/// <summary>
/// Get candlesticks for a symbol. Candlesticks/K-Lines are uniquely identified by their open time.
/// If startTime and endTime are not sent, the most recent candlesticks are returned.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="interval"></param>
/// <param name="limit">Default 500; max 500.</param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetCandlesticksAsync(this IKucoinHttpClient client, string symbol, CandlestickInterval interval, int limit = default, long startTime = default, long endTime = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest("/api/v1/klines");
request.AddParameter("symbol", symbol.FormatSymbol());
request.AddParameter("interval", interval.AsString());
if (limit > 0)
{
request.AddParameter("limit", limit);
}
if (startTime > 0)
{
request.AddParameter("startTime", startTime);
}
if (endTime > 0)
{
request.AddParameter("endTime", endTime);
}
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get older (non-compressed) trades.
/// </summary>
/// <param name="client"></param>
/// <param name="apiKey"></param>
/// <param name="symbol"></param>
/// <param name="fromId">TradeId to fetch from. Default gets most recent trades.</param>
/// <param name="limit">Default 500; max 500.</param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetTradesAsync(this IKucoinHttpClient client, string apiKey, string symbol, long fromId = KucoinApi.NullId, int limit = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(5, token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest("/api/v1/historicalTrades")
{
ApiKey = apiKey
};
request.AddParameter("symbol", symbol.FormatSymbol());
if (fromId >= 0)
{
request.AddParameter("fromId", fromId);
}
if (limit > 0)
{
request.AddParameter("limit", limit);
}
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Cancel an active order.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="symbol"></param>
/// <param name="orderId"></param>
/// <param name="origClientOrderId"></param>
/// <param name="newClientOrderId">Used to uniquely identify this cancel. Automatically generated by default.</param>
/// <param name="recvWindow"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> CancelOrderAsync(this IKucoinHttpClient client, IKucoinApiUser user, string symbol, long orderId = KucoinApi.NullId, string origClientOrderId = null, string newClientOrderId = null, long recvWindow = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (orderId < 0 && string.IsNullOrWhiteSpace(origClientOrderId))
{
throw new ArgumentException($"Either '{nameof(orderId)}' or '{nameof(origClientOrderId)}' must be provided, but both were invalid.");
}
if (recvWindow <= 0)
{
recvWindow = client.Options.RecvWindowDefault ?? 0;
}
if (user.RateLimiter != null)
{
await user.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest("/api/v3/order")
{
ApiKey = user.ApiKey
};
request.AddParameter("symbol", symbol.FormatSymbol());
if (orderId >= 0)
{
request.AddParameter("orderId", orderId);
}
if (!string.IsNullOrWhiteSpace(origClientOrderId))
{
request.AddParameter("origClientOrderId", origClientOrderId);
}
if (!string.IsNullOrWhiteSpace(newClientOrderId))
{
request.AddParameter("newClientOrderId", newClientOrderId);
}
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
await client.SignAsync(request, user, token)
.ConfigureAwait(false);
return(await client.DeleteAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get the deposit history.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="asset"></param>
/// <param name="status"></param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <param name="recvWindow"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetDepositsAsync(this IKucoinHttpClient client, IKucoinApiUser user, string asset = null, DepositStatus?status = null, long startTime = default, long endTime = default, long recvWindow = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
if (recvWindow <= 0)
{
recvWindow = client.Options.RecvWindowDefault ?? 0;
}
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest("/wapi/v3/depositHistory.html")
{
ApiKey = user.ApiKey
};
if (!string.IsNullOrWhiteSpace(asset))
{
request.AddParameter("asset", asset.FormatSymbol());
}
if (status.HasValue)
{
request.AddParameter("status", (int)status);
}
if (startTime > 0)
{
request.AddParameter("startTime", startTime);
}
if (endTime > 0)
{
request.AddParameter("endTime", endTime);
}
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
await client.SignAsync(request, user, token)
.ConfigureAwait(false);
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get compressed, aggregate trades. Trades that fill at the time, from the same order, with the same price will have the quantity aggregated.
