Margin mode futures API updates

Added FuturesApi.Account.GetMarginModeAsync endpoint Added FuturesApi.Account.SetMarginModeAsync endpoint Added FuturesApi.Account.GetCrossMarginLeverageAsync endpoint Added FuturesApi.Account.SetCrossMarginLeverageAsync endpoint Added marginMode parameter to FuturesApi.Trading.PlaceOrderAsync and PlaceMultipleOrdersAsync endpoints Added onWalletUpdate update handler to FuturesApi.SubscribeToBalanceUpdatesAsync stream Added FuturesApi.SubscribeToMarginModeUpdatesAsync stream Added FuturesApi.SubscribeToCrossMarginLeverageUpdatesAsync stream Updated various order and trade response/update models with margin mode properties Update position models with MarginMode, PositionSide, Leverage and PositionFunding properties
JKorf · Oct 7, 2024 · 7dec21d · 7dec21d
1 parent c958691
commit 7dec21d
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Showing 30 changed files with 779 additions and 15 deletions.
diff --git a/Kucoin.Net.UnitTests/Endpoints/Futures/Account/GetCrossMarginLeverage.txt b/Kucoin.Net.UnitTests/Endpoints/Futures/Account/GetCrossMarginLeverage.txt
@@ -0,0 +1,8 @@
+GET
+/api/v2/getCrossUserLeverage
+true
+{"code":"200000","data":{
+  "symbol":"XBTUSDTM",
+  "leverage":"3.00" 
+}
+}
diff --git a/Kucoin.Net.UnitTests/Endpoints/Futures/Account/GetMarginMode.txt b/Kucoin.Net.UnitTests/Endpoints/Futures/Account/GetMarginMode.txt
@@ -0,0 +1,4 @@
+GET
+/api/v2/position/getMarginMode
+true
+{"code":"200000","data":{"symbol":"XBTUSDTM","marginMode":"ISOLATED"}}
diff --git a/Kucoin.Net.UnitTests/Endpoints/Futures/Account/SetCrossMarginLeverage.txt b/Kucoin.Net.UnitTests/Endpoints/Futures/Account/SetCrossMarginLeverage.txt
@@ -0,0 +1,8 @@
+POST
+/api/v2/changeCrossUserLeverage
+true
+{"code":"200000","data":{
+  "symbol":"XBTUSDTM",
+  "leverage":"3.00"    
+}
+}
diff --git a/Kucoin.Net.UnitTests/Endpoints/Futures/Account/SetMarginMode.txt b/Kucoin.Net.UnitTests/Endpoints/Futures/Account/SetMarginMode.txt
@@ -0,0 +1,4 @@
+POST
+/api/v2/position/changeMarginMode
+true
+{"code":"200000","data":{"symbol":"XBTUSDTM","marginMode":"ISOLATED"}}
diff --git a/Kucoin.Net.UnitTests/RestRequestTests.cs b/Kucoin.Net.UnitTests/RestRequestTests.cs
@@ -1,6 +1,7 @@
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Testing;
 using Kucoin.Net.Clients;
+using Kucoin.Net.Enums;
 using Kucoin.Net.Objects;
 using Kucoin.Net.Objects.Models.Futures;
 using Kucoin.Net.Objects.Models.Spot;
@@ -185,6 +186,10 @@ public async Task ValidateFuturesAccountCalls()
             await tester.ValidateAsync(client => client.FuturesApi.Account.SetRiskLimitLevelAsync("ETHUSDT", 1), "SetRiskLimitLevel");
             await tester.ValidateAsync(client => client.FuturesApi.Account.GetMaxWithdrawMarginAsync("ETHUSDT"), "GetMaxWithdrawMargin");
             await tester.ValidateAsync(client => client.FuturesApi.Account.GetTradingFeeAsync("ETHUSDT"), "GetTradingFee");
+            await tester.ValidateAsync(client => client.FuturesApi.Account.GetMarginModeAsync("123"), "GetMarginMode");
+            await tester.ValidateAsync(client => client.FuturesApi.Account.SetMarginModeAsync("123", FuturesMarginMode.Cross), "SetMarginMode");
+            await tester.ValidateAsync(client => client.FuturesApi.Account.GetCrossMarginLeverageAsync("123"), "GetCrossMarginLeverage");
+            await tester.ValidateAsync(client => client.FuturesApi.Account.SetCrossMarginLeverageAsync("123", 0.1m), "SetCrossMarginLeverage");
         }
 
