roq-kucoin-futures#
Important
This gateway needs sponsorship to complete certain features.
Links#
Purpose#
Maintain network connectivity with the KuCoin Futures exchange
Route exchange updates to connected clients
Route client requests to the relevant exchange accounts
Stream all messages to an event-log
Overview#
Spot |
|
Futures |
✓ |
Options |
Reference Data |
✓ |
Market Status |
✓ |
Top of Book |
✓ |
Market by Price (L2) |
✓ |
Market by Order (L3) |
|
Trade Summary |
✓ |
Statistics |
✓ |
Create |
✓ |
Modify |
|
Cancel |
✓ |
Cancel All |
✓ |
Auto Cancellation |
Positions |
✓ |
Funds |
✓ |
Data center located in … (to be confirmed)
No test environment
Conda#
$ mamba install \
--channel https://roq-trading.com/conda/stable \
roq-kucoin-futures
$ cp $CONDA_PREFIX/share/roq-kucoin-futures/config.toml $CONFIG_FILE_PATH
# Then modify $CONFIG_FILE_PATH to match your specific configuration
$ roq-kucoin-futures \
--name "kucoin-futures" \
--config_file "$CONFIG_FILE_PATH" \
--client_listen_address "$UNIX_SOCKET_PATH" \
--service_listen_address "$TCP_LISTEN_PORT" \
--flagfile "$FLAG_FILE"
Config#
Flags#
$ roq-kucoin-futures --help
--exchange
(kucoin-futures
)exchange identifier (string)
--api
(v1
)what api to use (v1, v2)
--request_limit
(100
)request limit per interval
--request_limit_interval
(10s
)request limit monitor interval
--encode_buffer_size
(1048576
)encode buffer size
--decode_buffer_size
(10485760
)decode buffer size
--mbp_allow_price_inversion
(false
)allow price inversion?
--rest_uri
(https://api-sandbox-futures.kucoin.com
)REST end-point (URI)
--rest_proxy
proxy end-point (URI)
--rest_ping_freq
(5s
)ping frequency
--rest_ping_path
(/api/v1/status
)URI path used for REST connection keep-alive messages
--rest_request_timeout
(30s
)request: timeout
--rest_token_refresh_freq
(8h
)token refresh frequency
--ws_ping_freq
(5s
)ping frequency
--ws_request_timeout
(15s
)request: timeout
--ws_max_subscriptions_per_stream
(16
)max symbols per connection (count)
--ws_subscribe_ticker_v2
(false
)subscribe ticker v2? (bool)
--ws_mbp_request_delay
(500ms
)request delay
--ws_mbp_request_max_retries
(0
)request max retries
Environments#
$ $CONDA_PREFIX/share/roq-kucoin-futures/flags
# flagfile for the roq-kucoin-futures gateway
--rest_uri=https://api-futures.kucoin.com
# flagfile for the roq-kucoin-futures gateway
--rest_uri=https://api-sandbox-futures.kucoin.com
Market Data#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
MarketData |
/contract/instrument |
||
MarketData |
/contract/instrument |
||
MarketData |
/contractMarket/tickerV2 or /contractMarket/ticker |
||
MarketData |
/contractMarket/level2 |
||
MarketData |
/contractMarket/execution |
||
MarketData |
/contract/announcement |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Rest |
/api/v1/contracts/active |
||
Rest |
/api/v1/contracts/active |
||
Rest |
/api/v1/level2/snapshot |
||
Statistics#
Type |
Comments |
---|---|
|
mark_index_price.mark_price |
|
mark_index_price.index_value |
|
funding_rate.funding_rate |
|
funding_begin.funding_rate |
|
snapshot_24h.volume |
Order Management#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
DropCopy |
/contractMarket/tradeOrders |
||
Event |
Stream |
Messages |
Comments |
---|---|---|---|
OrderEntry |
GET /api/v1/orders |
It’s only possible to poll? |
|
OrderEntry |
GET /api/v1/fills |
It’s only possible to poll? |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
OrderEntry |
POST /api/v1/orders |
||
OrderEntry |
DELETE /api/v1/orders/{order-id} |
||
OrderEntry |
DELETE /api/v1/orders |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Order Types#
TBD
Time in Force#
TBD
Position Effect#
TBD
Execution Instructions#
TBD
Account Management#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
DropCopy |
/contract/position:{symbol} |
||
DropCopy |
/contractAccount/wallet |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
OrderEntry |
GET /api/v1/position |
||
Streams#
Type |
Comments |
---|---|
REST |
Primary purpose
|
Type |
Comments |
---|---|
WebSocket |
Primary purpose
Each connection
|
Constraints#
It does not appear to be possible to subscribe all symbols more than once per IP address.
Comments#
Orders can NOT be canceled by client order id.
Fills are not communicated in real-time (only indirectly through order updates).
There are no options to instruct the exchange to auto-cancel orders on disconnect.
API v2 has been announced. As of 2022-07-01, it is unclear when this new API will be released to production. However, it sounds like it will be a change with no transition period with support for both API’s.
2022-05-31
2022-06-24
docs