From ea4b464cddc8a9776d89882ba89edfee26d41f53 Mon Sep 17 00:00:00 2001
From: topcoderasdf <107234295+topcoderasdf@users.noreply.github.com>
Date: Sat, 5 Nov 2022 01:47:11 -0700
Subject: [PATCH 01/12] Create kucoin_futures.py
---
src/dali/plugin/input/rest/kucoin_futures.py | 288 +++++++++++++++++++
1 file changed, 288 insertions(+)
create mode 100644 src/dali/plugin/input/rest/kucoin_futures.py
diff --git a/src/dali/plugin/input/rest/kucoin_futures.py b/src/dali/plugin/input/rest/kucoin_futures.py
new file mode 100644
index 00000000..ab2ee72b
--- /dev/null
+++ b/src/dali/plugin/input/rest/kucoin_futures.py
@@ -0,0 +1,288 @@
+# Copyright 2022 topcoderasdf
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+import json
+import time
+from datetime import datetime
+from decimal import Decimal
+from typing import Any, Dict, List, Optional
+
+from ccxt import Exchange, RateLimitExceeded, kucoinfutures
+from dateutil import tz
+
+from dali.abstract_ccxt_input_plugin import AbstractCcxtInputPlugin
+from dali.ccxt_pagination import AbstractPaginationDetailSet
+from dali.configuration import Keyword
+from dali.in_transaction import InTransaction
+from dali.intra_transaction import IntraTransaction
+from dali.out_transaction import OutTransaction
+
+_AMOUNT: str = "amount"
+_CURRENCY: str = "currency"
+_DATA: str = "data"
+_DATA_LIST: str = "dataList"
+_DEPOSIT: str = "Deposit"
+_END_AT: str = "endAt"
+_HAS_MORE: str = "hasMore"
+_OFFSET: str = "offset"
+_REALIZED_PNL: str = "RealizedPNL"
+_START_AT: str = "startAt"
+_TIME: str = "time"
+_TRANSFER_IN: str = "TransferIn"
+_TRANSFER_OUT: str = "TransferOut"
+_TS_INCREMENT: int = 86400000
+_TYPE: str = "type"
+_WITHDRAWAL: str = "Withdrawal"
+
+class InputPlugin(AbstractCcxtInputPlugin):
+
+ __EXCHANGE_NAME: str = "kucoin_futures"
+ __PLUGIN_NAME: str = "kucoin_futures"
+ __DEFAULT_THREAD_COUNT: int = 1
+
+ def __init__(
+ self, account_holder: str, api_key: str, api_secret: str, api_passphrase: str, native_fiat: Optional[str] = None, thread_count: Optional[int] = None
+ ) -> None:
+ self.__api_key = api_key
+ self.__api_secret = api_secret
+ self.__api_passphrase = api_passphrase
+
+ super().__init__(account_holder, datetime(2019, 2, 17, 0, 0, 0, 0), native_fiat, thread_count)
+
+ def _initialize_client(self) -> kucoinfutures:
+ return kucoinfutures(
+ {
+ "apiKey": self.__api_key,
+ "secret": self.__api_secret,
+ "password": self.__api_passphrase,
+ "enableRateLimit": True,
+ }
+ )
+
+ def exchange_name(self) -> str:
+ return self.__EXCHANGE_NAME
+
+ def plugin_name(self) -> str:
+ return self.__PLUGIN_NAME
+
+ @property
+ def _client(self) -> kucoinfutures:
+ super_client: Exchange = super()._client
+ if not isinstance(super_client, kucoinfutures):
+ raise TypeError("super_client is not of type kucoinfutures")
+
+ return super_client
+
+ # using kucoin transaction history api instead. (implicit api)
+ def _get_process_deposits_pagination_detail_set(self) -> Optional[AbstractPaginationDetailSet]:
+ return None
+
+ def _get_process_withdrawals_pagination_detail_set(self) -> Optional[AbstractPaginationDetailSet]:
+ return None
+
