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Futures rate limiting
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@JKorf
JKorf committed Apr 17, 2024
1 parent 7abe0a1 commit ac33b5e
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Showing 9 changed files with 105 additions and 81 deletions.
13 changes: 4 additions & 9 deletions Kucoin.Net/Clients/FuturesApi/KucoinRestClientFuturesApi.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -66,9 +66,9 @@ internal KucoinRestClientFuturesApi(ILogger logger, HttpClient? httpClient, Kuco
protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials)
=> new KucoinAuthenticationProvider((KucoinApiCredentials)credentials);

internal async Task<WebCallResult> Execute(Uri uri, HttpMethod method, CancellationToken ct, Dictionary<string, object>? parameters = null, bool signed = false, HttpMethodParameterPosition? parameterPosition = null)
internal async Task<WebCallResult> SendAsync(RequestDefinition definition, ParameterCollection? parameters, CancellationToken cancellationToken, int? weight = null)
{
var result = await SendRequestAsync<KucoinResult<object>>(uri, method, ct, parameters, signed, parameterPosition: parameterPosition, requestWeight: 0).ConfigureAwait(false);
var result = await base.SendAsync<KucoinResult>(BaseAddress, definition, parameters, cancellationToken, null, weight).ConfigureAwait(false);
if (!result)
return result.AsDatalessError(result.Error!);

Expand All @@ -78,9 +78,9 @@ internal async Task<WebCallResult> Execute(Uri uri, HttpMethod method, Cancellat
return result.AsDataless();
}

internal async Task<WebCallResult<T>> Execute<T>(Uri uri, HttpMethod method, CancellationToken ct, Dictionary<string, object>? parameters = null, bool signed = false, HttpMethodParameterPosition? parameterPosition = null)
internal async Task<WebCallResult<T>> SendAsync<T>(RequestDefinition definition, ParameterCollection? parameters, CancellationToken cancellationToken, int? weight = null)
{
var result = await SendRequestAsync<KucoinResult<T>>(uri, method, ct, parameters, signed, parameterPosition: parameterPosition, requestWeight: 0).ConfigureAwait(false);
var result = await base.SendAsync<KucoinResult<T>>(BaseAddress, definition, parameters, cancellationToken, null, weight).ConfigureAwait(false);
if (!result)
return result.AsError<T>(result.Error!);

Expand All @@ -90,11 +90,6 @@ internal async Task<WebCallResult<T>> Execute<T>(Uri uri, HttpMethod method, Can
return result.As(result.Data.Data);
}

internal Uri GetUri(string path, int apiVersion = 1)
{
return new Uri(BaseAddress.AppendPath("api").AppendPath("v" + apiVersion, path));
}

/// <inheritdoc />
protected override Task<WebCallResult<DateTime>> GetServerTimestampAsync()
=> ExchangeData.GetServerTimeAsync();
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60 changes: 37 additions & 23 deletions Kucoin.Net/Clients/FuturesApi/KucoinRestClientFuturesApiAccount.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -20,6 +20,7 @@ namespace Kucoin.Net.Clients.FuturesApi
/// <inheritdoc />
public class KucoinRestClientFuturesApiAccount : IKucoinRestClientFuturesApiAccount
{
private static readonly RequestDefinitionCache _definitions = new();
private readonly KucoinRestClientFuturesApi _baseClient;

internal KucoinRestClientFuturesApiAccount(KucoinRestClientFuturesApi baseClient)
Expand All @@ -33,7 +34,8 @@ public async Task<WebCallResult<KucoinAccountOverview>> GetAccountOverviewAsync(
{
var parameters = new ParameterCollection();
parameters.AddOptionalParameter("currency", asset);
return await _baseClient.Execute<KucoinAccountOverview>(_baseClient.GetUri("account-overview"), HttpMethod.Get, ct, parameters, true).ConfigureAwait(false);
var request = _definitions.GetOrCreate(HttpMethod.Get, $"api/v1/account-overview", KucoinExchange.RateLimiter.FuturesRest, 5, true);
return await _baseClient.SendAsync<KucoinAccountOverview>(request, parameters, ct).ConfigureAwait(false);
}

