoin.com/docs-new/rest/margin-trading/orders/add-stop-order
:param str symbol: Unified CCXT market symbol
:param str type: 'limit' or 'market'
:param str side: 'buy' or 'sell'
:param float amount: the amount of currency to trade
:param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
:param dict [params]: extra parameters specific to the exchange API endpoint
:param float [params.triggerPrice]: The price at which a trigger order is triggered at
:param str [params.marginMode]: 'cross', # cross(cross mode) and isolated(isolated mode), set to cross by default, the isolated mode will be released soon, stay tuned
:param str [params.timeInForce]: GTC, GTT, IOC, or FOK, default is GTC, limit orders only
:param bool [params.postOnly]: Post only flag, invalid when timeInForce is IOC or FOK
EXCHANGE SPECIFIC PARAMETERS
:param str [params.clientOid]: client order id, defaults to uuid if not passed
:param str [params.remark]: remark for the order, length cannot exceed 100 utf8 characters
:param str [params.tradeType]: 'TRADE', # TRADE, MARGIN_TRADE # not used with margin orders
limit orders ---------------------------------------------------
:param float [params.cancelAfter]: long, # cancel after n seconds, requires timeInForce to be GTT
:param bool [params.hidden]: False, # Order will not be displayed in the order book
:param bool [params.iceberg]: False, # Only a portion of the order is displayed in the order book
:param str [params.visibleSize]: self.amount_to_precision(symbol, visibleSize), # The maximum visible size of an iceberg order
market orders --------------------------------------------------
:param str [params.funds]: # Amount of quote currency to use
stop orders ----------------------------------------------------
:param str [params.stop]: Either loss or entry, the default is loss. Requires triggerPrice to be defined
margin orders --------------------------------------------------
:param float [params.leverage]: Leverage size of the order
:param str [params.stp]: '', # self trade prevention, CN, CO, CB or DC
:param bool [params.autoBorrow]: False, # The system will first borrow you funds at the optimal interest rate and then place an order for you
:param bool [params.hf]: False, # True for hf order
:param bool [params.test]: set to True to test an order, no order will be created but the request will be validated
:param bool [params.sync]: set to True to use the hf sync call
:returns dict: an `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
market = self.market(symbol)
testOrder = self.safe_bool(params, 'test', False)
params = self.omit(params, 'test')
hf = None
hf, params = self.handle_hf_and_params(params)
useSync = False
useSync, params = self.handle_option_and_params(params, 'createOrder', 'sync', False)
triggerPrice, stopLossPrice, takeProfitPrice = self.handle_trigger_prices(params)
tradeType = self.safe_string(params, 'tradeType') # keep it for backward compatibility
isTriggerOrder = (triggerPrice or stopLossPrice or takeProfitPrice)
marginResult = self.handle_margin_mode_and_params('createOrder', params)
marginMode = self.safe_string(marginResult, 0)
isMarginOrder = tradeType == 'MARGIN_TRADE' or marginMode is not None
# don't omit anything before calling createOrderRequest
orderRequest = self.create_spot_order_request(symbol, type, side, amount, price, params)
response = None
if testOrder:
if isMarginOrder:
if hf:
response = self.privatePostHfMarginOrderTest(orderRequest)
else:
response = self.privatePostMarginOrderTest(orderRequest)
elif hf:
response = self.privatePostHfOrdersTest(orderRequest)
else:
response = self.privatePostOrdersTest(orderRequest)
elif isTriggerOrder:
if isMarginOrder:
response = self.privatePostHfMarginStopOrder(orderRequest)
else:
response = self.privatePostStopOrder(orderRequest)
elif isMarginOrder:
if hf:
response = self.privatePostHfMarginOrder(orderRequest)
else:
response = self.privatePostMarginOrder(orderRequest)
elif useSync:
response = self.privatePostHfOrdersSync(orderRequest)
elif hf:
response = self.privatePostHfOrders(orderRequest)
else:
response = self.privatePostOrders(orderRequest)
#
# {
# "code": "200000",
# "data": {
# "orderId": "5bd6e9286d99522a52e458de"
# }
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_order(data, market)
def create_spot_order_request(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
market = self.market(symbol)
# required param, cannot be used twice
clientOrderId = self.safe_string_2(params, 'clientOid', 'clientOrderId', self.uuid())
params = self.omit(params, ['clientOid', 'clientOrderId'])
request: dict = {
'clientOid': clientOrderId,
'side': side,
'symbol': market['id'],
'type': type, # limit or market
}
quoteAmount = self.safe_number_2(params, 'cost', 'funds')
amountString = None
costString = None
marginMode = None
marginMode, params = self.handle_margin_mode_and_params('createOrder', params)
if type == 'market':
if quoteAmount is not None:
params = self.omit(params, ['cost', 'funds'])
# kucoin uses base precision even for quote values
costString = self.market_order_amount_to_precision(symbol, quoteAmount)
request['funds'] = costString
else:
amountString = self.amount_to_precision(symbol, amount)
request['size'] = self.amount_to_precision(symbol, amount)
else:
amountString = self.amount_to_precision(symbol, amount)
request['size'] = amountString
request['price'] = self.price_to_precision(symbol, price)
tradeType = self.safe_string(params, 'tradeType') # keep it for backward compatibility
triggerPrice, stopLossPrice, takeProfitPrice = self.handle_trigger_prices(params)
isTriggerOrder = (triggerPrice or stopLossPrice or takeProfitPrice)
isMarginOrder = tradeType == 'MARGIN_TRADE' or marginMode is not None
params = self.omit(params, ['stopLossPrice', 'takeProfitPrice', 'triggerPrice', 'stopPrice'])
if isTriggerOrder:
if triggerPrice:
request['stopPrice'] = self.price_to_precision(symbol, triggerPrice)
elif stopLossPrice or takeProfitPrice:
if stopLossPrice:
request['stop'] = 'entry' if (side == 'buy') else 'loss'
request['stopPrice'] = self.price_to_precision(symbol, stopLossPrice)
else:
request['stop'] = 'loss' if (side == 'buy') else 'entry'
request['stopPrice'] = self.price_to_precision(symbol, takeProfitPrice)
if marginMode == 'isolated':
raise BadRequest(self.id + ' createOrder does not support isolated margin for stop orders')
elif marginMode == 'cross':
request['tradeType'] = self.options['marginModes'][marginMode]
elif isMarginOrder:
if marginMode == 'isolated':
request['marginModel'] = 'isolated'
postOnly = None
postOnly, params = self.handle_post_only(type == 'market', False, params)
if postOnly:
request['postOnly'] = True
return self.extend(request, params)
def market_order_amount_to_precision(self, symbol: str, amount):
market = self.market(symbol)
result = self.decimal_to_precision(amount, TRUNCATE, market['info']['quoteIncrement'], self.precisionMode, self.paddingMode)
if result == '0':
raise InvalidOrder(self.id + ' amount of ' + market['symbol'] + ' must be greater than minimum amount precision of ' + self.number_to_string(market['precision']['amount']))
return result
def create_contract_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
"""
helper method for creating contract orders
https://www.kucoin.com/docs-new/rest/futures-trading/orders/add-order
https://www.kucoin.com/docs-new/rest/futures-trading/orders/add-order-test
https://www.kucoin.com/docs-new/rest/futures-trading/orders/add-take-profit-and-stop-loss-order
:param str symbol: Unified CCXT market symbol
:param str type: 'limit' or 'market'
:param str side: 'buy' or 'sell'
:param float amount: the amount of currency to trade
:param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
:param dict [params]: extra parameters specific to the exchange API endpoint
:param dict [params.takeProfit]: *takeProfit object in params* containing the triggerPrice at which the attached take profit order will be triggered and the triggerPriceType
:param dict [params.stopLoss]: *stopLoss object in params* containing the triggerPrice at which the attached stop loss order will be triggered and the triggerPriceType
:param float [params.triggerPrice]: The price a trigger order is triggered at
:param float [params.stopLossPrice]: price to trigger stop-loss orders
:param float [params.takeProfitPrice]: price to trigger take-profit orders
:param bool [params.reduceOnly]: A mark to reduce the position size only. Set to False by default. Need to set the position size when reduceOnly is True.
:param str [params.timeInForce]: GTC, GTT, IOC, or FOK, default is GTC, limit orders only
:param bool [params.postOnly]: Post only flag, invalid when timeInForce is IOC or FOK
:param float [params.cost]: the cost of the order in units of USDT
:param str [params.marginMode]: 'cross' or 'isolated', default is 'isolated'
:param bool [params.hedged]: *swap and future only* True for hedged mode, False for one way mode, default is False
----------------- Exchange Specific Parameters -----------------
:param float [params.leverage]: Leverage size of the order(mandatory param in request, default is 1)
:param str [params.clientOid]: client order id, defaults to uuid if not passed
:param str [params.remark]: remark for the order, length cannot exceed 100 utf8 characters
:param str [params.stop]: 'up' or 'down', the direction the triggerPrice is triggered from, requires triggerPrice. down: Triggers when the price reaches or goes below the triggerPrice. up: Triggers when the price reaches or goes above the triggerPrice.
:param str [params.triggerPriceType]: "last", "mark", "index" - defaults to "mark"
:param str [params.stopPriceType]: exchange-specific alternative for triggerPriceType: TP, IP or MP
:param bool [params.closeOrder]: set to True to close position
:param bool [params.test]: set to True to use the test order endpoint(does not submit order, use to validate params)
:param bool [params.forceHold]: A mark to forcely hold the funds for an order, even though it's an order to reduce the position size. This helps the order stay on the order book and not get canceled when the position size changes. Set to False by default.\
:param str [params.positionSide]: *swap and future only* hedged two-way position side, LONG or SHORT
:returns dict: an `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
market = self.market(symbol)
testOrder = self.safe_bool(params, 'test', False)
params = self.omit(params, 'test')
hasTpOrSlOrder = (self.safe_value(params, 'stopLoss') is not None) or (self.safe_value(params, 'takeProfit') is not None)
orderRequest = self.create_contract_order_request(symbol, type, side, amount, price, params)
response = None
if testOrder:
response = self.futuresPrivatePostOrdersTest(orderRequest)
else:
if hasTpOrSlOrder:
response = self.futuresPrivatePostStOrders(orderRequest)
else:
response = self.futuresPrivatePostOrders(orderRequest)
#
# {
# "code": "200000",
# "data": {
# "orderId": "619717484f1d010001510cde",
# },
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_order(data, market)
def create_contract_order_request(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
market = self.market(symbol)
# required param, cannot be used twice
clientOrderId = self.safe_string_2(params, 'clientOid', 'clientOrderId', self.uuid())
params = self.omit(params, ['clientOid', 'clientOrderId'])
request: dict = {
'clientOid': clientOrderId,
'side': side,
'symbol': market['id'],
'type': type, # limit or market
'leverage': 1,
}
marginModeUpper = self.safe_string_upper(params, 'marginMode')
if marginModeUpper is not None:
params = self.omit(params, 'marginMode')
request['marginMode'] = marginModeUpper
cost = self.safe_string(params, 'cost')
params = self.omit(params, 'cost')
if cost is not None:
request['valueQty'] = self.cost_to_precision(symbol, cost)
else:
if amount < 1:
raise InvalidOrder(self.id + ' createOrder() minimum contract order amount is 1')
request['size'] = int(self.amount_to_precision(symbol, amount))
triggerPrice, stopLossPrice, takeProfitPrice = self.handle_trigger_prices(params)
stopLoss = self.safe_dict(params, 'stopLoss')
takeProfit = self.safe_dict(params, 'takeProfit')
hasStopLoss = stopLoss is not None
hasTakeProfit = takeProfit is not None
# isTpAndSl = stopLossPrice and takeProfitPrice
triggerPriceTypes: dict = {
'mark': 'MP',
'last': 'TP',
'index': 'IP',
}
triggerPriceType = self.safe_string(params, 'triggerPriceType', 'mark')
triggerPriceTypeValue = self.safe_string(triggerPriceTypes, triggerPriceType, triggerPriceType)
params = self.omit(params, ['stopLossPrice', 'takeProfitPrice', 'triggerPrice', 'stopPrice', 'takeProfit', 'stopLoss'])
if triggerPrice:
request['stop'] = 'up' if (side == 'buy') else 'down'
request['stopPrice'] = self.price_to_precision(symbol, triggerPrice)
request['stopPriceType'] = triggerPriceTypeValue
elif hasStopLoss or hasTakeProfit:
priceType = triggerPriceTypeValue
if hasStopLoss:
slPrice = self.safe_string_2(stopLoss, 'triggerPrice', 'stopPrice')
request['triggerStopDownPrice'] = self.price_to_precision(symbol, slPrice)
priceType = self.safe_string(stopLoss, 'triggerPriceType', 'mark')
priceType = self.safe_string(triggerPriceTypes, priceType, priceType)
if hasTakeProfit:
tpPrice = self.safe_string_2(takeProfit, 'triggerPrice', 'takeProfitPrice')
request['triggerStopUpPrice'] = self.price_to_precision(symbol, tpPrice)
priceType = self.safe_string(takeProfit, 'triggerPriceType', 'mark')
priceType = self.safe_string(triggerPriceTypes, priceType, priceType)
request['stopPriceType'] = priceType
elif stopLossPrice or takeProfitPrice:
if stopLossPrice:
request['stop'] = 'up' if (side == 'buy') else 'down'
request['stopPrice'] = self.price_to_precision(symbol, stopLossPrice)
else:
request['stop'] = 'down' if (side == 'buy') else 'up'
request['stopPrice'] = self.price_to_precision(symbol, takeProfitPrice)
request['reduceOnly'] = True
request['stopPriceType'] = triggerPriceTypeValue
uppercaseType = type.upper()
timeInForce = self.safe_string_upper(params, 'timeInForce')
if uppercaseType == 'LIMIT':
if price is None:
raise ArgumentsRequired(self.id + ' createOrder() requires a price argument for limit orders')
else:
request['price'] = self.price_to_precision(symbol, price)
if timeInForce is not None:
request['timeInForce'] = timeInForce
postOnly = None
postOnly, params = self.handle_post_only(type == 'market', False, params)
if postOnly:
request['postOnly'] = True
hidden = self.safe_value(params, 'hidden')
if postOnly and (hidden is not None):
raise BadRequest(self.id + ' createOrder() does not support the postOnly parameter together with a hidden parameter')
iceberg = self.safe_value(params, 'iceberg')
if iceberg:
visibleSize = self.safe_value(params, 'visibleSize')
if visibleSize is None:
raise ArgumentsRequired(self.id + ' createOrder() requires a visibleSize parameter for iceberg orders')
reduceOnly = self.safe_bool(params, 'reduceOnly', False)
hedged = None
hedged, params = self.handle_param_bool(params, 'hedged', False)
if reduceOnly:
request['reduceOnly'] = reduceOnly
if hedged:
reduceOnlyPosSide = 'LONG' if (side == 'sell') else 'SHORT'
request['positionSide'] = reduceOnlyPosSide
else:
if hedged:
posSide = 'LONG' if (side == 'buy') else 'SHORT'
request['positionSide'] = posSide
params = self.omit(params, ['timeInForce', 'stopPrice', 'triggerPrice', 'stopLossPrice', 'takeProfitPrice', 'reduceOnly', 'hedged']) # Time in force only valid for limit orders, exchange error when gtc for market orders
return self.extend(request, params)
def create_uta_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
"""
helper method for creating uta orders
https://www.kucoin.com/docs-new/rest/ua/place-order
:param str symbol: Unified CCXT market symbol
:param str type: 'limit' or 'market'
:param str side: 'buy' or 'sell'
:param float amount: the amount of currency to trade
:param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.clientOrderId]: client order id, defaults to uuid if not passed
:param float [params.cost]: the cost of the order in units of quote currency
:param str [params.timeInForce]: GTC, GTD, IOC, FOK or PO
:param bool [params.postOnly]: Post only flag, invalid when timeInForce is IOC or FOK(default is False)
:param bool [params.reduceOnly]: *contract markets only* A mark to reduce the position size only. Set to False by default
:param float [params.triggerPrice]: The price a trigger order is triggered at
:param str [params.triggerDirection]: 'ascending' or 'descending', the direction the triggerPrice is triggered from, requires triggerPrice
:param str [params.triggerPriceType]: *contract markets only* "last", "mark", "index" - defaults to "mark"
:param float [params.stopLossPrice]: price to trigger stop-loss orders
:param float [params.takeProfitPrice]: price to trigger take-profit orders
:param str [params.marginMode]: 'cross' or 'isolated',(default is 'cross' for margin orders, default is 'isolated' for contract orders)
Exchange-specific parameters -------------------------------------------------
:param str [params.accountMode]: 'unified' or 'classic', default is 'unified'
:param str [params.stp]: '', # self trade prevention, CN, CO, CB or DC
:param int [params.cancelAfter]: - Cancel After N Seconds(Calculated from the time of entering the matching engine), only effective when timeInForce is GTD
:param str [params.sizeUnit]: *contracts only* 'BASECCY'(amount of base currency) or 'UNIT'(number of contracts), default is 'UNIT'
Classic account parameters
:param bool [params.autoBorrow]: *classic margin orders only*
:param bool [params.autoRepay]: *classic margin orders only*
:param str [params.hedged]: *classic contract orders only* True for hedged mode, False for one way mode, default is False
:param int [params.leverage]: *classic contract orders with isolated marginMode only* Leverage size of the order
:returns dict: an `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
request = self.create_uta_order_request(symbol, type, side, amount, price, params)
response = self.utaPrivatePostAccountModeOrderPlace(request)
#
# {
# "code": "200000",
# "data": {
# "orderId": "426319129738321920",
# "tradeType": "SPOT",
# "ts": 1774455603216000000,
# "clientOid": "b896c118-a674-4863-baf4-a9ea3cd696c5"
# }
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_order(data)
def create_uta_order_request(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
market = self.market(symbol)
isSpot = market['spot']
isContract = market['contract']
accountMode = 'unified'
accountMode, params = self.handle_option_and_params(params, 'createOrder', 'accountMode', accountMode)
isUnified = (accountMode == 'unified')
marginMode = None
marginMode, params = self.handle_margin_mode_and_params('createOrder', params)
marginModeDefined = (marginMode is not None)
tradeType = self.handle_trade_type(isContract, marginMode, isUnified, params)
clientOrderId = self.safe_string_2(params, 'clientOid', 'clientOrderId', self.uuid())
params = self.omit(params, ['clientOid', 'clientOrderId'])
request: dict = {
'accountMode': accountMode, # 'unified' or 'classic',
'tradeType': tradeType, # 'SPOT', 'FUTURES', 'MARGIN', 'ISOLATED' or 'CROSS'
'clientOid': clientOrderId,
'symbol': market['id'],
# 'triggerDirection'- 'UP' or 'DOWN(required for trigger orders, supported for classic-FUTURES and unified-SPOT and unified-FUTURES)
# 'triggerPriceType' - 'TP', 'IP', 'MP'(required for trigger orders, supported for classic-FUTURES and unified-SPOT and unified-FUTURES)
# 'triggerPrice'(required for trigger orders)
'side': side.upper(),
'orderType': type.upper(),
# 'size'
# 'sizeUnit' - 'BASECCY', 'QUOTECCY'(for market SPOT) or 'UNIT'(for unified-FUTURES)
# 'price'
# 'timeInForce' - 'GTC', 'IOC', 'FOK', 'GTT' or 'RPI'(GTT is not supported for FUTURES)
# 'postOnly'
# 'reduceOnly'(only for FUTURES)
# 'stp' - 'CN', 'CO', 'CB' or 'DC'(DC is not supported for FUTURES)
# 'cancelAfter' - time in seconds(only valid when timeInForce is GTT, not supported for FUTURES)
# 'tags'
# 'autoBorrow'(only for classic-CROSS and classic-ISOLATED)
# 'autoRepay'(only for classic-CROSS and classic-ISOLATED)
# 'positionSide' - 'BOTH', 'LONG' or 'SHORT'(only for classic-FUTURES)
# 'marginMode' - 'ISOLATED' or 'CROSS'(only for classic-FUTURES, default is 'ISOLATED')
# 'leverage'(only for classic-FUTURES-ISOLATED, required)
# 'tpTriggerPriceType' - 'TP', 'IP', 'MP'(only for unified-FUTURES and classic-FUTURES)
# 'tpTriggerPrice'(only for unified-FUTURES and classic-FUTURES)
# 'slTriggerPriceType' - 'TP', 'IP', 'MP'(only for unified-FUTURES and classic-FUTURES)
# 'slTriggerPrice'(only for unified-FUTURES and classic-FUTURES)
}
if tradeType is not None:
request['tradeType'] = tradeType
request['clientOid'] = clientOrderId
isMarketOrder = (type == 'market')
cost = self.safe_string(params, 'cost')
if cost is not None:
params = self.omit(params, 'cost')
if isSpot and isMarketOrder:
request['sizeUnit'] = 'QUOTECCY'
request['size'] = self.market_order_amount_to_precision(symbol, cost)
else:
raise NotSupported(self.id + ' createOrder() with cost is supported for spot market orders only')
else:
sizeUnit = 'BASECCY'
if isContract:
sizeUnit, params = self.handle_option_and_params(params, 'createOrder', 'sizeUnit', 'UNIT')
request['sizeUnit'] = sizeUnit
request['size'] = self.amount_to_precision(symbol, amount)
if not isMarketOrder:
request['price'] = self.price_to_precision(symbol, price)
postOnly = None
postOnly, params = self.handle_post_only(isMarketOrder, False, params)
timeInForce = self.handle_time_in_force(params)
if (timeInForce is not None):
params = self.omit(params, 'timeInForce')
request['timeInForce'] = timeInForce
if postOnly:
request['postOnly'] = True
if isContract:
if not isUnified:
if marginModeDefined:
request['marginMode'] = marginMode.upper()
if marginMode == 'isolated':
leverage = self.safe_integer(params, 'leverage')
if leverage is None:
request['leverage'] = 1
reduceOnly = self.safe_bool(params, 'reduceOnly', False)
hedged = False
hedged, params = self.handle_param_bool(params, 'hedged', hedged)
if hedged:
positionSide = 'LONG' if (side == 'buy') else 'SHORT'
if reduceOnly:
positionSide = 'SHORT' if (positionSide == 'LONG') else 'LONG'
request['positionSide'] = positionSide
# handling with coinditional orders
triggerPrice, stopLossPrice, takeProfitPrice = self.handle_trigger_prices(params)
stopLoss = self.safe_dict(params, 'stopLoss')
takeProfit = self.safe_dict(params, 'takeProfit')
hasStopLoss = stopLoss is not None
hasTakeProfit = takeProfit is not None
triggerPriceTypes: dict = {
'mark': 'MP',
'last': 'TP',
'index': 'IP',
}
if triggerPrice:
triggerDirection = self.safe_string(params, 'triggerDirection')
if triggerDirection is None:
raise ArgumentsRequired(self.id + ' createOrder() requires a triggerDirection parameter for trigger orders. Provide params.tringgerDirection or use params.stopLossPrice or params.takeProfitPrice instead of params.triggerPrice')
request['triggerDirection'] = 'UP' if (triggerDirection == 'ascending') else 'DOWN'
request['triggerPrice'] = self.price_to_precision(symbol, triggerPrice)
elif hasStopLoss or hasTakeProfit:
if not isContract:
raise NotSupported(self.id + ' createOrder() stopLoss and takeProfit parameters are only supported for contract orders')
if hasStopLoss:
slTriggerPrice = self.safe_string_2(stopLoss, 'triggerPrice', 'stopPrice')
slTriggerPriceType = self.safe_string(stopLoss, 'triggerPriceType', 'mark')
request['slTriggerPrice'] = self.price_to_precision(symbol, slTriggerPrice)
request['slTriggerPriceType'] = self.safe_string(triggerPriceTypes, slTriggerPriceType, slTriggerPriceType)
if hasTakeProfit:
tpTriggerPrice = self.safe_string_2(takeProfit, 'triggerPrice', 'takeProfitPrice')
tpTriggerPriceType = self.safe_string(takeProfit, 'triggerPriceType', 'mark')
request['tpTriggerPrice'] = self.price_to_precision(symbol, tpTriggerPrice)
request['tpTriggerPriceType'] = self.safe_string(triggerPriceTypes, tpTriggerPriceType, tpTriggerPriceType)
elif stopLossPrice or takeProfitPrice:
if stopLossPrice:
request['triggerDirection'] = 'UP' if (side == 'buy') else 'DOWN'
request['triggerPrice'] = self.price_to_precision(symbol, stopLossPrice)
if isContract:
stopLossPriceType = self.safe_string_2(params, 'stopLossPriceType', 'triggerPriceType', 'mark')
request['triggerPriceType'] = self.safe_string(triggerPriceTypes, stopLossPriceType, stopLossPriceType)
else:
request['triggerDirection'] = 'DOWN' if (side == 'buy') else 'UP'
request['triggerPrice'] = self.price_to_precision(symbol, takeProfitPrice)
if isContract:
takeProfitPriceType = self.safe_string_2(params, 'takeProfitPriceType', 'triggerPriceType', 'mark')
request['triggerPriceType'] = self.safe_string(triggerPriceTypes, takeProfitPriceType, takeProfitPriceType)
params = self.omit(params, ['triggerPrice', 'stopLossPrice', 'takeProfitPrice', 'stopPriceType', 'stopLossPriceType', 'takeProfitPriceType', 'triggerPriceType', 'triggerDirection', 'stopLoss', 'takeProfit', 'hedged'])
return self.extend(request, params)
def create_market_order_with_cost(self, symbol: str, side: OrderSide, cost: float, params={}):
"""
create a market order by providing the symbol, side and cost
https://www.kucoin.com/docs-new/rest/spot-trading/orders/add-order
https://www.kucoin.com/docs-new/rest/futures-trading/orders/add-order
:param str symbol: unified symbol of the market to create an order in
:param str side: 'buy' or 'sell'
:param float cost: how much you want to trade in units of the quote currency
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: an `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
req = {
'cost': cost,
}
return self.create_order(symbol, 'market', side, cost, None, self.extend(req, params))
def create_market_buy_order_with_cost(self, symbol: str, cost: float, params={}):
"""
create a market buy order by providing the symbol and cost
https://www.kucoin.com/docs-new/rest/spot-trading/orders/add-order
https://www.kucoin.com/docs-new/rest/futures-trading/orders/add-order
:param str symbol: unified symbol of the market to create an order in
:param float cost: how much you want to trade in units of the quote currency
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: an `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
return self.create_market_order_with_cost(symbol, 'buy', cost, params)
def create_market_sell_order_with_cost(self, symbol: str, cost: float, params={}):
"""
create a market sell order by providing the symbol and cost
https://www.kucoin.com/docs-new/rest/spot-trading/orders/add-order
https://www.kucoin.com/docs-new/rest/futures-trading/orders/add-order
:param str symbol: unified symbol of the market to create an order in
:param float cost: how much you want to trade in units of the quote currency
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: an `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
return self.create_market_order_with_cost(symbol, 'sell', cost, params)
def create_orders(self, orders: List[OrderRequest], params={}):
"""
create a list of trade orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/batch-add-orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/batch-add-orders-sync
:param Array orders: list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
:param dict [params]: extra parameters specific to the exchange API endpoint
Check createSpotOrders() and createContractOrders() for more details on the extra parameters that can be used in params
:returns dict: an `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
isSpot = False
isContract = False
for i in range(0, len(orders)):
order = self.safe_dict(orders, i)
symbol = self.safe_string(order, 'symbol')
market = self.market(symbol)
if market['spot']:
isSpot = True
elif market['contract']:
isContract = True
if isSpot and isContract:
raise BadRequest(self.id + ' createOrders() requires all orders to be either spot or contract')
elif isSpot:
return self.create_spot_orders(orders, params)
elif isContract:
return self.create_contract_orders(orders, params)
else:
raise NotSupported(self.id + ' createOrders() does not support the markets of the orders provided')
def create_spot_orders(self, orders: List[OrderRequest], params={}):