/// If fromdId, startTime, and endTime are not sent, the most recent aggregate trades will be returned.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="fromId">ID to get aggregate trades from INCLUSIVE.</param>
/// <param name="limit">Default 500; max 500.</param>
/// <param name="startTime">Timestamp in ms to get aggregate trades from INCLUSIVE.</param>
/// <param name="endTime">Timestamp in ms to get aggregate trades until INCLUSIVE.</param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetAggregateTradesAsync(this IKucoinHttpClient client, string symbol, long fromId = KucoinApi.NullId, int limit = default, long startTime = default, long endTime = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest("/api/v1/aggTrades");
request.AddParameter("symbol", symbol.FormatSymbol());
if (fromId >= 0)
{
request.AddParameter("fromId", fromId);
}
if (startTime > 0)
{
request.AddParameter("startTime", startTime);
}
if (endTime > 0)
{
request.AddParameter("endTime", endTime);
}
if (startTime <= 0 || endTime <= 0)
{
if (limit > 0)
{
request.AddParameter("limit", limit);
}
}
else
{
var start = DateTimeOffset.FromUnixTimeMilliseconds(startTime);
var end = DateTimeOffset.FromUnixTimeMilliseconds(endTime);
if ((end - start).Duration() >= TimeSpan.FromHours(24))
{
throw new ArgumentException($"The interval between {nameof(startTime)} and {nameof(endTime)} must be less than 24 hours.", nameof(endTime));
}
}
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
public async Task SignAsync(KucoinHttpRequest request, IKucoinApiUser user, CancellationToken token = default)
{
Throw.IfNull(request, nameof(request));
Throw.IfNull(user, nameof(user));
var timestamp = TimestampProvider != null
? await TimestampProvider.GetTimestampAsync(this, token).ConfigureAwait(false)
: DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
request.AddParameter("timestamp", timestamp);
var signature = user.Sign(request.TotalParams);
request.AddParameter("signature", signature);
}
/// <summary>
/// Get current account information.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="recvWindow"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetAccountInfoAsync(this IKucoinHttpClient client, IKucoinApiUser user, long recvWindow = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
if (recvWindow <= 0)
{
recvWindow = client.Options.RecvWindowDefault ?? 0;
}
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(5, token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest("/api/v3/account")
{
ApiKey = user.ApiKey
};
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
await client.SignAsync(request, user, token)
.ConfigureAwait(false);
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get trades for a specific account and symbol.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="symbol"></param>
/// <param name="fromId">TradeId to fetch from. Default gets most recent trades.</param>
/// <param name="limit">Default 500; max 500.</param>
/// <param name="recvWindow"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetAccountTradesAsync(this IKucoinHttpClient client, IKucoinApiUser user, string symbol, long fromId = KucoinApi.NullId, int limit = default, long recvWindow = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (recvWindow <= 0)
{
recvWindow = client.Options.RecvWindowDefault ?? 0;
}
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(5, token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest("/api/v3/myTrades")
{
ApiKey = user.ApiKey
};
request.AddParameter("symbol", symbol.FormatSymbol());
if (fromId >= 0)
{
request.AddParameter("fromId", fromId);
}
if (limit > 0)
{
request.AddParameter("limit", limit);
}
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
await client.SignAsync(request, user, token)
.ConfigureAwait(false);
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get all open orders on a symbol or all symbols.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="symbol"></param>
/// <param name="recvWindow"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetOpenOrdersAsync(this IKucoinHttpClient client, IKucoinApiUser user, string symbol = null, long recvWindow = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
if (recvWindow <= 0)
{
recvWindow = client.Options.RecvWindowDefault ?? 0;
}
if (client.RateLimiter != null)
{
var tradingSymbols = Symbol.Cache.Values.Count(s => s.Status == SymbolStatus.Trading);
await client.RateLimiter
.DelayAsync(string.IsNullOrWhiteSpace(symbol) && tradingSymbols > 1?tradingSymbols / 2 : 1, token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest("/api/v3/openOrders")
{
ApiKey = user.ApiKey
};
if (!string.IsNullOrWhiteSpace(symbol))
{
request.AddParameter("symbol", symbol.FormatSymbol());
}
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
await client.SignAsync(request, user, token)
.ConfigureAwait(false);