/// <inheritdoc />
Expand All @@ -47,7 +49,8 @@ public async Task<WebCallResult<KucoinPaginatedSlider<KucoinAccountTransaction>>
parameters.AddOptionalParameter("offset", offset?.ToString(CultureInfo.InvariantCulture));
parameters.AddOptionalParameter("maxCount", pageSize?.ToString(CultureInfo.InvariantCulture));
parameters.AddOptionalParameter("forward", forward);
return await _baseClient.Execute<KucoinPaginatedSlider<KucoinAccountTransaction>>(_baseClient.GetUri("transaction-history"), HttpMethod.Get, ct, parameters, true).ConfigureAwait(false);
var request = _definitions.GetOrCreate(HttpMethod.Get, $"api/v1/transaction-history", KucoinExchange.RateLimiter.ManagementRest, 2, true);
return await _baseClient.SendAsync<KucoinPaginatedSlider<KucoinAccountTransaction>>(request, parameters, ct).ConfigureAwait(false);
}
#endregion

Expand All @@ -62,7 +65,8 @@ public async Task<WebCallResult<KucoinTransferResult>> TransferToMainAccountAsyn
parameters.AddParameter("currency", asset);
parameters.AddParameter("amount", quantity.ToString(CultureInfo.InvariantCulture));
parameters.AddParameter("recAccountType", EnumConverter.GetString(receiveAccountType));
return await _baseClient.Execute<KucoinTransferResult>(_baseClient.GetUri("transfer-out", 3), HttpMethod.Post, ct, parameters, true).ConfigureAwait(false);
var request = _definitions.GetOrCreate(HttpMethod.Post, $"api/v3/transfer-out", KucoinExchange.RateLimiter.ManagementRest, 20, true);
return await _baseClient.SendAsync<KucoinTransferResult>(request, parameters, ct).ConfigureAwait(false);
}

/// <inheritdoc />
Expand All @@ -75,7 +79,8 @@ public async Task<WebCallResult> TransferToFuturesAccountAsync(string asset, dec
parameters.AddParameter("currency", asset);
parameters.AddParameter("amount", quantity.ToString(CultureInfo.InvariantCulture));
parameters.AddParameter("payAccountType", EnumConverter.GetString(payAccountType));
return await _baseClient.Execute(_baseClient.GetUri("transfer-in", 3), HttpMethod.Post, ct, parameters, true).ConfigureAwait(false);
var request = _definitions.GetOrCreate(HttpMethod.Post, $"api/v1/transfer-in", KucoinExchange.RateLimiter.ManagementRest, 20, true);
return await _baseClient.SendAsync(request, parameters, ct).ConfigureAwait(false);
}

/// <inheritdoc />
Expand All @@ -88,16 +93,10 @@ public async Task<WebCallResult<KucoinPaginated<KucoinTransfer>>> GetTransferToM
parameters.AddOptionalParameter("currentPage", currentPage);
parameters.AddOptionalParameter("pageSize", pageSize);
parameters.AddOptionalParameter("status", EnumConverter.GetString(status));
return await _baseClient.Execute<KucoinPaginated<KucoinTransfer>>(_baseClient.GetUri("transfer-list"), HttpMethod.Get, ct, parameters, true).ConfigureAwait(false);
var request = _definitions.GetOrCreate(HttpMethod.Get, $"api/v1/transfer-list", KucoinExchange.RateLimiter.ManagementRest, 20, true);
return await _baseClient.SendAsync<KucoinPaginated<KucoinTransfer>>(request, parameters, ct).ConfigureAwait(false);
}

/// <inheritdoc />
public async Task<WebCallResult> CancelTransferToMainAccountAsync(string applyId, CancellationToken ct = default)
{
var parameters = new ParameterCollection();
parameters.AddParameter("applyId", applyId);
return await _baseClient.Execute(_baseClient.GetUri("cancel/transfer-out", 1), HttpMethod.Delete, ct, parameters, true).ConfigureAwait(false);
}
#endregion