+ def _get_process_trades_pagination_detail_set(self) -> Optional[AbstractPaginationDetailSet]:
+ return None
+
+ def _process_gains(
+ self,
+ in_transactions: List[InTransaction],
+ out_transactions: List[OutTransaction],
+ ) -> None:
+ pass
+
+ def _fetch_data(
+ self,
+ start_at: int,
+ end_at: int,
+ ) -> List[Dict[str, Any]]:
+
+ offset: int = 1
+ retries: int = 0
+ has_more: bool = False
+
+ ledger_transactions: Dict[str, Any] = {}
+ items: List[Dict[str, Any]] = []
+
+ while (start_at <= end_at) and retries < 4:
+ try:
+ ledger_transactions = self._client.futuresPrivateGetTransactionHistory({_START_AT: start_at, _END_AT: start_at + _TS_INCREMENT})
+ data_list = ledger_transactions[_DATA][_DATA_LIST]
+ has_more = ledger_transactions[_DATA][_HAS_MORE]
+
+ for item in data_list:
+ items.append(item)
+ offset = item[_OFFSET]
+
+ # https://github.com/ccxt/ccxt/issues/10273
+ # enableRateLimit is not working for kucoin
+ time.sleep(0.15)
+ retries = 0
+
+ while has_more and (retries < 4):
+ try:
+ ledger_transactions = self._client.futuresPrivateGetTransactionHistory(
+ {_START_AT: start_at, _END_AT: start_at + _TS_INCREMENT, _OFFSET: offset}
+ )
+ data_list = ledger_transactions[_DATA][_DATA_LIST]
+ has_more = ledger_transactions[_DATA][_HAS_MORE]
+
+ for item in data_list:
+ items.append(item)
+ offset = item[_OFFSET]
+
+ time.sleep(0.15)
+
+ except RateLimitExceeded:
+ self._client.sleep(13000)
+ retries += 1
+
+ if retries >= 4:
+ raise Exception("Failed to fetch ledger transactions after 4 retries")
+
+ start_at += _TS_INCREMENT
+ offset = 1
+ has_more = False
+ retries = 0
+
+ except RateLimitExceeded:
+ self._client.sleep(13000)
+ retries += 1
+
+ except Exception as exception:
+ raise exception
+
+ if retries >= 4:
+ raise Exception("Failed to fetch ledger transactions after 4 retries")
+
+ return items
+
+ def _process_data(
+ self,
+ items: List[Dict[str, Any]],
+ in_transactions: List[InTransaction],
+ out_transactions: List[OutTransaction],
+ # intra_transactions: List[IntraTransaction],
+ ) -> None:
+ for item in items:
+ timestamp_value: int = item[_TIME]
+ timestamp: str = datetime.fromtimestamp(float(timestamp_value) / 1000.0, tz.tzutc()).strftime("%Y-%m-%d %H:%M:%S.%f%z")
+ transaction_type: str = item[_TYPE]
+ amount: str = str(item[_AMOUNT])
+ currency: str = item[_CURRENCY]
+ offset: int = item[_OFFSET]
+
+ # internal tranfer between kucoin and kucoin futures. Ignore
+ if transaction_type in {_TRANSFER_IN, _TRANSFER_OUT}:
+ continue
+
+ # To do: Currently Kucoin futures allows BTC and USDT deposits / withdrawals through blockchain wallets
+ if transaction_type in {_DEPOSIT, _WITHDRAWAL}:
+ pass
+
+ elif transaction_type == _REALIZED_PNL:
+ amount_value = Decimal(amount)
+
+ # no internal txn id provided by kucoin futures
+ # unique id manually generated
+ unique_id = f"realized_pnl:{self.exchange_name}:{self.account_holder}:{timestamp}:{offset}"
+
+ if amount_value > 0:
+ # Gain
+ # Example json
+ # {
+ # "time": 1644444400000,
+ # "type": "RealisedPNL",
+ # "amount": 66.66666666,
+ # "fee": 0.0,
+ # "accountEquity": 12345.67890123,
+ # "status": "Completed",
+ # "remark": "ETHUSDTM",
+ # "offset": 123456,
+ # "currency": "USDT"
