Merge pull request hummingbot#6966 from supervik/feat/add_kucoin_hft

feat/add Kucoin HFT connector

hummingbot/connector/exchange/kucoin/kucoin_constants.py

@@ -12,6 +12,7 @@
 # REST endpoints
 BASE_PATH_URL = {
     "main": "https://api.kucoin.com",
+    "hft": "https://api.kucoin.com",
 }
 PUBLIC_WS_DATA_PATH_URL = "/api/v1/bullet-public"
 PRIVATE_WS_DATA_PATH_URL = "/api/v1/bullet-private"
@@ -21,9 +22,11 @@
 SERVER_TIME_PATH_URL = "/api/v1/timestamp"
 SYMBOLS_PATH_URL = "/api/v2/symbols"
 ORDERS_PATH_URL = "/api/v1/orders"
+ORDERS_PATH_URL_HFT = "/api/v1/hf/orders"
 FEE_PATH_URL = "/api/v1/trade-fees"
 ALL_TICKERS_PATH_URL = "/api/v1/market/allTickers"
 FILLS_PATH_URL = "/api/v1/fills"
+FILLS_PATH_URL_HFT = "/api/v1/hf/fills"
 LIMIT_FILLS_PATH_URL = "/api/v1/limit/fills"
 ORDER_CLIENT_ORDER_PATH_URL = "/api/v1/order/client-order"
 
@@ -61,5 +64,7 @@
     RateLimit(limit_id=POST_ORDER_LIMIT_ID, limit=45, time_interval=3),
     RateLimit(limit_id=DELETE_ORDER_LIMIT_ID, limit=60, time_interval=3),
     RateLimit(limit_id=ORDERS_PATH_URL, limit=45, time_interval=3),
+    RateLimit(limit_id=ORDERS_PATH_URL_HFT, limit=45, time_interval=3),
     RateLimit(limit_id=FILLS_PATH_URL, limit=9, time_interval=3),
+    RateLimit(limit_id=FILLS_PATH_URL_HFT, limit=9, time_interval=3),
 ]

hummingbot/connector/exchange/kucoin/kucoin_exchange.py

@@ -89,6 +89,14 @@ def trading_pairs_request_path(self):
     def check_network_request_path(self):
         return CONSTANTS.SERVER_TIME_PATH_URL
 
+    @property
+    def orders_path_url(self):
+        return CONSTANTS.ORDERS_PATH_URL_HFT if self._domain == "hft" else CONSTANTS.ORDERS_PATH_URL
+
+    @property
+    def fills_path_url(self):
+        return CONSTANTS.FILLS_PATH_URL_HFT if self.domain == "hft" else CONSTANTS.FILLS_PATH_URL
+
     @property
     def trading_pairs(self):
         return self._trading_pairs
@@ -193,7 +201,6 @@ async def _place_order(self,
                            order_type: OrderType,
                            price: Decimal,
                            **kwargs) -> Tuple[str, float]:
-        path_url = CONSTANTS.ORDERS_PATH_URL
         side = trade_type.name.lower()
         order_type_str = "market" if order_type == OrderType.MARKET else "limit"
         data = {
@@ -209,7 +216,7 @@ async def _place_order(self,
             data["price"] = str(price)
             data["postOnly"] = True
         exchange_order_id = await self._api_post(
-            path_url=path_url,
+            path_url=self.orders_path_url,
             data=data,
             is_auth_required=True,
             limit_id=CONSTANTS.POST_ORDER_LIMIT_ID,
@@ -223,12 +230,15 @@ async def _place_cancel(self, order_id: str, tracked_order: InFlightOrder):
         This implementation specific function is called by _cancel, and returns True if successful
         """
         exchange_order_id = await tracked_order.get_exchange_order_id()
+        params = {"symbol": tracked_order.trading_pair} if self.domain == "hft" else None
         cancel_result = await self._api_delete(
-            f"{CONSTANTS.ORDERS_PATH_URL}/{exchange_order_id}",
+            f"{self.orders_path_url}/{exchange_order_id}",
+            params=params,
             is_auth_required=True,
             limit_id=CONSTANTS.DELETE_ORDER_LIMIT_ID
         )
-        if tracked_order.exchange_order_id in cancel_result["data"].get("cancelledOrderIds", []):
+        response_param = "orderId" if self.domain == "hft" else "cancelledOrderIds"
+        if tracked_order.exchange_order_id in cancel_result["data"].get(response_param, []):
             return True
         return False
 
