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kucoin
Commit a669f277 by zihan
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代码基本改完了

parent 306c5779
Showing with 93 additions and 135 deletions
api_kucoin.js
......@@ -3,8 +3,10 @@ const SocksProxyAgent = require('socks-proxy-agent');
const proxy = process.env.agent;
const agent = proxy ? new SocksProxyAgent(proxy) : null;
const request = require('request');
const host = 'https://api.kucoin.com';
const proHost = 'https://api.kucoin.com';
const testHost = 'https://openapi-sandbox.kucoin.com';
const CryptoJS = require('crypto-js');
const crypto = require('crypto');
const constants = require('./constants');
const {IPs, mergeDepthAsk, mergeDepthBids, mergeDepth} = require('./util');
let totalOrderbook = {};
......@@ -44,8 +46,12 @@ let getUpdatedData = function (currentData, response) {
class biboxApi {
constructor() {
this.apiKey = '5ba054d2e0abb830dee81e1d';
this.apiSecret = 'baa55ba9-7290-431e-9fd4-42aa4598887f';
this.apiKey = '5ce8b7ae134ab72e8c06b112';
this.apiSecret = 'd355354d-eac5-46fb-a2cf-4342f5bc7055';
this.pass = 'Kinming0123@#$%';
// this.apiKey = '5c2db93503aa674c74a31734';
// this.apiSecret = 'f03a5284-5c39-4aaa-9b20-dea10bdcf8e3';
// this.pass = 'Abc123456';
this.allowRequest = true;
this.index = 0;
}
......@@ -248,33 +254,36 @@ class biboxApi {
});
}
_request(method, path, params, callback) {
_genSign(timestamp,method,path,params){
const signStr = timestamp+method+path+JSON.stringify(params);
const signed = crypto.createHmac('sha256',this.apiSecret).update(signStr).digest('base64');
return signed
}
_request(method, path, params, callback,host=proHost) {
if (!this.allowRequest) {
callback({code: "-2", message: "出现超频情况，暂停提交请求"});
return;
}
let url = host + path;
const nonce = new Date().getTime();
const strParams = this.transform(this.objKeySort(params));
const strForSign = path + '/' + nonce + '/' + strParams;
const strForSign2 = CryptoJS.enc.Base64.stringify(CryptoJS.enc.Utf8.parse(strForSign))
const sign = CryptoJS.HmacSHA256(strForSign2, this.apiSecret).toString(CryptoJS.enc.Hex);
const timestamp = Date.now()+'';
const sign = this._genSign(timestamp,method,path,params);
const headers = {
"Accept-Language": "zh_CN",
'KC-API-KEY': this.apiKey,
'KC-API-NONCE': nonce,
'KC-API-SIGNATURE': sign
'KC-API-SIGN': sign,
'KC-API-TIMESTAMP':timestamp,
'KC-API-PASSPHRASE':this.pass,
"Content-Type": "application/json"
}
const requestParams = {};
let form = params
if (method === 'GET') {
if (method === 'GET' && params) {
url += '?' + this.transform(params);
form = {}
}else{
requestParams["body"] = JSON.stringify(params);
}
requestParams["url"] = url;
requestParams["method"] = method;
requestParams["headers"] = headers;
requestParams["form"] = form;
requestParams["timeout"] = 10000;
requestParams["forever"] = true;
request(requestParams, (error, response, body) => {
......@@ -283,7 +292,7 @@ class biboxApi {
} else {
try {
const result = JSON.parse(body);
if (result && result.success && result.code === 'OK') {
if (result && result.code === '200000') {
callback(null, result);
} else {
callback(result, null);
......@@ -307,50 +316,43 @@ class biboxApi {
this._publicRequest('/api/v1/symbols', {}, callback);
}
order(price, amount, symbol, side, callback) {
//账户类型，0-普通账户，1-信用账户
//交易类型，1-市价单，2-限价单
//交易方向，1-买，2-卖
order(cliordId,price, amount, symbol, side,timeInForce, callback) {
const params = {
symbol: symbol,
type: side === constants.OrderSideBuy ? 'BUY' : 'SELL',
pay_bix: 1,
clientOid:cliordId,
side,
symbol,
price,
amount,
size:amount,
timeInForce
};
this._request("POST", "/v1/order", params, callback)
this._request("POST", "/api/v1/orders", params, callback);
}
balance(limit, page, callback) {
this._request("GET", "/v1/account/balances", {limit: limit || 20, page: page || 1}, callback);
balance(callback) {
this._request("GET", "/api/v1/accounts", null, callback);
}
coins_info(callback) {
this._publicRequest("/v1/market/open/coins", {}, callback);
}
// coins_info(callback) {
// this._publicRequest("/v1/market/open/coins", {}, callback);
// }
getTrades(symbol, callback) {
callback(null, null)
}
searchOrder(orderId, symbol, side, callback) {
const params = {
symbol: symbol,
type: side === constants.OrderSideBuy ? 'BUY' : 'SELL',
orderOid: orderId
}
this._request("GET", "/v1/order/detail", params, callback);
searchOrder(orderId,callback) {
this._request("GET", `/api/v1/orders/${orderId}`, null, callback);
}
cancelOrder(orderId, symbol, side, callback) {
const params = {
symbol: symbol,
orderOid: orderId,
type: side === constants.OrderSideBuy ? 'BUY' : 'SELL',
}
this._request("POST", "/v1/cancel-order", params, callback);
}
// cancelOrder(orderId, symbol, side, callback) {
// const params = {
// symbol: symbol,
// orderOid: orderId,
// type: side === constants.OrderSideBuy ? 'BUY' : 'SELL',
// }
// this._request("POST", "/v1/cancel-order", params, callback);
// }
fetchHistorOrders(page, size, symbol, side, callback) {
const params = {
......