         [Test]

diff --git a/Kucoin.Net.UnitTests/SocketSubscriptionTests.cs b/Kucoin.Net.UnitTests/SocketSubscriptionTests.cs
@@ -1,6 +1,7 @@
 using CryptoExchange.Net.Authentication;
 using CryptoExchange.Net.Testing;
 using Kucoin.Net.Clients;
+using Kucoin.Net.Enums;
 using Kucoin.Net.Objects;
 using Kucoin.Net.Objects.Models;
 using Kucoin.Net.Objects.Models.Futures;
@@ -68,13 +69,16 @@ public async Task ValidateFuturesSubscriptions()
             await tester.ValidateAsync<KucoinStreamTransactionStatisticsUpdate>((client, handler) => client.FuturesApi.SubscribeTo24HourSnapshotUpdatesAsync("XBTUSDM", handler), "Snapshot");
             await tester.ValidateAsync<KucoinStreamFuturesOrderUpdate>((client, handler) => client.FuturesApi.SubscribeToOrderUpdatesAsync("XBTUSDM", handler), "Order");
             await tester.ValidateAsync<KucoinStreamFuturesStopOrderUpdate>((client, handler) => client.FuturesApi.SubscribeToStopOrderUpdatesAsync(handler), "StopOrder");
-            await tester.ValidateAsync<KucoinStreamOrderMarginUpdate>((client, handler) => client.FuturesApi.SubscribeToBalanceUpdatesAsync(handler, null, null), "OrderMargin");
-            await tester.ValidateAsync<KucoinStreamFuturesBalanceUpdate>((client, handler) => client.FuturesApi.SubscribeToBalanceUpdatesAsync(null, handler, null), "Balance");
-            await tester.ValidateAsync<KucoinStreamFuturesWithdrawableUpdate>((client, handler) => client.FuturesApi.SubscribeToBalanceUpdatesAsync(null, null, handler), "Withdrawable");
+            await tester.ValidateAsync<KucoinStreamOrderMarginUpdate>((client, handler) => client.FuturesApi.SubscribeToBalanceUpdatesAsync(handler, null, null, null), "OrderMargin");
+            await tester.ValidateAsync<KucoinStreamFuturesBalanceUpdate>((client, handler) => client.FuturesApi.SubscribeToBalanceUpdatesAsync(null, handler, null, null), "Balance");
+            await tester.ValidateAsync<KucoinStreamFuturesWithdrawableUpdate>((client, handler) => client.FuturesApi.SubscribeToBalanceUpdatesAsync(null, null, handler, null), "Withdrawable");
+            await tester.ValidateAsync<KucoinStreamFuturesWalletUpdate>((client, handler) => client.FuturesApi.SubscribeToBalanceUpdatesAsync(null, null, null, handler), "Wallet");
             await tester.ValidateAsync<KucoinPositionUpdate>((client, handler) => client.FuturesApi.SubscribeToPositionUpdatesAsync(handler, null, null, null), "Position");
             await tester.ValidateAsync<KucoinPositionMarkPriceUpdate>((client, handler) => client.FuturesApi.SubscribeToPositionUpdatesAsync(null, handler, null, null), "PositionMarkPrice");
             await tester.ValidateAsync<KucoinPositionFundingSettlementUpdate>((client, handler) => client.FuturesApi.SubscribeToPositionUpdatesAsync(null, null, handler, null), "FundingSettlement");
             await tester.ValidateAsync<KucoinPositionRiskAdjustResultUpdate>((client, handler) => client.FuturesApi.SubscribeToPositionUpdatesAsync(null, null, null, handler), "RiskAdjust");
+            await tester.ValidateAsync<Dictionary<string, FuturesMarginMode>>((client, handler) => client.FuturesApi.SubscribeToMarginModeUpdatesAsync(handler), "MarginMode");