@@ -316,10 +326,11 @@ async def _user_stream_event_listener(self):
     async def _update_balances(self):
         local_asset_names = set(self._account_balances.keys())
         remote_asset_names = set()
+        account_type = "trade_hf" if self.domain == "hft" else "trade"
 
         response = await self._api_get(
             path_url=CONSTANTS.ACCOUNTS_PATH_URL,
-            params={"type": "trade"},
+            params={"type": account_type},
             is_auth_required=True)
 
         if response:
@@ -406,7 +417,7 @@ async def _all_trades_updates(self, orders: List[InFlightOrder]) -> List[TradeUp
             # "If you only specified the start time, the system will automatically
             #  calculate the end time (end time = start time + 7 * 24 hours)"
             all_fills_response = await self._api_get(
-                path_url=CONSTANTS.FILLS_PATH_URL,
+                path_url=self.fills_path_url,
                 params={
                     "pageSize": 500,
                     "startAt": self._last_order_fill_ts_s * 1000,
@@ -448,7 +459,7 @@ async def _all_trade_updates_for_order(self, order: InFlightOrder) -> List[Trade
         if order.exchange_order_id is not None:
             exchange_order_id = order.exchange_order_id
             all_fills_response = await self._api_get(
-                path_url=CONSTANTS.FILLS_PATH_URL,
+                path_url=self.fills_path_url,
                 params={
                     "orderId": exchange_order_id,
                     "pageSize": 500,
@@ -479,13 +490,15 @@ async def _all_trade_updates_for_order(self, order: InFlightOrder) -> List[Trade
 
     async def _request_order_status(self, tracked_order: InFlightOrder) -> OrderUpdate:
         exchange_order_id = await tracked_order.get_exchange_order_id()
+        params = {"symbol": tracked_order.trading_pair} if self.domain == "hft" else None
         updated_order_data = await self._api_get(
-            path_url=f"{CONSTANTS.ORDERS_PATH_URL}/{exchange_order_id}",
+            path_url=f"{self.orders_path_url}/{exchange_order_id}",
             is_auth_required=True,
+            params=params,
             limit_id=CONSTANTS.GET_ORDER_LIMIT_ID)
 
         ordered_canceled = updated_order_data["data"]["cancelExist"]
-        is_active = updated_order_data["data"]["isActive"]
+        is_active = updated_order_data["data"]["active"] if self.domain == "hft" else updated_order_data["data"]["isActive"]
         op_type = updated_order_data["data"]["opType"]
 
         new_state = tracked_order.current_state

hummingbot/connector/exchange/kucoin/kucoin_utils.py

@@ -62,3 +62,45 @@ class Config:
 
 
 KEYS = KuCoinConfigMap.construct()
+
+OTHER_DOMAINS = ["kucoin_hft"]
+OTHER_DOMAINS_PARAMETER = {"kucoin_hft": "hft"}
+OTHER_DOMAINS_EXAMPLE_PAIR = {"kucoin_hft": "ETH-USDT"}
+OTHER_DOMAINS_DEFAULT_FEES = {"kucoin_hft": DEFAULT_FEES}
+
+
+class KuCoinHFTConfigMap(BaseConnectorConfigMap):
+    connector: str = Field(default="kucoin_hft", client_data=None)
+    kucoin_hft_api_key: SecretStr = Field(
+        default=...,
+        client_data=ClientFieldData(
+            prompt=lambda cm: "Enter your KuCoin HFT API key",
+            is_secure=True,
+            is_connect_key=True,
+            prompt_on_new=True,
+        )
+    )
+    kucoin_hft_secret_key: SecretStr = Field(
+        default=...,
+        client_data=ClientFieldData(
+            prompt=lambda cm: "Enter your KuCoin HFT secret key",
+            is_secure=True,
+            is_connect_key=True,
+            prompt_on_new=True,
+        )
+    )
+    kucoin_hft_passphrase: SecretStr = Field(
+        default=...,
+        client_data=ClientFieldData(
+            prompt=lambda cm: "Enter your KuCoin HFT passphrase",
+            is_secure=True,
+            is_connect_key=True,
+            prompt_on_new=True,
+        )
+    )
+
+    class Config:
+        title = "kucoin_hft"
+
+
+OTHER_DOMAINS_KEYS = {"kucoin_hft": KuCoinHFTConfigMap.construct()}