kucoinCollector.js
......@@ -105,77 +105,21 @@ class KucoinCollector extends BaseCollector{
}
}
_getCoinsInfo(){
console.log('start get coin info...');
this.api.coins_info((error,result)=>{
if(error){
console.error('get coins info error');
this._getCoinsInfo();
}else {
if(result.data){
coinInfoMap = {}
for(let d of result.data){
coinInfoMap[d.coin] = d
}
console.log('get coin info ok');
}
}
});
}
_runMonitor(callback){
callback({});
return;
//todo 接口也改了
let balanceMap = {};
let need = 1;
// if(!coinInfoMap){
// this._getCoinsInfo()
// }
this.api.balance(20, 1, (error,result)=>{
this.api.balance( (error,result)=>{
if(error){
console.error("get balance by rest error:");
if(!error.data){
console.error(error);
}
callback(null);
return;
}else{
const balanceList = result.data.datas;
for(let detail of balanceList){
balanceMap[detail.coinType] = {available:detail.balance,onOrder:detail.freezeBalance};
}
let pageNos = result.data.pageNos
if(pageNos > 1){
need = pageNos - 1;
let amount = 0
for(let i=2;i<=pageNos;i++){
this.api.balance(20, i, (error,result)=>{
amount += 1;
if(error){
console.error("get balance by rest error:");
if(!error.data){
console.error(error);
}
callback(null);
return;
}else{
const balanceList = result.data.datas;
for(let detail of balanceList){
balanceMap[detail.coinType] = {available:detail.balance,onOrder:detail.freezeBalance};
}
}
if(need === amount){
callback(balanceMap)
}
})
}
}else{
const balanceList = result.data.datas;
for(let detail of balanceList){
balanceMap[detail.coinType] = {available:detail.balance,onOrder:detail.freezeBalance};
}
callback(balanceMap)
const balanceData = result.data;
const balanceMap = {};
for(const balance of balanceData){
balanceMap[balance.currency] = {available:balance.available, onOrder:balance.holds};
}
callback(balanceMap);
}
})
}
......
kucoinStrategy3.js
......@@ -89,22 +89,21 @@ class BiboxStrategy3 extends Strategy3 {
if (order.executedQty === order.origQty) {
console.log("买入全部成交");
createdBuyOrder = true;
amount = collector.processAmount(midCurrency, baseCurrency2, parseFloat(order.executedQty * 0.999));
setTimeout(() => {
// amount = collector.processAmount(midCurrency, baseCurrency2, parseFloat(order.executedQty * 0.999));
// setTimeout(() => {
sellOrder();
}, 120);
// }, 120);
returnOrder();
} else if (parseFloat(order.executedQty) > 0) {
returnAmount = parseFloat(returnAmount) * parseFloat(order.executedQty) / parseFloat(amount);
returnAmount = collector.processAmount(baseCurrency2, baseCurrency1, returnAmount);
amount = collector.processAmount(midCurrency, baseCurrency2, parseFloat(order.executedQty * 0.999));
amount = collector.processAmount(midCurrency, baseCurrency2, order.executedQty);
console.log(`买入部分成交${order.executedQty} 回归量调整为${returnAmount}`);
order.remark = "部分成交@amount " + order.executedQty + ";";
createdBuyOrder = true;
if (parseFloat(amount) > 0)
setTimeout(() => {
// setTimeout(() => {
sellOrder();
}, 120);
// }, 120);
if (parseFloat(returnAmount) > 0)
returnOrder();
else {
......