#region Positions
Expand All @@ -107,15 +106,17 @@ public async Task<WebCallResult<KucoinPosition>> GetPositionAsync(string symbol,
{
var parameters = new ParameterCollection();
parameters.AddParameter("symbol", symbol);
return await _baseClient.Execute<KucoinPosition>(_baseClient.GetUri("position"), HttpMethod.Get, ct, parameters, true).ConfigureAwait(false);
var request = _definitions.GetOrCreate(HttpMethod.Get, $"api/v1/position", KucoinExchange.RateLimiter.FuturesRest, 2, true);
return await _baseClient.SendAsync<KucoinPosition>(request, parameters, ct).ConfigureAwait(false);
}

/// <inheritdoc />
public async Task<WebCallResult<IEnumerable<KucoinPosition>>> GetPositionsAsync(string? asset = null, CancellationToken ct = default)
{
var parameters = new ParameterCollection();
parameters.AddOptionalParameter("currency", asset);
return await _baseClient.Execute<IEnumerable<KucoinPosition>>(_baseClient.GetUri("positions"), HttpMethod.Get, ct, parameters, signed: true).ConfigureAwait(false);
var request = _definitions.GetOrCreate(HttpMethod.Get, $"api/v1/positions", KucoinExchange.RateLimiter.FuturesRest, 2, true);
return await _baseClient.SendAsync<IEnumerable<KucoinPosition>>(request, parameters, ct).ConfigureAwait(false);
}

/// <inheritdoc />
Expand All @@ -124,7 +125,8 @@ public async Task<WebCallResult> ToggleAutoDepositMarginAsync(string symbol, boo
var parameters = new ParameterCollection();
parameters.AddParameter("symbol", symbol);
parameters.AddParameter("status", enabled.ToString());
return await _baseClient.Execute(_baseClient.GetUri("position/margin/auto-deposit-status"), HttpMethod.Post, ct, parameters, true).ConfigureAwait(false);
var request = _definitions.GetOrCreate(HttpMethod.Post, $"api/v1/position/margin/auto-deposit-status", KucoinExchange.RateLimiter.FuturesRest, 4, true);
return await _baseClient.SendAsync(request, parameters, ct).ConfigureAwait(false);
}

/// <inheritdoc />
Expand All @@ -134,7 +136,8 @@ public async Task<WebCallResult> AddMarginAsync(string symbol, decimal quantity,
parameters.AddParameter("symbol", symbol);
parameters.AddParameter("bizNo", clientId ?? Convert.ToBase64String(Guid.NewGuid().ToByteArray()));
parameters.AddParameter("margin", quantity.ToString(CultureInfo.InvariantCulture));
return await _baseClient.Execute(_baseClient.GetUri("position/margin/deposit-margin"), HttpMethod.Post, ct, parameters, true).ConfigureAwait(false);
var request = _definitions.GetOrCreate(HttpMethod.Post, $"api/v1/position/margin/deposit-margin", KucoinExchange.RateLimiter.FuturesRest, 4, true);
return await _baseClient.SendAsync(request, parameters, ct).ConfigureAwait(false);
}

#endregion
Expand All @@ -151,7 +154,8 @@ public async Task<WebCallResult<KucoinPaginatedSlider<KucoinFundingItem>>> GetFu
parameters.AddOptionalParameter("offset", offset?.ToString(CultureInfo.InvariantCulture));
parameters.AddOptionalParameter("maxCount", pageSize?.ToString(CultureInfo.InvariantCulture));
parameters.AddOptionalParameter("forward", forward);
return await _baseClient.Execute<KucoinPaginatedSlider<KucoinFundingItem>>(_baseClient.GetUri("funding-history"), HttpMethod.Get, ct, parameters, true).ConfigureAwait(false);
var request = _definitions.GetOrCreate(HttpMethod.Get, $"api/v1/funding-history", KucoinExchange.RateLimiter.FuturesRest, 5, true);
return await _baseClient.SendAsync<KucoinPaginatedSlider<KucoinFundingItem>>(request, parameters, ct).ConfigureAwait(false);
}

