✅ Binance (completed in earlier tasks)
✅ Coinbase Pro (completed in task 12) ✅ Kraken (completed in task 12) ✅ Bybit (completed in task 13) ✅ OKX (completed in task 13) ✅ Huobi (completed in task 13) ✅ KuCoin (completed in this task) ✅ Gate.io (completed in this task) ✅ Bitfinex (completed in this task) ✅ MEXC (completed in this task)
This commit is contained in:
Dobromir Popov
776
COBY/connectors/kucoin_connector.py
Normal file
776
COBY/connectors/kucoin_connector.py
Normal file
@ -0,0 +1,776 @@
|
||||
"""
|
||||
KuCoin exchange connector implementation.
|
||||
Supports WebSocket connections to KuCoin with proper token-based authentication.
|
||||
"""
|
||||
|
||||
import json
|
||||
import hmac
|
||||
import hashlib
|
||||
import base64
|
||||
import time
|
||||
from typing import Dict, List, Optional, Any
|
||||
from datetime import datetime, timezone
|
||||
|
||||
from ..models.core import OrderBookSnapshot, TradeEvent, PriceLevel
|
||||
from ..utils.logging import get_logger, set_correlation_id
|
||||
from ..utils.exceptions import ValidationError, ConnectionError
|
||||
from ..utils.validation import validate_symbol, validate_price, validate_volume
|
||||
from .base_connector import BaseExchangeConnector
|
||||
|
||||
logger = get_logger(__name__)
|
||||
|
||||
|
||||
class KuCoinConnector(BaseExchangeConnector):
|
||||
"""
|
||||
KuCoin WebSocket connector implementation.
|
||||
|
||||
Supports:
|
||||
- Token-based authentication
|
||||
- Order book streams
|
||||
- Trade streams
|
||||
- Symbol normalization
|
||||
- Bullet connection protocol
|
||||
"""
|
||||
|
||||
# KuCoin API URLs
|
||||
API_URL = "https://api.kucoin.com"
|
||||
SANDBOX_API_URL = "https://openapi-sandbox.kucoin.com"
|
||||
|
||||
def __init__(self, use_sandbox: bool = False, api_key: str = None,
|
||||
api_secret: str = None, passphrase: str = None):
|
||||
"""
|
||||
Initialize KuCoin connector.
|
||||
|
||||
Args:
|
||||
use_sandbox: Whether to use sandbox environment
|
||||
api_key: API key for authentication (optional)
|
||||
api_secret: API secret for authentication (optional)
|
||||
passphrase: API passphrase for authentication (optional)
|
||||
"""
|
||||
# KuCoin requires getting WebSocket URL from REST API
|
||||
super().__init__("kucoin", "") # URL will be set after token retrieval
|
||||
|
||||
# Authentication credentials (optional)
|
||||
self.api_key = api_key
|
||||
self.api_secret = api_secret
|
||||
self.passphrase = passphrase
|
||||
self.use_sandbox = use_sandbox
|
||||
|
||||
# KuCoin-specific attributes
|
||||
self.token = None
|
||||
self.connect_id = None
|
||||
self.ping_interval = 18000 # 18 seconds (KuCoin requirement)
|
||||
self.ping_timeout = 10000 # 10 seconds
|
||||
|
||||
# KuCoin-specific message handlers
|
||||
self.message_handlers.update({
|
||||
'message': self._handle_data_message,
|
||||
'welcome': self._handle_welcome_message,
|
||||
'ack': self._handle_ack_message,
|
||||
'error': self._handle_error_message,
|
||||
'pong': self._handle_pong_message
|
||||
})
|
||||
|
||||
# Subscription tracking
|
||||
self.subscribed_topics = set()
|
||||
self.subscription_id = 1
|
||||
|
||||
logger.info(f"KuCoin connector initialized ({'sandbox' if use_sandbox else 'live'})")
|
||||
|
||||
def _get_message_type(self, data: Dict) -> str:
|
||||
"""
|
||||
Determine message type from KuCoin message data.
|
||||
|
||||
Args:
|
||||
data: Parsed message data
|
||||
|
||||
Returns:
|
||||
str: Message type identifier
|
||||
"""
|
||||
# KuCoin message format
|
||||
if 'type' in data:
|
||||
return data['type'] # 'message', 'welcome', 'ack', 'error', 'pong'
|
||||
elif 'subject' in data:
|
||||
# Data message with subject
|
||||
return 'message'
|
||||
|
||||
return 'unknown'
|
||||
|
||||
def normalize_symbol(self, symbol: str) -> str:
|
||||
"""
|
||||
Normalize symbol to KuCoin format.
|
||||
|
||||
Args:
|
||||
symbol: Standard symbol format (e.g., 'BTCUSDT')
|
||||
|
||||
Returns:
|
||||
str: KuCoin symbol format (e.g., 'BTC-USDT')
|
||||
"""
|
||||
# KuCoin uses dash-separated format
|
||||
if symbol.upper() == 'BTCUSDT':
|
||||
return 'BTC-USDT'
|
||||
elif symbol.upper() == 'ETHUSDT':
|
||||
return 'ETH-USDT'
|
||||
elif symbol.upper().endswith('USDT'):
|
||||
base = symbol[:-4].upper()
|
||||
return f"{base}-USDT"
|
||||
elif symbol.upper().endswith('USD'):
|
||||
base = symbol[:-3].upper()
|
||||
return f"{base}-USD"
|
||||
else:
|
||||
# Assume it's already in correct format or add dash
|
||||
if '-' not in symbol:
|
||||
# Try to split common patterns
|
||||
if len(symbol) >= 6:
|
||||
# Assume last 4 chars are quote currency
|
||||
base = symbol[:-4].upper()
|
||||
quote = symbol[-4:].upper()
|
||||
return f"{base}-{quote}"
|
||||
else:
|
||||
return symbol.upper()
|
||||
else:
|
||||
return symbol.upper()
|
||||
|
||||
def _denormalize_symbol(self, kucoin_symbol: str) -> str:
|
||||
"""
|
||||
Convert KuCoin symbol back to standard format.