+            await tester.ValidateAsync<Dictionary<string, KucoinLeverageUpdate>>((client, handler) => client.FuturesApi.SubscribeToCrossMarginLeverageUpdatesAsync(handler), "CrossMarginLeverage");
         }
     }
 }
diff --git a/Kucoin.Net.UnitTests/Subscriptions/Futures/CrossMarginLeverage.txt b/Kucoin.Net.UnitTests/Subscriptions/Futures/CrossMarginLeverage.txt
@@ -0,0 +1,15 @@
+> {"id":"|1|","type":"subscribe","topic":"/contract/crossLeverage","privateChannel":true,"response":true}
+< { "id": "|1|", "type": "ack" }
+= 
+{
+    "topic": "/contract/crossLeverage",
+    "type": "message",
+    "subject": "user.config",
+    "userId": "6687a53f5bda600001284bf",
+    "channelType": "private",
+    "data": {
+        "ANTUSDTM": {
+            "leverage": 5
+        }
+    }
+}
diff --git a/Kucoin.Net.UnitTests/Subscriptions/Futures/MarginMode.txt b/Kucoin.Net.UnitTests/Subscriptions/Futures/MarginMode.txt
@@ -0,0 +1,13 @@
+> {"id":"|1|","type":"subscribe","topic":"/contract/marginMode","privateChannel":true,"response":true}
+< { "id": "|1|", "type": "ack" }
+= 
+{
+    "topic": "/contract/marginMode",
+    "type": "message",
+    "subject": "user.config",
+    "userId": "6687a53f5bda600012b84bf",
+    "channelType": "private",
+    "data": {
+        "ANTUSDTM": "CROSS"
+    }
+}
diff --git a/Kucoin.Net.UnitTests/Subscriptions/Futures/Wallet.txt b/Kucoin.Net.UnitTests/Subscriptions/Futures/Wallet.txt
@@ -0,0 +1,25 @@
+> {"id":"|1|","type":"subscribe","topic":"/contractAccount/wallet","privateChannel":true,"response":true}
+< { "id": "|1|", "type": "ack" }
+= 
+{
+      "userId": "xbc453tg732eba53a88ggyt8c", 
+      "topic": "/contractAccount/wallet",
+      "subject": "walletBalance.change",
+      "data": {
+            "currency": "XBT",  // Currency Symbol
+            "walletBalance": "2.002", // Wallet Balance
+            "availableBalance": "2.002", // Available Balance
+            "holdBalance": "0", // Frozen Balance
+            "isolatedOrderMargin": "0", // Margin of the isolated margin order
+            "isolatedPosMargin": "0", // Margin of the isolated margin position, including isolated margin funding fees
+            "isolatedUnPnl": "0", // Unrealized P&L in isolated margin mode
+            "isolatedFundingFeeMargin":"0", // Isolated margin funding fee
+            "crossOrderMargin": "0", // Margin of the cross margin order
+            "crossPosMargin": "0", // Margin of the cross margin position
+            "crossUnPnl": "0", // Unrealized P&L in cross margin mode
+            "equity": "2.002", // Equity
+            "totalCrossMargin": "2.002", // Total margin under cross margin mode
+            "version": "9", // Version. When holding a cross margin position, the available balance may change with fluctuations in the mark price, leading to discrepancies in the available balance for the same version number.
+            "timestamp": "1714632069838" // Last modified time
+      }
+}
diff --git a/Kucoin.Net/Clients/FuturesApi/KucoinRestClientFuturesApiAccount.cs b/Kucoin.Net/Clients/FuturesApi/KucoinRestClientFuturesApiAccount.cs
@@ -246,6 +246,64 @@ public async Task<WebCallResult<KucoinTradeFee>> GetTradingFeeAsync(string symbo
 
