Add Cryptocom exchange (#26)

Co-authored-by: Dmitrii Doronin <[email protected]>
Co-authored-by: Stas Gryumov <[email protected]>

Project.toml

@@ -1,6 +1,6 @@
 name = "CryptoAPIs"
 uuid = "5e3d4798-c815-4641-85e1-deed530626d3"
-version = "0.14.1"
+version = "0.15.0"
 
 [deps]
 Base64 = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"

README.md

@@ -89,6 +89,13 @@ Then, to install CryptoAPIs, simply use the Julia package manager:
                 <td><a href="src/Upbit/Spot">CryptoAPIs.Upbit.Spot</a></td>
                 <td><a href="https://bhftbootcamp.github.io/CryptoAPIs.jl/stable/pages/Upbit/#Spot">Spot</a></td>
             </tr>
+            <tr>
+                <td><img src="docs/src/assets/cryptocom.png" alt="Cryptocom Logo" width="20" height="20"></td>
+                <td><a href="https://crypto.com/">Cryptocom</a></td>
+                <td><a href="https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#introduction">Spot</a></td>
+                <td><a href="src/Cryptocom/Spot">CryptoAPIs.Cryptocom.Spot</a></td>
+                <td><a href="https://bhftbootcamp.github.io/CryptoAPIs.jl/stable/pages/Cryptocom/#Spot">Spot</a></td>
+            </tr>
         </table>
     </body>
 </html>

docs/make.jl

@@ -19,6 +19,7 @@ makedocs(;
         "pages/Binance.md",
         "pages/Bybit.md",
         "pages/Coinbase.md",
+        "pages/Cryptocom.md",
         "pages/Gateio.md",
         "pages/Okex.md",
         "pages/Upbit.md",

docs/src/index.md

@@ -71,6 +71,13 @@ CryptoAPIs is a library written in Julia that combines API wrappers from various
                 <td><a href="src/Upbit/Spot">CryptoAPIs.Upbit.Spot</a></td>
                 <td><a href="https://bhftbootcamp.github.io/CryptoAPIs.jl/stable/pages/Upbit/#Spot">Spot</a></td>
             </tr>
+            <tr>
+                <td><img src="assets/cryptocom.png" alt="Cryptocom Logo" width="20" height="20"></td>
+                <td><a href="https://crypto.com/">Cryptocom</a></td>
+                <td><a href="https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#introduction">Spot</a></td>
+                <td><a href="src/Cryptocom/Spot">CryptoAPIs.Cryptocom.Spot</a></td>
+                <td><a href="https://bhftbootcamp.github.io/CryptoAPIs.jl/stable/pages/Cryptocom/#Spot">Spot</a></td>
+            </tr>
         </table>
     </body>
 </html>

docs/src/pages/Cryptocom.md

@@ -0,0 +1,19 @@
+# Cryptocom
+
+```@docs
+CryptoAPIs.Cryptocom.CryptocomClient
+CryptoAPIs.Cryptocom.CryptocomAPIError
+CryptoAPIs.Cryptocom.Data
+```
+
+## Spot
+
+```@docs
+CryptoAPIs.Cryptocom.Spot.public_client
+```
+
+```@docs
+CryptoAPIs.Cryptocom.Spot.candle
+CryptoAPIs.Cryptocom.Spot.get_instruments
+CryptoAPIs.Cryptocom.Spot.ticker
+```

examples/Cryptocom/Spot.jl

@@ -0,0 +1,17 @@
+# Cryptocom/Spot
+# https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#introduction
+
+using Dates
+using CryptoAPIs
+using CryptoAPIs.Cryptocom
+
+CryptoAPIs.Cryptocom.Spot.candle(;
+    instrument_name = "BTC_USDT",
+    timeframe = Cryptocom.Spot.Candle.M1,
+    start_ts = Dates.now() - Dates.Day(1),
+    end_ts = Dates.now(),
+)
+
+CryptoAPIs.Cryptocom.Spot.get_instruments()
+
+CryptoAPIs.Cryptocom.Spot.ticker(; instrument_name = "BTCUSD-PERP") 

src/CryptoAPIs.jl

@@ -163,6 +163,7 @@ include("Interface.jl")
 include("Binance/Binance.jl")
 include("Bybit/Bybit.jl")
 include("Coinbase/Coinbase.jl")
+include("Cryptocom/Cryptocom.jl")
 include("Gateio/Gateio.jl")
 include("Okex/Okex.jl")
 include("Upbit/Upbit.jl")

