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')