         #endregion
 
+        #region Get Margin Mode
+
+        /// <inheritdoc />
+        public async Task<WebCallResult<KucoinMarginMode>> GetMarginModeAsync(string symbol, CancellationToken ct = default)
+        {
+            var parameters = new ParameterCollection();
+            parameters.Add("symbol", symbol);
+            var request = _definitions.GetOrCreate(HttpMethod.Get, "/api/v2/position/getMarginMode", KucoinExchange.RateLimiter.FuturesRest, 2, true);
+            var result = await _baseClient.SendAsync<KucoinMarginMode>(request, parameters, ct).ConfigureAwait(false);
+            return result;
+        }
+
+        #endregion
+
+        #region Set Margin Mode
+
+        /// <inheritdoc />
+        public async Task<WebCallResult<KucoinMarginMode>> SetMarginModeAsync(string symbol, FuturesMarginMode marginMode, CancellationToken ct = default)
+        {
+            var parameters = new ParameterCollection();
+            parameters.Add("symbol", symbol);
+            parameters.AddEnum("marginMode", marginMode);
+            var request = _definitions.GetOrCreate(HttpMethod.Post, "/api/v2/position/changeMarginMode", KucoinExchange.RateLimiter.FuturesRest, 2, true);
+            var result = await _baseClient.SendAsync<KucoinMarginMode>(request, parameters, ct).ConfigureAwait(false);
+            return result;
+        }
+
+        #endregion
+
+        #region Get Cross Margin Leverage
+
+        /// <inheritdoc />
+        public async Task<WebCallResult<KucoinLeverage>> GetCrossMarginLeverageAsync(string symbol, CancellationToken ct = default)
+        {
+            var parameters = new ParameterCollection();
+            parameters.Add("symbol", symbol);
+            var request = _definitions.GetOrCreate(HttpMethod.Get, "/api/v2/getCrossUserLeverage", KucoinExchange.RateLimiter.FuturesRest, 2, true);
+            var result = await _baseClient.SendAsync<KucoinLeverage>(request, parameters, ct).ConfigureAwait(false);
+            return result;
+        }
+
+        #endregion
+
+        #region Set Cross Margin Leverage
+
+        /// <inheritdoc />
+        public async Task<WebCallResult<KucoinLeverage>> SetCrossMarginLeverageAsync(string symbol, decimal leverage, CancellationToken ct = default)
+        {
+            var parameters = new ParameterCollection();
+            parameters.Add("symbol", symbol);
+            parameters.Add("leverage", leverage);
+            var request = _definitions.GetOrCreate(HttpMethod.Post, "/api/v2/changeCrossUserLeverage", KucoinExchange.RateLimiter.FuturesRest, 2, true);
+            var result = await _baseClient.SendAsync<KucoinLeverage>(request, parameters, ct).ConfigureAwait(false);
+            return result;
+        }
+
+        #endregion
+
         #region Websocket token
 
         internal async Task<WebCallResult<KucoinToken>> GetWebsocketTokenPublicAsync(CancellationToken ct = default)

diff --git a/Kucoin.Net/Clients/FuturesApi/KucoinRestClientFuturesApiShared.cs b/Kucoin.Net/Clients/FuturesApi/KucoinRestClientFuturesApiShared.cs
@@ -196,6 +196,7 @@ async Task<ExchangeWebResult<SharedId>> IFuturesOrderRestClient.PlaceFuturesOrde
                 reduceOnly: request.ReduceOnly,
                 timeInForce: GetTimeInForce(request.TimeInForce),
                 clientOrderId: request.ClientOrderId,
+                marginMode: request.MarginMode == null ? null : request.MarginMode == SharedMarginMode.Isolated ? FuturesMarginMode.Isolated: FuturesMarginMode.Cross,
                 ct: ct).ConfigureAwait(false);
 
             if (!result)

diff --git a/Kucoin.Net/Clients/FuturesApi/KucoinRestClientFuturesApiTrading.cs b/Kucoin.Net/Clients/FuturesApi/KucoinRestClientFuturesApiTrading.cs
@@ -55,6 +55,7 @@ public async Task<WebCallResult<KucoinOrderId>> PlaceOrderAsync(
             bool? forceHold = null,
             string? clientOrderId = null,
             SelfTradePrevention? selfTradePrevention = null,
+            FuturesMarginMode? marginMode = null,
             CancellationToken ct = default)
         {
             var parameters = new ParameterCollection();
@@ -78,6 +79,7 @@ public async Task<WebCallResult<KucoinOrderId>> PlaceOrderAsync(
             parameters.AddOptionalParameter("iceberg", iceberg);
             parameters.AddOptionalParameter("visibleSize", visibleSize?.ToString());
             parameters.AddOptionalEnum("stp", selfTradePrevention);
+            parameters.AddOptionalEnum("marginMode", marginMode);
 