"""
helper method for creating spot orders in batch
https://www.kucoin.com/docs-new/rest/spot-trading/orders/batch-add-orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/batch-add-orders-sync
https://www.kucoin.com/docs-new/rest/futures-trading/orders/batch-add-orders
:param Array orders: list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
:param dict [params]: extra parameters specific to the exchange API endpoint
:param bool [params.hf]: False, # True for hf orders
:param bool [params.sync]: False, # True to use the hf sync call
:returns dict: an `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
ordersRequests = []
symbol = None
for i in range(0, len(orders)):
rawOrder = orders[i]
marketId = self.safe_string(rawOrder, 'symbol')
if symbol is None:
symbol = marketId
else:
if symbol != marketId:
raise BadRequest(self.id + ' createOrders() requires all orders to have the same symbol')
type = self.safe_string(rawOrder, 'type')
if type != 'limit':
raise BadRequest(self.id + ' createOrders() only supports limit orders')
side = self.safe_string(rawOrder, 'side')
amount = self.safe_value(rawOrder, 'amount')
price = self.safe_value(rawOrder, 'price')
orderParams = self.safe_value(rawOrder, 'params', {})
orderRequest = self.create_spot_order_request(marketId, type, side, amount, price, orderParams)
ordersRequests.append(orderRequest)
market = self.market(symbol)
request: dict = {
'symbol': market['id'],
'orderList': ordersRequests,
}
hf = None
hf, params = self.handle_hf_and_params(params)
useSync = False
useSync, params = self.handle_option_and_params(params, 'createOrders', 'sync', False)
response = None
if useSync:
response = self.privatePostHfOrdersMultiSync(self.extend(request, params))
elif hf:
response = self.privatePostHfOrdersMulti(self.extend(request, params))
else:
response = self.privatePostOrdersMulti(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "data": [
# {
# "symbol": "LTC-USDT",
# "type": "limit",
# "side": "sell",
# "price": "90",
# "size": "0.1",
# "funds": null,
# "stp": "",
# "stop": "",
# "stopPrice": null,
# "timeInForce": "GTC",
# "cancelAfter": 0,
# "postOnly": False,
# "hidden": False,
# "iceberge": False,
# "iceberg": False,
# "visibleSize": null,
# "channel": "API",
# "id": "6539148443fcf500079d15e5",
# "status": "success",
# "failMsg": null,
# "clientOid": "5c4c5398-8ab2-4b4e-af8a-e2d90ad2488f"
# },
# }
#
data = self.safe_dict(response, 'data', {})
data = self.safe_list(data, 'data', [])
return self.parse_orders(data)
def create_contract_orders(self, orders: List[OrderRequest], params={}):
"""
helper method for creating contract orders in batch
https://www.kucoin.com/docs-new/rest/futures-trading/orders/batch-add-orders
:param Array orders: list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: an `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
ordersRequests = []
for i in range(0, len(orders)):
rawOrder = orders[i]
symbol = self.safe_string(rawOrder, 'symbol')
market = self.market(symbol)
type = self.safe_string(rawOrder, 'type')
side = self.safe_string(rawOrder, 'side')
amount = self.safe_value(rawOrder, 'amount')
price = self.safe_value(rawOrder, 'price')
orderParams = self.safe_value(rawOrder, 'params', {})
orderRequest = self.create_contract_order_request(market['id'], type, side, amount, price, orderParams)
ordersRequests.append(orderRequest)
response = self.futuresPrivatePostOrdersMulti(ordersRequests)
#
# {
# "code": "200000",
# "data": [
# {
# "orderId": "135241412609331200",
# "clientOid": "3d8fcc13-0b13-447f-ad30-4b3441e05213",
# "symbol": "LTCUSDTM",
# "code": "200000",
# "msg": "success"
# },
# {
# "orderId": "135241412747743234",
# "clientOid": "b878c7ee-ae3e-4d63-a20b-038acbb7306f",
# "symbol": "LTCUSDTM",
# "code": "200000",
# "msg": "success"
# }
# ]
# }
#
data = self.safe_list(response, 'data', [])
return self.parse_orders(data)
def edit_order(self, id: str, symbol: str, type: OrderType, side: OrderSide, amount: Num = None, price: Num = None, params={}):
"""
edit an order, kucoin currently only supports the modification of HF orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/modify-order
:param str id: order id
:param str symbol: unified symbol of the market to create an order in
:param str type: not used
:param str side: not used
:param float amount: how much of the currency you want to trade in units of the base currency
:param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.clientOrderId]: client order id, defaults to id if not passed
:returns dict: an `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
market = self.market(symbol)
request: dict = {
'symbol': market['id'],
}
clientOrderId = self.safe_string_2(params, 'clientOid', 'clientOrderId')
if clientOrderId is not None:
request['clientOid'] = clientOrderId
else:
request['orderId'] = id
if amount is not None:
request['newSize'] = self.amount_to_precision(symbol, amount)
if price is not None:
request['newPrice'] = self.price_to_precision(symbol, price)
response = self.privatePostHfOrdersAlter(self.extend(request, params))
#
# {
# "code":"200000",
# "data":{
# "newOrderId":"6478d7a6c883280001e92d8b"
# }
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_order(data, market)
def cancel_order(self, id: str, symbol: Str = None, params={}):
"""
cancels an open order
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-order-by-orderld
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-order-by-orderld-sync
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-order-by-clientoid
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-order-by-clientoid-sync
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-stop-order-by-clientoid
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-stop-order-by-orderld
https://www.kucoin.com/docs-new/rest/margin-trading/orders/cancel-order-by-orderld
https://www.kucoin.com/docs-new/rest/margin-trading/orders/cancel-order-by-clientoid
https://www.kucoin.com/docs-new/rest/margin-trading/orders/cancel-stop-order-by-orderld
https://www.kucoin.com/docs-new/rest/margin-trading/orders/cancel-stop-order-by-clientoid
https://www.kucoin.com/docs-new/rest/futures-trading/orders/cancel-order-by-orderld
https://www.kucoin.com/docs-new/rest/futures-trading/orders/cancel-order-by-clientoid
https://www.kucoin.com/docs-new/rest/ua/cancel-order
:param str id: order id
:param str symbol: unified symbol of the market the order was made in
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.type]: 'spot' or 'swap', used if symbol is not provided(default is 'spot')
:param str [params.marginMode]: *spot only* 'cross' or 'isolated'
:param boolean [params.uta]: True for cancelling order with unified account endpoint(default is False)
Check cancelSpotOrder() and cancelContractOrder() for more details on the extra parameters that can be used in params
:returns: Response from the exchange
"""
self.load_markets()
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'cancelOrder', 'uta', uta)
if uta:
return self.cancel_uta_order(id, symbol, params)
marketType = None
market = None
if symbol is not None:
market = self.market(symbol)
marketType, params = self.handle_market_type_and_params('cancelOrder', market, params)
if (marketType == 'spot') or (marketType == 'margin'):
return self.cancel_spot_order(id, symbol, params)
else:
return self.cancel_contract_order(id, symbol, params)
def cancel_spot_order(self, id: str, symbol: Str = None, params={}):
"""
helper method for cancelling spot orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-order-by-orderld
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-order-by-orderld-sync
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-order-by-clientoid
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-order-by-clientoid-sync
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-stop-order-by-clientoid
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-stop-order-by-orderld
https://www.kucoin.com/docs-new/rest/margin-trading/orders/cancel-order-by-orderld
https://www.kucoin.com/docs-new/rest/margin-trading/orders/cancel-order-by-clientoid
https://www.kucoin.com/docs-new/rest/margin-trading/orders/cancel-stop-order-by-orderld
https://www.kucoin.com/docs-new/rest/margin-trading/orders/cancel-stop-order-by-clientoid
:param str id: order id
:param str symbol: unified symbol of the market the order was made in
:param dict [params]: extra parameters specific to the exchange API endpoint
:param bool [params.trigger]: True if cancelling a stop order
:param bool [params.hf]: False, # True for hf order
:param bool [params.sync]: False, # True to use the hf sync call
:param str [params.marginMode]: 'cross' or 'isolated'
:returns: Response from the exchange
"""
self.load_markets()
request: dict = {}
clientOrderId = self.safe_string_2(params, 'clientOid', 'clientOrderId')
trigger = self.safe_bool_2(params, 'stop', 'trigger', False)
hf = None
hf, params = self.handle_hf_and_params(params)
useSync = False
useSync, params = self.handle_option_and_params(params, 'cancelOrder', 'sync', False)
marginMode = None
marginMode, params = self.handle_margin_mode_and_params('createOrder', params)
tradeType = self.safe_string(params, 'tradeType') # keep it for backward compatibility
isMarginOrder = tradeType == 'MARGIN_TRADE' or marginMode is not None
if hf or useSync or isMarginOrder:
if not trigger:
if symbol is None:
raise ArgumentsRequired(self.id + ' cancelOrder() requires a symbol parameter for hf orders')
market = self.market(symbol)
request['symbol'] = market['id']
response = None
params = self.omit(params, ['clientOid', 'clientOrderId', 'stop', 'trigger', 'tradeType'])
if clientOrderId is not None:
request['clientOid'] = clientOrderId
if trigger:
if isMarginOrder:
response = self.privateDeleteHfMarginStopOrderCancelByClientOid(self.extend(request, params))
data = self.safe_dict(response, 'data')
orderIds = self.safe_list(data, 'cancelledOrderIds', [])
orderId = self.safe_string(orderIds, 0)
return self.safe_order({
'info': data,
'id': orderId,
})
else:
#
# {
# code: '200000',
# data: {
# cancelledOrderId: 'vs8lgpiuao41iaft003khbbk',
# clientOid: '123456'
# }
# }
#
response = self.privateDeleteStopOrderCancelOrderByClientOid(self.extend(request, params))
elif isMarginOrder:
response = self.privateDeleteHfMarginOrdersClientOrderClientOid(self.extend(request, params))
elif useSync:
response = self.privateDeleteHfOrdersSyncClientOrderClientOid(self.extend(request, params))
elif hf:
response = self.privateDeleteHfOrdersClientOrderClientOid(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "clientOid": "6d539dc614db3"
# }
# }
#
else:
response = self.privateDeleteOrderClientOrderClientOid(self.extend(request, params))
#
# {
# code: '200000',
# data: {
# cancelledOrderId: '665e580f6660500007aba341',
# clientOid: '1234567',
# cancelledOcoOrderIds: null
# }
# }
#
response = self.safe_dict(response, 'data')
return self.parse_order(response)
else:
request['orderId'] = id
if trigger:
if isMarginOrder:
response = self.privateDeleteHfMarginStopOrderCancelById(self.extend(request, params))
else:
#
# {
# code: '200000',
# data: {cancelledOrderIds: ['vs8lgpiuaco91qk8003vebu9']}
# }
#
response = self.privateDeleteStopOrderOrderId(self.extend(request, params))
elif isMarginOrder:
response = self.privateDeleteHfMarginOrdersOrderId(self.extend(request, params))
elif useSync:
response = self.privateDeleteHfOrdersSyncOrderId(self.extend(request, params))
elif hf:
response = self.privateDeleteHfOrdersOrderId(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "orderId": "630625dbd9180300014c8d52"
# }
# }
#
response = self.safe_dict(response, 'data')
return self.parse_order(response)
else:
response = self.privateDeleteOrdersOrderId(self.extend(request, params))
#
# {
# code: '200000',
# data: {cancelledOrderIds: ['665e4fbe28051a0007245c41']}
# }
#
data = self.safe_dict(response, 'data')
orderId = self.safe_string(data, 'orderId')
orderIds = self.safe_list(data, 'cancelledOrderIds', [])
orderId = self.safe_string(orderIds, 0, orderId)
return self.safe_order({
'info': data,
'id': orderId,
})
def cancel_contract_order(self, id: str, symbol: Str = None, params={}):
"""
helper method for cancelling contract orders
https://www.kucoin.com/docs-new/rest/futures-trading/orders/cancel-order-by-orderld
https://www.kucoin.com/docs-new/rest/futures-trading/orders/cancel-order-by-clientoid
:param str id: order id
:param str symbol: unified symbol of the market the order was made in
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.clientOrderId]: cancel order by client order id
:returns dict: An `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
clientOrderId = self.safe_string_2(params, 'clientOid', 'clientOrderId')
params = self.omit(params, ['clientOrderId'])
request: dict = {}
response = None
if clientOrderId is not None:
if symbol is None:
raise ArgumentsRequired(self.id + ' cancelOrder() requires a symbol argument when cancelling by clientOrderId')
market = self.market(symbol)
request['symbol'] = market['id']
request['clientOid'] = clientOrderId
response = self.futuresPrivateDeleteOrdersClientOrderClientOid(self.extend(request, params))
else:
request['orderId'] = id
response = self.futuresPrivateDeleteOrdersOrderId(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "cancelledOrderIds": [
# "619714b8b6353000014c505a",
# ],
# },
# }
#
return self.safe_order({'info': response})
def cancel_uta_order(self, id: str, symbol: Str = None, params={}):
"""
helper method for cancelling uta orders
https://www.kucoin.com/docs-new/rest/ua/cancel-order
:param str id: order id
:param str symbol: unified symbol of the market the order was made in
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.accountMode]: 'unified' or 'classic'(default is 'unified')
:param str [params.clientOrderId]: client order id, required if id is not provided
:param str [params.marginMode]: 'cross' or 'isolated', required if fetching a margin order(unified accountMode supports only cross margin)
:returns: Response from the exchange
"""
if symbol is None:
raise ArgumentsRequired(self.id + ' cancelOrder() requires a symbol argument for uta endpoint')
self.load_markets()
request: dict = {}
clientOrderId = self.safe_string_2(params, 'clientOid', 'clientOrderId')
if clientOrderId is not None:
request['clientOid'] = clientOrderId
params = self.omit(params, ['clientOid', 'clientOrderId'])
else:
if id is None:
raise ArgumentsRequired(self.id + ' fetchOrder() requires an id argument or clientOrderId parameter')
request['orderId'] = id
self.load_markets()
market = self.market(symbol)
request['symbol'] = market['id']
accountMode = 'unified'
accountMode, params = self.handle_option_and_params(params, 'fetchOrder', 'accountMode', accountMode)
request['accountMode'] = accountMode
marginMode = None
marginMode, params = self.handle_margin_mode_and_params('fetchOrder', params)
isUnified = (accountMode == 'unified')
tradeType = self.handle_trade_type(market['contract'], marginMode, isUnified, params)
request['tradeType'] = tradeType
response = self.utaPrivatePostAccountModeOrderCancel(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "orderId": "426319129738321920",
# "tradeType": "SPOT",
# "ts": 1774457628105000000,
# "clientOid": "b896c118-a674-4863-baf4-a9ea3cd696c5"
# }
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_order(data, market)
def cancel_all_orders(self, symbol: Str = None, params={}):
"""
cancel all open orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-all-orders-by-symbol
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-all-orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/batch-cancel-stop-orders
https://www.kucoin.com/docs-new/rest/margin-trading/orders/cancel-all-orders-by-symbol
https://www.kucoin.com/docs-new/rest/margin-trading/orders/batch-cancel-stop-orders
https://www.kucoin.com/docs-new/rest/futures-trading/orders/cancel-all-orders
https://www.kucoin.com/docs-new/rest/futures-trading/orders/cancel-all-stop-orders
https://www.kucoin.com/docs-new/rest/ua/batch-cancel-order-by-symbol
:param str symbol: unified market symbol, only orders in the market of self symbol are cancelled when symbol is not None
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.type]: 'spot' or 'swap', used if symbol is not provided(default is 'spot')
:param str [params.marginMode]: *spot only* 'cross' or 'isolated'
:param boolean [params.uta]: True for cancelling orders with unified account endpoint(default is False)
Check cancelAllSpotOrders(), cancelAllContractOrders() and cancelAllUtaOrders() for more details on the extra parameters that can be used in params
:returns: Response from the exchange
"""
self.load_markets()
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'cancelAllOrders', 'uta', uta)
if uta:
return self.cancel_all_uta_orders(symbol, params)
marketType = None
market = None
if symbol is not None:
market = self.market(symbol)
marketType, params = self.handle_market_type_and_params('cancelOrder', market, params)
if (marketType == 'spot') or (marketType == 'margin'):
return self.cancel_all_spot_orders(symbol, params)
else:
return self.cancel_all_contract_orders(symbol, params)
def cancel_all_spot_orders(self, symbol: Str = None, params={}):
"""
helper method for cancelling all spot orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-all-orders-by-symbol
https://www.kucoin.com/docs-new/rest/spot-trading/orders/cancel-all-orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/batch-cancel-stop-orders
https://www.kucoin.com/docs-new/rest/margin-trading/orders/cancel-all-orders-by-symbol
https://www.kucoin.com/docs-new/rest/margin-trading/orders/batch-cancel-stop-orders
:param str symbol: unified market symbol, only orders in the market of self symbol are cancelled when symbol is not None
:param dict [params]: extra parameters specific to the exchange API endpoint
:param bool [params.trigger]: *invalid for isolated margin* True if cancelling all stop orders
:param str [params.marginMode]: 'cross' or 'isolated'
:param str [params.orderIds]: *stop orders only* Comma separated order IDs
:param bool [params.hf]: False, # True for hf order
:returns: Response from the exchange
"""
self.load_markets()
request: dict = {}
trigger = self.safe_bool_2(params, 'trigger', 'stop', False)
hf = None
hf, params = self.handle_hf_and_params(params)
params = self.omit(params, ['stop', 'trigger'])
marginMode, query = self.handle_margin_mode_and_params('cancelAllOrders', params)
isMarginOrders = marginMode is not None
if symbol is not None:
request['symbol'] = self.market_id(symbol)
elif not trigger and isMarginOrders:
raise ArgumentsRequired(self.id + ' cancelAllOrders() requires a symbol argument for margin non-trigger orders')
if isMarginOrders:
request['tradeType'] = self.options['marginModes'][marginMode]
if marginMode == 'isolated' and trigger:
raise BadRequest(self.id + ' cancelAllOrders does not support isolated margin for stop orders')
response = None
if trigger:
if isMarginOrders:
response = self.privateDeleteHfMarginStopOrderCancel(self.extend(request, query))
else:
response = self.privateDeleteStopOrderCancel(self.extend(request, query))
elif isMarginOrders:
response = self.privateDeleteHfMarginOrders(self.extend(request, query))
elif hf:
if symbol is None:
response = self.privateDeleteHfOrdersCancelAll(self.extend(request, query))
else:
response = self.privateDeleteHfOrders(self.extend(request, query))
else:
response = self.privateDeleteOrders(self.extend(request, query))
return [self.safe_order({'info': response})]
def cancel_all_contract_orders(self, symbol: Str = None, params={}):
"""
helper method for cancelling all contract orders
https://www.kucoin.com/docs-new/rest/futures-trading/orders/cancel-all-orders
https://www.kucoin.com/docs-new/rest/futures-trading/orders/cancel-all-stop-orders
:param str symbol: unified market symbol, only orders in the market of self symbol are cancelled when symbol is not None
:param dict [params]: extra parameters specific to the exchange API endpoint
:param dict [params.trigger]: When True, all the trigger orders will be cancelled
:returns: Response from the exchange
"""
self.load_markets()
request: dict = {}
if symbol is not None:
request['symbol'] = self.market_id(symbol)
trigger = self.safe_value_2(params, 'stop', 'trigger')
params = self.omit(params, ['stop', 'trigger'])
response = None
if trigger:
response = self.futuresPrivateDeleteStopOrders(self.extend(request, params))
else:
response = self.futuresPrivateDeleteOrders(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "cancelledOrderIds": [
# "619714b8b6353000014c505a",
# ],
# },
# }
#
data = self.safe_dict(response, 'data')
return [self.safe_order({'info': data})]
def cancel_all_uta_orders(self, symbol: Str = None, params={}):
"""
helper method for cancelling all uta orders
https://www.kucoin.com/docs-new/rest/ua/batch-cancel-order-by-symbol
:param str symbol: unified market symbol, only orders in the market of self symbol are cancelled when symbol is not None
:param dict [params]: extra parameters specific to the exchange API endpoint
:param bool [params.trigger]: True if cancelling all stop orders
:param str [params.marginMode]: 'CROSS' or 'ISOLATED'
:returns: Response from the exchange
"""
if symbol is None:
raise ArgumentsRequired(self.id + ' cancelAllOrders() requires a symbol argument for uta endpoint')
self.load_markets()
market = self.market(symbol)
isContract = market['contract']
tradeType = 'FUTURES' if isContract else 'SPOT'
trigger = False
trigger, params = self.handle_param_bool(params, 'trigger', trigger)
orderFilter = 'ADVANCED' if trigger else 'NORMAL'
request: dict = {
'accountMode': 'unified', # only unified account is supported for batch cancelling orders
'symbol': market['id'],
'tradeType': tradeType,
'orderFilter': orderFilter,
}
response = self.utaPrivatePostAccountModeOrderCancelAll(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "tradeType": "SPOT",
# "ts": 1774458644140000000,
# "items": [
# {
# "orderId": "426328635071352832"
# }
# ]
# }
# }
#
data = self.safe_dict(response, 'data', {})
orders = self.safe_list(data, 'items', [])
return self.parse_orders(orders, market, None, None, {'status': 'canceled'})
def fetch_orders_by_status(self, status, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
"""
fetches a list of orders placed on the exchange
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-open-orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-closed-orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-stop-orders-list
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-open-orders
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-closed-orders
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-stop-order-list
https://www.kucoin.com/docs-new/rest/futures-trading/orders/get-order-list
https://www.kucoin.com/docs-new/rest/futures-trading/orders/get-stop-order-list
https://www.kucoin.com/docs-new/rest/ua/get-open-order-list
https://www.kucoin.com/docs-new/rest/ua/get-order-history
:param str status: 'active' or 'closed', only 'active' is valid for stop orders
:param str symbol: unified symbol for the market to retrieve orders from
:param int [since]: timestamp in ms of the earliest order to retrieve
:param int [limit]: The maximum number of orders to retrieve
:param dict [params]: exchange specific parameters
:param boolean [params.uta]: True for fetch orders with uta endpoint(default is False)
Check fetchSpotOrdersByStatus(), fetchContractOrdersByStatus() and fetchUtaOrdersByStatus() for more details on the extra parameters that can be used in params
:returns: An `array of order structures <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'fetchOrdersByStatus', 'uta', uta)
marketType = None
if symbol is None:
type = self.safe_string(params, 'type') # exchange has specific param for order type
# todo check for better way to determine market type without symbol
if type == 'spot' or type == 'margin' or type == 'swap' or type == 'future' or type == 'contract':
marketType = type
params = self.omit(params, 'type')
else:
methodOptions = self.safe_dict(self.options, 'fetchOrdersByStatus', {})
methodDefaultType = self.safe_string_2(methodOptions, 'defaultType', 'type')
if methodDefaultType is None:
marketType = self.safe_string_2(self.options, 'defaultType', 'type', 'spot')
else:
marketType = methodDefaultType
else:
market = self.market(symbol)
marketType = market['type']
if uta:
params = self.omit(params, 'uta')
params = self.extend(params, {'marketType': marketType})
return self.fetch_uta_orders_by_status(status, symbol, since, limit, params)
elif (marketType == 'spot') or (marketType == 'margin'):
return self.fetch_spot_orders_by_status(status, symbol, since, limit, params)
else:
return self.fetch_contract_orders_by_status(status, symbol, since, limit, params)
def fetch_spot_orders_by_status(self, status, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
"""
fetch a list of spot orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-open-orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-closed-orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-stop-orders-list
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-open-orders
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-closed-orders
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-stop-order-list
:param str status: *not used for stop orders* 'open' or 'closed'
:param str symbol: unified market symbol
:param int [since]: timestamp in ms of the earliest order
:param int [limit]: max number of orders to return
:param dict [params]: exchange specific params
:param int [params.until]: end time in ms
:param str [params.side]: buy or sell
:param str [params.type]: limit, market, limit_stop or market_stop
:param str [params.tradeType]: TRADE for spot trading, MARGIN_TRADE or MARGIN_ISOLATED_TRADE for Margin Trading
:param int [params.currentPage]: *trigger orders only* current page
:param str [params.orderIds]: *trigger orders only* comma separated order ID list
:param bool [params.trigger]: True if fetching a trigger order
:param bool [params.hf]: False, # True for hf order
:param str [params.marginMode]: 'cross' or 'isolated', only for margin orders
:returns: An `array of order structures <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
lowercaseStatus = status.lower()
until = self.safe_integer(params, 'until')
trigger = self.safe_bool_2(params, 'stop', 'trigger', False)
hf = None
hf, params = self.handle_hf_and_params(params)
if hf and (symbol is None):
raise ArgumentsRequired(self.id + ' fetchOrdersByStatus() requires a symbol parameter for hf orders')
params = self.omit(params, ['stop', 'trigger', 'till', 'until'])
marginMode, query = self.handle_margin_mode_and_params('fetchOrdersByStatus', params)
isMarginOrder = marginMode is not None
if lowercaseStatus == 'open':
lowercaseStatus = 'active'
elif lowercaseStatus == 'closed':
lowercaseStatus = 'done'
request: dict = {}
market = None
if symbol is not None:
market = self.market(symbol)
request['symbol'] = market['id']
request['tradeType'] = self.safe_string(self.options['marginModes'], marginMode, 'TRADE')
response = None
if isMarginOrder and lowercaseStatus == 'active' and (not trigger):
# hf margin open non-trigger orders require only symbol and tradeType params
response = self.privateGetHfMarginOrdersActive(self.extend(request, query))
else:
if not isMarginOrder:
request['status'] = lowercaseStatus
if since is not None:
request['startAt'] = since
if limit is not None:
request['pageSize'] = limit
if until:
request['endAt'] = until
if trigger:
if isMarginOrder:
response = self.privateGetHfMarginStopOrders(self.extend(request, query))
else:
response = self.privateGetStopOrder(self.extend(request, query))
elif isMarginOrder:
response = self.privateGetHfMarginOrdersDone(self.extend(request, query))
elif hf:
if lowercaseStatus == 'active':
response = self.privateGetHfOrdersActive(self.extend(request, query))
elif lowercaseStatus == 'done':
response = self.privateGetHfOrdersDone(self.extend(request, query))
else:
response = self.privateGetOrders(self.extend(request, query))
