KuCoin Market Data Connector

KuCoin Data Connector based on WebSocket/REST.

Features

kucoinConnector Key

Instrument Types

FX

Asset Class

Crypto

Technology

WebSocketREST

Feed Mode

Real-Time

Order Book Update Mode

SnapshotIncremental Updates

Order Book Type

Aggregated

Message Types

✓

Level 1

✓

Level 2

✗

Level 3

✓

Trades

✗

Funding Rates

Configuration

Data Connector Parameters

Parameter	Default Value	Description
REST URL	https://api.kucoin.com/	REST root URL.
Read Timeout	5000	Read timeout in milliseconds.
Reconnect Timeout	15000	Reconnect timeout in milliseconds.
Output Book Size	20	Size of the output book.
Snapshot Interval	10S	This property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in. Default value is 10 seconds.

Symbology

Supported symbol notations (upper case):

Symbol Notation	Examples
CRYPTO-PAIR	BTC-USDT ETH-BTC

Full symbol list: https://api.kucoin.com/api/v1/symbols.

Logging

To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:

<logger name="deltix.qsrv.hf.plugins.data.kucoin" level="DEBUG">
  <appender-ref ref="safeAppender"/>
</logger>