             var request = _definitions.GetOrCreate(HttpMethod.Post, $"api/v1/orders", KucoinExchange.RateLimiter.FuturesRest, 2, true);
             return await _baseClient.SendAsync<KucoinOrderId>(request, parameters, ct).ConfigureAwait(false);

diff --git a/Kucoin.Net/Clients/FuturesApi/KucoinSocketClientFuturesApi.cs b/Kucoin.Net/Clients/FuturesApi/KucoinSocketClientFuturesApi.cs
@@ -199,9 +199,10 @@ public async Task<CallResult<UpdateSubscription>> SubscribeToBalanceUpdatesAsync
             Action<DataEvent<KucoinStreamOrderMarginUpdate>>? onOrderMarginUpdate = null,
             Action<DataEvent<KucoinStreamFuturesBalanceUpdate>>? onBalanceUpdate = null,
             Action<DataEvent<KucoinStreamFuturesWithdrawableUpdate>>? onWithdrawableUpdate = null,
+            Action<DataEvent<KucoinStreamFuturesWalletUpdate>>? onWalletUpdate = null,
             CancellationToken ct = default)
         {
-            var subscription = new KucoinBalanceSubscription(_logger, onOrderMarginUpdate, onBalanceUpdate, onWithdrawableUpdate);
+            var subscription = new KucoinBalanceSubscription(_logger, onOrderMarginUpdate, onBalanceUpdate, onWithdrawableUpdate, onWalletUpdate);
             return await SubscribeAsync("futures", subscription, ct).ConfigureAwait(false);
         }
 
@@ -230,6 +231,20 @@ public async Task<CallResult<UpdateSubscription>> SubscribeToPositionUpdatesAsyn
             return await SubscribeAsync("futures", subscription, ct).ConfigureAwait(false);
         }
 
+        /// <inheritdoc />
+        public async Task<CallResult<UpdateSubscription>> SubscribeToMarginModeUpdatesAsync(Action<DataEvent<Dictionary<string, FuturesMarginMode>>> onData, CancellationToken ct = default)
+        {
+            var subscription = new KucoinSubscription<Dictionary<string, FuturesMarginMode>>(_logger, $"/contract/marginMode", null, onData, true);
+            return await SubscribeAsync("futures", subscription, ct).ConfigureAwait(false);
+        }
+
+        /// <inheritdoc />
+        public async Task<CallResult<UpdateSubscription>> SubscribeToCrossMarginLeverageUpdatesAsync(Action<DataEvent<Dictionary<string, KucoinLeverageUpdate>>> onData, CancellationToken ct = default)
+        {
+            var subscription = new KucoinSubscription<Dictionary<string, KucoinLeverageUpdate>>(_logger, $"/contract/crossLeverage", null, onData, true);
+            return await SubscribeAsync("futures", subscription, ct).ConfigureAwait(false);
+        }
+
         /// <inheritdoc />
         protected override async Task<CallResult<string?>> GetConnectionUrlAsync(string address, bool authenticated)
         {

