roq-kucoin¶

Important

This gateway is currently “work in progress” and at the earliest expected for release 0.8.x

Links¶

Purpose¶

Maintain network connectivity with the KuCoin exchange
Route exchange updates to connected clients
Route client requests to the relevant exchange accounts
Stream all messages to an event-log

Overview¶

Products

Spot	✓
Futures	✓
Options

Market Data

Reference Data	✓
Market Status	✓
Top of Book	✓
Market by Price (L2)	✓
Market by Order (L3)
Trade Summary	✓
Statistics	✓

Order Management

Create	✓
Modify
Cancel	✓
Cancel All	✓
Auto Cancellation

Account Management

Positions
Funds	✓

Data center located in … (to be confirmed)
No test environment

Conda¶

Using Conda

Install

conda install \
  --channel https://roq-trading.com/conda/stable \
  roq-kucoin

Configure

cp $CONDA_PREFIX/share/roq-kucoin/config.toml $CONFIG_FILE_PATH

# Then modify $CONFIG_FILE_PATH to match your specific configuration

Run

roq-kucoin \
      --name "kucoin" \
      --config_file "$CONFIG_FILE_PATH" \
      --client_listen_address "$UNIX_SOCKET_PATH" \
      --metrics_listen_address "$TCP_LISTEN_PORT" \
      --flagfile "$FLAG_FILE"

Config¶

Common Config

Flags¶

CLI

1roq-kucoin --help

Environments¶

Prod

# flagfile

--rest_uri=https://api.kucoin.com

Test

# flagfile

--rest_uri=https://openapi-sandbox.kucoin.com

Market Data¶

Live

Event	Stream	Messages	Comments
`roq::ReferenceData`
`roq::MarketStatus`
`roq::TopOfBook`
`roq::MarketByPriceUpdate`
`roq::MarketByOrderUpdate`
`roq::TradeSummary`
`roq::StatisticsUpdate`

Download

Event	Stream	Messages	Comments
`roq::ReferenceData`
`roq::MarketStatus`
`roq::TopOfBook`
`roq::MarketByPriceUpdate`
`roq::MarketByOrderUpdate`
`roq::TradeSummary`
`roq::StatisticsUpdate`

Statistics¶

Order Management¶

Live

Event	Stream	Messages	Comments
`roq::OrderUpdate`
`roq::TradeUpdate`

Download

Event	Stream	Messages	Comments
`roq::OrderUpdate`
`roq::TradeUpdate`

Request

Event	Stream	Messages	Comments
`roq::CreateOrder`
`roq::ModifyOrder`
`roq::CancelOrder`
`roq::CancelAllOrders`

Response

Event	Stream	Messages	Comments
`roq::OrderAck`

Order Types¶

TBD

Time in Force¶

TBD

Position Effect¶

TBD

Execution Instructions¶

TBD

Account Management¶

Live

Event	Stream	Messages	Comments
`roq::PositionUpdate`
`roq::FundsUpdate`

Download

Event	Stream	Messages	Comments
`roq::PositionUpdate`
`roq::FundsUpdate`

Streams¶

OrderEntry

Type	Comments
REST	Primary purpose