+ # }
+
+ # To do: need to replace tranaction type from GIFT to GAIN
+ # GAIN currently not implemented in rp2
+ in_transactions.append(
+ InTransaction(
+ plugin=self.plugin_name(),
+ unique_id=unique_id,
+ raw_data=json.dumps(item),
+ timestamp=timestamp,
+ asset=currency,
+ exchange=self.exchange_name(),
+ holder=self.account_holder,
+ transaction_type=Keyword.GIFT.name,
+ spot_price=Keyword.UNKNOWN.value,
+ crypto_in=str(amount_value),
+ crypto_fee=None,
+ fiat_in_no_fee=None,
+ fiat_in_with_fee=None,
+ fiat_fee=None,
+ notes=None,
+ )
+ )
+
+ else:
+ # Loss
+ # Example json
+ # {
+ # "time": 1644444400000,
+ # "type": "RealisedPNL",
+ # "amount": -66.66666666,
+ # "fee": 0.0,
+ # "accountEquity": 12345.67890123,
+ # "status": "Completed",
+ # "remark": "ETHUSDTM",
+ # "offset": 123456,
+ # "currency": "USDT"
+ # }
+
+ # To do: need to replace tranaction type from FEE to LOSS
+ # LOSS currently not implemented in rp2
+ out_transactions.append(
+ OutTransaction(
+ plugin=self.plugin_name(),
+ unique_id=unique_id,
+ raw_data=json.dumps(item),
+ timestamp=timestamp,
+ asset=currency,
+ exchange=self.exchange_name(),
+ holder=self.account_holder,
+ transaction_type=Keyword.FEE.value,
+ spot_price=Keyword.UNKNOWN.value,
+ crypto_out_no_fee="0",
+ crypto_fee=str(-amount_value),
+ crypto_out_with_fee=str(-amount_value),
+ fiat_out_no_fee=None,
+ fiat_fee=None,
+ notes=None,
+ )
+ )
+
+ def _process_implicit_api(
+ self,
+ in_transactions: List[InTransaction],
+ out_transactions: List[OutTransaction],
+ intra_transactions: List[IntraTransaction],
+ ) -> None:
+ in_transactions.clear()
+ out_transactions.clear()
+ intra_transactions.clear()
+
+ end_at: int = int(time.time() * 1000)
+ start_at: int = self._start_time_ms
+
+ items: List[Dict[str, Any]] = self._fetch_data(start_at, end_at)
+ self._process_data(items, in_transactions, out_transactions)
From 5580d56f04301e83d615146465b7498d691e052f Mon Sep 17 00:00:00 2001
From: topcoderasdf <107234295+topcoderasdf@users.noreply.github.com>
Date: Sat, 5 Nov 2022 01:48:49 -0700
Subject: [PATCH 02/12] Update ccxt.pyi
added kucoinfutures stubs
---
src/stubs/ccxt.pyi | 6 ++++++
1 file changed, 6 insertions(+)
diff --git a/src/stubs/ccxt.pyi b/src/stubs/ccxt.pyi
index b89ef913..2525327b 100755
--- a/src/stubs/ccxt.pyi
+++ b/src/stubs/ccxt.pyi
@@ -32,6 +32,7 @@ class Exchange:
def fetch_withdrawals( # type: ignore
self, code: Optional[str] = ..., since: Optional[int] = ..., limit: Optional[int] = ..., params: Optional[Dict[str, Union[int, str, None]]] = ...
) -> Any: ...
+ def sleep(self, ms: int) -> None: ...
class binance(Exchange):
def __init__(self, config: Dict[str, Union[str, bool]]) -> None: ...
@@ -64,6 +65,11 @@ class kraken(Exchange):
def __init__(self, config: Dict[str, Union[str, bool]]) -> None: ...
options: Dict[str, str]
+class kucoinfutures(Exchange):
+ def __init__(self, config: Dict[str, Union[str, bool]]) -> None: ...
+ options: Dict[str, str]
+ def futuresPrivateGetTransactionHistory(self, params: Dict[str, int] = ...) -> Any: ... # type: ignore
+
class liquid(Exchange):
def __init__(self, config: Dict[str, Union[str, bool]]) -> None: ...