#
# {
# "code": "200000",
# "data": {
# "currentPage": 1,
# "pageSize": 1,
# "totalNum": 153408,
# "totalPage": 153408,
# "items": [
# {
# "id": "5c35c02703aa673ceec2a168", #orderid
# "symbol": "BTC-USDT", #symbol
# "opType": "DEAL", # operation type,deal is pending order,cancel is cancel order
# "type": "limit", # order type,e.g. limit,markrt,stop_limit.
# "side": "buy", # transaction direction,include buy and sell
# "price": "10", # order price
# "size": "2", # order quantity
# "funds": "0", # order funds
# "dealFunds": "0.166", # deal funds
# "dealSize": "2", # deal quantity
# "fee": "0", # fee
# "feeCurrency": "USDT", # charge fee currency
# "stp": "", # self trade prevention,include CN,CO,DC,CB
# "stop": "", # stop type
# "stopTriggered": False, # stop order is triggered
# "stopPrice": "0", # stop price
# "timeInForce": "GTC", # time InForce,include GTC,GTT,IOC,FOK
# "postOnly": False, # postOnly
# "hidden": False, # hidden order
# "iceberg": False, # iceberg order
# "visibleSize": "0", # display quantity for iceberg order
# "cancelAfter": 0, # cancel orders time，requires timeInForce to be GTT
# "channel": "IOS", # order source
# "clientOid": "", # user-entered order unique mark
# "remark": "", # remark
# "tags": "", # tag order source
# "isActive": False, # status before unfilled or uncancelled
# "cancelExist": False, # order cancellation transaction record
# "createdAt": 1547026471000 # time
# },
# ]
# }
# }
listData = self.safe_list(response, 'data')
if listData is not None:
return self.parse_orders(listData, market, since, limit)
responseData = self.safe_dict(response, 'data', {})
orders = self.safe_list(responseData, 'items', [])
return self.parse_orders(orders, market, since, limit)
def fetch_contract_orders_by_status(self, status, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
"""
fetches a list of contract orders placed on the exchange
https://www.kucoin.com/docs-new/rest/futures-trading/orders/get-order-list
https://www.kucoin.com/docs-new/rest/futures-trading/orders/get-stop-order-list
:param str status: 'active' or 'closed', only 'active' is valid for stop orders
:param str symbol: unified symbol for the market to retrieve orders from
:param int [since]: timestamp in ms of the earliest order to retrieve
:param int [limit]: The maximum number of orders to retrieve
:param dict [params]: exchange specific parameters
:param bool [params.trigger]: set to True to retrieve untriggered stop orders
:param int [params.until]: End time in ms
:param str [params.side]: buy or sell
:param str [params.type]: limit or market
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:returns: An `array of order structures <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchOrdersByStatus', 'paginate')
if paginate:
return self.fetch_paginated_call_dynamic('fetchOrdersByStatus', symbol, since, limit, params)
trigger = self.safe_bool_2(params, 'stop', 'trigger')
until = self.safe_integer(params, 'until')
params = self.omit(params, ['stop', 'until', 'trigger'])
if status == 'closed':
status = 'done'
elif status == 'open':
status = 'active'
request: dict = {}
if not trigger:
request['status'] = status
elif status != 'active':
raise BadRequest(self.id + ' fetchOrdersByStatus() can only fetch untriggered stop orders')
market = None
if symbol is not None:
market = self.market(symbol)
request['symbol'] = market['id']
if since is not None:
request['startAt'] = since
if until is not None:
request['endAt'] = until
response = None
if trigger:
response = self.futuresPrivateGetStopOrders(self.extend(request, params))
else:
response = self.futuresPrivateGetOrders(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "currentPage": 1,
# "pageSize": 50,
# "totalNum": 4,
# "totalPage": 1,
# "items": [
# {
# "id": "64507d02921f1c0001ff6892",
# "symbol": "XBTUSDTM",
# "type": "market",
# "side": "buy",
# "price": null,
# "size": 1,
# "value": "27.992",
# "dealValue": "27.992",
# "dealSize": 1,
# "stp": "",
# "stop": "",
# "stopPriceType": "",
# "stopTriggered": False,
# "stopPrice": null,
# "timeInForce": "GTC",
# "postOnly": False,
# "hidden": False,
# "iceberg": False,
# "leverage": "17",
# "forceHold": False,
# "closeOrder": False,
# "visibleSize": null,
# "clientOid": null,
# "remark": null,
# "tags": null,
# "isActive": False,
# "cancelExist": False,
# "createdAt": 1682996482000,
# "updatedAt": 1682996483062,
# "endAt": 1682996483062,
# "orderTime": 1682996482953900677,
# "settleCurrency": "USDT",
# "status": "done",
# "filledValue": "27.992",
# "filledSize": 1,
# "reduceOnly": False
# }
# ]
# }
# }
#
responseData = self.safe_dict(response, 'data', {})
orders = self.safe_list(responseData, 'items', [])
return self.parse_orders(orders, market, since, limit)
def fetch_uta_orders_by_status(self, status, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
"""
helper method for fetching orders by status with uta endpoint
https://www.kucoin.com/docs-new/rest/ua/get-open-order-list
https://www.kucoin.com/docs-new/rest/ua/get-order-history
:param str status: 'active' or 'closed', only 'active' is valid for stop orders
:param str symbol: unified symbol for the market to retrieve orders from
:param int [since]: timestamp in ms of the earliest order to retrieve
:param int [limit]: The maximum number of orders to retrieve
:param dict [params]: exchange specific parameters
:param int [params.until]: End time in ms
:param str [params.side]: *closed orders only* 'BUY' or 'SELL'
:param str [params.accountMode]: 'unified' or 'classic'(default is unified)
:param str [params.marginMode]: 'cross' or 'isolated', only for margin orders(unified accountMode supports only cross margin)
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:returns: An `array of order structures <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
paginate = False
maxLimit = 200
paginate, params = self.handle_option_and_params(params, 'fetchOrdersByStatus', 'paginate')
if paginate:
return self.fetch_paginated_call_dynamic('fetchOrdersByStatus', symbol, since, limit, params, maxLimit)
accountMode = 'unified'
accountMode, params = self.handle_option_and_params(params, 'fetchUtaOrdersByStatus', 'accountMode', accountMode)
request: dict = {
'accountMode': accountMode,
}
marketType = None
market = None
if symbol is not None:
market = self.market(symbol)
marketType = market['type']
request['symbol'] = market['id']
else:
marketType = self.safe_string(params, 'marketType')
params = self.omit(params, 'marketType')
isContract = (marketType != 'spot') and (marketType != 'margin')
if not isContract and (symbol is None):
raise ArgumentsRequired(self.id + ' fetchOrdersByStatus() requires a symbol argument for spot and margin markets when using uta endpoint')
marginMode = None
marginMode, params = self.handle_margin_mode_and_params('fetchOrdersByStatus', params)
isUnified = (accountMode == 'unified')
tradeType = self.handle_trade_type(isContract, marginMode, isUnified, params)
params['tradeType'] = tradeType
if since is not None:
request['startAt'] = since
request, params = self.handle_until_option('endAt', request, params)
if limit is not None:
request['pageSize'] = limit
lowercaseStatus = status.lower()
if lowercaseStatus == 'open':
lowercaseStatus = 'active'
elif lowercaseStatus == 'closed':
lowercaseStatus = 'done'
response = None
if lowercaseStatus == 'active':
#
# {
# "code": "200000",
# "data": {
# "pageNumber": 1,
# "pageSize": 50,
# "totalNum": 1,
# "totalPage": 1,
# "items": [
# {
# "orderId": "426328635071352832",
# "symbol": "ETH-USDT",
# "orderType": "LIMIT",
# "side": "BUY",
# "size": "0.001",
# "price": "1000",
# "timeInForce": "GTC",
# "tags": "partner:ccxt",
# "orderTime": 1774457869404794617,
# "stp": "",
# "cancelAfter": null,
# "postOnly": False,
# "reduceOnly": False,
# "triggerDirection": "",
# "triggerPrice": "",
# "triggerPriceType": "",
# "tpTriggerPrice": "",
# "tpTriggerPriceType": "",
# "slTriggerPrice": "",
# "slTriggerPriceType": "",
# "filledSize": "0",
# "avgPrice": "0",
# "fee": "0",
# "feeCurrency": "USDT",
# "tax": "0",
# "updatedTime": 1774457869469028819,
# "triggerOrderId": "",
# "cancelReason": "",
# "cancelSize": "0",
# "clientOid": "708987d5-c346-487a-a70c-ea267377b0ca",
# "sizeUnit": "BASECCY",
# "status": 2
# }
# ],
# "tradeType": "SPOT"
# }
# }
#
response = self.utaPrivateGetAccountModeOrderOpenList(self.extend(request, params))
else:
response = self.utaPrivateGetAccountModeOrderHistory(self.extend(request, params))
data = self.safe_dict(response, 'data', {})
orders = self.safe_list(data, 'items', [])
return self.parse_orders(orders, market, since, limit)
def fetch_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
"""
fetches information on multiple closed orders made by the user
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-closed-orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-stop-orders-list
https://www.kucoin.com/docs-new/rest/futures-trading/orders/get-order-list
https://www.kucoin.com/docs-new/rest/futures-trading/orders/get-stop-order-list
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-open-orders
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-closed-orders
https://www.kucoin.com/docs-new/rest/ua/get-order-history
:param str symbol: unified market symbol of the market orders were made in
:param int [since]: the earliest time in ms to fetch orders for
:param int [limit]: the maximum number of order structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: end time in ms
:param str [params.side]: buy or sell
:param str [params.type]: limit, market, limit_stop or market_stop
:param str [params.tradeType]: TRADE for spot trading, MARGIN_TRADE for Margin Trading
:param bool [params.trigger]: True if fetching a trigger order
:param bool [params.hf]: False, # True for hf order
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:returns Order[]: a list of `order structures <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchClosedOrders', 'paginate')
if paginate:
return self.fetch_paginated_call_dynamic('fetchClosedOrders', symbol, since, limit, params)
return self.fetch_orders_by_status('done', symbol, since, limit, params)
def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
"""
fetch all unfilled currently open orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-open-orders
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-stop-orders-list
https://www.kucoin.com/docs-new/rest/futures-trading/orders/get-order-list
https://www.kucoin.com/docs-new/rest/futures-trading/orders/get-stop-order-list
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-open-orders
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-closed-orders
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-stop-order-list
https://www.kucoin.com/docs-new/rest/ua/get-open-order-list
:param str symbol: unified market symbol
:param int [since]: the earliest time in ms to fetch open orders for
:param int [limit]: the maximum number of open orders structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: end time in ms
:param bool [params.trigger]: True if fetching trigger orders
:param str [params.side]: buy or sell
:param str [params.type]: limit, market, limit_stop or market_stop
:param str [params.tradeType]: TRADE for spot trading, MARGIN_TRADE for Margin Trading
:param int [params.currentPage]: *trigger orders only* current page
:param str [params.orderIds]: *trigger orders only* comma separated order ID list
:param bool [params.hf]: False, # True for hf order
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:returns Order[]: a list of `order structures <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchOpenOrders', 'paginate')
if paginate:
return self.fetch_paginated_call_dynamic('fetchOpenOrders', symbol, since, limit, params)
return self.fetch_orders_by_status('active', symbol, since, limit, params)
def fetch_order(self, id: Str, symbol: Str = None, params={}):
"""
fetches information on an order made by the user
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-order-by-orderld
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-order-by-clientoid
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-stop-order-by-orderld
https://www.kucoin.com/docs-new/rest/spot-trading/get-stop-order-by-clientoid
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-order-by-orderld
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-order-by-clientoid
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-stop-order-by-orderld
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-stop-order-by-clientoid
https://www.kucoin.com/docs-new/rest/futures-trading/orders/get-order-by-orderld
https://www.kucoin.com/docs-new/rest/futures-trading/get-stop-order-by-clientoid
https://www.kucoin.com/docs-new/rest/ua/get-order-details
:param str id: order id
:param str symbol: unified symbol of the market the order was made in
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.type]: 'spot' or 'swap', used if symbol is not provided(default is 'spot')
:param bool [params.uta]: True if fetching an order with uta endpoint(default is False)
Check fetchSpotOrder(), fetchContractOrder() and fetchUtaOrder() for more details on the extra parameters that can be used in params
:returns dict: An `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'fetchOrder', 'uta', uta)
if uta:
params = self.omit(params, 'uta')
return self.fetch_uta_order(id, symbol, params)
marketType = None
if symbol is None:
marketType, params = self.handle_market_type_and_params('fetchOrder', None, params)
else:
market = self.market(symbol)
marketType = market['type']
if (marketType == 'spot') or (marketType == 'margin'):
return self.fetch_spot_order(id, symbol, params)
else:
return self.fetch_contract_order(id, symbol, params)
def fetch_spot_order(self, id: str, symbol: Str = None, params={}):
"""
fetch a spot order
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-order-by-orderld
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-order-by-clientoid
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-stop-order-by-orderld
https://www.kucoin.com/docs-new/rest/spot-trading/get-stop-order-by-clientoid
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-order-by-orderld
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-order-by-clientoid
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-stop-order-by-orderld
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-stop-order-by-clientoid
:param str id: Order id
:param str symbol: not sent to exchange except for trigger orders with clientOid, but used internally by CCXT to filter
:param dict [params]: exchange specific parameters
:param bool [params.trigger]: True if fetching a trigger order
:param bool [params.hf]: False, # True for hf order
:param bool [params.clientOid]: unique order id created by users to identify their orders
:param dict [params.marginMode]: 'cross' or 'isolated'
:returns: An `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
request: dict = {}
clientOrderId = self.safe_string_2(params, 'clientOid', 'clientOrderId')
trigger = self.safe_bool_2(params, 'stop', 'trigger', False)
hf = None
hf, params = self.handle_hf_and_params(params)
marginMode = None
marginMode, params = self.handle_margin_mode_and_params('fetchOrder', params)
isMarginOrder = marginMode is not None
market = None
if symbol is not None:
market = self.market(symbol)
if hf or isMarginOrder:
if not trigger:
if symbol is None:
raise ArgumentsRequired(self.id + ' fetchOrder() requires a symbol parameter for hf and margin orders')
request['symbol'] = market['id']
params = self.omit(params, ['stop', 'clientOid', 'clientOrderId', 'trigger'])
response = None
if clientOrderId is not None:
request['clientOid'] = clientOrderId
if trigger:
if isMarginOrder:
response = self.privateGetHfMarginStopOrderClientOid(self.extend(request, params))
else:
if symbol is not None:
request['symbol'] = market['id']
response = self.privateGetStopOrderQueryOrderByClientOid(self.extend(request, params))
elif isMarginOrder:
response = self.privateGetHfMarginOrdersClientOrderClientOid(self.extend(request, params))
elif hf:
response = self.privateGetHfOrdersClientOrderClientOid(self.extend(request, params))
else:
response = self.privateGetOrderClientOrderClientOid(self.extend(request, params))
else:
# a special case for None ids
# otherwise a wrong endpoint for all orders will be triggered
# https://github.com/ccxt/ccxt/issues/7234
if id is None:
raise InvalidOrder(self.id + ' fetchOrder() requires an order id')
request['orderId'] = id
if trigger:
if isMarginOrder:
response = self.privateGetHfMarginStopOrderOrderId(self.extend(request, params))
else:
response = self.privateGetStopOrderOrderId(self.extend(request, params))
elif isMarginOrder:
response = self.privateGetHfMarginOrdersOrderId(self.extend(request, params))
elif hf:
response = self.privateGetHfOrdersOrderId(self.extend(request, params))
else:
response = self.privateGetOrdersOrderId(self.extend(request, params))
responseData = self.safe_dict(response, 'data', {})
if isinstance(responseData, list):
responseData = self.safe_value(responseData, 0)
return self.parse_order(responseData, market)
def fetch_contract_order(self, id: Str, symbol: Str = None, params={}):
"""
fetc contract order
https://www.kucoin.com/docs-new/rest/futures-trading/orders/get-order-by-orderld
https://www.kucoin.com/docs-new/rest/futures-trading/get-stop-order-by-clientoid
:param str id: order id
:param str symbol: unified symbol of the market the order was made in
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: An `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
request: dict = {}
response = None
clientOrderId = self.safe_string_2(params, 'clientOid', 'clientOrderId')
if clientOrderId is not None:
request['clientOid'] = clientOrderId
params = self.omit(params, ['clientOid', 'clientOrderId'])
response = self.futuresPrivateGetOrdersByClientOid(self.extend(request, params))
else:
if id is None:
raise ArgumentsRequired(self.id + ' fetchOrder() requires an order id argument or clientOrderId in params')
request['orderId'] = id
response = self.futuresPrivateGetOrdersOrderId(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "id": "64507d02921f1c0001ff6892",
# "symbol": "XBTUSDTM",
# "type": "market",
# "side": "buy",
# "price": null,
# "size": 1,
# "value": "27.992",
# "dealValue": "27.992",
# "dealSize": 1,
# "stp": "",
# "stop": "",
# "stopPriceType": "",
# "stopTriggered": False,
# "stopPrice": null,
# "timeInForce": "GTC",
# "postOnly": False,
# "hidden": False,
# "iceberg": False,
# "leverage": "17",
# "forceHold": False,
# "closeOrder": False,
# "visibleSize": null,
# "clientOid": null,
# "remark": null,
# "tags": null,
# "isActive": False,
# "cancelExist": False,
# "createdAt": 1682996482000,
# "updatedAt": 1682996483000,
# "endAt": 1682996483000,
# "orderTime": 1682996482953900677,
# "settleCurrency": "USDT",
# "status": "done",
# "filledSize": 1,
# "filledValue": "27.992",
# "reduceOnly": False
# }
# }
#
market = self.market(symbol) if (symbol is not None) else None
responseData = self.safe_dict(response, 'data')
return self.parse_order(responseData, market)
def fetch_uta_order(self, id: Str, symbol: Str = None, params={}):
"""
fetch uta order
https://www.kucoin.com/docs-new/rest/ua/get-order-details
:param str id: order id
:param str symbol: unified symbol of the market the order was made in
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.accountMode]: 'unified' or 'classic'(default is 'unified')
:param str [params.clientOrderId]: client order id, required if id is not provided
:param str [params.marginMode]: 'cross' or 'isolated', required if fetching a margin order(unified accountMode supports only cross margin)
:returns dict: An `order structure <https://docs.ccxt.com/?id=order-structure>`
"""
if symbol is None:
raise ArgumentsRequired(self.id + ' fetchOrder() requires a symbol argument for uta orders')
request: dict = {}
clientOrderId = self.safe_string_2(params, 'clientOid', 'clientOrderId')
if clientOrderId is not None:
request['clientOid'] = clientOrderId
params = self.omit(params, ['clientOid', 'clientOrderId'])
else:
if id is None:
raise ArgumentsRequired(self.id + ' fetchOrder() requires an id argument or clientOrderId parameter')
request['orderId'] = id
self.load_markets()
market = self.market(symbol)
request['symbol'] = market['id']
accountMode = 'unified'
accountMode, params = self.handle_option_and_params(params, 'fetchOrder', 'accountMode', accountMode)
request['accountMode'] = accountMode
marginMode = None
marginMode, params = self.handle_margin_mode_and_params('fetchOrder', params)
isUnified = (accountMode == 'unified')
tradeType = self.handle_trade_type(market['contract'], marginMode, isUnified, params)
request['tradeType'] = tradeType
response = self.utaPrivateGetAccountModeOrderDetail(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "orderId": "426319129738321920",
# "symbol": "ETH-USDT",
# "orderType": "LIMIT",
# "side": "BUY",
# "size": "0.001",
# "price": "1000",
# "timeInForce": "GTC",
# "tags": "partner:ccxt",
# "orderTime": 1774455603156417582,
# "stp": "",
# "cancelAfter": null,
# "postOnly": False,
# "reduceOnly": False,
# "triggerDirection": "",
# "triggerPrice": "",
# "triggerPriceType": "",
# "tpTriggerPrice": "",
# "tpTriggerPriceType": "",
# "slTriggerPrice": "",
# "slTriggerPriceType": "",
# "filledSize": "0",
# "avgPrice": "0",
# "fee": "0",
# "feeCurrency": "USDT",
# "tax": "0",
# "updatedTime": 1774455603371523690,
# "triggerOrderId": "",
# "cancelReason": "",
# "cancelSize": "0",
# "clientOid": "b896c118-a674-4863-baf4-a9ea3cd696c5",
# "sizeUnit": "BASECCY",
# "tradeType": "SPOT",
# "tradeId": "",
# "status": 2
# }
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_order(data, market)
def handle_trade_type(self, isContractMarket=False, marginMode=None, isUnified=False, params={}):
tradeType = self.safe_string(params, 'tradeType')
if tradeType is None:
if isContractMarket:
tradeType = 'FUTURES'
elif marginMode is not None:
tradeType = marginMode.upper()
if isUnified:
if tradeType == 'ISOLATED':
raise NotSupported(self.id + ' spot isolated margin is not supported for unified accountMode')
else:
tradeType = 'MARGIN'
else:
tradeType = 'SPOT'
return tradeType
def parse_order(self, order: dict, market: Market = None) -> Order:
tradeType = self.safe_string(order, 'tradeType')
utaTradeTypes = ['SPOT', 'CROSS', 'ISOLATED', 'FUTURES'] # tradeType specific for uta endpoint
isUtaOrder = self.in_array(tradeType, utaTradeTypes)
if 'sizeUnit' in order: # property specific for uta endpoint
isUtaOrder = True
if isUtaOrder:
return self.parse_uta_order(order, market)
marketId = self.safe_string(order, 'symbol')
market = self.safe_market(marketId, market)
if (market is not None) and (market['contract']):
return self.parse_contract_order(order, market)
else:
return self.parse_spot_order(order, market)
def parse_contract_order(self, order: dict, market: Market = None) -> Order:
#
# fetchOrder, fetchOrdersByStatus
#
# {
# "id": "64507d02921f1c0001ff6892",
# "symbol": "XBTUSDTM",
# "type": "market",
# "side": "buy",
# "price": null,
# "size": 1,
# "value": "27.992",
# "dealValue": "27.992",
# "dealSize": 1,
# "stp": "",
# "stop": "",
# "stopPriceType": "",
# "stopTriggered": False,
# "stopPrice": null,
# "timeInForce": "GTC",
# "postOnly": False,
# "hidden": False,
# "iceberg": False,
# "leverage": "17",
# "forceHold": False,
# "closeOrder": False,
# "visibleSize": null,
# "clientOid": null,
# "remark": null,
# "tags": null,
# "isActive": False,
# "cancelExist": False,
# "createdAt": 1682996482000,
# "updatedAt": 1682996483062,
# "endAt": 1682996483062,
# "orderTime": 1682996482953900677,
# "settleCurrency": "USDT",
# "status": "done",
# "filledValue": "27.992",
# "filledSize": 1,
# "reduceOnly": False
# }
#
# createOrder
#
# {
# "orderId": "619717484f1d010001510cde"
# }
#
# createOrders
#
# {
# "orderId": "80465574458560512",
# "clientOid": "5c52e11203aa677f33e491",
# "symbol": "ETHUSDTM",
# "code": "200000",
# "msg": "success"
# }
#
marketId = self.safe_string(order, 'symbol')
market = self.safe_market(marketId, market)
symbol = market['symbol']
orderId = self.safe_string_2(order, 'id', 'orderId')
type = self.safe_string(order, 'type')
timestamp = self.safe_integer(order, 'createdAt')
datetime = self.iso8601(timestamp)
price = self.safe_string(order, 'price')
# price is zero for market order
# omitZero is called in safeOrder2
side = self.safe_string(order, 'side')
feeCurrencyId = self.safe_string(order, 'feeCurrency')
feeCurrency = self.safe_currency_code(feeCurrencyId)
feeCost = self.safe_number(order, 'fee')
amount = self.safe_string(order, 'size')
filled = self.safe_string(order, 'filledSize')
cost = self.safe_string(order, 'filledValue')
average = self.safe_string(order, 'avgDealPrice')
if (average is None) and Precise.string_gt(filled, '0'):
contractSize = self.safe_string(market, 'contractSize')
if market['linear']:
average = Precise.string_div(cost, Precise.string_mul(contractSize, filled))
else:
average = Precise.string_div(Precise.string_mul(contractSize, filled), cost)
# precision reported by their api is 8 d.p.
# average = Precise.string_div(cost, Precise.string_mul(filled, market['contractSize']))
# bool
isActive = self.safe_value(order, 'isActive')
cancelExist = self.safe_bool(order, 'cancelExist', False)
status = None
if isActive is not None:
status = 'open' if isActive else 'closed'
status = 'canceled' if cancelExist else status
fee = None
if feeCost is not None:
fee = {
'currency': feeCurrency,
'cost': feeCost,
}
clientOrderId = self.safe_string(order, 'clientOid')
timeInForce = self.safe_string(order, 'timeInForce')
postOnly = self.safe_value(order, 'postOnly')
reduceOnly = self.safe_value(order, 'reduceOnly')
lastUpdateTimestamp = self.safe_integer(order, 'updatedAt')
return self.safe_order({
'id': orderId,
'clientOrderId': clientOrderId,
'symbol': symbol,
'type': type,
'timeInForce': timeInForce,
'postOnly': postOnly,
'reduceOnly': reduceOnly,
'side': side,
'amount': amount,
'price': price,
'triggerPrice': self.safe_number(order, 'stopPrice'),
'cost': cost,
'filled': filled,
'remaining': None,
'timestamp': timestamp,
'datetime': datetime,
'fee': fee,
'status': status,
'info': order,
'lastTradeTimestamp': None,
'lastUpdateTimestamp': lastUpdateTimestamp,
'average': average,
'trades': None,
}, market)
def parse_spot_order(self, order: dict, market: Market = None) -> Order:
#
# createOrder
#
# {
# "orderId": "63c97e47d686c5000159a656"
# }
#
# cancelOrder
#
# {
# "cancelledOrderIds": ["63c97e47d686c5000159a656"]
# }
#
# fetchOpenOrders, fetchClosedOrders
#
# {
# "id": "63c97ce8d686c500015793bb",
# "symbol": "USDC-USDT",
# "opType": "DEAL",
# "type": "limit",
# "side": "sell",
# "price": "1.05",
# "size": "1",
# "funds": "0",
# "dealFunds": "0",
# "dealSize": "0",
# "fee": "0",
# "feeCurrency": "USDT",
# "stp": "",
# "stop": "",
# "stopTriggered": False,
# "stopPrice": "0",
# "timeInForce": "GTC",
# "postOnly": False,
# "hidden": False,
# "iceberg": False,
# "visibleSize": "0",
# "cancelAfter": 0,
# "channel": "API",
# "clientOid": "d602d73f-5424-4751-bef0-8debce8f0a82",
# "remark": null,
# "tags": "partner:ccxt",
# "isActive": True,
# "cancelExist": False,
# "createdAt": 1674149096927,
# "tradeType": "TRADE"
# }
#
# stop orders(fetchOpenOrders, fetchClosedOrders)
#
# {
# "id": "vs9f6ou9e864rgq8000t4qnm",
# "symbol": "USDC-USDT",
# "userId": "613a896885d8660006151f01",
# "status": "NEW",
# "type": "market",
# "side": "sell",
# "price": null,
# "size": "1.00000000000000000000",
# "funds": null,
# "stp": null,
# "timeInForce": "GTC",
# "cancelAfter": -1,
# "postOnly": False,
# "hidden": False,
# "iceberg": False,
# "visibleSize": null,
# "channel": "API",
# "clientOid": "5d3fd727-6456-438d-9550-40d9d85eee0b",
# "remark": null,
# "tags": "partner:ccxt",
# "relatedNo": null,
# "orderTime": 1674146316994000028,
# "domainId": "kucoin",
# "tradeSource": "USER",
# "tradeType": "MARGIN_TRADE",
# "feeCurrency": "USDT",
# "takerFeeRate": "0.00100000000000000000",
# "makerFeeRate": "0.00100000000000000000",
# "createdAt": 1674146316994,
# "stop": "loss",
# "stopTriggerTime": null,
# "stopPrice": "0.97000000000000000000"
# }
# hf order
# {
# "id":"6478cf1439bdfc0001528a1d",
# "symbol":"LTC-USDT",
# "opType":"DEAL",
# "type":"limit",
# "side":"buy",
# "price":"50",
# "size":"0.1",
# "funds":"5",
# "dealSize":"0",
# "dealFunds":"0",
# "fee":"0",
# "feeCurrency":"USDT",
# "stp":null,
# "timeInForce":"GTC",
# "postOnly":false,
# "hidden":false,
# "iceberg":false,
# "visibleSize":"0",
# "cancelAfter":0,
# "channel":"API",
# "clientOid":"d4d2016b-8e3a-445c-aa5d-dc6df5d1678d",
# "remark":null,
# "tags":"partner:ccxt",
# "cancelExist":false,
# "createdAt":1685638932074,
# "lastUpdatedAt":1685639013735,
# "tradeType":"TRADE",
# "inOrderBook":true,
# "cancelledSize":"0",
# "cancelledFunds":"0",
# "remainSize":"0.1",
# "remainFunds":"5",
# "active":true
# }
#
marketId = self.safe_string(order, 'symbol')
timestamp = self.safe_integer(order, 'createdAt')
feeCurrencyId = self.safe_string(order, 'feeCurrency')
cancelExist = self.safe_bool(order, 'cancelExist', False)
responseStop = self.safe_string(order, 'stop')
trigger = responseStop is not None
stopTriggered = self.safe_bool(order, 'stopTriggered', False)
isActive = self.safe_bool_2(order, 'isActive', 'active')
responseStatus = self.safe_string(order, 'status')
status = None
if isActive is not None:
if isActive is True:
status = 'open'
else:
status = 'closed'
if trigger:
if responseStatus == 'NEW':
status = 'open'
elif not isActive and not stopTriggered:
status = 'cancelled'
if cancelExist:
status = 'canceled'
if responseStatus == 'fail':
status = 'rejected'
return self.safe_order({
'info': order,
'id': self.safe_string_n(order, ['id', 'orderId', 'newOrderId', 'cancelledOrderId']),
'clientOrderId': self.safe_string(order, 'clientOid'),
'symbol': self.safe_symbol(marketId, market, '-'),
'type': self.safe_string(order, 'type'),
'timeInForce': self.safe_string(order, 'timeInForce'),
'postOnly': self.safe_bool(order, 'postOnly'),
'side': self.safe_string(order, 'side'),
'amount': self.safe_string(order, 'size'),
'price': self.safe_string(order, 'price'), # price is zero for market order, omitZero is called in safeOrder2
'triggerPrice': self.safe_number(order, 'stopPrice'),
'cost': self.safe_string(order, 'dealFunds'),
'filled': self.safe_string(order, 'dealSize'),
'remaining': None,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'fee': {
'currency': self.safe_currency_code(feeCurrencyId),
'cost': self.safe_number(order, 'fee'),
},
'status': status,
'lastTradeTimestamp': None,
'average': self.safe_string(order, 'avgDealPrice'),
'trades': None,
}, market)
def parse_uta_order(self, order: dict, market: Market = None) -> Order:
#
# createOrder
# {
# "orderId": "426319129738321920",
# "tradeType": "SPOT",
# "ts": 1774455603216000000,
# "clientOid": "b896c118-a674-4863-baf4-a9ea3cd696c5"
# }
#
# fetchOrder
# {
# "orderId": "426319129738321920",
# "symbol": "ETH-USDT",
# "orderType": "LIMIT",
# "side": "BUY",
# "size": "0.001",
# "price": "1000",
# "timeInForce": "GTC",
# "tags": "partner:ccxt",
# "orderTime": 1774455603156417582,
# "stp": "",
# "cancelAfter": null,
# "postOnly": False,
# "reduceOnly": False,
# "triggerDirection": "",
# "triggerPrice": "",
# "triggerPriceType": "",
# "tpTriggerPrice": "",
# "tpTriggerPriceType": "",
# "slTriggerPrice": "",
# "slTriggerPriceType": "",
# "filledSize": "0",
# "avgPrice": "0",
# "fee": "0",
# "feeCurrency": "USDT",
# "tax": "0",
# "updatedTime": 1774455603371523690,
# "triggerOrderId": "",
# "cancelReason": "",
# "cancelSize": "0",
# "clientOid": "b896c118-a674-4863-baf4-a9ea3cd696c5",
# "sizeUnit": "BASECCY",
# "tradeType": "SPOT",
# "tradeId": "",
# "status": 2
# }
#
marketId = self.safe_string(order, 'symbol')
market = self.safe_market(marketId, market)
symbol = market['symbol']
timestamp = self.safe_integer_product_2(order, 'orderTime', 'ts', 0.000001)
lastUpdateTimestamp = self.safe_integer_product(order, 'updatedTime', 0.000001)
rawTimeInForce = self.safe_string(order, 'timeInForce')
amount = None
cost = None
sizeUnit = self.safe_string(order, 'sizeUnit')
size = self.safe_string(order, 'size')
rawStatus = self.safe_string(order, 'status')
average = self.safe_string(order, 'avgPrice')
filled = self.safe_string(order, 'filledSize') # might be in base or quote, need to check sizeUnit
if (sizeUnit == 'BASECCY') or (sizeUnit == 'UNIT'):
amount = size
else:
cost = filled
filled = Precise.string_div(filled, average)
filled = self.amount_to_precision(symbol, filled)
fee = {
'currency': self.safe_currency_code(self.safe_string(order, 'feeCurrency')),
'cost': self.safe_string(order, 'fee'),
}
return self.safe_order({
'id': self.safe_string(order, 'orderId'),
'clientOrderId': self.safe_string(order, 'clientOid'),
'symbol': symbol,
'type': self.safe_string_lower(order, 'orderType'),
'timeInForce': self.parse_order_time_in_force(rawTimeInForce),
'postOnly': self.safe_bool(order, 'postOnly'),
'reduceOnly': self.safe_bool(order, 'reduceOnly'),
'side': self.safe_string_lower(order, 'side'),
'amount': amount,
'price': self.safe_string(order, 'price'),
'triggerPrice': self.safe_string_2(order, 'stopPrice', 'triggerPrice'),
'cost': cost,
'filled': filled, # todo check if filledSize is in base or quote
'remaining': None,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'fee': fee,
'status': self.parse_order_status(rawStatus),
'lastTradeTimestamp': None,
'lastUpdateTimestamp': lastUpdateTimestamp,
'average': average,
'trades': None,
'stopLossPrice': self.safe_string(order, 'slTriggerPrice'),
'takeProfitPrice': self.safe_string(order, 'tpTriggerPrice'),
'info': order,
}, market)
def parse_order_time_in_force(self, timeInForce: Str) -> Str:
timeInForces = {
'GTC': 'GTC',
'IOC': 'IOC',
'FOK': 'FOK',
'GTT': 'GTD',
}
return self.safe_string(timeInForces, timeInForce, timeInForce)
def parse_order_status(self, status: Str) -> Str:
statuses = {
'0': 'open', # notTriggered
'1': 'open', # triggered
'2': 'open', # live
'3': 'closed', # filled
'4': 'open', # partial filled
'5': 'canceled', # canceled
'6': 'closed', # partial canceled
}
return self.safe_string(statuses, status, status)
def fetch_order_trades(self, id: str, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
"""
fetch all the trades made from a single order
https://docs.kucoin.com/#list-fills
https://www.kucoin.com/docs-new/rest/futures-trading/orders/get-trade-history
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-trade-history
https://www.kucoin.com/docs-new/rest/ua/get-trade-history
:param str id: order id
:param str symbol: unified market symbol
:param int [since]: the earliest time in ms to fetch trades for
:param int [limit]: the maximum number of trades to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.type]: 'spot' or 'swap', used if symbol is not provided(default is 'spot')
:param boolean [params.uta]: set to True if fetching trades from uta endpoint, default is False.
