Merge pull request #1 from bzeron/master

kucoin level3 sdk

.env

@@ -0,0 +1,16 @@
+# API_SKIP_VERIFY_TLS=1
+
+API_BASE_URI=https://api.kucoin.com
+
+# If open order book true otherwise false
+ENABLE_ORDER_BOOK=true
+
+# If open event watcher true otherwise false
+ENABLE_EVENT_WATCHER=true
+
+# Password for RPS calls. Pass the same when calling
+RPC_TOKEN=market-token
+
+REDIS_HOST=127.0.0.1:6379
+REDIS_PASSWORD=
+REDIS_DB=

.env-sandbox

@@ -0,0 +1,16 @@
+# API_SKIP_VERIFY_TLS=1
+
+API_BASE_URI=https://openapi-sandbox.kucoin.com
+
+# If open order book true otherwise false
+ENABLE_ORDER_BOOK=true
+
+# If open event watcher true otherwise false
+ENABLE_EVENT_WATCHER=true
+
+# Password for RPS calls. Pass the same when calling
+RPC_TOKEN=market-token
+
+REDIS_HOST=127.0.0.1:6379
+REDIS_PASSWORD=
+REDIS_DB=

.gitignore

@@ -0,0 +1,9 @@
+.idea
+vendor
+kucoin_market
+.env.local
+__pycache__
+go.sum
+kucoin-market-for-linux
+kucoin-market-for-mac
+kucoin-market-for-windows.exe

Dockerfile

@@ -0,0 +1,28 @@
+FROM golang:1.13-stretch as builder
+
+RUN export GO111MODULE=on \
+    && export GOPROXY=https://goproxy.io \
+    && mkdir -p /go/src/github.com/Kucoin/kucoin-level3-sdk
+
+COPY . /go/src/github.com/Kucoin/kucoin-level3-sdk
+
+RUN cd /go/src/github.com/Kucoin/kucoin-level3-sdk \
+    && CGO_ENABLED=0 go build -ldflags '-s -w' -o /go/bin/kucoin_market kucoin_market.go
+
+FROM debian:stretch
+
+RUN apt-get update \
+    && apt-get install ca-certificates -y
+
+COPY --from=builder /go/bin/kucoin_market /usr/local/bin/
+
+# .env => /app/.env
+WORKDIR /app
+VOLUME /app
+
+EXPOSE 9090
+
+COPY docker-entrypoint.sh /usr/local/bin/
+ENTRYPOINT ["docker-entrypoint.sh"]
+
+CMD ["kucoin_market", "-c", "/app/.env", "-symbol", "BTC-USDT", "-p", "9090", "-rpckey", "BTC-USDT"]

README.md

@@ -1 +1,107 @@
-# Kucoin-Level3-sdk
+# Kucoin Level3 market
+
+## guide
+  [中文文档](README_CN.md)
+
+## Installation
+
+1. install dependencies
+
+```
+go get github.com/JetBlink/orderbook
+go get github.com/go-redis/redis
+go get github.com/gorilla/websocket
+go get github.com/joho/godotenv
+go get github.com/Kucoin/kucoin-go-sdk
+go get github.com/shopspring/decimal
+```
+
+2. build
+
+```
+CGO_ENABLED=0 go build -ldflags '-s -w' -o kucoin_market kucoin_market.go
+```
+
+or you can download the latest available [release](https://github.com/Kucoin/kucoin-level3-sdk/releases)
+
+## Usage
+
+1. [vim .env](.env):
+    ```
+    # API_SKIP_VERIFY_TLS=1
+    
+    API_BASE_URI=https://api.kucoin.com
+    
+    # If open order book true otherwise false
+    ENABLE_ORDER_BOOK=true
+    
+    # If open event watcher true otherwise false
+    ENABLE_EVENT_WATCHER=true
+    
+    # Password for RPS calls. Pass the same when calling
+    RPC_TOKEN=market-token
+    
+    REDIS_HOST=127.0.0.1:6379
+    REDIS_PASSWORD=
+    REDIS_DB=
+    ```
+
+1. Run Command：
+
+    ```
+    ./kucoin_market -c .env -symbol BTC-USDT -p 9090 -rpckey BTC-USDT
+    ```
+    
+
+## Docker Usage
+
+1. Build docker image
+
+   ```
+   docker build -t kucoin_market .
+   ```
+
+1. [vim .env](.env)
+
+1. Run
+
+  ```
+  docker run --rm -it -v $(pwd)/.env:/app/.env --net=host kucoin_market
+  ```
+
+## RPC Method
+
+> endpoint : 127.0.0.1:9090
+> the sdk rpc is based on golang jsonrpc 1.0 over tcp.
+
+see:[python jsonrpc client demo](./demo/python-demo/level3/rpc.py)
+
+* Get Part Order Book
+    ```
+    {"method": "Server.GetPartOrderBook", "params": [{"token": "your-rpc-token", "number": 1}], "id": 0}
+    ```
+    
+* Get Full Order Book
+    ```
+    {"method": "Server.GetOrderBook", "params": [{"token": "your-rpc-token"}], "id": 0}
+    ```
+
+* Add Event ClientOids To Channels
+    ```
+    {"method": "Server.AddEventClientOidsToChannels", "params": [{"token": "your-rpc-token", "data": {"clientOid": ["channel-1", "channel-2"]}}], "id": 0}
+    ```
+
+* Add Event OrderIds To Channels
+    ```
+    {"method": "Server.AddEventOrderIdsToChannels", "params": [{"token": "your-rpc-token", "data": {"orderId": ["channel-1", "channel-2"]}}], "id": 0}
+    ```
+## Python-Demo
+
+> the demo including orderbook display
+
+see:[python use_level3 demo](./demo/python-demo/order_book_demo.py)
+- Run order_book.py
+    ```
+    command: python order_book.py
+    describe: display orderbook
+    ```