options: Dict[str, str]
From 11fd3d21ad63860af5fcec1abc037bf19f5cb34e Mon Sep 17 00:00:00 2001
From: topcoderasdf <107234295+topcoderasdf@users.noreply.github.com>
Date: Sat, 5 Nov 2022 01:49:39 -0700
Subject: [PATCH 03/12] Update mypy.ini
added kucoin_futures section
---
mypy.ini | 5 +++++
1 file changed, 5 insertions(+)
diff --git a/mypy.ini b/mypy.ini
index 6ba23cd8..26ee053d 100644
--- a/mypy.ini
+++ b/mypy.ini
@@ -106,6 +106,11 @@ disallow_any_decorated = False
disallow_any_explicit = False
disallow_any_expr = False
+[mypy-dali.plugin.input.rest.kucoin_futures]
+disallow_any_decorated = False
+disallow_any_explicit = False
+disallow_any_expr = False
+
[mypy-dali.transaction_resolver]
disallow_any_unimported = False
disallow_any_expr = False
From b0c94dc57bbf90a3edf634c78b2ab5f07fe06015 Mon Sep 17 00:00:00 2001
From: topcoderasdf <107234295+topcoderasdf@users.noreply.github.com>
Date: Sat, 5 Nov 2022 02:02:31 -0700
Subject: [PATCH 04/12] Update kucoin_futures.py
fixing typo bug
---
src/dali/plugin/input/rest/kucoin_futures.py | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/src/dali/plugin/input/rest/kucoin_futures.py b/src/dali/plugin/input/rest/kucoin_futures.py
index ab2ee72b..3345fe92 100644
--- a/src/dali/plugin/input/rest/kucoin_futures.py
+++ b/src/dali/plugin/input/rest/kucoin_futures.py
@@ -36,7 +36,7 @@
_END_AT: str = "endAt"
_HAS_MORE: str = "hasMore"
_OFFSET: str = "offset"
-_REALIZED_PNL: str = "RealizedPNL"
+_REALISED_PNL: str = "RealisedPNL"
_START_AT: str = "startAt"
_TIME: str = "time"
_TRANSFER_IN: str = "TransferIn"
From 8e6befdfc491d84c274a304ed1979c4a222d42bc Mon Sep 17 00:00:00 2001
From: topcoderasdf <107234295+topcoderasdf@users.noreply.github.com>
Date: Sat, 5 Nov 2022 02:14:11 -0700
Subject: [PATCH 05/12] Update kucoin_futures.py
fixing typo bug
---
src/dali/plugin/input/rest/kucoin_futures.py | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/src/dali/plugin/input/rest/kucoin_futures.py b/src/dali/plugin/input/rest/kucoin_futures.py
index 3345fe92..d13f0560 100644
--- a/src/dali/plugin/input/rest/kucoin_futures.py
+++ b/src/dali/plugin/input/rest/kucoin_futures.py
@@ -190,7 +190,7 @@ def _process_data(
if transaction_type in {_DEPOSIT, _WITHDRAWAL}:
pass
- elif transaction_type == _REALIZED_PNL:
+ elif transaction_type == _REALISED_PNL:
amount_value = Decimal(amount)
# no internal txn id provided by kucoin futures
From 9996d7e6a79e63304234ff4060f57f9208942753 Mon Sep 17 00:00:00 2001
From: topcoderasdf <107234295+topcoderasdf@users.noreply.github.com>
Date: Sat, 5 Nov 2022 11:28:42 -0700
Subject: [PATCH 06/12] Update kucoin_futures.py
change transaction types GIFT -> INCOME, and FEE -> SELL
---
src/dali/plugin/input/rest/kucoin_futures.py | 18 +++++++++---------
1 file changed, 9 insertions(+), 9 deletions(-)
diff --git a/src/dali/plugin/input/rest/kucoin_futures.py b/src/dali/plugin/input/rest/kucoin_futures.py
index d13f0560..5c94d245 100644
--- a/src/dali/plugin/input/rest/kucoin_futures.py
+++ b/src/dali/plugin/input/rest/kucoin_futures.py
@@ -212,7 +212,7 @@ def _process_data(
# "currency": "USDT"
# }
- # To do: need to replace tranaction type from GIFT to GAIN
+ # To do: need to replace transaction type from INCOME to GAIN
# GAIN currently not implemented in rp2
in_transactions.append(
InTransaction(
@@ -223,14 +223,14 @@ def _process_data(
asset=currency,
exchange=self.exchange_name(),
holder=self.account_holder,
- transaction_type=Keyword.GIFT.name,
+ transaction_type=Keyword.INCOME.value,
spot_price=Keyword.UNKNOWN.value,
crypto_in=str(amount_value),
crypto_fee=None,
fiat_in_no_fee=None,
fiat_in_with_fee=None,
fiat_fee=None,
- notes=None,
+ notes="Futures gain"
)
)
@@ -249,7 +249,7 @@ def _process_data(
# "currency": "USDT"
# }
- # To do: need to replace tranaction type from FEE to LOSS
+ # To do: need to replace transaction type from SELL to LOSS
# LOSS currently not implemented in rp2
out_transactions.append(
OutTransaction(
@@ -260,14 +260,14 @@ def _process_data(
asset=currency,
exchange=self.exchange_name(),
holder=self.account_holder,
- transaction_type=Keyword.FEE.value,
- spot_price=Keyword.UNKNOWN.value,
- crypto_out_no_fee="0",
- crypto_fee=str(-amount_value),
+ transaction_type=Keyword.SELL.value,
+ spot_price="0",
+ crypto_out_no_fee=str(-amount_value),
+ crypto_fee="0",
crypto_out_with_fee=str(-amount_value),
fiat_out_no_fee=None,
fiat_fee=None,
- notes=None,
+ notes="Futures loss",
)
)
From 3e3df3c64256f4816142f085306bd9560fbfa766 Mon Sep 17 00:00:00 2001
From: topcoderasdf <107234295+topcoderasdf@users.noreply.github.com>
Date: Sun, 6 Nov 2022 12:25:42 -0800
Subject: [PATCH 07/12] Update kucoin_futures.py
code review changes
---
src/dali/plugin/input/rest/kucoin_futures.py | 110 +++++++++----------
1 file changed, 52 insertions(+), 58 deletions(-)
diff --git a/src/dali/plugin/input/rest/kucoin_futures.py b/src/dali/plugin/input/rest/kucoin_futures.py