#endregion
Expand All @@ -162,18 +166,20 @@ public async Task<WebCallResult<KucoinOrderValuation>> GetOpenOrderValueAsync(st
{
var parameters = new ParameterCollection();
parameters.AddParameter("symbol", symbol);
return await _baseClient.Execute<KucoinOrderValuation>(_baseClient.GetUri("openOrderStatistics"), HttpMethod.Get, ct, parameters, true).ConfigureAwait(false);
var request = _definitions.GetOrCreate(HttpMethod.Get, $"api/v1/openOrderStatistics", KucoinExchange.RateLimiter.FuturesRest, 10, true);
return await _baseClient.SendAsync<KucoinOrderValuation>(request, parameters, ct).ConfigureAwait(false);
}

#endregion

#region Get Risk Limit Level
/// <inheritdoc />
public async Task<WebCallResult<IEnumerable<Objects.Models.Futures.KucoinRiskLimit>>> GetRiskLimitLevelAsync(string symbol, CancellationToken ct = default)
public async Task<WebCallResult<IEnumerable<KucoinRiskLimit>>> GetRiskLimitLevelAsync(string symbol, CancellationToken ct = default)
{
var parameters = new ParameterCollection();
parameters.AddParameter("symbol", symbol);
return await _baseClient.Execute<IEnumerable<Objects.Models.Futures.KucoinRiskLimit>>(_baseClient.GetUri("contracts/risk-limit/" + symbol), HttpMethod.Get, ct, parameters, true).ConfigureAwait(false);
var request = _definitions.GetOrCreate(HttpMethod.Get, $"api/v1/contracts/risk-limit/" + symbol, KucoinExchange.RateLimiter.FuturesRest, 5, true);
return await _baseClient.SendAsync<IEnumerable<KucoinRiskLimit>>(request, parameters, ct).ConfigureAwait(false);
}

#endregion
Expand All @@ -185,16 +191,24 @@ public async Task<WebCallResult<bool>> SetRiskLimitLevelAsync(string symbol, int
var parameters = new ParameterCollection();
parameters.AddParameter("symbol", symbol);
parameters.AddParameter("level", level);
return await _baseClient.Execute<bool>(_baseClient.GetUri("position/risk-limit-level/change"), HttpMethod.Post, ct, parameters, true).ConfigureAwait(false);
var request = _definitions.GetOrCreate(HttpMethod.Post, $"api/v1/position/risk-limit-level/change", KucoinExchange.RateLimiter.FuturesRest, 4, true);
return await _baseClient.SendAsync<bool>(request, parameters, ct).ConfigureAwait(false);
}

#endregion

#region Websocket token

internal async Task<WebCallResult<KucoinToken>> GetWebsocketToken(bool authenticated, CancellationToken ct = default)
internal async Task<WebCallResult<KucoinToken>> GetWebsocketTokenPublicAsync(CancellationToken ct = default)
{
var request = _definitions.GetOrCreate(HttpMethod.Post, $"api/v1/bullet-public", KucoinExchange.RateLimiter.PublicRest, 10, false);
return await _baseClient.SendAsync<KucoinToken>(request, null, ct).ConfigureAwait(false);
}

internal async Task<WebCallResult<KucoinToken>> GetWebsocketTokenPrivateAsync(CancellationToken ct = default)
{
return await _baseClient.Execute<KucoinToken>(_baseClient.GetUri(authenticated ? "bullet-private" : "bullet-public"), method: HttpMethod.Post, ct, signed: authenticated).ConfigureAwait(false);
var request = _definitions.GetOrCreate(HttpMethod.Post, $"api/v1/bullet-private", KucoinExchange.RateLimiter.FuturesRest, 10, true);
return await _baseClient.SendAsync<KucoinToken>(request, null, ct).ConfigureAwait(false);
}

#endregion
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