order_kucoin.js
......@@ -22,10 +22,10 @@ function returnFakeOrder(symbol, price, amount) {
function convertToRecordOrder(order, price) {
let status = constants.OrderStatusNew;
if(order.pendingAmount === 0){
if(order.dealSize == order.size){
status = constants.OrderStatusFilled;
}else{
if(order.dealAmount > 0){
if(order.dealSize > 0){
status = constants.OrderStatusPartiallyFilled;
}
if(!order.isActive){
......@@ -33,14 +33,15 @@ function convertToRecordOrder(order, price) {
}
}
return {
orderId: order.orderOid + '',
orderId: order.id + '',
price: price,
status: status,
transactTime: order.createdAt,
origQty: order.pendingAmount + order.dealAmount,
executedQty: order.dealAmount,
symbol: order.coinType + '-' + order.coinTypePair,
type: order.type,
origQty: order.size,
executedQty: order.dealSize,
symbol: order.symbol,
side: order.side,
fee:order.fee,
}
}
......@@ -101,17 +102,14 @@ class Order {
})
}
order(symbol, price, amount, side, callback,mustSuccess = false) {
if (!constants.RealOrder) {
callback(null, returnFakeOrder(symbol, price, amount));
return;
}
this.api.order(price, amount, symbol, side, (error, result) => {
order(symbol, price, amount, side,timeInForce, callback) {
const cliordId = Date.now()+Math.floor(Math.random() * 100)+'';
this.api.order(cliordId, price, amount, symbol, side, timeInForce, (error, result) => {
if (error) {
callback(error, null);
return;
}
const orderId = result.data.orderOid;
const orderId = result.data.orderId;
const api2 = this.api;
function handleSearchResult(error, result) {
......@@ -120,16 +118,22 @@ class Order {
console.error(error);
// let timeout = 100;
// setTimeout(() => {
api2.searchOrder(orderId,symbol, side, handleSearchResult.bind(this));
api2.searchOrder(orderId, handleSearchResult.bind(this));
// }, timeout);
}
if(!result || !result.data){
console.error("没有返回数据，再次搜索");
api2.searchOrder(orderId, symbol, side, handleSearchResult.bind(this));
api2.searchOrder(orderId, handleSearchResult.bind(this));
return;
}
if(timeInForce === constants.TimeInForceFOK && result.data.isActive){
setTimeout(()=>{
api2.searchOrder(orderId, handleSearchResult.bind(this));
},200);
}else{
callback(null, convertToRecordOrder(result.data, price));
}
}
this.api.searchOrder(orderId, symbol, side, handleSearchResult.bind(this));
})
......
test_kucoin.js
......@@ -43,7 +43,7 @@ function testCollector(){
// const strategy3 = new BiboxStrategy3(collector);
// strategy3.run();
}
testCollector();
// testCollector();
function printCurrency(){
const currentArray = [,'ETH','BTC','LTC','BCH','USDT','USD','RMB',"RCN","WINGS","TRX","LEND","CMT","POWR","HSR","GAS","RDN","TNT","OAX"
......@@ -124,11 +124,20 @@ function printCurrency(){
// printCurrency()
function testOrder(){
const order = new Order();
order.order("BTC_USDT","0.01","0.01",constants.OrderSideBuy,(error,result)=>{
// const order = new Order();
const biboxApi = require('./api_kucoin');
const api = new biboxApi();
const ordid = Date.now()+'';
// api.order(ordid, "1","1","BTC-USDT",'buy',constants.TimeInForceFOK,(error,result)=>{
// console.log(error);
// console.log(result);
// })
api.balance((error,result)=>{
console.log(error);
console.log(result);
})
// const sign = api._genSign('1547015186532','POST', '/api/v1/deposit-addresses',{'currency':'BTC'})
// console.log(sign === '7QP/oM0ykidMdrfNEUmng8eZjg/ZvPafjIqmxiVfYu4=');
// api.balance((error,data)=>{
// console.log(error);
// console.log(data);
......@@ -146,7 +155,7 @@ function testOrder(){
// console.log(result);
// })
}
// testOrder();
testOrder();
// const amount = (0.0917 * parseFloat(0.00001005)).toFixed(10);
// console.log(amount);
......
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