index 5c94d245..2e81fbe7 100644
--- a/src/dali/plugin/input/rest/kucoin_futures.py
+++ b/src/dali/plugin/input/rest/kucoin_futures.py
@@ -12,14 +12,18 @@
# See the License for the specific language governing permissions and
# limitations under the License.
+# Kucoin Futures REST plugin links:
+# REST API: https://docs.kucoin.com/futures/#general
+# Authentication: https://docs.kucoin.com/futures/#authentication
+# Endpoint: https://api-futures.kucoin.com
+
import json
import time
from datetime import datetime
from decimal import Decimal
from typing import Any, Dict, List, Optional
-from ccxt import Exchange, RateLimitExceeded, kucoinfutures
-from dateutil import tz
+from ccxt import DDoSProtection, Exchange, ExchangeError, ExchangeNotAvailable, NetworkError, RateLimitExceeded, RequestTimeout, kucoinfutures
from dali.abstract_ccxt_input_plugin import AbstractCcxtInputPlugin
from dali.ccxt_pagination import AbstractPaginationDetailSet
@@ -41,7 +45,7 @@
_TIME: str = "time"
_TRANSFER_IN: str = "TransferIn"
_TRANSFER_OUT: str = "TransferOut"
-_TS_INCREMENT: int = 86400000
+_ONE_DAY_IN_MS: int = 86400000
_TYPE: str = "type"
_WITHDRAWAL: str = "Withdrawal"
@@ -107,63 +111,56 @@ def _fetch_data(
end_at: int,
) -> List[Dict[str, Any]]:
- offset: int = 1
+ offset: Optional[int] = None
retries: int = 0
- has_more: bool = False
+ has_more: bool = True
ledger_transactions: Dict[str, Any] = {}
items: List[Dict[str, Any]] = []
- while (start_at <= end_at) and retries < 4:
- try:
- ledger_transactions = self._client.futuresPrivateGetTransactionHistory({_START_AT: start_at, _END_AT: start_at + _TS_INCREMENT})
- data_list = ledger_transactions[_DATA][_DATA_LIST]
- has_more = ledger_transactions[_DATA][_HAS_MORE]
-
- for item in data_list:
- items.append(item)
- offset = item[_OFFSET]
-
- # https://github.com/ccxt/ccxt/issues/10273
- # enableRateLimit is not working for kucoin
- time.sleep(0.15)
- retries = 0
-
- while has_more and (retries < 4):
- try:
+ while start_at <= end_at:
+ while has_more and retries < 4:
+ try:
+ if offset is None:
+ ledger_transactions = self._client.futuresPrivateGetTransactionHistory({_START_AT: start_at, _END_AT: start_at + _ONE_DAY_IN_MS})
+ else:
ledger_transactions = self._client.futuresPrivateGetTransactionHistory(
- {_START_AT: start_at, _END_AT: start_at + _TS_INCREMENT, _OFFSET: offset}
+ {_START_AT: start_at, _END_AT: start_at + _ONE_DAY_IN_MS, _OFFSET: offset}
)
- data_list = ledger_transactions[_DATA][_DATA_LIST]
- has_more = ledger_transactions[_DATA][_HAS_MORE]
-
- for item in data_list:
- items.append(item)
- offset = item[_OFFSET]
-
- time.sleep(0.15)
-
- except RateLimitExceeded:
- self._client.sleep(13000)
- retries += 1
-
- if retries >= 4:
- raise Exception("Failed to fetch ledger transactions after 4 retries")
-
- start_at += _TS_INCREMENT
- offset = 1
- has_more = False
- retries = 0
+ data_list = ledger_transactions[_DATA][_DATA_LIST]
+ has_more = ledger_transactions[_DATA][_HAS_MORE]
+
+ for item in data_list:
+ items.append(item)
+ offset = item[_OFFSET]
+
+ # https://github.com/ccxt/ccxt/issues/10273
+ # enableRateLimit is not working for kucoin
+ self._client.sleep(150)
+
+ except RateLimitExceeded:
+ # sleep for 13 seconds
+ self._client.sleep(13000)
+ retries += 1
+ except (DDoSProtection, ExchangeError) as exc:
+ self.__logger.debug(
