package kucoin import ( "encoding/json" "fmt" "nofx/logger" "nofx/store" "nofx/trader/types" "sort" "strings" "time" ) // KuCoinTrade represents a trade record from KuCoin fill history type KuCoinTrade struct { Symbol string TradeID string OrderID string Side string // buy or sell FillPrice float64 FillQty float64 // In base currency (e.g., ETH), not lots Fee float64 FeeAsset string ExecTime time.Time ProfitLoss float64 OrderAction string // open_long, open_short, close_long, close_short } // GetTrades retrieves trade/fill records from KuCoin func (t *KuCoinTrader) GetTrades(startTime time.Time, limit int) ([]KuCoinTrade, error) { if limit <= 0 { limit = 100 } if limit > 100 { limit = 100 // KuCoin max limit } // Build query path path := fmt.Sprintf("%s?pageSize=%d", kucoinFillsPath, limit) if !startTime.IsZero() { path += fmt.Sprintf("&startAt=%d", startTime.UnixMilli()) } data, err := t.doRequest("GET", path, nil) if err != nil { return nil, fmt.Errorf("failed to get trade history: %w", err) } var response struct { CurrentPage int `json:"currentPage"` PageSize int `json:"pageSize"` TotalNum int `json:"totalNum"` TotalPage int `json:"totalPage"` Items []struct { Symbol string `json:"symbol"` TradeId string `json:"tradeId"` OrderId string `json:"orderId"` Side string `json:"side"` Price string `json:"price"` Size int64 `json:"size"` Value string `json:"value"` // Trade value in quote currency Fee string `json:"fee"` // Total fee FeeRate string `json:"feeRate"` // Fee rate FeeCurrency string `json:"feeCurrency"` // Fee currency (USDT) OpenFeePay string `json:"openFeePay"` // Fee for opening (>0 means opening trade) CloseFeePay string `json:"closeFeePay"` // Fee for closing (>0 means closing trade) TradeTime int64 `json:"tradeTime"` // Nanoseconds MarginMode string `json:"marginMode"` // CROSS or ISOLATED OrderType string `json:"orderType"` // market, limit } `json:"items"` } if err := json.Unmarshal(data, &response); err != nil { return nil, fmt.Errorf("failed to parse trade history: %w", err) } logger.Infof("📥 Received %d trades from KuCoin", len(response.Items)) result := make([]KuCoinTrade, 0, len(response.Items)) for _, trade := range response.Items { // Parse numeric values from strings var fillPrice, fee, openFeePay, closeFeePay float64 fmt.Sscanf(trade.Price, "%f", &fillPrice) fmt.Sscanf(trade.Fee, "%f", &fee) fmt.Sscanf(trade.OpenFeePay, "%f", &openFeePay) fmt.Sscanf(trade.CloseFeePay, "%f", &closeFeePay) // Get multiplier from contract info symbol := t.convertSymbolBack(trade.Symbol) var multiplier float64 contract, err := t.getContract(symbol) if err == nil && contract != nil { multiplier = contract.Multiplier } else { // Default multipliers based on symbol if strings.Contains(symbol, "BTC") { multiplier = 0.001 } else { multiplier = 0.01 // Default for altcoins } } // Convert lots to actual quantity absSize := trade.Size if absSize < 0 { absSize = -absSize } fillQty := float64(absSize) * multiplier // Determine side and order action // KuCoin uses openFeePay/closeFeePay to indicate if trade is opening or closing side := strings.ToUpper(trade.Side) // BUY or SELL isClosing := closeFeePay > 0 var orderAction string if trade.Side == "buy" { if isClosing { // Buying to close short orderAction = "close_short" } else { // Buying to open long orderAction = "open_long" } } else { // sell if isClosing { // Selling to close long orderAction = "close_long" } else { // Selling to open short orderAction = "open_short" } } // Trade time is in nanoseconds execTime := time.Unix(0, trade.TradeTime) result = append(result, KuCoinTrade{ Symbol: symbol, TradeID: trade.TradeId, OrderID: trade.OrderId, Side: side, FillPrice: fillPrice, FillQty: fillQty, Fee: fee, FeeAsset: trade.FeeCurrency, ExecTime: execTime, ProfitLoss: 0, // KuCoin fills API doesn't return PnL per trade OrderAction: orderAction, }) } // Sort by execution time (oldest first) sort.Slice(result, func(i, j int) bool { return result[i].ExecTime.Before(result[j].ExecTime) }) return result, nil } // GetRecentTrades retrieves recent trades (faster, no pagination) func (t *KuCoinTrader) GetRecentTrades() ([]KuCoinTrade, error) { data, err := t.doRequest("GET", kucoinRecentFillsPath, nil) if err != nil { return nil, fmt.Errorf("failed to get recent trades: %w", err) } var trades []struct { Symbol string `json:"symbol"` TradeId string `json:"tradeId"` OrderId string `json:"orderId"` Side string `json:"side"` Price string `json:"price"` Size int64 `json:"size"` Fee string `json:"fee"` FeeCurrency string `json:"feeCurrency"` OpenFeePay string `json:"openFeePay"` CloseFeePay string `json:"closeFeePay"` TradeTime int64 `json:"tradeTime"` } if err := json.Unmarshal(data, &trades); err != nil { return nil, fmt.Errorf("failed to parse recent trades: %w", err) } result := make([]KuCoinTrade, 0, len(trades)) for _, trade := range trades { var fillPrice, fee, openFeePay, closeFeePay float64 fmt.Sscanf(trade.Price, "%f", &fillPrice) fmt.Sscanf(trade.Fee, "%f", &fee) fmt.Sscanf(trade.OpenFeePay, "%f", &openFeePay) fmt.Sscanf(trade.CloseFeePay, "%f", &closeFeePay) // Get multiplier from contract info symbol := t.convertSymbolBack(trade.Symbol) var multiplier float64 contract, err := t.getContract(symbol) if err == nil && contract != nil { multiplier = contract.Multiplier } else { if strings.Contains(symbol, "BTC") { multiplier = 0.001 } else { multiplier = 0.01 } } absSize := trade.Size if absSize < 0 { absSize = -absSize } fillQty := float64(absSize) * multiplier side := strings.ToUpper(trade.Side) isClosing := closeFeePay > 0 var orderAction string if trade.Side == "buy" { if isClosing { orderAction = "close_short" } else { orderAction = "open_long" } } else { if isClosing { orderAction = "close_long" } else { orderAction = "open_short" } } execTime := time.Unix(0, trade.TradeTime) result = append(result, KuCoinTrade{ Symbol: symbol, TradeID: trade.TradeId, OrderID: trade.OrderId, Side: side, FillPrice: fillPrice, FillQty: fillQty, Fee: fee, FeeAsset: trade.FeeCurrency, ExecTime: execTime, ProfitLoss: 0, OrderAction: orderAction, }) } return result, nil } // ToTradeRecord converts KuCoinTrade to types.TradeRecord func (t *KuCoinTrade) ToTradeRecord() types.TradeRecord { // Determine position side from order action positionSide := "LONG" if strings.Contains(t.OrderAction, "short") { positionSide = "SHORT" } return types.TradeRecord{ TradeID: t.TradeID, Symbol: t.Symbol, Side: t.Side, PositionSide: positionSide, OrderAction: t.OrderAction, Price: t.FillPrice, Quantity: t.FillQty, RealizedPnL: t.ProfitLoss, Fee: t.Fee, Time: t.ExecTime, } } // SyncOrdersFromKuCoin syncs KuCoin exchange order history to local database // Also creates/updates position records to ensure orders/fills/positions data consistency // exchangeID: Exchange account UUID (from exchanges.id) // exchangeType: Exchange type ("kucoin") func (t *KuCoinTrader) SyncOrdersFromKuCoin(traderID string, exchangeID string, exchangeType string, st *store.Store) error { if st == nil { return fmt.Errorf("store is nil") } // Get recent trades (last 24 hours) startTime := time.Now().Add(-24 * time.Hour) logger.Infof("🔄 Syncing KuCoin trades from: %s", startTime.Format(time.RFC3339)) // Use GetTrades method to fetch trade records trades, err := t.GetTrades(startTime, 100) if err != nil { return fmt.Errorf("failed