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/?id=trade-structure>`
"""
request: dict = {
'orderId': id,
}
return self.fetch_my_trades(symbol, since, limit, self.extend(request, params))
def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
"""
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-trade-history
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-trade-history
https://www.kucoin.com/docs-new/rest/ua/get-trade-history
fetch all trades made by the user
:param str symbol: unified market symbol
:param int [since]: the earliest time in ms to fetch trades for
:param int [limit]: the maximum number of trades structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:param str [params.type]: 'spot' or 'swap', used if symbol is not provided(default is 'spot')
Check fetchMySpotTrades() and fetchMyContractTrades() for more details on the extra parameters that can be used in params
:returns Trade[]: a list of `trade structures <https://docs.ccxt.com/?id=trade-structure>`
"""
self.load_markets()
marketType = None
market = None
if symbol is not None:
market = self.market(symbol)
marketType, params = self.handle_market_type_and_params('fetchMyTrades', market, params)
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'fetchMyTrades', 'uta', uta)
if uta:
params = self.extend(params, {'marketType': marketType})
return self.fetch_my_uta_trades(symbol, since, limit, params)
if (marketType == 'spot') or (marketType == 'margin'):
return self.fetch_my_spot_trades(symbol, since, limit, params)
else:
return self.fetch_my_contract_trades(symbol, since, limit, params)
def fetch_my_spot_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
"""
https://www.kucoin.com/docs-new/rest/spot-trading/orders/get-trade-history
https://www.kucoin.com/docs-new/rest/margin-trading/orders/get-trade-history
fetch all spot trades made by the user
:param str symbol: unified market symbol
:param int [since]: the earliest time in ms to fetch trades for
:param int [limit]: the maximum number of trades structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: the latest time in ms to fetch entries for
:param bool [params.hf]: False, # True for hf order
:param str [params.marginMode]: 'cross' or 'isolated', only for margin trades
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:returns Trade[]: a list of `trade structures <https://docs.ccxt.com/?id=trade-structure>`
"""
self.load_markets()
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchMyTrades', 'paginate')
if paginate:
return self.fetch_paginated_call_dynamic('fetchMyTrades', symbol, since, limit, params)
request: dict = {}
hf = None
hf, params = self.handle_hf_and_params(params)
marginMode = None
marginMode, params = self.handle_margin_mode_and_params('fetchMyTrades', params)
isMargin = marginMode is not None
if isMargin:
hf = True
request['tradeType'] = self.safe_string(self.options['marginModes'], marginMode, marginMode)
if hf and symbol is None:
raise ArgumentsRequired(self.id + ' fetchMyTrades() requires a symbol parameter for hf or margin orders')
market = None
if symbol is not None:
market = self.market(symbol)
request['symbol'] = market['id']
method = self.options['fetchMyTradesMethod']
parseResponseData = False
response = None
request, params = self.handle_until_option('endAt', request, params)
if hf:
# does not return trades earlier than 2019-02-18T00:00:00Z
if limit is not None:
request['limit'] = limit
if since is not None:
# only returns trades up to one week after the since param
request['startAt'] = since
if isMargin:
response = self.privateGetHfMarginFills(self.extend(request, params))
else:
response = self.privateGetHfFills(self.extend(request, params))
elif method == 'private_get_fills':
# does not return trades earlier than 2019-02-18T00:00:00Z
if since is not None:
# only returns trades up to one week after the since param
request['startAt'] = since
response = self.privateGetFills(self.extend(request, params))
elif method == 'private_get_limit_fills':
# does not return trades earlier than 2019-02-18T00:00:00Z
# takes no params
# only returns first 1000 trades(not only "in the last 24 hours" in the docs)
parseResponseData = True
response = self.privateGetLimitFills(self.extend(request, params))
else:
raise ExchangeError(self.id + ' fetchMyTradesMethod() invalid method')
#
# {
# "currentPage": 1,
# "pageSize": 50,
# "totalNum": 1,
# "totalPage": 1,
# "items": [
# {
# "symbol":"BTC-USDT", # symbol
# "tradeId":"5c35c02709e4f67d5266954e", # trade id
# "orderId":"5c35c02703aa673ceec2a168", # order id
# "counterOrderId":"5c1ab46003aa676e487fa8e3", # counter order id
# "side":"buy", # transaction direction,include buy and sell
# "liquidity":"taker", # include taker and maker
# "forceTaker":true, # forced to become taker
# "price":"0.083", # order price
# "size":"0.8424304", # order quantity
# "funds":"0.0699217232", # order funds
# "fee":"0", # fee
# "feeRate":"0", # fee rate
# "feeCurrency":"USDT", # charge fee currency
# "stop":"", # stop type
# "type":"limit", # order type, e.g. limit, market, stop_limit.
# "createdAt":1547026472000 # time
# },
# #------------------------------------------------------
# # v1(historical) trade response structure
# {
# "symbol": "SNOV-ETH",
# "dealPrice": "0.0000246",
# "dealValue": "0.018942",
# "amount": "770",
# "fee": "0.00001137",
# "side": "sell",
# "createdAt": 1540080199
# "id":"5c4d389e4c8c60413f78e2e5",
# }
# ]
# }
#
data = self.safe_dict(response, 'data', {})
trades = None
if parseResponseData:
trades = data
else:
trades = self.safe_list(data, 'items', [])
return self.parse_trades(trades, market, since, limit)
def fetch_my_contract_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
"""
https://www.kucoin.com/docs-new/rest/futures-trading/orders/get-trade-history
fetch all contract trades made by the user
:param str symbol: unified market symbol
:param int [since]: the earliest time in ms to fetch trades for
:param int [limit]: the maximum number of trades structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: End time in ms
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:returns Trade[]: a list of `trade structures <https://docs.ccxt.com/?id=trade-structure>`
"""
self.load_markets()
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchMyTrades', 'paginate')
if paginate:
return self.fetch_paginated_call_dynamic('fetchMyTrades', symbol, since, limit, params)
request: dict = {
# orderId(str) [optional] Fills for a specific order(other parameters can be ignored if specified)
# symbol(str) [optional] Symbol of the contract
# side(str) [optional] buy or sell
# type(str) [optional] limit, market, limit_stop or market_stop
# startAt(long) [optional] Start time(millisecond)
# endAt(long) [optional] End time(millisecond)
}
market = None
if symbol is not None:
market = self.market(symbol)
request['symbol'] = market['id']
if since is not None:
request['startAt'] = since
if limit is not None:
request['pageSize'] = min(1000, limit)
request, params = self.handle_until_option('endAt', request, params)
response = self.futuresPrivateGetFills(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "currentPage": 1,
# "pageSize": 1,
# "totalNum": 251915,
# "totalPage": 251915,
# "items": [
# {
# "symbol": "XBTUSDM", # Ticker symbol of the contract
# "tradeId": "5ce24c1f0c19fc3c58edc47c", # Trade ID
# "orderId": "5ce24c16b210233c36ee321d", # Order ID
# "side": "sell", # Transaction side
# "liquidity": "taker", # Liquidity- taker or maker
# "price": "8302", # Filled price
# "size": 10, # Filled amount
# "value": "0.001204529", # Order value
# "feeRate": "0.0005", # Floating fees
# "fixFee": "0.00000006", # Fixed fees
# "feeCurrency": "XBT", # Charging currency
# "stop": "", # A mark to the stop order type
# "fee": "0.0000012022", # Transaction fee
# "orderType": "limit", # Order type
# "tradeType": "trade", # Trade type(trade, liquidation, ADL or settlement)
# "createdAt": 1558334496000, # Time the order created
# "settleCurrency": "XBT", # settlement currency
# "tradeTime": 1558334496000000000 # trade time in nanosecond
# }
# ]
# }
# }
#
data = self.safe_dict(response, 'data', {})
trades = self.safe_list(data, 'items', [])
return self.parse_trades(trades, market, since, limit)
def fetch_my_uta_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
"""
https://www.kucoin.com/docs-new/rest/ua/get-trade-history
fetch all trades made by the user
:param str symbol: unified market symbol
:param int [since]: the earliest time in ms to fetch trades for
:param int [limit]: the maximum number of trades structures to retrieve(default is 50, max is 200)
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: the latest time in ms to fetch entries for
:param str [params.accountMode]: 'unified' or 'classic', defaults to 'unified'
:param str [params.marginMode]: 'cross' or 'isolated', only for margin trades(unified accountMode support only cross margin)
:param str [params.side]: 'BUY' or 'SELL'(both if not provided)
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:returns Trade[]: a list of `trade structures <https://docs.ccxt.com/?id=trade-structure>`
"""
self.load_markets()
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchMyTrades', 'paginate')
if paginate:
return self.fetch_paginated_call_dynamic('fetchMyTrades', symbol, since, limit, params)
marketType = self.safe_string(params, 'marketType')
if marketType is not None:
params = self.omit(params, 'marketType')
request: dict = {}
isContract = False
market = None
if symbol is not None:
market = self.market(symbol)
request['symbol'] = market['id']
isContract = market['contract']
elif (marketType == 'spot') or (marketType == 'margin'):
raise ArgumentsRequired(self.id + ' fetchMyTrades() requires a symbol parameter for uta spot or margin trades')
else:
isContract = True
accountMode = 'unified'
accountMode, params = self.handle_option_and_params(params, 'fetchMyTrades', 'accountMode', accountMode)
request['accountMode'] = accountMode
marginMode = None
marginMode, params = self.handle_margin_mode_and_params('fetchMyTrades', params)
isUnified = (accountMode == 'unified')
tradeType = self.handle_trade_type(isContract, marginMode, isUnified, params)
request['tradeType'] = tradeType
if since is not None:
request['startAt'] = since
if limit is not None:
request['pageSize'] = limit
request, params = self.handle_until_option('endAt', request, params)
response = self.utaPrivateGetAccountModeOrderExecution(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "tradeType": "FUTURES",
# "lastId": 30000000000531982,
# "items": [
# {
# "orderId": "426373228194254848",
# "symbol": "DOGEUSDTM",
# "orderType": "MARKET",
# "side": "BUY",
# "tradeId": "1711108516570",
# "size": "1",
# "price": "0.09641",
# "value": "9.641",
# "executionTime": 1774468501294000000,
# "fee": "0.0057846",
# "feeCurrency": "USDT",
# "tax": "",
# "liquidityRole": "TAKER",
# "fillType": "NORMAL"
# }
# ]
# }
# }
#
data = self.safe_dict(response, 'data', {})
trades = self.safe_list(data, 'items', [])
return self.parse_trades(trades, market, since, limit)
def fetch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
"""
get the list of most recent trades for a particular symbol
https://www.kucoin.com/docs-new/rest/spot-trading/market-data/get-trade-history
https://www.kucoin.com/docs-new/rest/ua/get-trades
https://www.kucoin.com/docs-new/rest/futures-trading/market-data/get-trade-history
:param str symbol: unified symbol of the market to fetch trades for
:param int [since]: timestamp in ms of the earliest trade to fetch
:param int [limit]: the maximum amount of trades to fetch
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta), defaults to False
:returns Trade[]: a list of `trade structures <https://docs.ccxt.com/?id=public-trades>`
"""
self.load_markets()
market = self.market(symbol)
request: dict = {
'symbol': market['id'],
}
# pagination is not supported on the exchange side anymore
# if since is not None:
# request['startAt'] = int(math.floor(since / 1000))
# }
# if limit is not None:
# request['pageSize'] = limit
# }
uta = False
uta, params = self.handle_option_and_params(params, 'fetchTrades', 'uta', uta)
response = None
trades = None
type = None
type, params = self.handle_market_type_and_params('fetchTrades', market, params)
if uta:
if (type == 'spot') or (type == 'margin'):
request['tradeType'] = 'SPOT'
else:
request['tradeType'] = 'FUTURES'
response = self.utaGetMarketTrade(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "tradeType": "SPOT",
# "list": [
# {
# "sequence": "18746044393340932",
# "tradeId": "18746044393340932",
# "price": "104355.6",
# "size": "0.00011886",
# "side": "sell",
# "ts": 1762242540829000000
# },
# ]
# }
# }
#
data = self.safe_dict(response, 'data', {})
trades = self.safe_list(data, 'list', [])
elif (type == 'spot') or (type == 'margin'):
response = self.publicGetMarketHistories(self.extend(request, params))
#
# {
# "code": "200000",
# "data": [
# {
# "sequence": "1548764654235",
# "side": "sell",
# "size":"0.6841354",
# "price":"0.03202",
# "time":1548848575203567174
# }
# ]
# }
#
trades = self.safe_list(response, 'data', [])
else:
response = self.futuresPublicGetTradeHistory(self.extend(request, params))
#
# {
# "code": "200000",
# "data": [
# {
# "sequence": 32114961,
# "side": "buy",
# "size": 39,
# "price": "4001.6500000000",
# "takerOrderId": "61c20742f172110001e0ebe4",
# "makerOrderId": "61c2073fcfc88100010fcb5d",
# "tradeId": "61c2074277a0c473e69029b8",
# "ts": 1640105794099993896 # filled time
# }
# ]
# }
#
trades = self.safe_list(response, 'data', [])
return self.parse_trades(trades, market, since, limit)
def parse_trade(self, trade: dict, market: Market = None) -> Trade:
if 'liquidityRole' in trade: # property specific to myTrades from uta endpoint
return self.parse_my_uta_trade(trade, market)
marketId = self.safe_string(trade, 'symbol')
market = self.safe_market(marketId, market)
if (market is None) or (market['spot']):
return self.parse_spot_or_uta_trade(trade, market)
else:
return self.parse_contract_trade(trade, market)
def parse_spot_or_uta_trade(self, trade: dict, market: Market = None) -> Trade:
#
# fetchTrades(public)
#
# {
# "sequence": "1548764654235",
# "side": "sell",
# "size":"0.6841354",
# "price":"0.03202",
# "time":1548848575203567174
# }
#
# {
# "sequence": "1568787654360",
# "symbol": "BTC-USDT",
# "side": "buy",
# "size": "0.00536577",
# "price": "9345",
# "takerOrderId": "5e356c4a9f1a790008f8d921",
# "time": "1580559434436443257",
# "type": "match",
# "makerOrderId": "5e356bffedf0010008fa5d7f",
# "tradeId": "5e356c4aeefabd62c62a1ece"
# }
#
# fetchMyTrades(private) v2
#
# {
# "symbol":"BTC-USDT",
# "tradeId":"5c35c02709e4f67d5266954e",
# "orderId":"5c35c02703aa673ceec2a168",
# "counterOrderId":"5c1ab46003aa676e487fa8e3",
# "side":"buy",
# "liquidity":"taker",
# "forceTaker":true,
# "price":"0.083",
# "size":"0.8424304",
# "funds":"0.0699217232",
# "fee":"0",
# "feeRate":"0",
# "feeCurrency":"USDT",
# "stop":"",
# "type":"limit",
# "createdAt":1547026472000
# }
#
# fetchMyTrades v2 alternative format since 2019-05-21 https://github.com/ccxt/ccxt/pull/5162
#
# {
# "symbol": "OPEN-BTC",
# "forceTaker": False,
# "orderId": "5ce36420054b4663b1fff2c9",
# "fee": "0",
# "feeCurrency": "",
# "type": "",
# "feeRate": "0",
# "createdAt": 1558417615000,
# "size": "12.8206",
# "stop": "",
# "price": "0",
# "funds": "0",
# "tradeId": "5ce390cf6e0db23b861c6e80"
# }
#
# fetchMyTrades(private) v1(historical)
#
# {
# "symbol": "SNOV-ETH",
# "dealPrice": "0.0000246",
# "dealValue": "0.018942",
# "amount": "770",
# "fee": "0.00001137",
# "side": "sell",
# "createdAt": 1540080199
# "id":"5c4d389e4c8c60413f78e2e5",
# }
#
# uta fetchTrades
#
# {
# "sequence": "18746044393340932",
# "tradeId": "18746044393340932",
# "price": "104355.6",
# "size": "0.00011886",
# "side": "sell",
# "ts": 1762242540829000000
# }
#
marketId = self.safe_string(trade, 'symbol')
market = self.safe_market(marketId, market, '-')
id = self.safe_string_2(trade, 'tradeId', 'id')
orderId = self.safe_string(trade, 'orderId')
takerOrMaker = self.safe_string(trade, 'liquidity')
timestamp = self.safe_integer_2(trade, 'time', 'ts')
if timestamp is not None:
timestamp = self.parse_to_int(timestamp / 1000000)
else:
timestamp = self.safe_integer(trade, 'createdAt')
# if it's a historical v1 trade, the exchange returns timestamp in seconds
if ('dealValue' in trade) and (timestamp is not None):
timestamp = timestamp * 1000
priceString = self.safe_string_2(trade, 'price', 'dealPrice')
amountString = self.safe_string_2(trade, 'size', 'amount')
side = self.safe_string(trade, 'side')
fee = None
feeCostString = self.safe_string(trade, 'fee')
if feeCostString is not None:
feeCurrencyId = self.safe_string(trade, 'feeCurrency')
feeCurrency = self.safe_currency_code(feeCurrencyId)
if feeCurrency is None:
feeCurrency = market['quote'] if (side == 'sell') else market['base']
fee = {
'cost': feeCostString,
'currency': feeCurrency,
'rate': self.safe_string(trade, 'feeRate'),
}
type = self.safe_string(trade, 'type')
if type == 'match':
type = None
costString = self.safe_string_2(trade, 'funds', 'dealValue')
return self.safe_trade({
'info': trade,
'id': id,
'order': orderId,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'symbol': market['symbol'],
'type': type,
'takerOrMaker': takerOrMaker,
'side': side,
'price': priceString,
'amount': amountString,
'cost': costString,
'fee': fee,
}, market)
def parse_contract_trade(self, trade: dict, market: Market = None) -> Trade:
#
# fetchTrades(public)
#
# {
# "sequence": 32114961,
# "side": "buy",
# "size": 39,
# "price": "4001.6500000000",
# "takerOrderId": "61c20742f172110001e0ebe4",
# "makerOrderId": "61c2073fcfc88100010fcb5d",
# "tradeId": "61c2074277a0c473e69029b8",
# "ts": 1640105794099993896 # filled time
# }
#
# fetchMyTrades(private) v2
#
# {
# "symbol":"BTC-USDT",
# "tradeId":"5c35c02709e4f67d5266954e",
# "orderId":"5c35c02703aa673ceec2a168",
# "counterOrderId":"5c1ab46003aa676e487fa8e3",
# "side":"buy",
# "liquidity":"taker",
# "forceTaker":true,
# "price":"0.083",
# "size":"0.8424304",
# "funds":"0.0699217232",
# "fee":"0",
# "feeRate":"0",
# "feeCurrency":"USDT",
# "stop":"",
# "type":"limit",
# "createdAt":1547026472000
# }
#
# fetchMyTrades(private) v1
#
# {
# "symbol":"DOGEUSDTM",
# "tradeId":"620ec41a96bab27b5f4ced56",
# "orderId":"620ec41a0d1d8a0001560bd0",
# "side":"sell",
# "liquidity":"taker",
# "forceTaker":true,
# "price":"0.13969",
# "size":1,
# "value":"13.969",
# "feeRate":"0.0006",
# "fixFee":"0",
# "feeCurrency":"USDT",
# "stop":"",
# "tradeTime":1645134874858018058,
# "fee":"0.0083814",
# "settleCurrency":"USDT",
# "orderType":"market",
# "tradeType":"trade",
# "createdAt":1645134874858
# }
#
# watchTrades
#
# {
# "makerUserId": "62286a4d720edf0001e81961",
# "symbol": "ADAUSDTM",
# "sequence": 41320766,
# "side": "sell",
# "size": 2,
# "price": 0.35904,
# "takerOrderId": "636dd9da9857ba00010cfa44",
# "makerOrderId": "636dd9c8df149d0001e62bc8",
# "takerUserId": "6180be22b6ab210001fa3371",
# "tradeId": "636dd9da0000d400d477eca7",
# "ts": 1668143578987357700
# }
#
marketId = self.safe_string(trade, 'symbol')
market = self.safe_market(marketId, market, '-')
id = self.safe_string_2(trade, 'tradeId', 'id')
orderId = self.safe_string(trade, 'orderId')
takerOrMaker = self.safe_string(trade, 'liquidity')
timestamp = self.safe_integer(trade, 'ts')
if timestamp is not None:
timestamp = self.parse_to_int(timestamp / 1000000)
else:
timestamp = self.safe_integer(trade, 'createdAt')
# if it's a historical v1 trade, the exchange returns timestamp in seconds
if ('dealValue' in trade) and (timestamp is not None):
timestamp = timestamp * 1000
priceString = self.safe_string_2(trade, 'price', 'dealPrice')
amountString = self.safe_string_2(trade, 'size', 'amount')
side = self.safe_string(trade, 'side')
fee = None
feeCostString = self.safe_string(trade, 'fee')
if feeCostString is not None:
feeCurrencyId = self.safe_string(trade, 'feeCurrency')
feeCurrency = self.safe_currency_code(feeCurrencyId)
if feeCurrency is None:
feeCurrency = market['quote'] if (side == 'sell') else market['base']
fee = {
'cost': feeCostString,
'currency': feeCurrency,
'rate': self.safe_string(trade, 'feeRate'),
}
type = self.safe_string_2(trade, 'type', 'orderType')
if type == 'match':
type = None
costString = self.safe_string_2(trade, 'funds', 'value')
if costString is None:
contractSize = self.safe_string(market, 'contractSize')
contractCost = Precise.string_mul(priceString, amountString)
costString = Precise.string_mul(contractCost, contractSize)
return self.safe_trade({
'info': trade,
'id': id,
'order': orderId,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'symbol': market['symbol'],
'type': type,
'takerOrMaker': takerOrMaker,
'side': side,
'price': priceString,
'amount': amountString,
'cost': costString,
'fee': fee,
}, market)
def parse_my_uta_trade(self, trade: dict, market: Market = None) -> Trade:
#
# {
# "orderId": "426373228194254848",
# "symbol": "DOGEUSDTM",
# "orderType": "MARKET",
# "side": "BUY",
# "tradeId": "1711108516570",
# "size": "1",
# "price": "0.09641",
# "value": "9.641",
# "executionTime": 1774468501294000000,
# "fee": "0.0057846",
# "feeCurrency": "USDT",
# "tax": "",
# "liquidityRole": "TAKER",
# "fillType": "NORMAL"
# }
#
marketId = self.safe_string(trade, 'symbol')
market = self.safe_market(marketId, market)
timestamp = self.safe_integer_product(trade, 'executionTime', 0.000001)
fee: dict = {
'cost': self.safe_string(trade, 'fee'),
'currency': self.safe_currency_code(self.safe_string(trade, 'feeCurrency')),
}
return self.safe_trade({
'info': trade,
'id': self.safe_string(trade, 'tradeId'),
'order': self.safe_string(trade, 'orderId'),
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'symbol': market['symbol'],
'type': self.safe_string_lower(trade, 'orderType'),
'takerOrMaker': self.safe_string_lower(trade, 'liquidityRole'),
'side': self.safe_string_lower(trade, 'side'),
'price': self.safe_string(trade, 'price'),
'amount': self.safe_string(trade, 'size'),
'cost': self.safe_string(trade, 'value'),
'fee': fee,
}, market)
def fetch_trading_fee(self, symbol: str, params={}) -> TradingFeeInterface:
"""
fetch the trading fees for a market
https://www.kucoin.com/docs-new/rest/account-info/trade-fee/get-actual-fee-spot-margin
https://www.kucoin.com/docs-new/rest/account-info/trade-fee/get-actual-fee-futures
https://www.kucoin.com/docs-new/rest/ua/get-actual-fee
:param str symbol: unified market symbol
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta) endpoint, defaults to False
:returns dict: a `fee structure <https://docs.ccxt.com/?id=fee-structure>`
"""
self.load_markets()
market = self.market(symbol)
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'fetchTradingFee', 'uta', uta)
request: dict = {}
response = None
entry: dict = None
if uta:
if market['spot']:
request['tradeType'] = 'SPOT'
else:
request['tradeType'] = 'FUTURES'
request['symbol'] = market['id']
response = self.utaPrivateGetUserFeeRate(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "tradeType": "SPOT",
# "list": [
# {
# "symbol": "ETH-USDT",
# "takerFeeRate": "0.001",
# "makerFeeRate": "0.001"
# }
# ]
# }
# }
#
data = self.safe_dict(response, 'data', {})
dataList = self.safe_list(data, 'list', [])
entry = self.safe_dict(dataList, 0)
elif market['spot']:
request['symbols'] = market['id']
response = self.privateGetTradeFees(self.extend(request, params))
#
# {
# "code": "200000",
# "data": [
# {
# "symbol": "BTC-USDT",
# "takerFeeRate": "0.001",
# "makerFeeRate": "0.001"
# }
# ]
# }
#
data = self.safe_list(response, 'data', [])
entry = self.safe_dict(data, 0)
else:
request['symbol'] = market['id']
response = self.futuresPrivateGetTradeFees(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "symbol": "ETHUSDTM",
# "takerFeeRate": "0.0006",
# "makerFeeRate": "0.0002",
# "feeTaxRate": "0"
# }
# }
#
entry = self.safe_dict(response, 'data')
marketId = self.safe_string(entry, 'symbol')
return {
'info': response,
'symbol': self.safe_symbol(marketId, market),
'maker': self.safe_number(entry, 'makerFeeRate'),
'taker': self.safe_number(entry, 'takerFeeRate'),
'percentage': True,
'tierBased': True,
}
def withdraw(self, code: str, amount: float, address: str, tag: Str = None, params={}) -> Transaction:
"""
make a withdrawal
https://www.kucoin.com/docs-new/rest/account-info/withdrawals/withdraw-v3
:param str code: unified currency code
:param float amount: the amount to withdraw
:param str address: the address to withdraw to
:param str tag:
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a `transaction structure <https://docs.ccxt.com/?id=transaction-structure>`
"""
tag, params = self.handle_withdraw_tag_and_params(tag, params)
self.load_markets()
self.check_address(address)
currency = self.currency(code)
request: dict = {
'currency': currency['id'],
'toAddress': address,
'withdrawType': 'ADDRESS',
# 'memo': tag,
# 'isInner': False, # internal transfer or external withdrawal
# 'remark': 'optional',
# 'chain': 'OMNI', # 'ERC20', 'TRC20', default is ERC20, This only apply for multi-chain currency, and there is no need for single chain currency.
}
if tag is not None:
request['memo'] = tag
networkCode = None
networkCode, params = self.handle_network_code_and_params(params)
if networkCode is not None:
request['chain'] = self.network_code_to_id(networkCode, currency['code']).lower()
request['amount'] = float(self.currency_to_precision(code, amount, networkCode))
includeFee = None
includeFee, params = self.handle_option_and_params(params, 'withdraw', 'includeFee', False)
if includeFee:
request['feeDeductType'] = 'INTERNAL'
response = self.privatePostWithdrawals(self.extend(request, params))
#
# the id is inside "data"
#
# {
# "code": 200000,
# "data": {
# "withdrawalId": "5bffb63303aa675e8bbe18f9"
# }
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_transaction(data, currency)
def parse_transaction_status(self, status: Str):
statuses: dict = {
'SUCCESS': 'ok',
'PROCESSING': 'pending',
'WALLET_PROCESSING': 'pending',
'FAILURE': 'failed',
}
return self.safe_string(statuses, status, status)
def parse_transaction(self, transaction: dict, currency: Currency = None) -> Transaction:
#
# fetchDeposits
#
# {
# "address": "0x5f047b29041bcfdbf0e4478cdfa753a336ba6989",
# "memo": "5c247c8a03aa677cea2a251d",
# "amount": 1,
# "fee": 0.0001,
# "currency": "KCS",
# "chain": "",
# "isInner": False,
# "walletTxId": "5bbb57386d99522d9f954c5a@test004",
# "status": "SUCCESS",
# "createdAt": 1544178843000,
# "updatedAt": 1544178891000
# "remark":"foobar"
# }
#
# fetchWithdrawals
#
# {
# "id": "5c2dc64e03aa675aa263f1ac",
# "address": "0x5bedb060b8eb8d823e2414d82acce78d38be7fe9",
# "memo": "",
# "currency": "ETH",
# "chain": "",
# "amount": 1.0000000,
# "fee": 0.0100000,
# "walletTxId": "3e2414d82acce78d38be7fe9",
# "isInner": False,
# "status": "FAILURE",
# "createdAt": 1546503758000,
# "updatedAt": 1546504603000
# "remark":"foobar"
# }
#
# withdraw
#
# {
# "withdrawalId": "5bffb63303aa675e8bbe18f9"
# }
#
currencyId = self.safe_string(transaction, 'currency')
code = self.safe_currency_code(currencyId, currency)
address = self.safe_string(transaction, 'address')
amount = self.safe_string(transaction, 'amount')
txid = self.safe_string(transaction, 'walletTxId')
if txid is not None:
txidParts = txid.split('@')
numTxidParts = len(txidParts)
if numTxidParts > 1:
if address is None:
if len(txidParts[1]) > 1:
address = txidParts[1]
txid = txidParts[0]
type = 'withdrawal' if (txid is None) else 'deposit'
rawStatus = self.safe_string(transaction, 'status')
fee = None
feeCost = self.safe_string(transaction, 'fee')
if feeCost is not None:
rate = None
if amount is not None:
rate = Precise.string_div(feeCost, amount)
fee = {
'cost': self.parse_number(feeCost),
'rate': self.parse_number(rate),
'currency': code,
}
timestamp = self.safe_integer_2(transaction, 'createdAt', 'createAt')
updated = self.safe_integer(transaction, 'updatedAt')
isV1 = not ('createdAt' in transaction)
# if it's a v1 structure
if isV1:
type = 'withdrawal' if ('address' in transaction) else 'deposit'
if timestamp is not None:
timestamp = timestamp * 1000
if updated is not None:
updated = updated * 1000
internal = self.safe_bool(transaction, 'isInner')
tag = self.safe_string(transaction, 'memo')
chainId = self.safe_string(transaction, 'chain')
return {
'info': transaction,
'id': self.safe_string_2(transaction, 'id', 'withdrawalId'),
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'network': self.network_id_to_code(chainId, code),
'address': address,
'addressTo': address,
'addressFrom': None,
'tag': tag,
'tagTo': tag,
'tagFrom': None,
'currency': code,
'amount': self.parse_number(amount),
'txid': txid,
'type': type,
'status': self.parse_transaction_status(rawStatus),
'comment': self.safe_string(transaction, 'remark'),
'internal': internal,
'fee': fee,
'updated': updated,
}
def fetch_deposits(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]:
"""
fetch all deposits made to an account
https://www.kucoin.com/docs-new/rest/account-info/deposit/get-deposit-history
https://www.kucoin.com/docs/rest/funding/deposit/get-deposit-list
https://www.kucoin.com/docs/rest/funding/deposit/get-v1-historical-deposits-list
:param str code: unified currency code
:param int [since]: the earliest time in ms to fetch deposits for
:param int [limit]: the maximum number of deposits structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: the latest time in ms to fetch entries for
:param boolean [params.paginate]: *main account only* default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:param str [params.accountType]: 'main' or 'contract'(default is 'main')
:returns dict[]: a list of `transaction structures <https://docs.ccxt.com/?id=transaction-structure>`
"""
self.load_markets()
accountType = 'main'
accountType, params = self.handle_option_and_params(params, 'fetchDeposits', 'accountType', accountType)
accountsByType = self.safe_dict(self.options, 'accountsByType', {})
accountType = self.safe_string(accountsByType, accountType, accountType)
if accountType == 'contract':
return self.fetch_contract_deposits(code, since, limit, params)
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchDeposits', 'paginate')
if paginate:
return self.fetch_paginated_call_dynamic('fetchDeposits', code, since, limit, params)
request: dict = {}
currency = None
if code is not None:
currency = self.currency(code)
request['currency'] = currency['id']
if limit is not None:
request['pageSize'] = limit
request, params = self.handle_until_option('endAt', request, params)
response = None
if since is not None and since < 1550448000000:
# if since is earlier than 2019-02-18T00:00:00Z
request['startAt'] = self.parse_to_int(since / 1000)
response = self.privateGetHistDeposits(self.extend(request, params))
else:
if since is not None:
request['startAt'] = since
response = self.privateGetDeposits(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "currentPage": 1,
# "pageSize": 5,
# "totalNum": 2,
# "totalPage": 1,
# "items": [
# #--------------------------------------------------
# # version 2 deposit response structure
# {
# "address": "0x5f047b29041bcfdbf0e4478cdfa753a336ba6989",
# "memo": "5c247c8a03aa677cea2a251d",
# "amount": 1,
# "fee": 0.0001,
# "currency": "KCS",
# "isInner": False,
# "walletTxId": "5bbb57386d99522d9f954c5a@test004",
# "status": "SUCCESS",
# "createdAt": 1544178843000,
# "updatedAt": 1544178891000
# "remark":"foobar"
# },
# #--------------------------------------------------
# # version 1(historical) deposit response structure
# {
# "currency": "BTC",
# "createAt": 1528536998,
# "amount": "0.03266638",
# "walletTxId": "55c643bc2c68d6f17266383ac1be9e454038864b929ae7cee0bc408cc5c869e8@12ffGWmMMD1zA1WbFm7Ho3JZ1w6NYXjpFk@234",
# "isInner": False,
# "status": "SUCCESS",
# }
# ]
# }
# }
#
data = self.safe_dict(response, 'data', {})
items = self.safe_list(data, 'items', [])
return self.parse_transactions(items, currency, since, limit, {'type': 'deposit'})
def fetch_contract_deposits(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]:
"""
helper method for fetching deposits for futures accounts
:param str code: unified currency code
:param int [since]: the earliest time in ms to fetch deposits for
:param int [limit]: the maximum number of deposits structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict[]: a list of `transaction structures <https://docs.ccxt.com/?id=transaction-structure>`
"""
self.load_markets()
request: dict = {}
currency = None
if code is not None:
currency = self.currency(code)
request['currency'] = currency['id']
if limit is not None:
request['pageSize'] = limit
if since is not None:
request['startAt'] = since
response = self.futuresPrivateGetDepositList(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "currentPage": 1,