+ "Exception from server, most likely too many requests. Making another attempt after 13 second delay. Exception - %s", exc
+ )
- except RateLimitExceeded:
- self._client.sleep(13000)
- retries += 1
+ self._client.sleep(13000)
+ retries += 1
- except Exception as exception:
- raise exception
+ except (ExchangeNotAvailable, NetworkError, RequestTimeout) as exc_na:
+ retries += 1
+ self.__logger.debug("Server not available. Making attempt #%s of 4 after a 13 second delay. Exception - %s", retries, exc_na)
+ self._client.sleep(13000)
- if retries >= 4:
- raise Exception("Failed to fetch ledger transactions after 4 retries")
+ if retries >= 4:
+ raise Exception("Failed to fetch ledger transactions after 4 retries")
+ start_at += _ONE_DAY_IN_MS
+ offset = None
+ has_more = True
+ retries = 0
return items
@@ -175,8 +172,7 @@ def _process_data(
# intra_transactions: List[IntraTransaction],
) -> None:
for item in items:
- timestamp_value: int = item[_TIME]
- timestamp: str = datetime.fromtimestamp(float(timestamp_value) / 1000.0, tz.tzutc()).strftime("%Y-%m-%d %H:%M:%S.%f%z")
+ timestamp: str = self._rp2_timestamp_from_ms_epoch(str(item[_TIME]))
transaction_type: str = item[_TYPE]
amount: str = str(item[_AMOUNT])
currency: str = item[_CURRENCY]
@@ -186,16 +182,16 @@ def _process_data(
if transaction_type in {_TRANSFER_IN, _TRANSFER_OUT}:
continue
- # To do: Currently Kucoin futures allows BTC and USDT deposits / withdrawals through blockchain wallets
+ # To do: implement deposit/withdrawal using ccxt fetchDeposits()/fetchWithdrawals()
if transaction_type in {_DEPOSIT, _WITHDRAWAL}:
- pass
+ continue
- elif transaction_type == _REALISED_PNL:
+ if transaction_type == _REALISED_PNL:
amount_value = Decimal(amount)
# no internal txn id provided by kucoin futures
# unique id manually generated
- unique_id = f"realized_pnl:{self.exchange_name}:{self.account_holder}:{timestamp}:{offset}"
+ unique_id = f"realized_pnl:{self.exchange_name()}:{self.account_holder}:{timestamp}:{offset}"
if amount_value > 0:
# Gain
@@ -279,8 +275,6 @@ def _process_implicit_api(
) -> None:
in_transactions.clear()
out_transactions.clear()
- intra_transactions.clear()
-
end_at: int = int(time.time() * 1000)
start_at: int = self._start_time_ms
From 0ccc15fff03a52d87cf59a57484bcc28780cbf0a Mon Sep 17 00:00:00 2001
From: topcoderasdf <107234295+topcoderasdf@users.noreply.github.com>
Date: Sun, 6 Nov 2022 22:37:42 -0800
Subject: [PATCH 08/12] Update kucoin_futures.py
code review changes
---
src/dali/plugin/input/rest/kucoin_futures.py | 2 --
1 file changed, 2 deletions(-)
diff --git a/src/dali/plugin/input/rest/kucoin_futures.py b/src/dali/plugin/input/rest/kucoin_futures.py
index 2e81fbe7..390800a5 100644
--- a/src/dali/plugin/input/rest/kucoin_futures.py
+++ b/src/dali/plugin/input/rest/kucoin_futures.py
@@ -273,8 +273,6 @@ def _process_implicit_api(
out_transactions: List[OutTransaction],
intra_transactions: List[IntraTransaction],
) -> None:
- in_transactions.clear()
- out_transactions.clear()
end_at: int = int(time.time() * 1000)
start_at: int = self._start_time_ms
From 242e49eb3f427cd9469dd067c78ac656cac2f9d9 Mon Sep 17 00:00:00 2001
From: topcoderasdf <107234295+topcoderasdf@users.noreply.github.com>
Date: Sat, 12 Nov 2022 10:38:07 -0800
Subject: [PATCH 09/12] Update kucoin_futures.py
code review fixes
---
src/dali/plugin/input/rest/kucoin_futures.py | 9 +++++----