src/Cryptocom/Cryptocom.jl

@@ -0,0 +1,121 @@
+module Cryptocom
+
+export CryptocomCommonQuery,
+    CryptocomPublicQuery,
+    CryptocomAccessQuery,
+    CryptocomPrivateQuery,
+    CryptocomAPIError,
+    CryptocomClient,
+    CryptocomData
+
+using Serde
+using Dates, NanoDates, Base64, Nettle
+
+using ..CryptoAPIs
+using ..CryptoAPIs: Maybe,  AbstractAPIsError, AbstractAPIsData, AbstractAPIsQuery, AbstractAPIsClient
+
+abstract type CryptocomData <: AbstractAPIsData end
+abstract type CryptocomCommonQuery <: AbstractAPIsQuery end
+abstract type CryptocomPublicQuery <: CryptocomCommonQuery end
+abstract type CryptocomAccessQuery <: CryptocomCommonQuery end
+abstract type CryptocomPrivateQuery <: CryptocomCommonQuery end
+
+"""
+    Data{D} <: AbstractAPIsData
+
+## Required fields
+- `id::Int64`: Return id.
+- `method::String`: Return method endpoint.
+- `code::String`: Return code.
+- `result::D`: Request result data.
+"""
+struct Data{D<:AbstractAPIsData} <: AbstractAPIsData
+    id::Int64
+    method::String
+    code::String
+    result::D
+end
+
+"""
+    CryptocomClient <: AbstractAPIsClient
+
+Client info.
+
+## Required fields
+- `base_url::String`: Base URL for the client.
+
+## Optional fields
+- `public_key::String`: Public key for authentication.
+- `secret_key::String`: Secret key for authentication.
+- `interface::String`: Interface for the client.
+- `proxy::String`: Proxy information for the client.
+- `account_name::String`: Account name associated with the client.
+- `description::String`: Description of the client.
+"""
+Base.@kwdef struct CryptocomClient <: AbstractAPIsClient
+    base_url::String
+    public_key::Maybe{String} = nothing
+    secret_key::Maybe{String} = nothing
+    interface::Maybe{String} = nothing
+    proxy::Maybe{String} = nothing
+    account_name::Maybe{String} = nothing
+    description::Maybe{String} = nothing
+end
+
+"""
+    CryptocomAPIError{T} <: AbstractAPIsError
+
+Exception thrown when an API method fails with code `T`.
+
+## Required fields
+- `code::Int64`: Error code.
+
+## Optional fields
+- `message::String`: Error message.
+- `description::String`: Error description.
+"""
+struct CryptocomAPIError{T} <: AbstractAPIsError
+    code::Int64
+    message::Maybe{String}
+    description::Maybe{String}
+
+    function CryptocomAPIError(code::Int64, x...)
+        return new{code}(code, x...)
+    end
+end
+
+CryptoAPIs.error_type(::CryptocomClient) = CryptocomAPIError
+
+function Base.show(io::IO, e::CryptocomAPIError)
+    return print(io, "code = ", "\"", e.code, "\"", ", ", "msg = ", "\"", e.message, "\"", ", ", "desc = ", "\"", e.description, "\"")
+end
+
+struct CryptocomUndefError <: AbstractAPIsError
+    e::Exception
+    msg::String
+end
+
+function CryptoAPIs.request_sign!(::CryptocomClient, query::Q, ::String)::Q where {Q<:CryptocomPublicQuery}
+    return query
+end
+
+function CryptoAPIs.request_body(::Q)::String where {Q<:CryptocomCommonQuery}
+    return ""
+end
+
+function CryptoAPIs.request_query(query::Q)::String where {Q<:CryptocomCommonQuery}
+    return Serde.to_query(query)
+end
+
+function CryptoAPIs.request_headers(client::CryptocomClient, ::CryptocomPublicQuery)::Vector{Pair{String,String}}
+    return Pair{String,String}[
+        "Content-Type" => "application/json"
+    ]
+end
+
+include("Utils.jl")
+
+include("Spot/Spot.jl")
+using .Spot
+
+end

src/Cryptocom/Errors.jl

@@ -0,0 +1,44 @@
+# Cryptocom/Errors
+# https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#response-and-reason-codes
+
+import ..CryptoAPIs: APIsResult, APIsUndefError, isretriable, retry_maxcount, retry_timeout
+
+# UNDEF
+isretriable(::APIsResult{CryptocomAPIError}) = true
+
+# Success
+isretriable(e::APIsResult{CryptocomAPIError{0}}) = false
+
+# Server Timeout
+isretriable(e::APIsResult{CryptocomAPIError{40801}}) = true
+retry_timeout(e::APIsResult{CryptocomAPIError{40801}}) = 10
+retry_maxcount(e::APIsResult{CryptocomAPIError{40801}}) = 50
+
+# Requests have exceeded rate limits
+isretriable(e::APIsResult{CryptocomAPIError{42901}}) = true
+retry_timeout(e::APIsResult{CryptocomAPIError{42901}}) = 10
+retry_maxcount(e::APIsResult{CryptocomAPIError{42901}}) = 50
+
+#Instrument has expired
+isretriable(e::APIsResult{CryptocomAPIError{206}}) = false
+
+#Instrument is not tradable
+isretriable(e::APIsResult{CryptocomAPIError{208}}) = false
+
+#Market is not open
+isretriable(e::APIsResult{CryptocomAPIError{309}}) = false
+
+#Bad request
+isretriable(e::APIsResult{CryptocomAPIError{40001}}) = false
+
+#Required argument is blank or missing
+isretriable(e::APIsResult{CryptocomAPIError{40004}}) = false
+
+#Invalid date
+isretriable(e::APIsResult{CryptocomAPIError{40005}}) = false
+
+#IP address not whitelisted
+isretriable(e::APIsResult{CryptocomAPIError{40103}}) = false
+
+#Not found
+isretriable(e::APIsResult{CryptocomAPIError{40401}}) = false