# "pageSize": 5,
# "totalNum": 2,
# "totalPage": 1,
# "items": [
# {
# "address": "0x5f047b29041bcfdbf0e4478cdfa753a336ba6989",
# "memo": "5c247c8a03aa677cea2a251d",
# "amount": 1,
# "fee": 0.0001,
# "currency": "KCS",
# "isInner": False,
# "walletTxId": "5bbb57386d99522d9f954c5a@test004",
# "status": "SUCCESS",
# "createdAt": 1544178843000,
# "updatedAt": 1544178891000
# "remark":"foobar"
# },
# ...
# ]
# }
# }
#
responseData = response['data']['items']
return self.parse_transactions(responseData, currency, since, limit, {'type': 'deposit'})
def fetch_withdrawals(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]:
"""
fetch all withdrawals made from an account
https://www.kucoin.com/docs-new/rest/account-info/withdrawals/get-withdrawal-history
https://www.kucoin.com/docs/rest/funding/withdrawals/get-withdrawals-list
https://www.kucoin.com/docs/rest/funding/withdrawals/get-v1-historical-withdrawals-list
:param str code: unified currency code
:param int [since]: the earliest time in ms to fetch withdrawals for
:param int [limit]: the maximum number of withdrawals structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: the latest time in ms to fetch entries for
:param boolean [params.paginate]: *main account only* default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:param str [params.accountType]: 'main' or 'contract'(default is 'main')
:returns dict[]: a list of `transaction structures <https://docs.ccxt.com/?id=transaction-structure>`
"""
self.load_markets()
accountType = 'main'
accountType, params = self.handle_option_and_params(params, 'fetchWithdrawals', 'accountType', accountType)
accountsByType = self.safe_dict(self.options, 'accountsByType', {})
accountType = self.safe_string(accountsByType, accountType, accountType)
if accountType == 'contract':
return self.fetch_contract_withdrawals(code, since, limit, params)
maxLimit = 500
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchWithdrawals', 'paginate')
if paginate:
return self.fetch_paginated_call_dynamic('fetchWithdrawals', code, since, limit, params, maxLimit)
request: dict = {}
currency = None
if code is not None:
currency = self.currency(code)
request['currency'] = currency['id']
if limit is not None:
request['pageSize'] = limit
request, params = self.handle_until_option('endAt', request, params)
response = None
if since is not None and since < 1550448000000:
# if since is earlier than 2019-02-18T00:00:00Z
request['startAt'] = self.parse_to_int(since / 1000)
response = self.privateGetHistWithdrawals(self.extend(request, params))
else:
if since is not None:
request['startAt'] = since
response = self.privateGetWithdrawals(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "currentPage": 1,
# "pageSize": 5,
# "totalNum": 2,
# "totalPage": 1,
# "items": [
# #--------------------------------------------------
# # version 2 withdrawal response structure
# {
# "id": "5c2dc64e03aa675aa263f1ac",
# "address": "0x5bedb060b8eb8d823e2414d82acce78d38be7fe9",
# "memo": "",
# "currency": "ETH",
# "amount": 1.0000000,
# "fee": 0.0100000,
# "walletTxId": "3e2414d82acce78d38be7fe9",
# "isInner": False,
# "status": "FAILURE",
# "createdAt": 1546503758000,
# "updatedAt": 1546504603000
# },
# #--------------------------------------------------
# # version 1(historical) withdrawal response structure
# {
# "currency": "BTC",
# "createAt": 1526723468,
# "amount": "0.534",
# "address": "33xW37ZSW4tQvg443Pc7NLCAs167Yc2XUV",
# "walletTxId": "aeacea864c020acf58e51606169240e96774838dcd4f7ce48acf38e3651323f4",
# "isInner": False,
# "status": "SUCCESS"
# }
# ]
# }
# }
#
data = self.safe_dict(response, 'data', {})
items = self.safe_list(data, 'items', [])
return self.parse_transactions(items, currency, since, limit, {'type': 'withdrawal'})
def fetch_contract_withdrawals(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]:
"""
helper method for fetching withdrawals for futures accounts
:param str code: unified currency code
:param int [since]: the earliest time in ms to fetch withdrawals for
:param int [limit]: the maximum number of withdrawals structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict[]: a list of `transaction structures <https://docs.ccxt.com/?id=transaction-structure>`
"""
self.load_markets()
request: dict = {}
currency = None
if code is not None:
currency = self.currency(code)
request['currency'] = currency['id']
if limit is not None:
request['pageSize'] = limit
if since is not None:
request['startAt'] = since
response = self.futuresPrivateGetWithdrawalList(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "currentPage": 1,
# "pageSize": 5,
# "totalNum": 2,
# "totalPage": 1,
# "items": [
# {
# "id": "5c2dc64e03aa675aa263f1ac",
# "address": "0x5bedb060b8eb8d823e2414d82acce78d38be7fe9",
# "memo": "",
# "currency": "ETH",
# "amount": 1.0000000,
# "fee": 0.0100000,
# "walletTxId": "3e2414d82acce78d38be7fe9",
# "isInner": False,
# "status": "FAILURE",
# "createdAt": 1546503758000,
# "updatedAt": 1546504603000
# },
# ...
# ]
# }
# }
#
responseData = response['data']['items']
return self.parse_transactions(responseData, currency, since, limit, {'type': 'withdrawal'})
def parse_balance_helper(self, entry):
account = self.account()
account['used'] = self.safe_string_2(entry, 'holdBalance', 'hold')
account['free'] = self.safe_string_2(entry, 'availableBalance', 'available')
account['total'] = self.safe_string_2(entry, 'totalBalance', 'total')
debt = self.safe_string(entry, 'liability')
interest = self.safe_string(entry, 'interest')
account['debt'] = Precise.string_add(debt, interest)
return account
def fetch_balance(self, params={}) -> Balances:
"""
query for balance and get the amount of funds available for trading or funds locked in orders
https://www.kucoin.com/docs-new/rest/account-info/account-funding/get-account-detail-spot
https://www.kucoin.com/docs-new/rest/account-info/account-funding/get-account-cross-margin
https://www.kucoin.com/docs-new/rest/account-info/account-funding/get-account-isolated-margin
https://www.kucoin.com/docs-new/rest/account-info/account-funding/get-account-futures
https://www.kucoin.com/docs-new/rest/ua/get-account-currency-assets-uta
https://www.kucoin.com/docs-new/rest/ua/get-account-currency-assets-classic
:param dict [params]: extra parameters specific to the exchange API endpoint
:param dict [params.marginMode]: 'cross' or 'isolated', margin type for fetching margin balance
:param dict [params.type]: extra parameters specific to the exchange API endpoint
:param dict [params.hf]: *default if False* if True, the result includes the balance of the high frequency account
:param boolean [params.uta]: set to True for the unified trading account(uta) endpoint, defaults to False
:returns dict: a `balance structure <https://docs.ccxt.com/?id=balance-structure>`
"""
self.load_markets()
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'fetchBalance', 'uta', uta)
if uta:
return self.fetch_uta_balance(params)
response = None
request: dict = {}
code = self.safe_string(params, 'code')
currency = None
if code is not None:
currency = self.currency(code)
requestedType = 'spot'
requestedType, params = self.handle_market_type_and_params('fetchBalance', None, params)
accountsByType = self.safe_dict(self.options, 'accountsByType', {})
type = self.safe_string(accountsByType, requestedType, requestedType)
params = self.omit(params, 'type')
if type == 'contract':
return self.fetch_contract_balance(params)
hf = None
hf, params = self.handle_hf_and_params(params)
if hf and (type != 'main'):
type = 'trade_hf'
marginMode = None
marginMode, params = self.handle_margin_mode_and_params('fetchBalance', params)
isolated = (marginMode == 'isolated') or (type == 'isolated')
cross = (marginMode == 'cross') or (type == 'margin')
if isolated:
if currency is not None:
request['balanceCurrency'] = currency['id']
response = self.privateGetIsolatedAccounts(self.extend(request, params))
elif cross:
response = self.privateGetMarginAccount(self.extend(request, params))
else:
if currency is not None:
request['currency'] = currency['id']
request['type'] = type
response = self.privateGetAccounts(self.extend(request, params))
#
# Spot
#
# {
# "code": "200000",
# "data": [
# {
# "balance": "0.00009788",
# "available": "0.00009788",
# "holds": "0",
# "currency": "BTC",
# "id": "5c6a4fd399a1d81c4f9cc4d0",
# "type": "trade",
# },
# ]
# }
#
# Cross
#
# {
# "code": "200000",
# "data": {
# "debtRatio": "0",
# "accounts": [
# {
# "currency": "USDT",
# "totalBalance": "5",
# "availableBalance": "5",
# "holdBalance": "0",
# "liability": "0",
# "maxBorrowSize": "20"
# },
# ]
# }
# }
#
# Isolated
#
# {
# "code": "200000",
# "data": {
# "totalAssetOfQuoteCurrency": "0",
# "totalLiabilityOfQuoteCurrency": "0",
# "timestamp": 1712085661155,
# "assets": [
# {
# "symbol": "MANA-USDT",
# "status": "EFFECTIVE",
# "debtRatio": "0",
# "baseAsset": {
# "currency": "MANA",
# "borrowEnabled": True,
# "transferInEnabled": True,
# "total": "0",
# "hold": "0",
# "available": "0",
# "liability": "0",
# "interest": "0",
# "maxBorrowSize": "0"
# },
# "quoteAsset": {
# "currency": "USDT",
# "borrowEnabled": True,
# "transferInEnabled": True,
# "total": "0",
# "hold": "0",
# "available": "0",
# "liability": "0",
# "interest": "0",
# "maxBorrowSize": "0"
# }
# },
# ...
# ]
# }
# }
#
data = None
result: dict = {
'info': response,
'timestamp': None,
'datetime': None,
}
if isolated:
data = self.safe_dict(response, 'data', {})
assets = self.safe_value(data, 'assets', data)
for i in range(0, len(assets)):
entry = assets[i]
marketId = self.safe_string(entry, 'symbol')
symbol = self.safe_symbol(marketId, None, '_')
base = self.safe_dict(entry, 'baseAsset', {})
quote = self.safe_dict(entry, 'quoteAsset', {})
baseCode = self.safe_currency_code(self.safe_string(base, 'currency'))
quoteCode = self.safe_currency_code(self.safe_string(quote, 'currency'))
subResult: dict = {}
subResult[baseCode] = self.parse_balance_helper(base)
subResult[quoteCode] = self.parse_balance_helper(quote)
result[symbol] = self.safe_balance(subResult)
elif cross:
data = self.safe_dict(response, 'data', {})
accounts = self.safe_list(data, 'accounts', [])
for i in range(0, len(accounts)):
balance = accounts[i]
currencyId = self.safe_string(balance, 'currency')
codeInner = self.safe_currency_code(currencyId)
result[codeInner] = self.parse_balance_helper(balance)
else:
data = self.safe_list(response, 'data', [])
for i in range(0, len(data)):
balance = data[i]
balanceType = self.safe_string(balance, 'type')
if balanceType == type:
currencyId = self.safe_string(balance, 'currency')
codeInner2 = self.safe_currency_code(currencyId)
account = self.account()
account['total'] = self.safe_string(balance, 'balance')
account['free'] = self.safe_string(balance, 'available')
account['used'] = self.safe_string(balance, 'holds')
result[codeInner2] = account
returnType = result
if not isolated:
returnType = self.safe_balance(result)
return returnType
def fetch_contract_balance(self, params={}) -> Balances:
"""
query for balance and get the amount of funds available for trading or funds locked in orders
https://www.kucoin.com/docs-new/rest/account-info/account-funding/get-account-futures
:param dict [params]: extra parameters specific to the exchange API endpoint
:param dict [params.code]: the unified currency code to fetch the balance for, if not provided, the default .options['fetchBalance']['code'] will be used
:returns dict: a `balance structure <https://docs.ccxt.com/?id=balance-structure>`
"""
self.load_markets()
# only fetches one balance at a time
defaultCode = self.safe_string(self.options, 'code')
fetchBalanceOptions = self.safe_value(self.options, 'fetchBalance', {})
defaultCode = self.safe_string(fetchBalanceOptions, 'code', defaultCode)
code = self.safe_string(params, 'code', defaultCode)
currency = self.currency(code)
request: dict = {
'currency': currency['id'],
}
response = self.futuresPrivateGetAccountOverview(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "accountEquity": 0.00005,
# "unrealisedPNL": 0,
# "marginBalance": 0.00005,
# "positionMargin": 0,
# "orderMargin": 0,
# "frozenFunds": 0,
# "availableBalance": 0.00005,
# "currency": "XBT"
# }
# }
#
result: dict = {
'info': response,
'timestamp': None,
'datetime': None,
}
data = self.safe_value(response, 'data')
currencyId = self.safe_string(data, 'currency')
currencyCode = self.safe_currency_code(currencyId, currency)
account = self.account()
account['free'] = self.safe_string(data, 'availableBalance')
account['total'] = self.safe_string(data, 'accountEquity')
result[currencyCode] = account
return self.safe_balance(result)
def fetch_uta_balance(self, params={}) -> Balances:
"""
helper method for fetching balance with unified trading account(uta) endpoint
https://www.kucoin.com/docs-new/rest/ua/get-account-currency-assets-uta
https://www.kucoin.com/docs-new/rest/ua/get-account-currency-assets-classic
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.type]: 'unified', 'spot', 'funding', 'cross', 'isolated' or 'swap'(default is 'unified')
:param str [params.marginMode]: 'cross' or 'isolated', margin type for fetching margin balance, only applicable if type is margin(default is cross)
:returns dict: a `balance structure <https://docs.ccxt.com/?id=balance-structure>`
"""
self.load_markets()
requestedType = 'unified'
requestedType, params = self.handle_market_type_and_params('fetchUtaBalance', None, params, requestedType)
if requestedType == 'margin':
# assume cross margin if margin is specified but marginMode is not specified
marginMode = 'cross'
marginMode, params = self.handle_margin_mode_and_params('fetchUtaBalance', params, marginMode)
requestedType = marginMode
utaAccountsByType = self.safe_dict(self.options, 'utaAccountsByType', {})
type = None
type = self.safe_string(utaAccountsByType, requestedType, requestedType)
isIsolated = (type == 'ISOLATED')
request: dict = {}
response = None
if type == 'unified':
request['accountMode'] = type
# uta
# {
# "code": "200000",
# "data": {
# "accountType": "UNIFIED",
# "ts": 1764731696945,
# "accounts": [
# {
# "currencies": [
# {
# "currency": "USDT",
# "equity": "97.9936711985",
# "hold": "0.0000000000",
# "balance": "97.9936711985",
# "available": "97.9936711985",
# "liability": "0.0000000000"
# },
# {
# "currency": "BTC",
# "equity": "0.0000216000",
# "hold": "0.0000000000",
# "balance": "0.0000216000",
# "available": "0.0000216000",
# "liability": "0.0000000000"
# }
# ]
# }
# ]
# }
# }
#
response = self.utaPrivateGetAccountModeAccountBalance(self.extend(request, params))
else:
request['accountType'] = type
#
# isolated
# {
# "code": "200000",
# "data": {
# "accountType": "ISOLATED",
# "ts": 1774244660519,
# "accounts": [
# {
# "accountSubtype": "LTC-USDT",
# "riskRatio": "0",
# "currencies": [
# {
# "currency": "LTC",
# "hold": "0",
# "available": "0",
# "liability": "0",
# "balance": "0",
# "equity": "0"},{
# "currency": "USDT",
# "hold": "0",
# "available": "6",
# "liability": "0",
# "balance": "6",
# "equity": "6"
# }
# ]
# }
# ]
# }
# }
#
response = self.utaPrivateGetAccountBalance(self.extend(request, params))
data = self.safe_dict(response, 'data', {})
timestamp = self.safe_integer(data, 'ts')
result: dict = {
'info': response,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
}
accounts = self.safe_list(data, 'accounts', [])
if isIsolated:
for i in range(0, len(accounts)):
entry = accounts[i]
marketId = self.safe_string(entry, 'accountSubtype')
symbol = self.safe_symbol(marketId, None, '-')
subResult: dict = {}
currencies = self.safe_list(entry, 'currencies', [])
for j in range(0, len(currencies)):
currencyEntry = self.safe_dict(currencies, j, {})
currencyId = self.safe_string(currencyEntry, 'currency')
currencyCode = self.safe_currency_code(currencyId)
subResult[currencyCode] = self.parse_balance_helper(currencyEntry)
result[symbol] = self.safe_balance(subResult)
else:
firstAccount = self.safe_dict(accounts, 0, {})
currencies = self.safe_list(firstAccount, 'currencies', [])
for i in range(0, len(currencies)):
currencyEntry = self.safe_dict(currencies, i, {})
currencyId = self.safe_string(currencyEntry, 'currency')
currencyCode = self.safe_currency_code(currencyId)
result[currencyCode] = self.parse_balance_helper(currencyEntry)
returnType = result
if not isIsolated:
returnType = self.safe_balance(result)
return returnType
def transfer(self, code: str, amount: float, fromAccount: str, toAccount: str, params={}) -> TransferEntry:
"""
transfer currency internally between wallets on the same account
https://www.kucoin.com/docs-new/rest/account-info/transfer/flex-transfer?lang=en_US&
https://www.kucoin.com/docs-new/rest/ua/flex-transfer
:param str code: unified currency code
:param float amount: amount to transfer
:param str fromAccount: account to transfer from
:param str toAccount: account to transfer to
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta) endpoint, defaults to False
Check transferClassic() and transferUta() for more details on params
:returns dict: a `transfer structure <https://docs.ccxt.com/?id=transfer-structure>`
"""
self.load_markets()
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'transfer', 'uta', uta)
if uta:
return self.transfer_uta(code, amount, fromAccount, toAccount, params)
return self.transfer_classic(code, amount, fromAccount, toAccount, params)
def transfer_uta(self, code: str, amount: float, fromAccount: str, toAccount: str, params={}) -> TransferEntry:
"""
transfer currency internally between wallets on the same account with uta endpoint
https://www.kucoin.com/docs-new/rest/ua/flex-transfer
:param str code: unified currency code
:param float amount: amount to transfer
:param str fromAccount: account to transfer from
:param str toAccount: account to transfer to
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.transferType]: INTERNAL, PARENT_TO_SUB, SUB_TO_PARENT, SUB_TO_SUB(default is INTERNAL)
:param str [params.fromUserId]: required if transferType is SUB_TO_PARENT or SUB_TO_SUB
:param str [params.toUserId]: required if transferType is PARENT_TO_SUB or SUB_TO_SUB
:returns dict: a `transfer structure <https://docs.ccxt.com/?id=transfer-structure>`
"""
self.load_markets()
currency = self.currency(code)
requestedAmount = self.currency_to_precision(code, amount)
request: dict = {
'currency': currency['id'],
'amount': requestedAmount,
}
transferType = 'INTERNAL'
transferType, params = self.handle_param_string_2(params, 'transferType', 'type', transferType)
fromUserId = None
fromUserId, params = self.handle_param_string_2(params, 'fromUserId', 'fromUid', fromUserId)
toUserId = None
toUserId, params = self.handle_param_string_2(params, 'toUserId', 'toUid', toUserId)
if transferType == 'PARENT_TO_SUB' or transferType == 'SUB_TO_SUB':
if toUserId is None:
raise ExchangeError(self.id + ' transfer() requires a toUserId param for PARENT_TO_SUB or SUB_TO_SUB transfers')
else:
request['toUid'] = toUserId
elif transferType == 'SUB_TO_PARENT' or transferType == 'SUB_TO_SUB':
if fromUserId is None:
raise ExchangeError(self.id + ' transfer() requires a fromUserId param for SUB_TO_PARENT or SUB_TO_SUB transfers')
else:
request['fromUid'] = fromUserId
clientOid = self.uuid()
clientOid, params = self.handle_param_string_2(params, 'clientOid', 'clientOrderId', clientOid)
request['clientOid'] = clientOid
fromId = self.convert_type_to_account(fromAccount)
toId = self.convert_type_to_account(toAccount)
fromIsolated = self.in_array(fromId, self.ids)
toIsolated = self.in_array(toId, self.ids)
if fromIsolated:
request['fromAccountSymbol'] = fromId
fromId = 'ISOLATED'
if toIsolated:
request['toAccountSymbol'] = toId
toId = 'ISOLATED'
utaAccountsByType = self.safe_dict(self.options, 'utaAccountsByType', {})
fromId = self.safe_string(utaAccountsByType, fromId, fromId)
toId = self.safe_string(utaAccountsByType, toId, toId)
request['fromAccountType'] = fromId.upper()
request['toAccountType'] = toId.upper()
types: dict = {
'INTERNAL': '0',
'PARENT_TO_SUB': '1',
'SUB_TO_PARENT': '2',
'SUB_TO_SUB': '3',
}
request['type'] = self.safe_string(types, transferType, transferType)
response = self.utaPrivatePostAccountTransfer(self.extend(request, params))
#
#
data = self.safe_dict(response, 'data')
transfer = self.parse_transfer(data, currency)
transferOptions = self.safe_dict(self.options, 'transfer', {})
fillResponseFromRequest = self.safe_bool(transferOptions, 'fillResponseFromRequest', True)
if fillResponseFromRequest:
transfer['amount'] = amount
transfer['fromAccount'] = fromAccount
transfer['toAccount'] = toAccount
transfer['status'] = 'ok'
return transfer
def transfer_classic(self, code: str, amount: float, fromAccount: str, toAccount: str, params={}) -> TransferEntry:
"""
transfer currency internally between wallets on the same account with classic endpoints
https://www.kucoin.com/docs-new/rest/account-info/transfer/flex-transfer?lang=en_US&
:param str code: unified currency code
:param float amount: amount to transfer
:param str fromAccount: account to transfer from
:param str toAccount: account to transfer to
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.transferType]: INTERNAL, PARENT_TO_SUB, SUB_TO_PARENT(default is INTERNAL)
:param str [params.fromUserId]: required if transferType is SUB_TO_PARENT
:param str [params.toUserId]: required if transferType is PARENT_TO_SUB
:returns dict: a `transfer structure <https://docs.ccxt.com/?id=transfer-structure>`
"""
self.load_markets()
currency = self.currency(code)
requestedAmount = self.currency_to_precision(code, amount)
request: dict = {
'currency': currency['id'],
'amount': requestedAmount,
}
transferType = 'INTERNAL'
transferType, params = self.handle_param_string_2(params, 'transferType', 'type', transferType)
if transferType == 'PARENT_TO_SUB':
if not ('toUserId' in params):
raise ExchangeError(self.id + ' transfer() requires a toUserId param for PARENT_TO_SUB transfers')
elif transferType == 'SUB_TO_PARENT':
if not ('fromUserId' in params):
raise ExchangeError(self.id + ' transfer() requires a fromUserId param for SUB_TO_PARENT transfers')
if not ('clientOid' in params):
request['clientOid'] = self.uuid()
fromId = self.convert_type_to_account(fromAccount)
toId = self.convert_type_to_account(toAccount)
fromIsolated = self.in_array(fromId, self.ids)
toIsolated = self.in_array(toId, self.ids)
if fromIsolated:
request['fromAccountTag'] = fromId
fromId = 'isolated'
if toIsolated:
request['toAccountTag'] = toId
toId = 'isolated'
hfOrMining = self.is_hf_or_mining(fromId, toId)
response = None
if hfOrMining:
# new endpoint does not support hf and mining transfers
# use old endpoint for hf and mining transfers
request['from'] = fromId
request['to'] = toId
response = self.privatePostAccountsInnerTransfer(self.extend(request, params))
else:
request['type'] = transferType
request['fromAccountType'] = fromId.upper()
request['toAccountType'] = toId.upper()
#
# {
# "code": "200000",
# "data": {
# "orderId": "694fcb5b08bb1600015cda75"
# }
# }
#
response = self.privatePostAccountsUniversalTransfer(self.extend(request, params))
data = self.safe_dict(response, 'data')
transfer = self.parse_transfer(data, currency)
transferOptions = self.safe_dict(self.options, 'transfer', {})
fillResponseFromRequest = self.safe_bool(transferOptions, 'fillResponseFromRequest', True)
if fillResponseFromRequest:
transfer['amount'] = amount
transfer['fromAccount'] = fromAccount
transfer['toAccount'] = toAccount
transfer['status'] = 'ok'
return transfer
def is_hf_or_mining(self, fromId: Str, toId: Str) -> bool:
return(fromId == 'trade_hf' or toId == 'trade_hf' or fromId == 'pool' or toId == 'pool')
def parse_transfer(self, transfer: dict, currency: Currency = None) -> TransferEntry:
#
# transfer(spot)
#
# {
# "orderId": "605a6211e657f00006ad0ad6"
# }
#
# {
# "code": "200000",
# "msg": "Failed to transfer out. The amount exceeds the upper limit"
# }
#
# transfer(futures)
#
# {
# "applyId": "605a87217dff1500063d485d",
# "bizNo": "bcd6e5e1291f4905af84dc",
# "payAccountType": "CONTRACT",
# "payTag": "DEFAULT",
# "remark": '',
# "recAccountType": "MAIN",
# "recTag": "DEFAULT",
# "recRemark": '',
# "recSystem": "KUCOIN",
# "status": "PROCESSING",
# "currency": "XBT",
# "amount": "0.00001",
# "fee": "0",
# "sn": "573688685663948",
# "reason": '',
# "createdAt": 1616545569000,
# "updatedAt": 1616545569000
# }
#
# ledger entry - from account ledgers API(for fetchTransfers)
#
# {
# "id": "611a1e7c6a053300067a88d9",
# "currency": "USDT",
# "amount": "10.00059547",
# "fee": "0",
# "balance": "0",
# "accountType": "MAIN",
# "bizType": "Transfer",
# "direction": "in",
# "createdAt": 1629101692950,
# "context": "{\"orderId\":\"611a1e7c6a053300067a88d9\"}"
# }
#
# ledger entry from contracts API
# {
# "time": 1771765696000,
# "type": "TransferIn",
# "amount": 10.0,
# "fee": 0.0,
# "accountEquity": 54.53821148,
# "status": "Completed",
# "remark": "Transferred from Trading Account",
# "offset": 71904927,
# "currency": "USDT"
# }
timestamp = self.safe_integer_2(transfer, 'createdAt', 'time')
currencyId = self.safe_string(transfer, 'currency')
rawStatus = self.safe_string(transfer, 'status')
bizType = self.safe_string(transfer, 'bizType')
isLedgerEntry = (bizType is not None)
accountFromRaw = None
accountToRaw = None
if isLedgerEntry:
# Ledger entry format: uses accountType + direction
accountType = self.safe_string_lower(transfer, 'accountType')
direction = self.safe_string(transfer, 'direction')
if direction == 'out':
accountFromRaw = accountType
elif direction == 'in':
accountToRaw = accountType
else:
# Transfer API format: uses payAccountType/recAccountType
accountFromRaw = self.safe_string_lower(transfer, 'payAccountType')
accountToRaw = self.safe_string_lower(transfer, 'recAccountType')
accountsByType = self.safe_dict(self.options, 'accountsByType')
accountFrom = self.safe_string(accountsByType, accountFromRaw, accountFromRaw)
accountTo = self.safe_string(accountsByType, accountToRaw, accountToRaw)
return {
'id': self.safe_string_n(transfer, ['id', 'applyId', 'orderId']),
'currency': self.safe_currency_code(currencyId, currency),
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'amount': self.safe_number(transfer, 'amount'),
'fromAccount': accountFrom,
'toAccount': accountTo,
'status': self.parse_transfer_status(rawStatus),
'info': transfer,
}
def parse_transfer_status(self, status: Str) -> Str:
statuses: dict = {
'PROCESSING': 'pending',
}
return self.safe_string(statuses, status, status)
def parse_ledger_entry_type(self, type):
types: dict = {
'Assets Transferred in After Upgrading': 'transfer', # Assets Transferred in After V1 to V2 Upgrading
'Deposit': 'transaction', # Deposit
'Withdrawal': 'transaction', # Withdrawal
'Transfer': 'transfer', # Transfer
'Trade_Exchange': 'trade', # Trade
# 'Vote for Coin': 'Vote for Coin', # Vote for Coin
'KuCoin Bonus': 'bonus', # KuCoin Bonus
'Referral Bonus': 'referral', # Referral Bonus
'Rewards': 'bonus', # Activities Rewards
# 'Distribution': 'Distribution', # Distribution, such GAS by holding NEO
'Airdrop/Fork': 'airdrop', # Airdrop/Fork
'Other rewards': 'bonus', # Other rewards, except Vote, Airdrop, Fork
'Fee Rebate': 'rebate', # Fee Rebate
'Buy Crypto': 'trade', # Use credit card to buy crypto
'Sell Crypto': 'sell', # Use credit card to sell crypto
'Public Offering Purchase': 'trade', # Public Offering Purchase for Spotlight
# 'Send red envelope': 'Send red envelope', # Send red envelope
# 'Open red envelope': 'Open red envelope', # Open red envelope
# 'Staking': 'Staking', # Staking
# 'LockDrop Vesting': 'LockDrop Vesting', # LockDrop Vesting
# 'Staking Profits': 'Staking Profits', # Staking Profits
# 'Redemption': 'Redemption', # Redemption
'Refunded Fees': 'fee', # Refunded Fees
'KCS Pay Fees': 'fee', # KCS Pay Fees
'Margin Trade': 'trade', # Margin Trade
'Loans': 'Loans', # Loans
# 'Borrowings': 'Borrowings', # Borrowings
# 'Debt Repayment': 'Debt Repayment', # Debt Repayment
# 'Loans Repaid': 'Loans Repaid', # Loans Repaid
# 'Lendings': 'Lendings', # Lendings
# 'Pool transactions': 'Pool transactions', # Pool-X transactions
'Instant Exchange': 'trade', # Instant Exchange
'Sub-account transfer': 'transfer', # Sub-account transfer
'Liquidation Fees': 'fee', # Liquidation Fees
# 'Soft Staking Profits': 'Soft Staking Profits', # Soft Staking Profits
# 'Voting Earnings': 'Voting Earnings', # Voting Earnings on Pool-X
# 'Redemption of Voting': 'Redemption of Voting', # Redemption of Voting on Pool-X
# 'Voting': 'Voting', # Voting on Pool-X
# 'Convert to KCS': 'Convert to KCS', # Convert to KCS
'RealisedPNL': 'trade',
'TransferIn': 'transfer',
'TransferOut': 'transfer',
'TRADE_EXCHANGE': 'trade',
'TRANSFER': 'transfer',
'SUB_TRANSFER': 'transfer',
'RETURNED_FEES': 'fee',
'DEDUCTION_FEES': 'fee',
'OTHER': 'other',
'SUB_TO_SUB_TRANSFER': 'transfer',
'SPOT_EXCHANGE': 'trade',
'SPOT_EXCHANGE_REBATE': 'rebate',
'FUTURES_EXCHANGE_OPEN': 'trade',
'FUTURES_EXCHANGE_CLOSE': 'trade',
'FUTURES_EXCHANGE_REBATE': 'rebate',
'FUNDING_FEE': 'fee',
'LIABILITY_INTEREST': 'fee',
'KCS_DEDUCTION_FEES': 'fee',
'KCS_RETURNED_FEES': 'fee',
'AUTO_EXCHANGE_USER': 'trade',
}
return self.safe_string(types, type, type)
def parse_ledger_direction(self, direction):
directions: dict = {
'in': 'in',
'out': 'out',
'TransferIn': 'in',
'TransferOut': 'out',
'IN': 'in',
'OUT': 'out',
}
return self.safe_string(directions, direction, direction)
def parse_ledger_status(self, status):
statuses: dict = {
'Completed': 'ok',
'Pending': 'pending',
}
return self.safe_string(statuses, status, status)
def parse_ledger_entry(self, item: dict, currency: Currency = None) -> LedgerEntry:
#
# {
# "id": "611a1e7c6a053300067a88d9", #unique key for each ledger entry
# "currency": "USDT", #Currency
# "amount": "10.00059547", #The total amount of assets(fees included) involved in assets changes such, withdrawal and bonus distribution.
