Websockets¶
Note: The websocket client is only available for python3.5+
This feature is still in development so check the documentation around message topics here https://docs.kucoin.com/#websocket-feed
For private topics such as ‘/account/balance’ pass private=True to the KucoinSocketManager, see example below
TODO:¶
- Helper functions for topics
- Multiplexing
- Local Order book level 2 & 3
Sample Code¶
import asyncio
from kucoin.client import Client
from kucoin.asyncio import KucoinSocketManager
api_key = '<api_key>'
api_secret = '<api_secret>'
api_passphrase = '<api_passphrase>'
async def main():
global loop
# callback function that receives messages from the socket
async def handle_evt(msg):
if msg['topic'] == '/market/ticker:ETH-USDT':
print(f'got ETH-USDT tick:{msg["data"]}')
elif msg['topic'] == '/market/snapshot:BTC':
print(f'got BTC market snapshot:{msg["data"]}')
elif msg['topic'] == '/market/snapshot:KCS-BTC':
print(f'got KCS-BTC symbol snapshot:{msg["data"]}')
elif msg['topic'] == '/market/ticker:all':
print(f'got all market snapshot:{msg["data"]}')
elif msg['topic'] == '/account/balance':
print(f'got account balance:{msg["data"]}')
elif msg['topic'] == '/market/level2:KCS-BTC':
print(f'got L2 msg:{msg["data"]}')
elif msg['topic'] == '/market/match:BTC-USDT':
print(f'got market match msg:{msg["data"]}')
elif msg['topic'] == '/market/level3:BTC-USDT':
if msg['subject'] == 'trade.l3received':
if msg['data']['type'] == 'activated':
# must be logged into see these messages
print(f"L3 your order activated: {msg['data']}")
else:
print(f"L3 order received:{msg['data']}")
elif msg['subject'] == 'trade.l3open':
print(f"L3 order open: {msg['data']}")
elif msg['subject'] == 'trade.l3done':
print(f"L3 order done: {msg['data']}")
elif msg['subject'] == 'trade.l3match':
print(f"L3 order matched: {msg['data']}")
elif msg['subject'] == 'trade.l3change':
print(f"L3 order changed: {msg['data']}")
client = Client(api_key, api_secret, api_passphrase)
ksm = await KucoinSocketManager.create(loop, client, handle_evt)
# for private topics such as '/account/balance' pass private=True
ksm_private = await KucoinSocketManager.create(loop, client, handle_evt, private=True)
# Note: try these one at a time, if all are on you will see a lot of output
# ETH-USDT Market Ticker
await ksm.subscribe('/market/ticker:ETH-USDT')
# BTC Symbol Snapshots
await ksm.subscribe('/market/snapshot:BTC')
# KCS-BTC Market Snapshots
await ksm.subscribe('/market/snapshot:KCS-BTC')
# All tickers
await ksm.subscribe('/market/ticker:all')
# Level 2 Market Data
await ksm.subscribe('/market/level2:KCS-BTC')
# Market Execution Data
await ksm.subscribe('/market/match:BTC-USDT')
# Level 3 market data
await ksm.subscribe('/market/level3:BTC-USDT')
# Account balance - must be authenticated
await ksm_private.subscribe('/account/balance')
while True:
print("sleeping to keep loop open")
await asyncio.sleep(20, loop=loop)
if __name__ == "__main__":
loop = asyncio.get_event_loop()
loop.run_until_complete(main())
Unsubscribe from channel¶
Send the same topic name to the unsubscribe function
await ksm.unsubscribe('/market/ticker:ETH-USDT')