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get order book (market depth) of a symbol.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="limit">Default 100; max 1000. Valid limits:[5, 10, 20, 50, 100, 500, 1000].</param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetOrderBookAsync(this IKucoinHttpClient client, string symbol, int limit = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (client.RateLimiter != null)
{
await client.RateLimiter
.DelayAsync(limit >= 1000? 10 : limit >= 500? 5 : 1, token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest("/v1/open/orders");
request.AddParameter("symbol", symbol /*.FormatSymbol()*/);
if (limit > 0)
{
request.AddParameter("limit", limit);
}
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Submit a withdraw request.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="asset"></param>
/// <param name="address"></param>
/// <param name="addressTag"></param>
/// <param name="amount"></param>
/// <param name="name">A description of the address (optional).</param>
/// <param name="recvWindow"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> WithdrawAsync(this IKucoinHttpClient client, IKucoinApiUser user, string asset, string address, string addressTag, decimal amount, string name = null, long recvWindow = default, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
Throw.IfNullOrWhiteSpace(asset, nameof(asset));
Throw.IfNullOrWhiteSpace(address, nameof(address));
if (amount <= 0)
{
throw new ArgumentException("Withdraw amount must be greater than 0.", nameof(amount));
}
if (recvWindow <= 0)
{
recvWindow = client.Options.RecvWindowDefault ?? 0;
}
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest("/wapi/v3/withdraw.html")
{
ApiKey = user.ApiKey
};
request.AddParameter("asset", asset.FormatSymbol());
request.AddParameter("address", address);
request.AddParameter("amount", amount);
if (!string.IsNullOrWhiteSpace(addressTag))
{
request.AddParameter("addressTag", addressTag);
}
if (!string.IsNullOrWhiteSpace(name))
{
request.AddParameter("name", name);
}
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
await client.SignAsync(request, user, token)
.ConfigureAwait(false);
return(await client.PostAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get best price/quantity on the order book for a symbol.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetOrderBookTopAsync(this IKucoinHttpClient client, string symbol, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest("/api/v1/ticker/bookTicker");
request.AddParameter("symbol", symbol.FormatSymbol());
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Close out a user data stream.
/// </summary>
/// <param name="client"></param>
/// <param name="apiKey"></param>
/// <param name="listenKey"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> UserStreamCloseAsync(this IKucoinHttpClient client, string apiKey, string listenKey, CancellationToken token = default)
{
Throw.IfNullOrWhiteSpace(apiKey, nameof(apiKey));
Throw.IfNullOrWhiteSpace(listenKey, nameof(listenKey));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest("/api/v1/userDataStream")
{
ApiKey = apiKey
};
request.AddParameter("listenKey", listenKey);
return(await client.DeleteAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get 24 hour price change statistics for a symbol or all symbols.
/// </summary>
/// <param name="client"></param>
/// <param name="symbol"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> Get24HourStatisticsAsync(this IKucoinHttpClient client, string symbol = null, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
if (client.RateLimiter != null)
{
var tradingSymbols = Symbol.Cache.Values.Count(s => s.Status == SymbolStatus.Trading);
await client.RateLimiter
.DelayAsync(string.IsNullOrWhiteSpace(symbol) && tradingSymbols > 1?tradingSymbols / 2 : 1, token)
.ConfigureAwait(false);
}
// When symbol is not provided use number of symbols that are TRADING for weight.
var request = new KucoinHttpRequest("/api/v1/ticker/24hr");
if (!string.IsNullOrWhiteSpace(symbol))
{
request.AddParameter("symbol", symbol.FormatSymbol());
}
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Get the deposit address for an asset.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="asset"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> GetDepositAddressAsync(this IKucoinHttpClient client, IKucoinApiUser user, string asset, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNullOrWhiteSpace(asset, nameof(asset));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest("/wapi/v3/depositAddress.html")
{
ApiKey = user.ApiKey
};
request.AddParameter("asset", asset.FormatSymbol());
await client.SignAsync(request, user, token)
.ConfigureAwait(false);
return(await client.GetAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Ping a user data stream to prevent a time out.