# "fee": "0", #Deposit or withdrawal fee
# "balance": "0", #Total assets of a currency remaining funds after transaction
# "accountType": "MAIN", #Account Type
# "bizType": "Loans Repaid", #business type
# "direction": "in", #side, in or out
# "createdAt": 1629101692950, #Creation time
# "context": "{\"borrowerUserId\":\"601ad03e50dc810006d242ea\",\"loanRepayDetailNo\":\"611a1e7cc913d000066cf7ec\"}" #Business core parameters
# }
#
# ledger entry from contracts API
# {
# "time": 1771765696000,
# "type": "TransferIn",
# "amount": 10.0,
# "fee": 0.0,
# "accountEquity": 54.53821148,
# "status": "Completed",
# "remark": "Transferred from Trading Account",
# "offset": 71904927,
# "currency": "USDT"
# }
#
# ledger entry from UTA API
# {
# "accountType": "UNIFIED",
# "id": "30000000001200350",
# "currency": "USDT",
# "direction": "IN",
# "businessType": "TRANSFER",
# "amount": "30",
# "balance": "30",
# "fee": "0",
# "tax": "0",
# "remark": "Funding Account",
# "ts": 1774241648267000000
# }
#
id = self.safe_string(item, 'id')
currencyId = self.safe_string(item, 'currency')
code = self.safe_currency_code(currencyId, currency)
currency = self.safe_currency(currencyId, currency)
amount = self.safe_string(item, 'amount')
balanceAfter = self.safe_number_omit_zero(item, 'balance')
bizType = self.safe_string_n(item, ['bizType', 'businessType', 'type'])
type = self.parse_ledger_entry_type(bizType)
direction = self.safe_string_2(item, 'direction', 'type')
account = self.safe_string(item, 'accountType') # MAIN, TRADE, MARGIN, or CONTRACT
timestamp = self.safe_integer(item, 'createdAt')
if timestamp is None:
timestamp = self.safe_integer(item, 'time')
if timestamp is not None:
account = 'CONTRACT' # contract ledger entries do not have an accountType field, so we set it to CONTRACT if the time field is present
else:
timestamp = self.safe_integer_product(item, 'ts', 0.000001) # for UTA API
datetime = self.iso8601(timestamp)
context = self.safe_string(item, 'context') # contains other information about the ledger entry
#
# withdrawal transaction
#
# "{\"orderId\":\"617bb2d09e7b3b000196dac8\",\"txId\":\"0x79bb9855f86b351a45cab4dc69d78ca09586a94c45dde49475722b98f401b054\"}"
#
# deposit to MAIN, trade via MAIN
#
# "{\"orderId\":\"617ab9949e7b3b0001948081\",\"txId\":\"0x7a06b16bbd6b03dbc3d96df5683b15229fc35e7184fd7179a5f3a310bd67d1fa@default@0\"}"
#
# sell trade
#
# "{\"symbol\":\"ETH-USDT\",\"orderId\":\"617adcd1eb3fa20001dd29a1\",\"tradeId\":\"617adcd12e113d2b91222ff9\"}"
#
referenceId = None
if context is not None and context != '':
try:
parsed = json.loads(context)
orderId = self.safe_string(parsed, 'orderId')
tradeId = self.safe_string(parsed, 'tradeId')
# transactions only have an orderId but for trades we wish to use tradeId
if tradeId is not None:
referenceId = tradeId
else:
referenceId = orderId
except Exception as exc:
referenceId = context
fee = None
feeCost = self.omit_zero(self.safe_string(item, 'fee'))
feeCurrency = None
if feeCost is not None:
feeCurrency = code
fee = {'cost': self.parse_number(feeCost), 'currency': feeCurrency}
status = self.safe_string(item, 'status')
return self.safe_ledger_entry({
'info': item,
'id': id,
'direction': self.parse_ledger_direction(direction),
'account': account,
'referenceId': referenceId,
'referenceAccount': account,
'type': type,
'currency': code,
'amount': self.parse_number(Precise.string_abs(amount)),
'timestamp': timestamp,
'datetime': datetime,
'before': None,
'after': balanceAfter,
'status': self.parse_ledger_status(status),
'fee': fee,
}, currency)
def fetch_ledger(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[LedgerEntry]:
"""
fetch the history of changes, actions done by the user or operations that altered the balance of the user
https://www.kucoin.com/docs-new/rest/account-info/account-funding/get-account-ledgers-spot-margin
https://www.kucoin.com/docs-new/rest/account-info/account-funding/get-account-ledgers-tradehf
https://www.kucoin.com/docs-new/rest/account-info/account-funding/get-account-ledgers-marginhf
https://www.kucoin.com/docs-new/rest/account-info/account-funding/get-account-ledgers-futures
https://www.kucoin.com/docs-new/rest/ua/get-account-ledger
:param str [code]: unified currency code, default is None
:param int [since]: timestamp in ms of the earliest ledger entry, default is None
:param int [limit]: max number of ledger entries to return, default is None
:param dict [params]: extra parameters specific to the exchange API endpoint
:param dict [params.type]: extra parameters specific to the exchange API endpoint
:param boolean [params.hf]: default False, when True will fetch ledger entries for the high frequency trading account
:param int [params.until]: the latest time in ms to fetch entries for
:param boolean [params.uta]: default False, when True will fetch ledger entries for the unified trading account(UTA) instead of the regular accounts endpoint
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [available parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:returns dict: a `ledger structure <https://docs.ccxt.com/?id=ledger-entry-structure>`
"""
self.load_markets()
self.load_accounts()
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'fetchLedger', 'uta', uta)
hf = None
hf, params = self.handle_hf_and_params(params)
requestedType = None
if uta:
requestedType = 'UNIFIED'
requestedType, params = self.handle_market_type_and_params('fetchLedger', None, params, requestedType)
marginMode = None
marginMode, params = self.handle_margin_mode_and_params('fetchLedger', params)
if uta and (requestedType == 'margin'):
marginMode = 'cross' if (marginMode is None) else marginMode # default to cross margin for UTA if margin is requested but marginMode is not specified
requestedType = marginMode
accountsByType = self.safe_dict(self.options, 'accountsByType')
if uta:
accountsByType = self.safe_dict(self.options, 'utaAccountsByType')
type = None
type = self.safe_string(accountsByType, requestedType, requestedType)
maxLimit = 500 # for spot non-uta and margin
if hf:
maxLimit = 200
elif type == 'contract':
maxLimit = 50
elif uta:
if (type == 'UNIFIED') or (type == 'SPOT'):
maxLimit = 200
elif type == 'FUTURES':
maxLimit = 100
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchLedger', 'paginate')
if paginate:
return self.fetch_paginated_call_dynamic('fetchLedger', code, since, limit, params, maxLimit)
request: dict = {
# 'currency': currency['id'], # can choose up to 10, if not provided returns for all currencies by default
# 'direction': 'in', # 'out'
# 'bizType': 'DEPOSIT', # DEPOSIT, WITHDRAW, TRANSFER, SUB_TRANSFER,TRADE_EXCHANGE, MARGIN_EXCHANGE, KUCOIN_BONUS(optional)
# 'startAt': since,
# 'endAt': exchange.milliseconds(),
}
if since is not None:
request['startAt'] = since
# atm only single currency retrieval is supported
currency = None
if code is not None:
currency = self.currency(code)
request['currency'] = currency['id']
request, params = self.handle_until_option('endAt', request, params)
if limit is not None:
if type == 'contract':
request['maxCount'] = limit
elif hf:
request['limit'] = limit
else:
request['pageSize'] = limit
response = None
if uta:
request['accountType'] = type
response = self.utaPrivateGetAccountLedger(self.extend(request, params))
elif hf:
if marginMode is not None:
response = self.privateGetHfMarginAccountLedgers(self.extend(request, params))
else:
response = self.privateGetHfAccountsLedgers(self.extend(request, params))
elif type == 'contract':
#
# {
# "code": "200000",
# "data": {
# "dataList": [
# {
# "time": 1771765696000,
# "type": "TransferIn",
# "amount": 10.0,
# "fee": 0.0,
# "accountEquity": 54.53821148,
# "status": "Completed",
# "remark": "Transferred from Trading Account",
# "offset": 71904927,
# "currency": "USDT"
# }
# ],
# "hasMore": False
# }
# }
#
response = self.futuresPrivateGetTransactionHistory(self.extend(request, params))
else:
response = self.privateGetAccountsLedgers(self.extend(request, params))
#
# {
# "code":"200000",
# "data":{
# "currentPage":1,
# "pageSize":50,
# "totalNum":1,
# "totalPage":1,
# "items":[
# {
# "id":"617cc528729f5f0001c03ceb",
# "currency":"GAS",
# "amount":"0.00000339",
# "fee":"0",
# "balance":"0",
# "accountType":"MAIN",
# "bizType":"Distribution",
# "direction":"in",
# "createdAt":1635566888183,
# "context":"{\"orderId\":\"617cc47a1c47ed0001ce3606\",\"description\":\"Holding NEO,distribute GAS(2021/10/30)\"}"
# }
# {
# "id": "611a1e7c6a053300067a88d9",//unique key
# "currency": "USDT", #Currency
# "amount": "10.00059547", #Change amount of the funds
# "fee": "0", #Deposit or withdrawal fee
# "balance": "0", #Total assets of a currency
# "accountType": "MAIN", #Account Type
# "bizType": "Loans Repaid", #business type
# "direction": "in", #side, in or out
# "createdAt": 1629101692950, #Creation time
# "context": "{\"borrowerUserId\":\"601ad03e50dc810006d242ea\",\"loanRepayDetailNo\":\"611a1e7cc913d000066cf7ec\"}"
# },
# ]
# }
# }
#
dataList = self.safe_list(response, 'data')
if dataList is not None:
return self.parse_ledger(dataList, currency, since, limit)
data = self.safe_dict(response, 'data')
items = self.safe_list_2(data, 'items', 'dataList', [])
return self.parse_ledger(items, currency, since, limit)
def calculate_rate_limiter_cost(self, api, method, path, params, config={}):
versions = self.safe_dict(self.options, 'versions', {})
apiVersions = self.safe_dict(versions, api, {})
methodVersions = self.safe_dict(apiVersions, method, {})
defaultVersion = self.safe_string(methodVersions, path, self.options['version'])
version = self.safe_string(params, 'version', defaultVersion)
if version == 'v3' and ('v3' in config):
return config['v3']
elif version == 'v2' and ('v2' in config):
return config['v2']
elif version == 'v1' and ('v1' in config):
return config['v1']
return self.safe_value(config, 'cost', 1)
def parse_borrow_rate(self, info, currency: Currency = None):
#
# {
# "tradeId": "62db2dcaff219600012b56cd",
# "currency": "USDT",
# "size": "10",
# "dailyIntRate": "0.00003",
# "term": 7,
# "timestamp": 1658531274508488480
# },
#
# {
# "createdAt": 1697783812257,
# "currency": "XMR",
# "interestAmount": "0.1",
# "dayRatio": "0.001"
# }
#
# fetchCrossBorrowRate
# {
# "currentRateHourly": "0.00000353",
# "currentRateDaily": "0.00008466",
# "borrowLimitTotal": "600.00000000000000000000",
# "borrowLimitTotalHold": "0.00000000000000000000",
# "borrowLimitHold": "0.00000000000000000000",
# "interestFreeBorrowLimit": "0.60000000000000000000"
# }
#
timestampId = self.safe_string_2(info, 'createdAt', 'timestamp')
timestamp = self.milliseconds()
if timestampId is not None:
timestamp = self.parse_to_int(timestampId[0:13])
currencyId = self.safe_string(info, 'currency')
return {
'currency': self.safe_currency_code(currencyId, currency),
'rate': self.safe_number_n(info, ['dailyIntRate', 'dayRatio', 'currentRateDaily']),
'period': 86400000,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'info': info,
}
def fetch_borrow_interest(self, code: Str = None, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[BorrowInterest]:
"""
fetch the interest owed by the user for borrowing currency for margin trading
https://www.kucoin.com/docs-new/rest/account-info/account-funding/get-account-cross-margin
https://www.kucoin.com/docs-new/rest/account-info/account-funding/get-account-isolated-margin
:param str [code]: unified currency code
:param str [symbol]: unified market symbol, required for isolated margin
:param int [since]: the earliest time in ms to fetch borrrow interest for
:param int [limit]: the maximum number of structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.marginMode]: 'cross' or 'isolated' default is 'cross'
:returns dict[]: a list of `borrow interest structures <https://docs.ccxt.com/?id=borrow-interest-structure>`
"""
self.load_markets()
marginMode = None
marginMode, params = self.handle_margin_mode_and_params('fetchBorrowInterest', params, 'cross')
request: dict = {}
currency = None
if code is not None:
currency = self.currency(code)
if marginMode == 'isolated':
request['balanceCurrency'] = currency['id']
else:
request['quoteCurrency'] = currency['id']
market = None
if symbol is not None:
market = self.market(symbol)
response = None
if marginMode == 'isolated':
response = self.privateGetIsolatedAccounts(self.extend(request, params))
else:
response = self.privateGetMarginAccounts(self.extend(request, params))
#
# Cross
#
# {
# "code": "200000",
# "data": {
# "totalAssetOfQuoteCurrency": "0",
# "totalLiabilityOfQuoteCurrency": "0",
# "debtRatio": "0",
# "status": "EFFECTIVE",
# "accounts": [
# {
# "currency": "1INCH",
# "total": "0",
# "available": "0",
# "hold": "0",
# "liability": "0",
# "maxBorrowSize": "0",
# "borrowEnabled": True,
# "transferInEnabled": True
# }
# ]
# }
# }
#
# Isolated
#
# {
# "code": "200000",
# "data": {
# "totalConversionBalance": "0.02138647",
# "liabilityConversionBalance": "0.01480001",
# "assets": [
# {
# "symbol": "MANA-USDT",
# "debtRatio": "0",
# "status": "BORROW",
# "baseAsset": {
# "currency": "MANA",
# "borrowEnabled": True,
# "repayEnabled": True,
# "transferEnabled": True,
# "borrowed": "0",
# "totalAsset": "0",
# "available": "0",
# "hold": "0",
# "maxBorrowSize": "1000"
# },
# "quoteAsset": {
# "currency": "USDT",
# "borrowEnabled": True,
# "repayEnabled": True,
# "transferEnabled": True,
# "borrowed": "0",
# "totalAsset": "0",
# "available": "0",
# "hold": "0",
# "maxBorrowSize": "50000"
# }
# }
# ]
# }
# }
#
data = self.safe_dict(response, 'data', {})
assets = self.safe_list(data, 'assets', []) if (marginMode == 'isolated') else self.safe_list(data, 'accounts', [])
interest = self.parse_borrow_interests(assets, market)
filteredByCurrency = self.filter_by_currency_since_limit(interest, code, since, limit)
return self.filter_by_symbol_since_limit(filteredByCurrency, symbol, since, limit)
def parse_borrow_interest(self, info: dict, market: Market = None) -> BorrowInterest:
#
# Cross
#
# {
# "currency": "DOGE",
# "total": "119.99995308",
# "available": "119.99995308",
# "hold": "0",
# "liability": "10.00004692",
# "liabilityPrincipal": "10",
# "liabilityInterest": "0.00004692",
# "maxBorrowSize": "1140",
# "borrowEnabled": True,
# "transferInEnabled": True
# }
#
# Isolated
#
# {
# "symbol": "DOGE-USDT",
# "status": "EFFECTIVE",
# "debtRatio": "0.0822",
# "baseAsset": {
# "currency": "DOGE",
# "borrowEnabled": True,
# "transferInEnabled": True,
# "liability": "10.00009385",
# "liabilityPrincipal": "10.00004692",
# "liabilityInterest": "0.00004693",
# "total": "10",
# "available": "10",
# "hold": "0",
# "maxBorrowSize": "990"
# },
# "quoteAsset": {
# "currency": "USDT",
# "borrowEnabled": True,
# "transferInEnabled": True,
# "liability": "0",
# "liabilityPrincipal": "0",
# "liabilityInterest": "0",
# "total": "10",
# "available": "10",
# "hold": "0",
# "maxBorrowSize": "89"
# }
# }
#
marketId = self.safe_string(info, 'symbol')
marginMode = 'cross' if (marketId is None) else 'isolated'
market = self.safe_market(marketId, market)
symbol = self.safe_string(market, 'symbol')
isolatedBase = self.safe_dict(info, 'baseAsset', {})
amountBorrowed = None
interest = None
currencyId = None
if marginMode == 'isolated':
amountBorrowed = self.safe_number(isolatedBase, 'liabilityPrincipal')
interest = self.safe_number(isolatedBase, 'liabilityInterest')
currencyId = self.safe_string(isolatedBase, 'currency')
else:
amountBorrowed = self.safe_number(info, 'liabilityPrincipal')
interest = self.safe_number(info, 'liabilityInterest')
currencyId = self.safe_string(info, 'currency')
return {
'info': info,
'symbol': symbol,
'currency': self.safe_currency_code(currencyId),
'interest': interest,
'interestRate': self.safe_number(info, 'dailyIntRate'),
'amountBorrowed': amountBorrowed,
'marginMode': marginMode,
'timestamp': None,
'datetime': None,
}
def fetch_borrow_rate_histories(self, codes=None, since: Int = None, limit: Int = None, params={}):
"""
retrieves a history of a multiple currencies borrow interest rate at specific time slots, returns all currencies if no symbols passed, default is None
https://www.kucoin.com/docs-new/rest/margin-trading/debit/get-interest-history
:param str[]|None codes: list of unified currency codes, default is None
:param int [since]: timestamp in ms of the earliest borrowRate, default is None
:param int [limit]: max number of borrow rate prices to return, default is None
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.marginMode]: 'cross' or 'isolated' default is 'cross'
:param int [params.until]: the latest time in ms to fetch entries for
:returns dict: a dictionary of `borrow rate structures <https://docs.ccxt.com/?id=borrow-rate-structure>` indexed by the market symbol
"""
self.load_markets()
marginResult = self.handle_margin_mode_and_params('fetchBorrowRateHistories', params)
marginMode = self.safe_string(marginResult, 0, 'cross')
isIsolated = (marginMode == 'isolated') # True-isolated, False-cross
request: dict = {
'isIsolated': isIsolated,
}
if since is not None:
request['startTime'] = since
request, params = self.handle_until_option('endTime', request, params)
if limit is not None:
request['pageSize'] = limit # default:50, min:10, max:500
response = self.privateGetMarginInterest(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "timestamp": 1710829939673,
# "currentPage": 1,
# "pageSize": 50,
# "totalNum": 0,
# "totalPage": 0,
# "items": [
# {
# "createdAt": 1697783812257,
# "currency": "XMR",
# "interestAmount": "0.1",
# "dayRatio": "0.001"
# }
# ]
# }
# }
#
data = self.safe_dict(response, 'data')
rows = self.safe_list(data, 'items', [])
return self.parse_borrow_rate_histories(rows, codes, since, limit)
def fetch_borrow_rate_history(self, code: str, since: Int = None, limit: Int = None, params={}):
"""
retrieves a history of a currencies borrow interest rate at specific time slots
https://www.kucoin.com/docs-new/rest/margin-trading/debit/get-interest-history
:param str code: unified currency code
:param int [since]: timestamp for the earliest borrow rate
:param int [limit]: the maximum number of `borrow rate structures <https://docs.ccxt.com/?id=borrow-rate-structure>` to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.marginMode]: 'cross' or 'isolated' default is 'cross'
:param int [params.until]: the latest time in ms to fetch entries for
:returns dict[]: an array of `borrow rate structures <https://docs.ccxt.com/?id=borrow-rate-structure>`
"""
self.load_markets()
marginResult = self.handle_margin_mode_and_params('fetchBorrowRateHistories', params)
marginMode = self.safe_string(marginResult, 0, 'cross')
isIsolated = (marginMode == 'isolated') # True-isolated, False-cross
currency = self.currency(code)
request: dict = {
'isIsolated': isIsolated,
'currency': currency['id'],
}
if since is not None:
request['startTime'] = since
request, params = self.handle_until_option('endTime', request, params)
if limit is not None:
request['pageSize'] = limit # default:50, min:10, max:500
response = self.privateGetMarginInterest(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "timestamp": 1710829939673,
# "currentPage": 1,
# "pageSize": 50,
# "totalNum": 0,
# "totalPage": 0,
# "items": [
# {
# "createdAt": 1697783812257,
# "currency": "XMR",
# "interestAmount": "0.1",
# "dayRatio": "0.001"
# }
# ]
# }
# }
#
data = self.safe_dict(response, 'data')
rows = self.safe_list(data, 'items', [])
return self.parse_borrow_rate_history(rows, code, since, limit)
def parse_borrow_rate_histories(self, response, codes, since, limit):
#
# [
# {
# "createdAt": 1697783812257,
# "currency": "XMR",
# "interestAmount": "0.1",
# "dayRatio": "0.001"
# }
# ]
#
borrowRateHistories: dict = {}
for i in range(0, len(response)):
item = response[i]
code = self.safe_currency_code(self.safe_string(item, 'currency'))
if codes is None or self.in_array(code, codes):
if not (code in borrowRateHistories):
borrowRateHistories[code] = []
borrowRateStructure = self.parse_borrow_rate(item)
borrowRateHistoriesCode = borrowRateHistories[code]
borrowRateHistoriesCode.append(borrowRateStructure)
keys = list(borrowRateHistories.keys())
for i in range(0, len(keys)):
code = keys[i]
borrowRateHistories[code] = self.filter_by_currency_since_limit(borrowRateHistories[code], code, since, limit)
return borrowRateHistories
def fetch_cross_borrow_rate(self, code: str, params={}) -> CrossBorrowRate:
"""
fetch the rate of interest to borrow a currency for margin trading
https://www.kucoin.com/docs-new/rest/ua/get-borrowing-rates-and-limits
:param str code: unified currency code
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a `borrow rate structure <https://docs.ccxt.com/?id=borrow-rate-structure>`
"""
self.load_markets()
currency = self.currency(code)
request: dict = {
'currency': currency['id'],
}
response = self.utaPrivateGetAccountInterestLimits(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "currentRateHourly": "0.00000353",
# "currentRateDaily": "0.00008466",
# "borrowLimitTotal": "600.00000000000000000000",
# "borrowLimitTotalHold": "0.00000000000000000000",
# "borrowLimitHold": "0.00000000000000000000",
# "interestFreeBorrowLimit": "0.60000000000000000000"
# }
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_borrow_rate(data, currency)
def borrow_cross_margin(self, code: str, amount: float, params={}):
"""
create a loan to borrow margin
https://www.kucoin.com/docs-new/rest/margin-trading/debit/borrow
:param str code: unified currency code of the currency to borrow
:param float amount: the amount to borrow
:param dict [params]: extra parameters specific to the exchange API endpoints
:param str [params.timeInForce]: either IOC or FOK
:returns dict: a `margin loan structure <https://docs.ccxt.com/?id=margin-loan-structure>`
"""
self.load_markets()
currency = self.currency(code)
request: dict = {
'currency': currency['id'],
'size': self.currency_to_precision(code, amount),
'timeInForce': 'FOK',
}
response = self.privatePostMarginBorrow(self.extend(request, params))
#
# {
# "success": True,
# "code": "200",
# "msg": "success",
# "retry": False,
# "data": {
# "orderNo": "5da6dba0f943c0c81f5d5db5",
# "actualSize": 10
# }
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_margin_loan(data, currency)
def borrow_isolated_margin(self, symbol: str, code: str, amount: float, params={}):
"""
create a loan to borrow margin
https://www.kucoin.com/docs-new/rest/margin-trading/debit/borrow
:param str symbol: unified market symbol, required for isolated margin
:param str code: unified currency code of the currency to borrow
:param float amount: the amount to borrow
:param dict [params]: extra parameters specific to the exchange API endpoints
:param str [params.timeInForce]: either IOC or FOK
:returns dict: a `margin loan structure <https://docs.ccxt.com/?id=margin-loan-structure>`
"""
self.load_markets()
market = self.market(symbol)
currency = self.currency(code)
request: dict = {
'currency': currency['id'],
'size': self.currency_to_precision(code, amount),
'symbol': market['id'],
'timeInForce': 'FOK',
'isIsolated': True,
}
response = self.privatePostMarginBorrow(self.extend(request, params))
#
# {
# "success": True,
# "code": "200",
# "msg": "success",
# "retry": False,
# "data": {
# "orderNo": "5da6dba0f943c0c81f5d5db5",
# "actualSize": 10
# }
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_margin_loan(data, currency)
def repay_cross_margin(self, code: str, amount, params={}):
"""
repay borrowed margin and interest
https://www.kucoin.com/docs-new/rest/margin-trading/debit/repay
:param str code: unified currency code of the currency to repay
:param float amount: the amount to repay
:param dict [params]: extra parameters specific to the exchange API endpoints
:returns dict: a `margin loan structure <https://docs.ccxt.com/?id=margin-loan-structure>`
"""
self.load_markets()
currency = self.currency(code)
request: dict = {
'currency': currency['id'],
'size': self.currency_to_precision(code, amount),
}
response = self.privatePostMarginRepay(self.extend(request, params))
#
# {
# "success": True,
# "code": "200",
# "msg": "success",
# "retry": False,
# "data": {
# "orderNo": "5da6dba0f943c0c81f5d5db5",
# "actualSize": 10
# }
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_margin_loan(data, currency)
def repay_isolated_margin(self, symbol: str, code: str, amount, params={}):
"""
repay borrowed margin and interest
https://www.kucoin.com/docs-new/rest/margin-trading/debit/repay
:param str symbol: unified market symbol
:param str code: unified currency code of the currency to repay
:param float amount: the amount to repay
:param dict [params]: extra parameters specific to the exchange API endpoints
:returns dict: a `margin loan structure <https://docs.ccxt.com/?id=margin-loan-structure>`
"""
self.load_markets()
market = self.market(symbol)
currency = self.currency(code)
request: dict = {
'currency': currency['id'],
'size': self.currency_to_precision(code, amount),
'symbol': market['id'],
'isIsolated': True,
}
response = self.privatePostMarginRepay(self.extend(request, params))
#
# {
# "success": True,
# "code": "200",
# "msg": "success",
# "retry": False,
# "data": {
# "orderNo": "5da6dba0f943c0c81f5d5db5",
# "actualSize": 10
# }
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_margin_loan(data, currency)
def parse_margin_loan(self, info, currency: Currency = None):
#
# {
# "orderNo": "5da6dba0f943c0c81f5d5db5",
# "actualSize": 10
# }
#
timestamp = self.milliseconds()
currencyId = self.safe_string(info, 'currency')
return {
'id': self.safe_string(info, 'orderNo'),
'currency': self.safe_currency_code(currencyId, currency),
'amount': self.safe_number(info, 'actualSize'),
'symbol': None,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'info': info,
}
def fetch_deposit_withdraw_fees(self, codes: Strings = None, params={}):
"""
fetch deposit and withdraw fees - *IMPORTANT* use fetchDepositWithdrawFee to get more in-depth info
https://docs.kucoin.com/#get-currencies
:param str[]|None codes: list of unified currency codes
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a list of `fee structures <https://docs.ccxt.com/?id=fee-structure>`
"""
self.load_markets()
response = self.publicGetCurrencies(params)
#
# [
# {
# "currency": "CSP",
# "name": "CSP",
# "fullName": "Caspian",
# "precision": 8,
# "confirms": 12,
# "contractAddress": "0xa6446d655a0c34bc4f05042ee88170d056cbaf45",
# "withdrawalMinSize": "2000",
# "withdrawalMinFee": "1000",
# "isWithdrawEnabled": True,
# "isDepositEnabled": True,
# "isMarginEnabled": False,
# "isDebitEnabled": False
# },
# ]
#
data = self.safe_list(response, 'data', [])
return self.parse_deposit_withdraw_fees(data, codes, 'currency')
def fetch_leverage(self, symbol: str, params={}) -> Leverage:
"""
fetch the set leverage for a market
https://www.kucoin.com/docs-new/rest/futures-trading/positions/get-cross-margin-leverage
:param str symbol: unified market symbol
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a `leverage structure <https://docs.ccxt.com/?id=leverage-structure>`
"""
marginMode = None
marginMode, params = self.handle_margin_mode_and_params(symbol, params)
if marginMode != 'cross':
raise NotSupported(self.id + ' fetchLeverage() currently supports only params["marginMode"] = "cross"')
self.load_markets()
market = self.market(symbol)
if not market['contract']:
raise NotSupported(self.id + ' fetchLeverage() supports contract markets only')
request: dict = {
'symbol': market['id'],
}
response = self.futuresPrivateGetGetCrossUserLeverage(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "symbol": "XBTUSDTM",
# "leverage": "3"
# }
# }
#
data = self.safe_dict(response, 'data', {})
parsed = self.parse_leverage(data, market)
return self.extend(parsed, {
'marginMode': marginMode,
})
def set_leverage(self, leverage: int, symbol: Str = None, params={}):
"""
set the level of leverage for a market
https://www.kucoin.com/docs-new/rest/margin-trading/debit/modify-leverage # margin
https://www.kucoin.com/docs-new/rest/futures-trading/positions/modify-cross-margin-leverage # contract
https://www.kucoin.com/docs-new/rest/ua/modify-cross-margin-leverage-uta # margin uta
https://www.kucoin.com/docs-new/rest/ua/modify-leverage-uta # contract uta
:param int [leverage]: New leverage multiplier. Must be greater than 1 and up to two decimal places, and cannot be less than the user's current debt leverage or greater than the system's maximum leverage