src/Cryptocom/Spot/API/Candle.jl

@@ -0,0 +1,135 @@
+module Candle
+
+export CandleQuery,
+    CandleData,
+    candle
+
+using Serde
+using Dates, NanoDates, TimeZones
+
+using CryptoAPIs.Cryptocom
+using CryptoAPIs.Cryptocom: Data
+using CryptoAPIs: Maybe, APIsRequest
+
+@enum TimeInterval m1 m5 m15 m30 h1 h2 h4 h12 d1 d7 d14 M1
+
+Base.@kwdef struct CandleQuery <: CryptocomPublicQuery
+    instrument_name::String
+    timeframe::Maybe{TimeInterval} = nothing
+    count::Maybe{Int64} = nothing
+    start_ts::Maybe{DateTime} = nothing
+    end_ts::Maybe{DateTime} = nothing
+end
+
+function Serde.ser_type(::Type{<:CandleQuery}, x::TimeInterval)::String
+    x == m1  && return "1m"
+    x == m5  && return "5m"
+    x == m15 && return "15m"
+    x == m30 && return "30m"
+    x == h1  && return "1h"
+    x == h2  && return "2h"
+    x == h4  && return "4h"
+    x == h12 && return "12h"
+    x == d1  && return "1D"
+    x == d7  && return "7D"
+    x == d14 && return "14D"
+    x == M1  && return "1M"
+end
+
+struct CandleInfo <: CryptocomData
+    o::Maybe{Float64}
+    h::Maybe{Float64}
+    l::Maybe{Float64}
+    c::Maybe{Float64}
+    v::Maybe{Float64}
+    t::NanoDate
+end
+
+function Serde.isempty(::Type{CandleInfo}, x)::Bool
+    return x === ""
+end
+
+struct CandleData <: CryptocomData
+    interval::String
+    data::Vector{CandleInfo}
+    instrument_name::String
+end
+
+function Serde.isempty(::Type{CandleData}, x)::Bool
+    return x == []
+end
+
+"""
+    candle(client::CryptocomClient, query::CandleQuery)
+    candle(client::CryptocomClient = Cryptocom.Spot.public_client; kw...)
+
+Retrieves candlesticks (k-line data history) over a given period for an instrument.
+
+[`GET public/get-candlestick`](https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#public-get-candlestick)
+
+## Parameters:
+
+| Parameter       | Type         | Required | Description                             |
+|:----------------|:-------------|:---------|:----------------------------------------|
+| instrument_name | String       | true     |                                         |
+| timeframe       | TimeInterval | false    | m1 m5 m15 m30 h1 h2 h4 h12 d1 d7 d14 M1 |
+| count           | Int64        | false    |                                         |
+| start_ts        | Int64        | false    |                                         |
+| end_ts          | Int64        | false    |                                         |
+
+## Code samples:
+
+```julia
+using Serde
+using CryptoAPIs.Cryptocom
+
+result = Cryptocom.Spot.candle(;
+    instrument_name = "BTC_USDT",
+    timeframe = Cryptocom.Spot.Candle.M1,
+) 
+
+to_pretty_json(result.result)
+```
+
+## Result:
+
+```json
+{
+  "id":-1,
+  "method":"public/get-candlestick",
+  "code":"0",
+  "result":{
+    "interval":"1M",
+    "data":[
+      {
+        "o":19000.0,
+        "h":22982.05,
+        "l":15492.33,
+        "c":17170.28,
+        "v":150666.07457,
+        "t":"2022-11-01T00:00:00"
+      },
+      {
+        "o":17166.5,
+        "h":18372.46,
+        "l":16263.22,
+        "c":16539.69,
+        "v":51215.88412,
+        "t":"2022-12-01T00:00:00"
+      ...
+    ],
+    "instrument_name":"BTC_USDT"
+  }
+}
+```
+"""
+function candle(client::CryptocomClient, query::CandleQuery)
+    return APIsRequest{Data{CandleData}}("GET", "public/get-candlestick", query)(client)
+end
+
+function candle(client::CryptocomClient = Cryptocom.Spot.public_client; kw...)
+    return candle(client, CandleQuery(; kw...))
+end
+
+end
+