README_CN.md

@@ -0,0 +1,90 @@
+# Kucoin Level3 market
+
+## 入门文档
+  [英文文档](README.md)
+
+## 安装
+
+1. install dependencies
+
+```
+go get github.com/JetBlink/orderbook
+go get github.com/go-redis/redis
+go get github.com/gorilla/websocket
+go get github.com/joho/godotenv
+go get github.com/Kucoin/kucoin-go-sdk
+go get github.com/shopspring/decimal
+```
+
+2. build
+
+```
+CGO_ENABLED=0 go build -ldflags '-s -w' -o kucoin_market kucoin_market.go
+``` 
+
+或者直接下载已经编译完成的二进制文件
+
+## 用法
+
+1. [vim .env](.env):
+    ```
+    # API_SKIP_VERIFY_TLS=1
+    
+    API_BASE_URI=https://api.kucoin.com
+    
+    # If open order book true otherwise false
+    ENABLE_ORDER_BOOK=true
+    
+    # If open event watcher true otherwise false
+    ENABLE_EVENT_WATCHER=true
+    
+    # Password for RPS calls. Pass the same when calling
+    RPC_TOKEN=market-token
+    
+    REDIS_HOST=127.0.0.1:6379
+    REDIS_PASSWORD=
+    REDIS_DB=
+    ```
+
+1. 运行命令：
+
+    ```
+    ./kucoin_market -c .env -symbol BTC-USDT -p 9090 -rpckey BTC-USDT
+    ```
+
+## RPC Method
+
+> endpoint : 127.0.0.1:9090
+> the sdk rpc is based on golang jsonrpc 1.0 over tcp.
+
+see:[python jsonrpc client demo](./demo/python-demo/level3/rpc.py)
+
+* Get Part Order Book
+    ```
+    {"method": "Server.GetPartOrderBook", "params": [{"token": "your-rpc-token", "number": 1}], "id": 0}
+    ```
+    
+* Get Full Order Book
+    ```
+    {"method": "Server.GetOrderBook", "params": [{"token": "your-rpc-token"}], "id": 0}
+    ```
+
+* Add Event ClientOids To Channels
+    ```
+    {"method": "Server.AddEventClientOidsToChannels", "params": [{"token": "your-rpc-token", "data": {"clientOid": ["channel-1", "channel-2"]}}], "id": 0}
+    ```
+
+* Add Event OrderIds To Channels
+    ```
+    {"method": "Server.AddEventOrderIdsToChannels", "params": [{"token": "your-rpc-token", "data": {"orderId": ["channel-1", "channel-2"]}}], "id": 0}
+    ```
+## Python-Demo
+
+> python的demo包含了一个本地orderbook的展示
+see:[python use_level3 demo](./demo/python-demo/order_book_demo.py)
+
+- Run order_book.py
+    ```
+    command: python order_book.py
+    describe: display orderbook
+    ```

api/api.go

@@ -0,0 +1,102 @@
+package api
+
+import (
+	"encoding/json"
+	"fmt"
+	"net"
+	"net/rpc"
+	"net/rpc/jsonrpc"
+
+	"github.com/Kucoin/kucoin-level3-sdk/builder"
+	"github.com/Kucoin/kucoin-level3-sdk/events"
+	"github.com/Kucoin/kucoin-level3-sdk/utils/log"
+)
+
+//Server is api server
+type Server struct {
+	level3Builder *builder.Builder
+	eventWatcher  *events.Watcher
+
+	apiPort string
+	token   string
+}
+
+//InitRpcServer init rpc server
+func InitRpcServer(apiPort string, token string, level3Builder *builder.Builder, watcher *events.Watcher) {
+	if apiPort == "" || token == "" {
+		panic(fmt.Sprintf("missing configuration，apiPort: %s, token: %s", apiPort, token))
+	}
+
+	apiPort = ":" + apiPort
+	if err := rpc.Register(&Server{
+		level3Builder: level3Builder,
+		eventWatcher:  watcher,
+
+		apiPort: apiPort,
+		token:   token,
+	}); err != nil {
+		panic("api server run failed, error: %s" + err.Error())
+	}
+
+	log.Warn("start running rpc server, port: %s", apiPort)
+
+	listener, err := net.Listen("tcp", apiPort)
+	if err != nil {
+		panic("api server run failed, error: %s" + err.Error())
+	}
+
+	for {
+		conn, err := listener.Accept()
+		if err != nil {
+			continue
+		}
+
+		go jsonrpc.ServeConn(conn)
+	}
+}
+
+//TokenMessage is token type message
+type TokenMessage struct {
+	Token string `json:"token"`
+}
+
+//Response is api response
+type Response struct {
+	Code  string      `json:"code"`
+	Data  interface{} `json:"data"`
+	Error string      `json:"error"`
+}
+
+func (s *Server) checkToken(token string) string {
+	if token != s.token {
+		return s.failure(TokenErrorCode, "error token")
+	}
+
+	return ""
+}
+
+func (s *Server) success(data interface{}) string {
+	response, _ := json.Marshal(&Response{
+		Code:  "0",
+		Data:  data,
+		Error: "",
+	})
+
+	return string(response)
+}
+
+const (
+	ServerErrorCode = "10"
+	TokenErrorCode  = "20"
+	TickerErrorCode = "30"
+)
+
+func (s *Server) failure(code string, err string) string {
+	response, _ := json.Marshal(&Response{
+		Code:  code,
+		Data:  "",
+		Error: err,
+	})
+
+	return string(response)
+}