to get trades: %w", err) } logger.Infof("📥 Received %d trades from KuCoin", len(trades)) // Sort trades by time ASC (oldest first) for proper position building sort.Slice(trades, func(i, j int) bool { return trades[i].ExecTime.UnixMilli() < trades[j].ExecTime.UnixMilli() }) // Process trades one by one (no transaction to avoid deadlock) orderStore := st.Order() positionStore := st.Position() posBuilder := store.NewPositionBuilder(positionStore) syncedCount := 0 for _, trade := range trades { // Check if trade already exists (use exchangeID which is UUID, not exchange type) existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.TradeID) if err == nil && existing != nil { continue // Order already exists, skip } // Symbol is already normalized in GetTrades symbol := trade.Symbol // Determine position side from order action positionSide := "LONG" if strings.Contains(trade.OrderAction, "short") { positionSide = "SHORT" } // Normalize side for storage side := strings.ToUpper(trade.Side) // Create order record - use UTC time in milliseconds to avoid timezone issues execTimeMs := trade.ExecTime.UTC().UnixMilli() orderRecord := &store.TraderOrder{ TraderID: traderID, ExchangeID: exchangeID, // UUID ExchangeType: exchangeType, // Exchange type ExchangeOrderID: trade.TradeID, Symbol: symbol, Side: side, PositionSide: "BOTH", // KuCoin uses one-way position mode Type: "MARKET", OrderAction: trade.OrderAction, Quantity: trade.FillQty, Price: trade.FillPrice, Status: "FILLED", FilledQuantity: trade.FillQty, AvgFillPrice: trade.FillPrice, Commission: trade.Fee, FilledAt: execTimeMs, CreatedAt: execTimeMs, UpdatedAt: execTimeMs, } // Insert order record if err := orderStore.CreateOrder(orderRecord); err != nil { logger.Infof(" ⚠️ Failed to sync trade %s: %v", trade.TradeID, err) continue } // Create fill record - use UTC time in milliseconds fillRecord := &store.TraderFill{ TraderID: traderID, ExchangeID: exchangeID, // UUID ExchangeType: exchangeType, // Exchange type OrderID: orderRecord.ID, ExchangeOrderID: trade.OrderID, ExchangeTradeID: trade.TradeID, Symbol: symbol, Side: side, Price: trade.FillPrice, Quantity: trade.FillQty, QuoteQuantity: trade.FillPrice * trade.FillQty, Commission: trade.Fee, CommissionAsset: trade.FeeAsset, RealizedPnL: trade.ProfitLoss, IsMaker: false, CreatedAt: execTimeMs, } if err := orderStore.CreateFill(fillRecord); err != nil { logger.Infof(" ⚠️ Failed to sync fill for trade %s: %v", trade.TradeID, err) } // Create/update position record using PositionBuilder if err := posBuilder.ProcessTrade( traderID, exchangeID, exchangeType, symbol, positionSide, trade.OrderAction, trade.FillQty, trade.FillPrice, trade.Fee, trade.ProfitLoss, execTimeMs, trade.TradeID, ); err != nil { logger.Infof(" ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err) } else { logger.Infof(" 📍 Position updated for trade: %s (action: %s, qty: %.6f)", trade.TradeID, trade.OrderAction, trade.FillQty) } syncedCount++ logger.Infof(" ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s", trade.TradeID, symbol, side, trade.FillQty, trade.FillPrice, trade.ProfitLoss, trade.Fee, trade.OrderAction) } logger.Infof("✅ KuCoin order sync completed: %d new trades synced", syncedCount) return nil } // StartOrderSync starts background order sync task for KuCoin func (t *KuCoinTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) { ticker := time.NewTicker(interval) go func() { for range ticker.C { if err := t.SyncOrdersFromKuCoin(traderID, exchangeID, exchangeType, st); err != nil { logger.Infof("⚠️ KuCoin order sync failed: %v", err) } } }() logger.Infof("🔄 KuCoin order sync started (interval: %v)", interval) }