:param str [symbol]: unified market symbol
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta)
:param str [params.marginMode]: *spot non-uta only* 'cross' or 'isolated' default is 'cross'
:param str [params.code]: *uta margin only* the unified currency code for the margin to set the leverage for
:returns dict: response from the exchange
"""
self.load_markets()
market = None
marketType: Str = None
marketType, params = self.handle_market_type_and_params('setLeverage', None, params)
if (symbol is not None) or ((marketType != 'spot') and (marketType != 'margin')):
if symbol is None:
raise ArgumentsRequired(self.id + ' setLeverage requires a symbol argument for contract markets')
market = self.market(symbol)
if market['contract']:
return self.set_contract_leverage(leverage, symbol, params)
request: dict = {
'leverage': self.number_to_string(leverage),
}
marginMode: Str = None
marginMode, params = self.handle_margin_mode_and_params('setLeverage', params)
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'setLeverage', 'uta', uta)
response = None
if uta:
if marginMode == 'isolated':
raise NotSupported(self.id + ' unified trading account does not support isolated margin')
request['accountMode'] = 'unified'
code = None
code, params = self.handle_option_and_params_2(params, 'setLeverage', 'currency', 'code')
if code is None:
raise ArgumentsRequired(self.id + ' setLeverage requires a currency code in the params["code"] for unified trading account')
request['currency'] = self.currency_id(code)
response = self.utaPrivatePostAccountModeAccountModifyLeverageMarginCross(self.extend(request, params))
else:
if marginMode is None:
raise ArgumentsRequired(self.id + ' setLeverage requires a marginMode parameter')
if marginMode == 'isolated' and symbol is None:
raise ArgumentsRequired(self.id + ' setLeverage requires a symbol parameter for isolated margin')
if symbol is not None:
request['symbol'] = market['id']
request['isIsolated'] = (marginMode == 'isolated')
response = self.privatePostPositionUpdateUserLeverage(self.extend(request, params))
return response
def set_contract_leverage(self, leverage: int, symbol: Str = None, params={}):
"""
set the level of leverage for a market
https://www.kucoin.com/docs-new/rest/futures-trading/positions/modify-cross-margin-leverage
https://www.kucoin.com/docs-new/rest/ua/modify-leverage-uta
:param float leverage: the rate of leverage
:param str symbol: unified market symbol
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta)
:returns dict: response from the exchange
"""
marginMode = None
marginMode, params = self.handle_margin_mode_and_params(symbol, params)
if (marginMode is not None) and (marginMode != 'cross'):
raise NotSupported(self.id + ' setLeverage() currently supports only params["marginMode"] = "cross" for contracts')
self.load_markets()
market = self.market(symbol)
request: dict = {
'symbol': market['id'],
'leverage': str(leverage),
}
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'setLeverage', 'uta', uta)
response = None
if uta:
request['accountMode'] = 'unified'
response = self.utaPrivatePostAccountModeAccountModifyLeverage(self.extend(request, params))
else:
#
# {
# "code": "200000",
# "data": True
# }
#
response = self.futuresPrivatePostChangeCrossUserLeverage(self.extend(request, params))
data = self.safe_dict(response, 'data', {})
leverageNum = self.safe_number(data, 'leverage')
return {
'info': response,
'symbol': market['symbol'],
'marginMode': None,
'longLeverage': leverageNum,
'shortLeverage': leverageNum,
}
def fetch_funding_interval(self, symbol: str, params={}) -> FundingRate:
"""
fetch the current funding rate interval
https://www.kucoin.com/docs-new/rest/ua/get-current-funding-rate
https://www.kucoin.com/docs-new/rest/futures-trading/funding-fees/get-current-funding-rate
:param str symbol: unified market symbol
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a `funding rate structure <https://docs.ccxt.com/?id=funding-rate-structure>`
"""
return self.fetch_funding_rate(symbol, params)
def fetch_funding_rate(self, symbol: str, params={}) -> FundingRate:
"""
fetch the current funding rate
https://www.kucoin.com/docs-new/rest/ua/get-current-funding-rate
https://www.kucoin.com/docs-new/rest/futures-trading/funding-fees/get-current-funding-rate
:param str symbol: unified market symbol
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta)
:returns dict: a `funding rate structure <https://docs.ccxt.com/?id=funding-rate-structure>`
"""
self.load_markets()
market = self.market(symbol)
request: dict = {
'symbol': market['id'],
}
uta = False
uta, params = self.handle_option_and_params(params, 'fetchFundingRate', 'uta', uta)
response = None
if uta:
#
# {
# "code": "200000",
# "data": {
# "symbol": ".ETHUSDTMFPI8H",
# "nextFundingRate": -3.4E-5,
# "fundingTime": 1776700800000,
# "fundingRateCap": 0.00375,
# "fundingRateFloor": -0.00375,
# "currentGranularity": 28800000,
# "newGranularity": 28800000,
# "newGranularityStartTime": 1750147200000
# }
# }
#
response = self.utaGetMarketFundingRate(self.extend(request, params))
else:
#
# {
# "code": "200000",
# "data": {
# "symbol": ".ETHUSDTMFPI8H",
# "granularity": 28800000,
# "timePoint": 1776672000000,
# "value": -3.2E-5,
# "dailyInterestRate": 3.0E-4,
# "fundingRateCap": 0.00375,
# "fundingRateFloor": -0.00375,
# "period": 1,
# "fundingTime": 1776700800000
# }
# }
#
response = self.futuresPublicGetFundingRateSymbolCurrent(self.extend(request, params))
data = self.safe_dict(response, 'data', {})
return self.parse_funding_rate(data, market)
def parse_funding_rate(self, data, market: Market = None) -> FundingRate:
# uta
# {
# "symbol": ".ETHUSDTMFPI8H",
# "nextFundingRate": -3.4E-5,
# "fundingTime": 1776700800000,
# "fundingRateCap": 0.00375,
# "fundingRateFloor": -0.00375,
# "currentGranularity": 28800000,
# "newGranularity": 28800000,
# "newGranularityStartTime": 1750147200000
# }
#
# futures
# {
# "symbol": ".ETHUSDTMFPI8H",
# "granularity": 28800000,
# "timePoint": 1776672000000,
# "value": -3.2E-5,
# "dailyInterestRate": 3.0E-4,
# "fundingRateCap": 0.00375,
# "fundingRateFloor": -0.00375,
# "period": 1,
# "fundingTime": 1776700800000
# }
#
fundingTimestamp = self.safe_integer(data, 'fundingTime')
previousFundingTimestamp = self.safe_integer(data, 'timePoint')
nextFundingTimestamp = self.safe_integer(data, 'newGranularityStartTime')
marketId = self.safe_string(data, 'symbol')
granularity = self.safe_string_2(data, 'granularity', 'currentGranularity')
return {
'info': data,
'symbol': self.safe_symbol(marketId, market, None, 'contract'),
'markPrice': None,
'indexPrice': None,
'interestRate': self.safe_number(data, 'dailyInterestRate'),
'estimatedSettlePrice': None,
'timestamp': None,
'datetime': None,
'fundingRate': self.safe_number_2(data, 'nextFundingRate', 'value'),
'fundingTimestamp': fundingTimestamp,
'fundingDatetime': self.iso8601(fundingTimestamp),
'nextFundingRate': None,
'nextFundingTimestamp': nextFundingTimestamp,
'nextFundingDatetime': self.iso8601(nextFundingTimestamp),
'previousFundingRate': None,
'previousFundingTimestamp': previousFundingTimestamp,
'previousFundingDatetime': self.iso8601(previousFundingTimestamp),
'interval': self.parse_funding_interval(granularity),
}
def parse_funding_interval(self, interval):
intervals: dict = {
'3600000': '1h',
'14400000': '4h',
'28800000': '8h',
'57600000': '16h',
'86400000': '24h',
}
return self.safe_string(intervals, interval, interval)
def fetch_funding_rate_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
"""
fetches historical funding rate prices
https://www.kucoin.com/docs-new/rest/futures-trading/funding-fees/get-public-funding-history
https://www.kucoin.com/docs-new/rest/ua/get-history-funding-rate
:param str symbol: unified symbol of the market to fetch the funding rate history for
:param int [since]: not used by kucuoinfutures
:param int [limit]: the maximum amount of `funding rate structures <https://docs.ccxt.com/?id=funding-rate-history-structure>` to fetch
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: end time in ms
:param boolean [params.uta]: set to True for the unified trading account(uta), defaults to True
:returns dict[]: a list of `funding rate structures <https://docs.ccxt.com/?id=funding-rate-history-structure>`
"""
if symbol is None:
raise ArgumentsRequired(self.id + ' fetchFundingRateHistory() requires a symbol argument')
self.load_markets()
market = self.market(symbol)
request: dict = {
'symbol': market['id'],
}
until = self.safe_integer(params, 'until')
uta = False
uta, params = self.handle_option_and_params(params, 'fetchFundingRateHistory', 'uta', uta)
params = self.omit(params, 'until')
start = since
end = until
if since is None:
start = 0
if until is None:
end = self.milliseconds()
response = None
resultKey = 'data'
if uta:
request['startAt'] = start
request['endAt'] = end
#
# {
# "code": "200000",
# "data": {
# "symbol": "XBTUSDTM",
# "list": [
# {
# "fundingRate": 7.6E-5,
# "ts": 1706097600000
# },
# ]
# }
# }
#
utaResponse = self.utaGetMarketFundingRateHistory(self.extend(request, params))
response = self.safe_dict(utaResponse, 'data', {})
resultKey = 'list'
else:
request['from'] = start
request['to'] = end
#
# {
# "code": "200000",
# "data": [
# {
# "symbol": "IDUSDTM",
# "fundingRate": 2.26E-4,
# "timepoint": 1702296000000
# }
# ]
# }
#
response = self.futuresPublicGetContractFundingRates(self.extend(request, params))
result = self.safe_list(response, resultKey, [])
return self.parse_funding_rate_histories(result, market, since, limit)
def parse_funding_rate_history(self, info, market: Market = None):
#
# uta
# {
# "fundingRate": 7.6E-5,
# "ts": 1706097600000
# }
#
# futures
# {
# "symbol": "IDUSDTM",
# "fundingRate": 2.26E-4,
# "timepoint": 1702296000000
# }
#
marketId = self.safe_string(info, 'symbol')
timestamp = self.safe_integer_2(info, 'ts', 'timepoint')
return {
'info': info,
'symbol': self.safe_symbol(marketId, market),
'fundingRate': self.safe_number(info, 'fundingRate'),
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
}
def fetch_funding_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
"""
fetch the history of funding payments paid and received on self account
https://www.kucoin.com/docs-new/rest/futures-trading/funding-fees/get-private-funding-history
:param str symbol: unified market symbol
:param int [since]: the earliest time in ms to fetch funding history for
:param int [limit]: the maximum number of funding history structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta), defaults to False
:returns dict: a `funding history structure <https://docs.ccxt.com/?id=funding-history-structure>`
"""
self.load_markets()
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'fetchFundingHistory', 'uta', uta)
request: dict = {}
market = None
if symbol is not None:
market = self.market(symbol)
request['symbol'] = market['id']
elif not uta:
raise ArgumentsRequired(self.id + ' fetchFundingHistory() requires a symbol argument')
if since is not None:
request['startAt'] = since
dataList = []
if uta:
if limit is not None:
request['pageSize'] = limit
request, params = self.handle_until_option('endAt', request, params)
response = self.utaPrivateGetPositionFundingHistory(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "lastId": 2125247170385112,
# "items": [
# {
# "symbol": "DOGEUSDTM",
# "marginMode": "CROSS",
# "fundingRate": "0.000172",
# "markPrice": "0.09326",
# "size": "-1",
# "positionValue": "-9.326",
# "fundingFee": "0.00160407",
# "settleCurrency": "USDT",
# "settlementTime": 1775030400000
# }
# ]
# }
# }
data = self.safe_dict(response, 'data')
dataList = self.safe_list(data, 'items', [])
else:
if limit is not None:
# * Since is ignored if limit is defined
request['maxCount'] = limit
response = self.futuresPrivateGetFundingHistory(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "dataList": [
# {
# "id": 239471298749817,
# "symbol": "ETHUSDTM",
# "timePoint": 1638532800000,
# "fundingRate": 0.000100,
# "markPrice": 4612.8300000000,
# "positionQty": 12,
# "positionCost": 553.5396000000,
# "funding": -0.0553539600,
# "settleCurrency": "USDT"
# },
# ...
# ],
# "hasMore": True
# }
# }
#
data = self.safe_value(response, 'data')
dataList = self.safe_list(data, 'dataList', [])
fees = []
for i in range(0, len(dataList)):
listItem = dataList[i]
timestamp = self.safe_integer_2(listItem, 'timePoint', 'settlementTime')
marketId = self.safe_string(listItem, 'symbol')
fees.append({
'info': listItem,
'symbol': self.safe_symbol(marketId, market),
'code': self.safe_currency_code(self.safe_string(listItem, 'settleCurrency')),
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'id': self.safe_number(listItem, 'id'),
'amount': self.safe_number_2(listItem, 'funding', 'fundingFee'),
'fundingRate': self.safe_number(listItem, 'fundingRate'),
'markPrice': self.safe_number(listItem, 'markPrice'),
'positionQty': self.safe_number_2(listItem, 'positionQty', 'size'),
'positionCost': self.safe_number_2(listItem, 'positionCost', 'positionValue'),
})
return fees
def fetch_position(self, symbol: str, params={}):
"""
https://www.kucoin.com/docs-new/rest/futures-trading/positions/get-position-details
https://www.kucoin.com/docs-new/rest/ua/get-position-list-uta
fetch data on an open position
:param str symbol: unified market symbol of the market the position is held in
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta), defaults to False
:param integer [params.pageSize]: *uta only* page size for the uta endpoint(default 50, max 200)
:param integer [params.pageNumber]: *uta only* page number for the uta endpoint(default 1)
:returns dict: a `position structure <https://docs.ccxt.com/?id=position-structure>`
"""
self.load_markets()
market = self.market(symbol)
request: dict = {
'symbol': market['id'],
}
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'fetchPosition', 'uta', uta)
response = None
position: dict = None
if uta:
request['accountMode'] = 'unified'
response = self.utaPrivateGetAccountModePositionOpenList(self.extend(request, params))
#
# {
# "code": "200000",
# "data": [
# {
# "symbol": "DOGEUSDTM",
# "id": "30000000000084351",
# "marginMode": "CROSS",
# "size": "2",
# "entryPrice": "0.093795",
# "positionValue": "18.298",
# "markPrice": "0.09149",
# "leverage": "3",
# "unrealizedPnL": "-0.461",
# "realizedPnL": "-0.01122489",
# "initialMargin": "6.0993333327234",
# "mmr": "0.007",
# "maintenanceMargin": "0.128086",
# "creationTime": 1774469753178000000
# }
# ]
# }
#
data = self.safe_list(response, 'data', [])
position = self.safe_dict(data, 0, {})
else:
response = self.futuresPrivateGetPosition(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "id": "6505ee6eaff4070001f651c4",
# "symbol": "XBTUSDTM",
# "autoDeposit": False,
# "maintMarginReq": 0,
# "riskLimit": 200,
# "realLeverage": 0.0,
# "crossMode": False,
# "delevPercentage": 0.0,
# "currentTimestamp": 1694887534594,
# "currentQty": 0,
# "currentCost": 0.0,
# "currentComm": 0.0,
# "unrealisedCost": 0.0,
# "realisedGrossCost": 0.0,
# "realisedCost": 0.0,
# "isOpen": False,
# "markPrice": 26611.71,
# "markValue": 0.0,
# "posCost": 0.0,
# "posCross": 0,
# "posInit": 0.0,
# "posComm": 0.0,
# "posLoss": 0.0,
# "posMargin": 0.0,
# "posMaint": 0.0,
# "maintMargin": 0.0,
# "realisedGrossPnl": 0.0,
# "realisedPnl": 0.0,
# "unrealisedPnl": 0.0,
# "unrealisedPnlPcnt": 0,
# "unrealisedRoePcnt": 0,
# "avgEntryPrice": 0.0,
# "liquidationPrice": 0.0,
# "bankruptPrice": 0.0,
# "settleCurrency": "USDT",
# "maintainMargin": 0,
# "riskLimitLevel": 1
# }
# }
#
position = self.safe_dict(response, 'data', {})
return self.parse_position(position, market)
def fetch_positions(self, symbols: Strings = None, params={}) -> List[Position]:
"""
fetch all open positions
https://www.kucoin.com/docs-new/rest/futures-trading/positions/get-position-list
https://www.kucoin.com/docs-new/rest/ua/get-position-list-uta
:param str[]|None symbols: list of unified market symbols
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True for the unified trading account(uta), defaults to False
:param integer [params.pageSize]: *uta only* page size for the uta endpoint(default 50, max 200)
:param integer [params.pageNumber]: *uta only* page number for the uta endpoint(default 1)
:returns dict[]: a list of `position structure <https://docs.ccxt.com/?id=position-structure>`
"""
self.load_markets()
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'fetchPositions', 'uta', uta)
response = None
if uta:
response = self.utaPrivateGetAccountModePositionOpenList(self.extend({'accountMode': 'unified', 'limit': 200}, params))
else:
response = self.futuresPrivateGetPositions(params)
#
# {
# "code": "200000",
# "data": [
# {
# "id": "615ba79f83a3410001cde321",
# "symbol": "ETHUSDTM",
# "autoDeposit": False,
# "maintMarginReq": 0.005,
# "riskLimit": 1000000,
# "realLeverage": 18.61,
# "crossMode": False,
# "delevPercentage": 0.86,
# "openingTimestamp": 1638563515618,
# "currentTimestamp": 1638576872774,
# "currentQty": 2,
# "currentCost": 83.64200000,
# "currentComm": 0.05018520,
# "unrealisedCost": 83.64200000,
# "realisedGrossCost": 0.00000000,
# "realisedCost": 0.05018520,
# "isOpen": True,
# "markPrice": 4225.01,
# "markValue": 84.50020000,
# "posCost": 83.64200000,
# "posCross": 0.0000000000,
# "posInit": 3.63660870,
# "posComm": 0.05236717,
# "posLoss": 0.00000000,
# "posMargin": 3.68897586,
# "posMaint": 0.50637594,
# "maintMargin": 4.54717586,
# "realisedGrossPnl": 0.00000000,
# "realisedPnl": -0.05018520,
# "unrealisedPnl": 0.85820000,
# "unrealisedPnlPcnt": 0.0103,
# "unrealisedRoePcnt": 0.2360,
# "avgEntryPrice": 4182.10,
# "liquidationPrice": 4023.00,
# "bankruptPrice": 4000.25,
# "settleCurrency": "USDT",
# "isInverse": False
# }
# ]
# }
#
data = self.safe_list(response, 'data')
return self.parse_positions(data, symbols)
def fetch_positions_history(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}):
"""
fetches historical positions
https://www.kucoin.com/docs-new/rest/futures-trading/positions/get-positions-history
https://www.kucoin.com/docs-new/rest/ua/get-position-history-uta
:param str[] [symbols]: list of unified market symbols
:param int [since]: the earliest time in ms to fetch position history for
:param int [limit]: the maximum number of entries to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: closing end time
:param int [params.pageId]: page id
:param boolean [params.uta]: set to True for the unified trading account(uta), defaults to False
:returns dict[]: a list of `position structure <https://docs.ccxt.com/?id=position-structure>`
"""
self.load_markets()
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'fetchPositionsHistory', 'uta', uta)
response = None
request: dict = {}
symbols = self.market_symbols(symbols)
if symbols is not None:
length = len(symbols)
if length == 1:
market = self.market(symbols[0])
request['symbol'] = market['id']
if uta:
if since is not None:
request['startAt'] = since
if limit is not None:
request['pageSize'] = limit
request, params = self.handle_until_option('endAt', request, params)
#
# {
# "code": "200000",
# "data": {
# "items": [
# {
# "symbol": "DOGEUSDTM",
# "closeId": "30000000000162175",
# "marginMode": "CROSS",
# "side": "LONG",
# "entryPrice": "0.09641",
# "closePrice": "0.09613",
# "maxSize": "1",
# "avgClosePrice": "0.09613",
# "leverage": "3",
# "realizedPnL": "-0.0395524",
# "fee": "0.0115524",
# "tax": "0",
# "fundingFee": "0",
# "closingTime": 1774469647311000000,
# "creationTime": 1774468501294000000
# }
# ],
# "lastId": 30000000000162175
# }
# }
#
response = self.utaPrivateGetPositionHistory(self.extend(request, params))
else:
if limit is None:
limit = 200
request['limit'] = limit
if since is not None:
request['from'] = since
until = self.safe_integer(params, 'until')
if until is not None:
params = self.omit(params, 'until')
request['to'] = until
#
# {
# "success": True,
# "code": "200",
# "msg": "success",
# "retry": False,
# "data": {
# "currentPage": 1,
# "pageSize": 10,
# "totalNum": 25,
# "totalPage": 3,
# "items": [
# {
# "closeId": "300000000000000030",
# "positionId": "300000000000000009",
# "uid": 99996908309485,
# "userId": "6527d4fc8c7f3d0001f40f5f",
# "symbol": "XBTUSDM",
# "settleCurrency": "XBT",
# "leverage": "0.0",
# "type": "LIQUID_LONG",
# "side": null,
# "closeSize": null,
# "pnl": "-1.0000003793999999",
# "realisedGrossCost": "0.9993849748999999",
# "withdrawPnl": "0.0",
# "roe": null,
# "tradeFee": "0.0006154045",
# "fundingFee": "0.0",
# "openTime": 1713785751181,
# "closeTime": 1713785752784,
# "openPrice": null,
# "closePrice": null
# }
# ]
# }
# }
#
response = self.futuresPrivateGetHistoryPositions(self.extend(request, params))
data = self.safe_dict(response, 'data')
items = self.safe_list(data, 'items', [])
return self.parse_positions(items, symbols)
def parse_position(self, position: dict, market: Market = None):
#
# {
# "code": "200000",
# "data": [
# {
# "id": "615ba79f83a3410001cde321", # Position ID
# "symbol": "ETHUSDTM", # Symbol
# "autoDeposit": False, # Auto deposit margin or not
# "maintMarginReq": 0.005, # Maintenance margin requirement
# "riskLimit": 1000000, # Risk limit
# "realLeverage": 25.92, # Leverage of the order
# "crossMode": False, # Cross mode or not
# "delevPercentage": 0.76, # ADL ranking percentile
# "openingTimestamp": 1638578546031, # Open time
# "currentTimestamp": 1638578563580, # Current timestamp
# "currentQty": 2, # Current postion quantity
# "currentCost": 83.787, # Current postion value
# "currentComm": 0.0167574, # Current commission
# "unrealisedCost": 83.787, # Unrealised value
# "realisedGrossCost": 0.0, # Accumulated realised gross profit value
# "realisedCost": 0.0167574, # Current realised position value
# "isOpen": True, # Opened position or not
# "markPrice": 4183.38, # Mark price
# "markValue": 83.6676, # Mark value
# "posCost": 83.787, # Position value
# "posCross": 0.0, # added margin
# "posInit": 3.35148, # Leverage margin
# "posComm": 0.05228309, # Bankruptcy cost
# "posLoss": 0.0, # Funding fees paid out
# "posMargin": 3.40376309, # Position margin
# "posMaint": 0.50707892, # Maintenance margin
# "maintMargin": 3.28436309, # Position margin
# "realisedGrossPnl": 0.0, # Accumulated realised gross profit value
# "realisedPnl": -0.0167574, # Realised profit and loss
# "unrealisedPnl": -0.1194, # Unrealised profit and loss
# "unrealisedPnlPcnt": -0.0014, # Profit-loss ratio of the position
# "unrealisedRoePcnt": -0.0356, # Rate of return on investment
# "avgEntryPrice": 4189.35, # Average entry price
# "liquidationPrice": 4044.55, # Liquidation price
# "bankruptPrice": 4021.75, # Bankruptcy price
# "settleCurrency": "USDT", # Currency used to clear and settle the trades
# "isInverse": False
# }
# ]
# }
# position history
# {
# "closeId": "300000000000000030",
# "positionId": "300000000000000009",
# "uid": 99996908309485,
# "userId": "6527d4fc8c7f3d0001f40f5f",
# "symbol": "XBTUSDM",
# "settleCurrency": "XBT",
# "leverage": "0.0",
# "type": "LIQUID_LONG",
# "side": null,
# "closeSize": null,
# "pnl": "-1.0000003793999999",
# "realisedGrossCost": "0.9993849748999999",
# "withdrawPnl": "0.0",
# "roe": null,
# "tradeFee": "0.0006154045",
# "fundingFee": "0.0",
# "openTime": 1713785751181,
# "closeTime": 1713785752784,
# "openPrice": null,
# "closePrice": null
# }
#
# uta fetchPositions
# {
# "symbol": "DOGEUSDTM",
# "id": "30000000000084351",
# "marginMode": "CROSS",
# "size": "2",
# "entryPrice": "0.093795",
# "positionValue": "18.298",
# "markPrice": "0.09149",
# "leverage": "3",
# "unrealizedPnL": "-0.461",
# "realizedPnL": "-0.01122489",
# "initialMargin": "6.0993333327234",
# "mmr": "0.007",
# "maintenanceMargin": "0.128086",
# "creationTime": 1774469753178000000
# }
#
# uta fetchPositionsHistory
# {
# "symbol": "DOGEUSDTM",
# "closeId": "30000000000162175",
# "marginMode": "CROSS",
# "side": "LONG",
# "entryPrice": "0.09641",
# "closePrice": "0.09613",
# "maxSize": "1",
# "avgClosePrice": "0.09613",
# "leverage": "3",
# "realizedPnL": "-0.0395524",
# "fee": "0.0115524",
# "tax": "0",
# "fundingFee": "0",
# "closingTime": 1774469647311000000,
# "creationTime": 1774468501294000000
# }
#
symbol = self.safe_string(position, 'symbol')
market = self.safe_market(symbol, market)
timestamp = self.safe_integer(position, 'currentTimestamp')
if timestamp is None:
timestamp = self.safe_integer_product(position, 'creationTime', 0.000001)
size = self.safe_string_n(position, ['currentQty', 'size', 'maxSize', 'closeSize'])
side = self.safe_string_lower(position, 'side')
type = self.safe_string_lower(position, 'type')
if side is None:
if size is not None:
if Precise.string_gt(size, '0'):
side = 'long'
elif Precise.string_lt(size, '0'):
side = 'short'
elif type is not None:
if type.find('long') > -1:
side = 'long'
else:
side = 'short'
notional = Precise.string_abs(self.safe_string_2(position, 'posCost', 'positionValue'))
initialMargin = self.safe_string_2(position, 'posInit', 'initialMargin')
initialMarginPercentage = Precise.string_div(initialMargin, notional)
# marginRatio = Precise.string_div(maintenanceRate, collateral)
unrealisedPnl = self.safe_string_2(position, 'unrealisedPnl', 'unrealizedPnL')
crossMode = self.safe_value(position, 'crossMode')
# currently crossMode is always set to False and only isolated positions are supported
marginMode = self.safe_string_lower(position, 'marginMode')
if crossMode is not None:
marginMode = 'cross' if crossMode else 'isolated'
lastUpdateTimestamp = self.safe_integer(position, 'closeTime')
if lastUpdateTimestamp is None:
lastUpdateTimestamp = self.safe_integer_product(position, 'closingTime', 0.000001)
return self.safe_position({
'info': position,
'id': self.safe_string_n(position, ['id', 'positionId', 'closeId']),
'symbol': self.safe_string(market, 'symbol'),
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'lastUpdateTimestamp': lastUpdateTimestamp,
'initialMargin': self.parse_number(initialMargin),
'initialMarginPercentage': self.parse_number(initialMarginPercentage),
'maintenanceMargin': self.safe_number_2(position, 'posMaint', 'maintenanceMargin'),
'maintenanceMarginPercentage': self.safe_number_2(position, 'maintMarginReq', 'mmr'),
'entryPrice': self.safe_number_n(position, ['avgEntryPrice', 'openPrice', 'entryPrice']),
'notional': self.parse_number(notional),
'leverage': self.safe_number_2(position, 'realLeverage', 'leverage'),
'unrealizedPnl': self.parse_number(unrealisedPnl),
'contracts': self.parse_number(Precise.string_abs(size)),
'contractSize': self.safe_value(market, 'contractSize'),
'realizedPnl': self.safe_number_n(position, ['realisedPnl', 'pnl', 'realizedPnL']),
'marginRatio': None,
'liquidationPrice': self.safe_number(position, 'liquidationPrice'),
'markPrice': self.safe_number(position, 'markPrice'),
'lastPrice': self.safe_number(position, 'closePrice'),
'collateral': self.safe_number(position, 'maintMargin'),
'marginMode': marginMode,
'side': side,
'percentage': None,
'stopLossPrice': None,
'takeProfitPrice': None,
})
def cancel_orders(self, ids: List[str], symbol: Str = None, params={}):
"""
cancel multiple orders for contract markets
https://www.kucoin.com/docs-new/3470241e0
https://www.kucoin.com/docs-new/rest/ua/batch-cancel-order-by-id
:param str[] ids: order ids
:param str symbol: unified symbol of the market the order was made in
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str[] [params.clientOrderIds]: client order ids
:param boolean [params.uta]: set to True to use the unified trading account(uta) endpoint, defaults to False for the contract orders
:param str [params.accountMode]: *for uta endpoint only* 'unified' or 'classic'(default is 'unified')
:param str [params.marginMode]: *for margin orders only* 'cross' or 'isolated'(unified accountMode supports cross margin only)
:returns dict: an list of `order structures <https://docs.ccxt.com/?id=order-structure>`
"""
self.load_markets()
uta = self.is_uta_enabled()
uta, params = self.handle_option_and_params(params, 'cancelOrders', 'uta', uta)
market = None
isContractMarket = True # default to contract market orders if symbol is not provided, uta endpoint requires a symbol to be provided
if symbol is not None:
market = self.market(symbol)
isContractMarket = market['contract']
if not isContractMarket:
uta = True # spot market orders can only be cancelled via the uta endpoint
elif uta:
raise ArgumentsRequired(self.id + ' cancelOrders() requires a symbol argument for uta endpoint')
ordersRequests = []
clientOrderIds = self.safe_list_2(params, 'clientOrderIds', 'clientOids', [])
params = self.omit(params, ['clientOrderIds', 'clientOids'])
useClientorderId = False
for i in range(0, len(clientOrderIds)):
useClientorderId = True
if symbol is None:
raise ArgumentsRequired(self.id + ' cancelOrders() requires a symbol argument when cancelling by clientOrderIds')
ordersRequests.append({
'symbol': market['id'],
'clientOid': self.safe_string(clientOrderIds, i),
})
for i in range(0, len(ids)):
orderId = ids[i]
if uta:
ordersRequests.append({
'orderId': orderId,
'symbol': market['id'],
})
else:
ordersRequests.append(ids[i])
request: dict = {}
response = None
orders = []
if uta:
accountMode = 'unified'
accountMode, params = self.handle_option_and_params(params, 'cancelOrders', 'accountMode', accountMode)
request['accountMode'] = accountMode
marginMode = None
marginMode, params = self.handle_margin_mode_and_params('fetchOrder', params)
isUnified = (accountMode == 'unified')
tradeType = self.handle_trade_type(isContractMarket, marginMode, isUnified, params)
request['tradeType'] = tradeType
request['cancelOrderList'] = ordersRequests
response = self.utaPrivatePostAccountModeOrderCancelBatch(self.extend(request, params))
data = self.safe_dict(response, 'data', {})
orders = self.safe_list(data, 'items', [])
else:
requestKey = 'clientOidsList' if useClientorderId else 'orderIdsList'
request[requestKey] = ordersRequests
response = self.futuresPrivateDeleteOrdersMultiCancel(self.extend(request, params))
#
# {
# "code": "200000",
# "data":
# [
# {
# "orderId": "80465574458560512",
# "clientOid": null,
# "code": "200",
# "msg": "success"
# },
# {
# "orderId": "80465575289094144",
# "clientOid": null,
# "code": "200",
# "msg": "success"
# }
# ]
# }
#
orders = self.safe_list(response, 'data', [])
return self.parse_orders(orders, market)
def add_margin(self, symbol: str, amount: float, params={}) -> MarginModification:
"""
add margin
https://www.kucoin.com/docs-new/rest/futures-trading/positions/add-isolated-margin
:param str symbol: unified market symbol
:param float amount: amount of margin to add
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.positionSide]: *required for hedged position* 'BOTH', 'LONG' or 'SHORT'(default is 'BOTH')
:returns dict: a `margin structure <https://docs.ccxt.com/?id=margin-structure>`
"""
self.load_markets()
market = self.market(symbol)
uuid = self.uuid()
request: dict = {
'symbol': market['id'],
'margin': self.amount_to_precision(symbol, amount),
'bizNo': uuid,
}
response = self.futuresPrivatePostPositionMarginDepositMargin(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "id": "62311d26064e8f00013f2c6d",
# "symbol": "XRPUSDTM",
# "autoDeposit": False,
# "maintMarginReq": 0.01,
# "riskLimit": 200000,
# "realLeverage": 0.88,
# "crossMode": False,
# "delevPercentage": 0.4,
# "openingTimestamp": 1647385894798,
# "currentTimestamp": 1647414510672,
# "currentQty": -1,
# "currentCost": -7.658,
# "currentComm": 0.0053561,
# "unrealisedCost": -7.658,
# "realisedGrossCost": 0,
# "realisedCost": 0.0053561,
# "isOpen": True,
# "markPrice": 0.7635,
# "markValue": -7.635,
# "posCost": -7.658,
# "posCross": 1.00016084,
# "posInit": 7.658,
# "posComm": 0.00979006,
# "posLoss": 0,
# "posMargin": 8.6679509,
# "posMaint": 0.08637006,
# "maintMargin": 8.6909509,
# "realisedGrossPnl": 0,
# "realisedPnl": -0.0038335,
# "unrealisedPnl": 0.023,
# "unrealisedPnlPcnt": 0.003,
# "unrealisedRoePcnt": 0.003,
# "avgEntryPrice": 0.7658,
# "liquidationPrice": 1.6239,
# "bankruptPrice": 1.6317,
# "settleCurrency": "USDT"
# }
# }
#
#
# {
# "code":"200000",
# "msg":"Position does not exist"
# }
#
data = self.safe_value(response, 'data')
return self.extend(self.parse_margin_modification(data, market), {
'amount': self.amount_to_precision(symbol, amount),
'direction': 'in',
})
def parse_margin_modification(self, info, market: Market = None) -> MarginModification:
#
# {
# "id": "62311d26064e8f00013f2c6d",
# "symbol": "XRPUSDTM",
# "autoDeposit": False,
# "maintMarginReq": 0.01,
# "riskLimit": 200000,
# "realLeverage": 0.88,
# "crossMode": False,
# "delevPercentage": 0.4,
# "openingTimestamp": 1647385894798,
# "currentTimestamp": 1647414510672,
# "currentQty": -1,
# "currentCost": -7.658,
# "currentComm": 0.0053561,
# "unrealisedCost": -7.658,
# "realisedGrossCost": 0,
# "realisedCost": 0.0053561,
# "isOpen": True,
# "markPrice": 0.7635,
# "markValue": -7.635,
# "posCost": -7.658,
# "posCross": 1.00016084,
# "posInit": 7.658,
# "posComm": 0.00979006,
# "posLoss": 0,
# "posMargin": 8.6679509,
# "posMaint": 0.08637006,
# "maintMargin": 8.6909509,
# "realisedGrossPnl": 0,
# "realisedPnl": -0.0038335,
# "unrealisedPnl": 0.023,
# "unrealisedPnlPcnt": 0.003,
# "unrealisedRoePcnt": 0.003,
# "avgEntryPrice": 0.7658,
# "liquidationPrice": 1.6239,
# "bankruptPrice": 1.6317,
# "settleCurrency": "USDT"
# }
#
# {
# "code":"200000",
# "msg":"Position does not exist"
# }
#
id = self.safe_string(info, 'id')
market = self.safe_market(id, market)
currencyId = self.safe_string(info, 'settleCurrency')
crossMode = self.safe_value(info, 'crossMode')
mode = 'cross' if crossMode else 'isolated'
marketId = self.safe_string(market, 'symbol')
timestamp = self.safe_integer(info, 'currentTimestamp')
return {
'info': info,
'symbol': self.safe_symbol(marketId, market),
'type': None,
'marginMode': mode,
'amount': None,
'total': None,
'code': self.safe_currency_code(currencyId),
'status': None,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
}
def fetch_margin_mode(self, symbol: str, params={}) -> MarginMode:
"""
fetches the margin mode of a trading pair
https://www.kucoin.com/docs-new/rest/futures-trading/positions/get-margin-mode
:param str symbol: unified symbol of the market to fetch the margin mode for
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a `margin mode structure <https://docs.ccxt.com/?id=margin-mode-structure>`
"""
self.load_markets()
market = self.market(symbol)
request: dict = {
'symbol': market['id'],
}
response = self.futuresPrivateGetPositionGetMarginMode(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "symbol": "XBTUSDTM",
# "marginMode": "ISOLATED"
# }
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_margin_mode(data, market)
def parse_margin_mode(self, marginMode: dict, market=None) -> MarginMode:
marginType = self.safe_string(marginMode, 'marginMode')
marginType = 'isolated' if (marginType == 'ISOLATED') else 'cross'
return {
'info': marginMode,
'symbol': market['symbol'],
'marginMode': marginType,
}
def set_margin_mode(self, marginMode: str, symbol: Str = None, params={}):
"""
set margin mode to 'cross' or 'isolated'
https://www.kucoin.com/docs-new/rest/futures-trading/positions/switch-margin-mode
:param str marginMode: 'cross' or 'isolated'
:param str symbol: unified market symbol
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: response from the exchange
"""
if symbol is None:
raise ArgumentsRequired(self.id + ' setMarginMode() requires a symbol argument')
self.check_required_argument('setMarginMode', marginMode, 'marginMode', ['cross', 'isolated'])
self.load_markets()
market = self.market(symbol)
if not market['contract']:
raise NotSupported(self.id + ' setMarginMode() supports contract markets only')
request: dict = {
'symbol': market['id'],
'marginMode': marginMode.upper(),
}
response = self.futuresPrivatePostPositionChangeMarginMode(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "symbol": "XBTUSDTM",
# "marginMode": "ISOLATED"
# }
# }
#
data = self.safe_dict(response, 'data', {})
return self.parse_margin_mode(data, market)
def set_position_mode(self, hedged: bool, symbol: Str = None, params={}):
"""
set hedged to True or False for a market
https://www.kucoin.com/docs-new/rest/futures-trading/positions/switch-position-mode
:param bool hedged: set to True to use two way position
:param str [symbol]: not used by bybit setPositionMode()
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a response from the exchange
"""
self.load_markets()
posMode = '1' if hedged else '0'
request: dict = {
'positionMode': posMode,
}
response = self.futuresPrivatePostPositionSwitchPositionMode(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "positionMode": 1
# }
# }
#
return response
def fetch_position_mode(self, symbol: Str = None, params={}):
"""
fetchs the position mode, hedged or one way
https://www.kucoin.com/docs-new/rest/futures-trading/positions/get-position-mode
:param str [symbol]: unified symbol of the market to fetch the position mode for(not used in blofin fetchPositionMode)
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: an object detailing whether the market is in hedged or one-way mode
"""
response = self.futuresPrivateGetPositionGetPositionMode(params)
data = self.safe_dict(response, 'data', {})
positionMode = self.safe_integer(data, 'positionMode')
return {
'info': data,
'hedged': positionMode == 1,
}
def close_position(self, symbol: str, side: OrderSide = None, params={}) -> Order:
"""
closes open positions for a market
https://www.kucoin.com/docs-new/rest/futures-trading/orders/add-order
https://www.kucoin.com/docs-new/rest/futures-trading/orders/add-order-test
:param str symbol: Unified CCXT market symbol
:param str side: not used by kucoin closePositions
:param dict [params]: extra parameters specific to the okx api endpoint
:param str [params.clientOrderId]: client order id of the order
:returns dict[]: `A list of position structures <https://docs.ccxt.com/?id=position-structure>`
"""
self.load_markets()
market = self.market(symbol)
clientOrderId = self.safe_string(params, 'clientOrderId')
testOrder = self.safe_bool(params, 'test', False)
params = self.omit(params, ['test', 'clientOrderId'])
if clientOrderId is None:
clientOrderId = self.number_to_string(self.nonce())
request: dict = {
'symbol': market['id'],
'closeOrder': True,
'clientOid': clientOrderId,
'type': 'market',
}
response = None
if testOrder:
response = self.futuresPrivatePostOrdersTest(self.extend(request, params))
else:
response = self.futuresPrivatePostOrders(self.extend(request, params))
return self.parse_order(response, market)
def fetch_market_leverage_tiers(self, symbol: str, params={}) -> List[LeverageTier]:
"""
retrieve information on the maximum leverage, and maintenance margin for trades of varying trade sizes for a single market
https://www.kucoin.com/docs-new/rest/futures-trading/positions/get-isolated-margin-risk-limit
:param str symbol: unified market symbol
:param dict [params]: extra parameters specific to the exchange API endpoint
:param boolean [params.uta]: set to True to fetch leverage tiers for unified trading account instead of futures account(default is False)
:returns dict: a `leverage tiers structure <https://docs.ccxt.com/?id=leverage-tiers-structure>`
"""
self.load_markets()
market = self.market(symbol)
if not market['contract']:
raise BadRequest(self.id + ' fetchMarketLeverageTiers() supports contract markets only')
uta = False
uta, params = self.handle_option_and_params(params, 'fetchMarketLeverageTiers', 'uta', uta)
if uta:
result = self.fetch_leverage_tiers([symbol], params)
return self.safe_list(result, symbol, [])
request: dict = {
'symbol': market['id'],
}
response = self.futuresPublicGetContractsRiskLimitSymbol(self.extend(request, params))
#
# {
# "code": "200000",
# "data": [
# {
# "symbol": "ETHUSDTM",
# "level": 1,
# "maxRiskLimit": 300000,
# "minRiskLimit": 0,
# "maxLeverage": 100,
# "initialMargin": 0.0100000000,
# "maintainMargin": 0.0050000000
# },
# ...
# ]
# }
#
data = self.safe_list(response, 'data', [])
return self.parse_market_leverage_tiers(data, market)
def parse_market_leverage_tiers(self, info, market: Market = None) -> List[LeverageTier]:
"""
@ignore
:param dict info: Exchange market response for 1 market
:param dict market: CCXT market
"""
#
# futures
# {
# "symbol": "ETHUSDTM",
# "level": 1,
# "maxRiskLimit": 300000,
# "minRiskLimit": 0,
# "maxLeverage": 100,
# "initialMargin": 0.0100000000,
# "maintainMargin": 0.0050000000
# }
#
# uta
# {
# "symbol": "XBTUSDTM",
# "tier": 2,
# "maxSize": "600000",
# "minSize": "250000",
# "maxLeverage": "100",
# "initialMarginRate": "0.0100000000",
# "maintainMarginRate": "0.0050000000"
# }
#
tiers = []
for i in range(0, len(info)):
tier = self.safe_dict(info, i)
marketId = self.safe_string(tier, 'symbol')
market = self.safe_market(marketId, market)
tiers.append({
'tier': self.safe_number_2(tier, 'level', 'tier'),
'symbol': market['symbol'],
'currency': market['base'],
'minNotional': self.safe_number_2(tier, 'minRiskLimit', 'minSize'),
'maxNotional': self.safe_number_2(tier, 'maxRiskLimit', 'maxSize'),
'maintenanceMarginRate': self.safe_number_2(tier, 'maintainMargin', 'maintainMarginRate'),
'maxLeverage': self.safe_number(tier, 'maxLeverage'),
'info': tier,
})
return tiers
def fetch_leverage_tiers(self, symbols: Strings = None, params={}) -> LeverageTiers:
"""
retrieve information on the maximum leverage, and maintenance margin for trades of varying trade sizes
https://www.kucoin.com/docs-new/rest/ua/get-position-tiers
:param str[] symbols: list of unified market symbols
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a dictionary of `leverage tiers structures <https://docs.ccxt.com/?id=leverage-tiers-structure>`, indexed by market symbols
"""
self.load_markets()
if symbols is None:
raise ArgumentsRequired(self.id + ' fetchLeverageTiers() requires a symbols argument')
symbols = self.market_symbols(symbols, 'swap', False, True)
marginMode = 'cross'
marginMode, params = self.handle_margin_mode_and_params('fetchLeverageTiers', params, marginMode)
marginMode = marginMode.upper()
if marginMode != 'CROSS':
raise BadRequest(self.id + ' fetchLeverageTiers() supports cross margin only')
marketIds = self.market_ids(symbols)
request: dict = {
'tradeType': 'FUTURES',
'marginMode': marginMode,
'data': 'RISK_LIMIT',
'accountType': 'UNIFIED',
'symbol': ','.join(marketIds),
}
response = self.utaGetMarketPositionTiers(self.extend(request, params))
#
# {
# "code": "200000",
# "data": [
# {
# "symbol": "XBTUSDTM",
# "tier": 1,
# "maxSize": "250000",
# "minSize": "0",
# "maxLeverage": "125",
# "initialMarginRate": "0.0080000000",
# "maintainMarginRate": "0.0040000000"
# },
# {
# "symbol": "XBTUSDTM",
# "tier": 2,
# "maxSize": "600000",
# "minSize": "250000",
# "maxLeverage": "100",
# "initialMarginRate": "0.0100000000",
# "maintainMarginRate": "0.0050000000"
# }
# ]
# }
#
data = self.safe_list(response, 'data', [])
result = {}
tiers = self.parse_market_leverage_tiers(data)
for i in range(0, len(tiers)):
tier = self.safe_dict(tiers, i)
symbol = self.safe_string(tier, 'symbol')
if symbol is not None:
if not (symbol in result):
result[symbol] = []
result[symbol].append(tier)
return result
def fetch_open_interests(self, symbols: Strings = None, params={}):
"""
Retrieves the open interest for a list of symbols
https://www.kucoin.com/docs-new/rest/ua/get-futures-open-interset
:param str[] [symbols]: Unified CCXT market symbol
:param dict [params]: exchange specific parameters
:returns dict} an open interest structure{@link https://docs.ccxt.com/?id=open-interest-structure:
"""
self.load_markets()
symbols = self.market_symbols(symbols)
request: dict = {}
if symbols is not None:
length = len(symbols)
if length < 11:
# the endpoint does not accept more than 10 symbols at a time
# if user provided more than 10 symbols, we will fetch all symbols
marketIds = self.market_ids(symbols)
request['symbol'] = ','.join(marketIds)
response = self.utaGetMarketOpenInterest(self.extend(request, params))
#
# {
# "code": "200000",
# "data": [
# {
# "symbol": "ETHUSDTM",
# "openInterest": "8053960",
# "ts": 1774007467050
# }
# ]
# }
#
data = self.safe_list(response, 'data', [])
return self.parse_open_interests(data, symbols)
def parse_open_interest(self, interest, market: Market = None):
#
# {
# "symbol": "ETHUSDTM",
# "openInterest": "8053960",
# "ts": 1774007467050
# }
#
marketId = self.safe_string(interest, 'symbol')
market = self.safe_market(marketId, market)
timestamp = self.safe_integer(interest, 'ts')
return self.safe_open_interest({
'symbol': self.safe_symbol(marketId),
'openInterestAmount': self.safe_number(interest, 'openInterest'),
'openInterestValue': None,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'info': interest,
}, market)
def fetch_open_interest_history(self, symbol: str, timeframe='5m', since: Int = None, limit: Int = None, params={}):
"""
Retrieves the open interest history of a currency
https://www.kucoin.com/docs-new/rest/ua/get-futures-open-interset
:param str symbol: Unified CCXT market symbol
:param str timeframe: '5m', '15m', '30m', '1h', '4h' or '1d'
:param int [since]: the time(ms) of the earliest record to retrieve unix timestamp
:param int [limit]: default 30，max 200
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: the latest time in ms to fetch entries for
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:returns dict: an array of `open interest structures <https://docs.ccxt.com/?id=open-interest-structure>`
"""
timeframes: dict = {
'5m': '5min',
'15m': '15min',
'30m': '30min',
'1h': '1hour',
'4h': '4hour',
'1d': '1day',
'5min': '5min',
'15min': '15min',
'30min': '30min',
'1hour': '1hour',
'4hour': '4hour',
'1day': '1day',
}
interval = self.safe_string(timeframes, timeframe)
if interval is None:
raise BadRequest(self.id + ' fetchOpenInterestHistory() invalid timeframe, supported are 5m, 15m, 30m, 1h, 4h, 1d')
self.load_markets()
market = self.market(symbol)
maxLimit = 200
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchOpenInterestHistory', 'paginate', paginate)
if paginate:
return self.fetch_paginated_call_deterministic('fetchOpenInterestHistory', symbol, since, limit, timeframe, params, maxLimit)
request: dict = {
'symbol': market['id'],
'interval': interval,
}
if since is not None:
request['startAt'] = since
if limit is not None:
request['pageSize'] = limit
request, params = self.handle_until_option('endAt', request, params)
response = self.utaGetMarketOpenInterest(self.extend(request, params))
data = self.safe_list(response, 'data')
return self.parse_open_interests_history(data, market, since, limit)
def is_uta_enabled(self, params={}):
"""
https://www.kucoin.com/docs-new/rest/ua/get-account-mode
returns True or False so the user can check if unified account is enabled
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns boolean: True if unified account is enabled, False otherwise
"""
uta = self.safe_bool(self.options, 'uta')
if uta is None:
response = self.utaPrivateGetAccountMode(params)
data = self.safe_dict(response, 'data', {})
accountMode = self.safe_string(data, 'selfAccountMode')
uta = (accountMode == 'UNIFIED')
self.options['uta'] = uta
return self.safe_bool(self.options, 'uta', False)
def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
#
# the v2 URL is https://openapi-v2.kucoin.com/api/v1/endpoint
# ↑ ↑
# ↑ ↑
#
versions = self.safe_dict(self.options, 'versions', {})
apiVersions = self.safe_dict(versions, api, {})
methodVersions = self.safe_dict(apiVersions, method, {})
defaultVersion = self.safe_string(methodVersions, path, self.options['version'])
version = self.safe_string(params, 'version', defaultVersion)
params = self.omit(params, 'version')
endpoint = '/api/' + version + '/' + self.implode_params(path, params)
if api == 'webExchange':
endpoint = '/' + self.implode_params(path, params)
if api == 'earn':
endpoint = '/api/v1/' + self.implode_params(path, params)
isUtaPrivate = False
if (api == 'uta') or (api == 'utaPrivate'):
endpoint = '/api/ua/v1/' + self.implode_params(path, params)
if api == 'utaPrivate':
isUtaPrivate = True
query = self.omit(params, self.extract_params(path))
endpart = ''
headers = headers if (headers is not None) else {}
url = self.urls['api'][api]
tradeType = self.safe_string(query, 'tradeType')
if not self.is_empty(query):
if ((method == 'GET') or (method == 'DELETE')) and (path != 'orders/multi-cancel'):
endpoint += '?' + self.rawencode(query)
else:
if (endpoint == '/api/ua/v1/classic/order/place') or (endpoint == '/api/ua/v1/classic/order/place/batch') or (endpoint == '/api/ua/v1/classic/order/cancel') or (endpoint == '/api/ua/v1/classic/order/cancel/batch'):
endpoint += '?tradeType=' + tradeType
body = self.json(query)
endpart = body
headers['Content-Type'] = 'application/json'
url = url + endpoint
isFuturePrivate = (api == 'futuresPrivate')
isPrivate = (api == 'private')
isBroker = (api == 'broker')
isEarn = (api == 'earn')
if isPrivate or isFuturePrivate or isBroker or isEarn or isUtaPrivate:
self.check_required_credentials()
timestamp = str(self.nonce())
headers = self.extend({
'KC-API-KEY-VERSION': '2',
'KC-API-KEY': self.apiKey,
'KC-API-TIMESTAMP': timestamp,
}, headers)
apiKeyVersion = self.safe_string(headers, 'KC-API-KEY-VERSION')
if apiKeyVersion == '2':
passphrase = self.hmac(self.encode(self.password), self.encode(self.secret), hashlib.sha256, 'base64')
headers['KC-API-PASSPHRASE'] = passphrase
else:
headers['KC-API-PASSPHRASE'] = self.password
payload = timestamp + method + endpoint + endpart
signature = self.hmac(self.encode(payload), self.encode(self.secret), hashlib.sha256, 'base64')
headers['KC-API-SIGN'] = signature
partner = self.safe_dict(self.options, 'partner', {})
isUtaFuturePrivate = isUtaPrivate and (tradeType == 'FUTURES')
isFuturePartner = isFuturePrivate or isUtaFuturePrivate
partner = self.safe_value(partner, 'future', partner) if isFuturePartner else self.safe_value(partner, 'spot', partner)
partnerId = self.safe_string(partner, 'id')
partnerSecret = self.safe_string_2(partner, 'secret', 'key')
if (partnerId is not None) and (partnerSecret is not None):
partnerPayload = timestamp + partnerId + self.apiKey
partnerSignature = self.hmac(self.encode(partnerPayload), self.encode(partnerSecret), hashlib.sha256, 'base64')
headers['KC-API-PARTNER-SIGN'] = partnerSignature
headers['KC-API-PARTNER'] = partnerId
headers['KC-API-PARTNER-VERIFY'] = 'true'
if isBroker:
brokerName = self.safe_string(partner, 'name')
if brokerName is not None:
headers['KC-BROKER-NAME'] = brokerName
return {'url': url, 'method': method, 'body': body, 'headers': headers}
def handle_errors(self, code: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody):
if not response:
self.throw_broadly_matched_exception(self.exceptions['broad'], body, body)
return None
#
# bad
# {"code": "400100", "msg": "validation.createOrder.clientOidIsRequired"}
# good
# {code: '200000', data: {...}}
#
errorCode = self.safe_string(response, 'code')
message = self.safe_string_2(response, 'msg', 'data', '')
feedback = self.id + ' ' + body
self.throw_exactly_matched_exception(self.exceptions['exact'], message, feedback)
self.throw_exactly_matched_exception(self.exceptions['exact'], errorCode, feedback)
self.throw_broadly_matched_exception(self.exceptions['broad'], body, feedback)
if errorCode != '200000' and errorCode != '200':
raise ExchangeError(feedback)
return None
def fetch_transfers(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[TransferEntry]:
"""
fetch a history of internal transfers made on an account
https://www.kucoin.com/docs-new/rest/account-info/account-funding/get-account-ledgers-spot-margin
:param str [code]: unified currency code of the currency transferred
:param int [since]: the earliest time in ms to fetch transfers for
:param int [limit]: the maximum number of transfer structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:param int [params.until]: the latest time in ms to fetch transfers for
:param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
:returns dict[]: a list of `transfer structures <https://docs.ccxt.com/?id=transfer-structure>`
"""
self.load_markets()
paginate = False
paginate, params = self.handle_option_and_params(params, 'fetchTransfers', 'paginate')
if paginate:
return self.fetch_paginated_call_dynamic('fetchTransfers', code, since, limit, params)
request: dict = {
'bizType': 'TRANSFER',
}
until = self.safe_integer(params, 'until')
if until is not None:
params = self.omit(params, 'until')
request['endAt'] = until
currency = None
if code is not None:
currency = self.currency(code)
request['currency'] = currency['id']
if since is not None:
request['startAt'] = since
if limit is not None:
request['pageSize'] = limit
else:
request['pageSize'] = 500
request, params = self.handle_until_option('endAt', request, params)
response = self.privateGetAccountsLedgers(self.extend(request, params))
#
# {
# "code": "200000",
# "data": {
# "currentPage": 1,
# "pageSize": 50,
# "totalNum": 1,
# "totalPage": 1,
# "items": [
# {
# "id": "611a1e7c6a053300067a88d9",
# "currency": "USDT",
# "amount": "10.00059547",
# "fee": "0",
# "balance": "0",
# "accountType": "MAIN",
# "bizType": "Transfer",
# "direction": "in",
# "createdAt": 1629101692950,
# "context": "{\"orderId\":\"611a1e7c6a053300067a88d9\"}"
# }
# ]
# }
# }
#
data = self.safe_dict(response, 'data', {})
items = self.safe_list(data, 'items', [])
return self.parse_transfers(items, currency, since, limit)
def fetch_positions_adl_rank(self, symbols: Strings = None, params={}) -> List[ADL]:
"""
fetches the auto deleveraging rank and risk percentage for a list of symbols
https://www.kucoin.com/docs-new/rest/futures-trading/positions/get-position-list
:param str[] [symbols]: list of unified market symbols
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict[]: an array of `auto de leverage structures <https://docs.ccxt.com/?id=auto-de-leverage-structure>`
"""
self.load_markets()
symbols = self.market_symbols(symbols, None, True, True, True)
response = self.futuresPrivateGetPositions(params)
#
# {
# "code": "200000",
# "data": [
# {
# "id": "600000000001260912",
# "symbol": "XBTUSDTM",
# "crossMode": True,
# "maintMarginReq": 0.0040000133,
# "delevPercentage": 0.0,
# "openingTimestamp": 1768481882915,
# "currentTimestamp": 1768481897988,
# "currentQty": 1,
# "currentCost": 96.9768,
# "currentComm": 0.05818608,
# "unrealisedCost": 96.9768,
# "realisedGrossCost": 0.0,
# "realisedCost": 0.05818608,
# "isOpen": True,
# "markPrice": 96985.6,
# "markValue": 96.9856,
# "posCost": 96.9768,
# "posInit": 4.84884,
# "posMargin": 4.84928,
# "posMaint": 0.38794369,
# "realisedGrossPnl": 0.0,
# "realisedPnl": -0.05818608,
# "unrealisedPnl": 0.0088,
# "unrealisedPnlPcnt": 1.0E-4,
# "unrealisedRoePcnt": 0.0018,
# "avgEntryPrice": 96976.8,
# "liquidationPrice": 52351.69,
# "bankruptPrice": 52110.87,
# "settleCurrency": "USDT",
# "isInverse": False,
# "maintainMargin": 0.0040000133,
# "marginMode": "CROSS",
# "positionSide": "LONG",
# "leverage": 20,
# "dealComm": -0.05818608,
# "fundingFee": 0,
# "tax": 0
# }
# ]
# }
#
data = self.safe_list(response, 'data', [])
return self.parse_adl_ranks(data, symbols)
def parse_adl_rank(self, info: dict, market: Market = None) -> ADL:
#
# fetchPositionsADLRank
#
# {
# "id": "600000000001260912",
# "symbol": "XBTUSDTM",
# "crossMode": True,
# "maintMarginReq": 0.0040000133,
# "delevPercentage": 0.0,
# "openingTimestamp": 1768481882915,
# "currentTimestamp": 1768481897988,
# "currentQty": 1,
# "currentCost": 96.9768,
# "currentComm": 0.05818608,
# "unrealisedCost": 96.9768,
# "realisedGrossCost": 0.0,
# "realisedCost": 0.05818608,
# "isOpen": True,
# "markPrice": 96985.6,
# "markValue": 96.9856,
# "posCost": 96.9768,
# "posInit": 4.84884,
# "posMargin": 4.84928,
# "posMaint": 0.38794369,
# "realisedGrossPnl": 0.0,
# "realisedPnl": -0.05818608,
# "unrealisedPnl": 0.0088,
# "unrealisedPnlPcnt": 1.0E-4,
# "unrealisedRoePcnt": 0.0018,
# "avgEntryPrice": 96976.8,
# "liquidationPrice": 52351.69,
# "bankruptPrice": 52110.87,
# "settleCurrency": "USDT",
# "isInverse": False,
# "maintainMargin": 0.0040000133,
# "marginMode": "CROSS",
# "positionSide": "LONG",
# "leverage": 20,
# "dealComm": -0.05818608,
# "fundingFee": 0,
# "tax": 0
# }
#
marketId = self.safe_string(info, 'symbol')
timestamp = self.safe_integer(info, 'openingTimestamp')
percentage = self.safe_string(info, 'delevPercentage')
return {
'info': info,
'symbol': self.safe_symbol(marketId, market, None, 'contract'),
'rank': None,
'rating': None,
'percentage': self.parse_number(Precise.string_mul(percentage, '100')),
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
}
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