/// </summary>
/// <param name="client"></param>
/// <param name="apiKey"></param>
/// <param name="listenKey"></param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> UserStreamKeepAliveAsync(this IKucoinHttpClient client, string apiKey, string listenKey, CancellationToken token = default)
{
Throw.IfNullOrWhiteSpace(apiKey, nameof(apiKey));
Throw.IfNullOrWhiteSpace(listenKey, nameof(listenKey));
if (client.RateLimiter != null)
{
await client.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest("/api/v1/userDataStream")
{
ApiKey = apiKey
};
request.AddParameter("listenKey", listenKey);
// TODO
// A POST will either get back your current stream (and effectively do a PUT) or get back a new stream.
//return await client.PostAsync(request, token)
return(await client.PutAsync(request, token)
.ConfigureAwait(false));
}
/// <summary>
/// Send in a new order.
/// </summary>
/// <param name="client"></param>
/// <param name="user"></param>
/// <param name="symbol"></param>
/// <param name="side"></param>
/// <param name="type"></param>
/// <param name="quantity"></param>
/// <param name="price"></param>
/// <param name="newClientOrderId">A unique id for the order. Automatically generated if not sent.</param>
/// <param name="timeInForce"></param>
/// <param name="stopPrice">Used with STOP_LOSS, STOP_LOSS_LIMIT, TAKE_PROFIT, and TAKE_PROFIT_LIMIT orders.</param>
/// <param name="icebergQty">Used with iceberg orders.</param>
/// <param name="recvWindow"></param>
/// <param name="isTestOnly">If true, test new order creation and signature/recvWindow; creates and validates a new order but does not send it into the matching engine.</param>
/// <param name="newOrderRespType">Set the response JSON.</param>
/// <param name="token"></param>
/// <returns></returns>
public static async Task <string> PlaceOrderAsync(this IKucoinHttpClient client, IKucoinApiUser user, string symbol, OrderSide side, OrderType type, decimal quantity, decimal price, string newClientOrderId = null, TimeInForce?timeInForce = null, decimal stopPrice = 0, decimal icebergQty = 0, long recvWindow = default, bool isTestOnly = false, PlaceOrderResponseType newOrderRespType = PlaceOrderResponseType.Result, CancellationToken token = default)
{
Throw.IfNull(client, nameof(client));
Throw.IfNull(user, nameof(user));
Throw.IfNullOrWhiteSpace(symbol, nameof(symbol));
if (quantity <= 0)
{
throw new ArgumentException("Order quantity must be greater than 0.", nameof(quantity));
}
if (recvWindow <= 0)
{
recvWindow = client.Options.RecvWindowDefault ?? 0;
}
if (user.RateLimiter != null)
{
await user.RateLimiter.DelayAsync(token : token)
.ConfigureAwait(false);
}
var request = new KucoinHttpRequest($"/api/v3/order{(isTestOnly ? "/test" : string.Empty)}")
{
ApiKey = user.ApiKey
};
request.AddParameter("symbol", symbol.FormatSymbol());
request.AddParameter("side", side.ToString().ToUpperInvariant());
request.AddParameter("type", type.AsString());
request.AddParameter("newOrderRespType", newOrderRespType.ToString().ToUpperInvariant());
request.AddParameter("quantity", quantity);
if (price > 0)
{
request.AddParameter("price", price);
}
if (timeInForce.HasValue)
{
request.AddParameter("timeInForce", timeInForce.ToString().ToUpperInvariant());
}
if (!string.IsNullOrWhiteSpace(newClientOrderId))
{
request.AddParameter("newClientOrderId", newClientOrderId);
}
if (stopPrice > 0)
{
request.AddParameter("stopPrice", stopPrice);
}
if (icebergQty > 0)
{
// Automatically set time-in-force to GTC if not set.
if (!timeInForce.HasValue)
{
timeInForce = TimeInForce.GTC;
}
if (timeInForce != TimeInForce.GTC)
{
throw new KucoinApiException("Any order with an icebergQty MUST have timeInForce set to GTC.");
}
request.AddParameter("icebergQty", icebergQty);
}
if (recvWindow > 0)
{
request.AddParameter("recvWindow", recvWindow);
}
await client.SignAsync(request, user, token)
.ConfigureAwait(false);
return(await client.PostAsync(request, token)
.ConfigureAwait(false));
}