1 file changed, 5 insertions(+), 4 deletions(-)
diff --git a/src/dali/plugin/input/rest/kucoin_futures.py b/src/dali/plugin/input/rest/kucoin_futures.py
index 390800a5..5a300626 100644
--- a/src/dali/plugin/input/rest/kucoin_futures.py
+++ b/src/dali/plugin/input/rest/kucoin_futures.py
@@ -20,10 +20,10 @@
import json
import time
from datetime import datetime
-from decimal import Decimal
from typing import Any, Dict, List, Optional
from ccxt import DDoSProtection, Exchange, ExchangeError, ExchangeNotAvailable, NetworkError, RateLimitExceeded, RequestTimeout, kucoinfutures
+from rp2.rp2_decimal import RP2Decimal
from dali.abstract_ccxt_input_plugin import AbstractCcxtInputPlugin
from dali.ccxt_pagination import AbstractPaginationDetailSet
@@ -39,13 +39,14 @@
_DEPOSIT: str = "Deposit"
_END_AT: str = "endAt"
_HAS_MORE: str = "hasMore"
+_MS_IN_SECOND: int = 1000
_OFFSET: str = "offset"
+_ONE_DAY_IN_MS: int = 86400000
_REALISED_PNL: str = "RealisedPNL"
_START_AT: str = "startAt"
_TIME: str = "time"
_TRANSFER_IN: str = "TransferIn"
_TRANSFER_OUT: str = "TransferOut"
-_ONE_DAY_IN_MS: int = 86400000
_TYPE: str = "type"
_WITHDRAWAL: str = "Withdrawal"
@@ -187,7 +188,7 @@ def _process_data(
continue
if transaction_type == _REALISED_PNL:
- amount_value = Decimal(amount)
+ amount_value = RP2Decimal(amount)
# no internal txn id provided by kucoin futures
# unique id manually generated
@@ -273,7 +274,7 @@ def _process_implicit_api(
out_transactions: List[OutTransaction],
intra_transactions: List[IntraTransaction],
) -> None:
- end_at: int = int(time.time() * 1000)
+ end_at: int = int(time.time() * _MS_IN_SECOND)
start_at: int = self._start_time_ms
items: List[Dict[str, Any]] = self._fetch_data(start_at, end_at)
From 3f0e1fa19349ef4e2a08f2196d3fdd08599aef55 Mon Sep 17 00:00:00 2001
From: topcoderasdf <107234295+topcoderasdf@users.noreply.github.com>
Date: Sat, 12 Nov 2022 10:59:37 -0800
Subject: [PATCH 10/12] Update configuration_file.md
added kucoin futures section
---
docs/configuration_file.md | 19 +++++++++++++++++++
1 file changed, 19 insertions(+)
diff --git a/docs/configuration_file.md b/docs/configuration_file.md
index d38c7744..9c1c545a 100644
--- a/docs/configuration_file.md
+++ b/docs/configuration_file.md
@@ -203,6 +203,25 @@ Notes:
for sells, please [open an issue](https://github.com/eprbell/dali-rp2/issues).
* The Coincheck REST API only supports BTC trades, withdrawals, and deposits and there are currently no plans to implement it.
+### Kucoin Futures Section (REST)
+This plugin is REST-based and requires setting up API Keys in your Kucoin Futures account settings.
+
+**IMPORTANT NOTE**:
+* when setting up API key/secret/passphrase, only use read permissions (DaLI does NOT need write permissions);
+* store your API key, secret and passphrase safely and NEVER share it with anyone!
+
+Initialize this plugin section as follows:
+
+[dali.plugin.input.rest.kucoin_futures <qualifiers>]
+account_holder = <account_holder>
+api_key = <api_key>
+api_secret = <api_secret>
+api_passphrase = <api_passphrase>
+thread_count = <thread_count>
+
+
+Note: the `thread_count` parameter is optional and denotes the number of parallel threads used to by the plugin to connect to the endpoint. Kucoin Futures is rate limited by account/userid, so using `thread_count` of 1 is recommended (https://docs.kucoin.com/futures/#request-rate-limit).