diff --git a/Kucoin.Net/Enums/FuturesMarginMode.cs b/Kucoin.Net/Enums/FuturesMarginMode.cs
@@ -0,0 +1,21 @@
+using CryptoExchange.Net.Attributes;
+
+namespace Kucoin.Net.Enums
+{
+    /// <summary>
+    /// Margin mode
+    /// </summary>
+    public enum FuturesMarginMode
+    {
+        /// <summary>
+        /// Cross margin
+        /// </summary>
+        [Map("CROSS")]
+        Cross,
+        /// <summary>
+        /// Isolated margin
+        /// </summary>
+        [Map("ISOLATED")]
+        Isolated,
+    }
+}
diff --git a/Kucoin.Net/Enums/PositionSide.cs b/Kucoin.Net/Enums/PositionSide.cs
@@ -0,0 +1,29 @@
+using CryptoExchange.Net.Attributes;
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace Kucoin.Net.Enums
+{
+    /// <summary>
+    /// Position side
+    /// </summary>
+    public enum PositionSide
+    {
+        /// <summary>
+        /// Both (One way position mode)
+        /// </summary>
+        [Map("BOTH")]
+        Both,
+        /// <summary>
+        /// Long
+        /// </summary>
+        [Map("LONG")]
+        Long,
+        /// <summary>
+        /// Short
+        /// </summary>
+        [Map("SHORT")]
+        Short
+    }
+}
diff --git a/Kucoin.Net/Interfaces/Clients/FuturesApi/IKucoinRestClientFuturesApiAccount.cs b/Kucoin.Net/Interfaces/Clients/FuturesApi/IKucoinRestClientFuturesApiAccount.cs
@@ -196,5 +196,40 @@ public interface IKucoinRestClientFuturesApiAccount
         /// <param name="ct">Cancellation token</param>
         /// <returns></returns>
         Task<WebCallResult<KucoinTradeFee>> GetTradingFeeAsync(string symbol, CancellationToken ct = default);
+
+        /// <summary>
+        /// Get the current margin mode for a symbol
+        /// <para><a href="https://www.kucoin.com/docs/rest/futures-trading/positions/get-margin-mode" /></para>
+        /// </summary>
+        /// <param name="symbol">The symbol, for example `XBTUSDTM`</param>
+        /// <param name="ct">Cancellation token</param>
+        Task<WebCallResult<KucoinMarginMode>> GetMarginModeAsync(string symbol, CancellationToken ct = default);
+
+        /// <summary>
+        /// Set the margin mode for a symbol
+        /// <para><a href="https://www.kucoin.com/docs/rest/futures-trading/positions/modify-margin-mode" /></para>
+        /// </summary>
+        /// <param name="symbol">The symbol, for example `XBTUSDTM`</param>
+        /// <param name="marginMode">The new margin mode</param>
+        /// <param name="ct">Cancellation token</param>
+        Task<WebCallResult<KucoinMarginMode>> SetMarginModeAsync(string symbol, FuturesMarginMode marginMode, CancellationToken ct = default);
+
+        /// <summary>
+        /// Get the current cross margin leverage setting
+        /// <para><a href="https://www.kucoin.com/docs/rest/futures-trading/positions/get-cross-margin-leverage" /></para>
+        /// </summary>
+        /// <param name="symbol">The symbol, for example `XBTUSDTM`</param>
+        /// <param name="ct">Cancellation token</param>
+        Task<WebCallResult<KucoinLeverage>> GetCrossMarginLeverageAsync(string symbol, CancellationToken ct = default);
+
+        /// <summary>
+        /// Set a new cross margin leverage value
+        /// <para><a href="https://www.kucoin.com/docs/rest/futures-trading/positions/modify-cross-margin-leverage" /></para>
+        /// </summary>
+        /// <param name="symbol">The symbol, for example `XBTUSDTM`</param>
+        /// <param name="leverage">The leverage</param>
+        /// <param name="ct">Cancellation token</param>
+        Task<WebCallResult<KucoinLeverage>> SetCrossMarginLeverageAsync(string symbol, decimal leverage, CancellationToken ct = default);
+
     }
 }
diff --git a/Kucoin.Net/Interfaces/Clients/FuturesApi/IKucoinRestClientFuturesApiTrading.cs b/Kucoin.Net/Interfaces/Clients/FuturesApi/IKucoinRestClientFuturesApiTrading.cs
@@ -39,6 +39,7 @@ public interface IKucoinRestClientFuturesApiTrading
         /// <param name="forceHold">A mark to forcely hold the funds for an order, even though it's an order to reduce the position size. This helps the order stay on the order book and not get canceled when the position size changes. Set to false by default</param>
         /// <param name="selfTradePrevention">Self Trade Prevention mode</param>
         /// <param name="clientOrderId">Client order id</param>
+        /// <param name="marginMode">Margin mode, defaults to Isolated</param>
         /// <param name="ct">Cancellation token</param>
         /// <returns>Order details</returns>
         Task<WebCallResult<KucoinOrderId>> PlaceOrderAsync(
@@ -62,6 +63,7 @@ Task<WebCallResult<KucoinOrderId>> PlaceOrderAsync(
             bool? forceHold = null,
             string? clientOrderId = null,
             SelfTradePrevention? selfTradePrevention = null,
+            FuturesMarginMode? marginMode = null,
             CancellationToken ct = default);
 
         /// <summary>