+
### Ledger Section (CSV)
This plugin is CSV-based and parses CSV files generated by Ledger Live. Initialize it as follows:
From 8c923e7f8030aa7d313aaaf466e0c961a1e0ebe7 Mon Sep 17 00:00:00 2001
From: topcoderasdf <107234295+topcoderasdf@users.noreply.github.com>
Date: Sat, 12 Nov 2022 11:10:16 -0800
Subject: [PATCH 11/12] Update configuration_file.md
---
docs/configuration_file.md | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
diff --git a/docs/configuration_file.md b/docs/configuration_file.md
index 9c1c545a..e26f3c5c 100644
--- a/docs/configuration_file.md
+++ b/docs/configuration_file.md
@@ -184,7 +184,7 @@ native_fiat = <native_fiat>
Notes:
* `withdrawals_csv_file` can be retrieved by clicking [出金 (withdrawals)] -> [出金 button to the right of the asset] -> [CSVドウンロード (CSV download)]
* `withdrawal_code` is the code of the crypto asset that was withdrawn. The csv does not include any information about what asset was withdrawn.
-* This plugin currently only supports withdrawals. If you need support
+* This plugin currently only supports withdrawals. If you need support
for deposits, please [open an issue](https://github.com/eprbell/dali-rp2/issues).
### Coincheck Supplemental Section (CSV)
@@ -199,7 +199,7 @@ native_fiat = <native_fiat>
Notes:
* `buys_csv_file` can be retrieved by clicking [Marketplace (Buy)] -> (Scroll down to the bottom) -> Click on the [🔻] to the right of [Coin purchase history] -> Select [Export to CSV]
* Transfers are not exportable. They will have to be manually added to [transaction hints](https://github.com/eprbell/dali-rp2/blob/main/docs/configuration_file.md#transaction-hints-section)
-* This plugin currently only supports Marketplace Buys. If you need support
+* This plugin currently only supports Marketplace Buys. If you need support
for sells, please [open an issue](https://github.com/eprbell/dali-rp2/issues).
* The Coincheck REST API only supports BTC trades, withdrawals, and deposits and there are currently no plans to implement it.
From 34f763806be5676af1ae26fd396803a2c4881e29 Mon Sep 17 00:00:00 2001
From: topcoderasdf <107234295+topcoderasdf@users.noreply.github.com>
Date: Sat, 12 Nov 2022 11:18:46 -0800
Subject: [PATCH 12/12] Update kucoin_futures.py
---
src/dali/plugin/input/rest/kucoin_futures.py | 15 ++++++++++++---
1 file changed, 12 insertions(+), 3 deletions(-)
diff --git a/src/dali/plugin/input/rest/kucoin_futures.py b/src/dali/plugin/input/rest/kucoin_futures.py
index 5a300626..27dde8c4 100644
--- a/src/dali/plugin/input/rest/kucoin_futures.py
+++ b/src/dali/plugin/input/rest/kucoin_futures.py
@@ -22,7 +22,16 @@
from datetime import datetime
from typing import Any, Dict, List, Optional
-from ccxt import DDoSProtection, Exchange, ExchangeError, ExchangeNotAvailable, NetworkError, RateLimitExceeded, RequestTimeout, kucoinfutures
+from ccxt import (
+ DDoSProtection,
+ Exchange,
+ ExchangeError,
+ ExchangeNotAvailable,
+ NetworkError,
+ RateLimitExceeded,
+ RequestTimeout,
+ kucoinfutures,
+)
from rp2.rp2_decimal import RP2Decimal
from dali.abstract_ccxt_input_plugin import AbstractCcxtInputPlugin
@@ -50,6 +59,7 @@
_TYPE: str = "type"
_WITHDRAWAL: str = "Withdrawal"
+
class InputPlugin(AbstractCcxtInputPlugin):
__EXCHANGE_NAME: str = "kucoin_futures"
@@ -170,7 +180,6 @@ def _process_data(
items: List[Dict[str, Any]],
in_transactions: List[InTransaction],
out_transactions: List[OutTransaction],
- # intra_transactions: List[IntraTransaction],
) -> None:
for item in items:
timestamp: str = self._rp2_timestamp_from_ms_epoch(str(item[_TIME]))
@@ -227,7 +236,7 @@ def _process_data(
fiat_in_no_fee=None,
fiat_in_with_fee=None,
fiat_fee=None,
- notes="Futures gain"
+ notes="Futures gain",
)
)