|
||||
|
||||
Args:
|
||||
kucoin_symbol: KuCoin symbol format (e.g., 'BTC-USDT')
|
||||
|
||||
Returns:
|
||||
str: Standard symbol format (e.g., 'BTCUSDT')
|
||||
"""
|
||||
if '-' in kucoin_symbol:
|
||||
return kucoin_symbol.replace('-', '')
|
||||
return kucoin_symbol
|
||||
|
||||
async def _get_websocket_token(self) -> Optional[Dict[str, Any]]:
|
||||
"""
|
||||
Get WebSocket connection token from KuCoin REST API.
|
||||
|
||||
Returns:
|
||||
Dict: Token information including WebSocket URL
|
||||
"""
|
||||
try:
|
||||
import aiohttp
|
||||
|
||||
api_url = self.SANDBOX_API_URL if self.use_sandbox else self.API_URL
|
||||
endpoint = "/api/v1/bullet-public"
|
||||
|
||||
# Use private endpoint if authenticated
|
||||
if self.api_key and self.api_secret and self.passphrase:
|
||||
endpoint = "/api/v1/bullet-private"
|
||||
headers = self._get_auth_headers("POST", endpoint, "")
|
||||
else:
|
||||
headers = {}
|
||||
|
||||
async with aiohttp.ClientSession() as session:
|
||||
async with session.post(f"{api_url}{endpoint}", headers=headers) as response:
|
||||
if response.status == 200:
|
||||
data = await response.json()
|
||||
|
||||
if data.get('code') != '200000':
|
||||
logger.error(f"KuCoin token error: {data.get('msg')}")
|
||||
return None
|
||||
|
||||
return data.get('data')
|
||||
else:
|
||||
logger.error(f"Failed to get KuCoin token: HTTP {response.status}")
|
||||
return None
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting KuCoin WebSocket token: {e}")
|
||||
return None
|
||||
|
||||
async def connect(self) -> bool:
|
||||
"""Override connect to get token first."""
|
||||
try:
|
||||
# Get WebSocket token and URL
|
||||
token_data = await self._get_websocket_token()
|
||||
if not token_data:
|
||||
logger.error("Failed to get KuCoin WebSocket token")
|
||||
return False
|
||||
|
||||
self.token = token_data.get('token')
|
||||
servers = token_data.get('instanceServers', [])
|
||||
|
||||
if not servers:
|
||||
logger.error("No KuCoin WebSocket servers available")
|
||||
return False
|
||||
|
||||
# Use first available server
|
||||
server = servers[0]
|
||||
self.websocket_url = f"{server['endpoint']}?token={self.token}&connectId={int(time.time() * 1000)}"
|
||||
self.ping_interval = server.get('pingInterval', 18000)
|
||||
self.ping_timeout = server.get('pingTimeout', 10000)
|
||||
|
||||
logger.info(f"KuCoin WebSocket URL: {server['endpoint']}")
|
||||
|
||||
# Now connect using the base connector method
|
||||
return await super().connect()
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error connecting to KuCoin: {e}")
|
||||
return False
|
||||
|
||||
async def subscribe_orderbook(self, symbol: str) -> None:
|
||||
"""
|
||||
Subscribe to order book updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
kucoin_symbol = self.normalize_symbol(symbol)
|
||||
topic = f"/market/level2:{kucoin_symbol}"
|
||||
|
||||
# Create subscription message
|
||||
subscription_msg = {
|
||||
"id": str(self.subscription_id),
|
||||
"type": "subscribe",
|
||||
"topic": topic,
|
||||
"privateChannel": False,
|
||||
"response": True
|
||||
}
|
||||
self.subscription_id += 1
|
||||
|
||||
# Send subscription
|
||||
success = await self._send_message(subscription_msg)
|
||||
if success:
|
||||
# Track subscription
|
||||
if symbol not in self.subscriptions:
|
||||
self.subscriptions[symbol] = []
|
||||
if 'orderbook' not in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].append('orderbook')
|
||||
|
||||
self.subscribed_topics.add(topic)
|
||||
|
||||
logger.info(f"Subscribed to order book for {symbol} ({kucoin_symbol}) on KuCoin")
|
||||
else:
|
||||
logger.error(f"Failed to subscribe to order book for {symbol} on KuCoin")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error subscribing to order book for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def subscribe_trades(self, symbol: str) -> None:
|
||||
"""
|
||||
Subscribe to trade updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
kucoin_symbol = self.normalize_symbol(symbol)
|
||||
topic = f"/market/match:{kucoin_symbol}"
|
||||
|
||||
# Create subscription message
|
||||
subscription_msg = {
|
||||
"id": str(self.subscription_id),
|
||||
"type": "subscribe",
|
||||
"topic": topic,
|
||||
"privateChannel": False,
|
||||
"response": True
|
||||
}
|
||||
self.subscription_id += 1
|
||||
|
||||
# Send subscription
|
||||
success = await self._send_message(subscription_msg)
|
||||
if success:
|
||||
# Track subscription
|
||||
if symbol not in self.subscriptions:
|
||||
self.subscriptions[symbol] = []
|
||||
if 'trades' not in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].append('trades')
|
||||
|
||||
self.subscribed_topics.add(topic)
|
||||
|
||||
logger.info(f"Subscribed to trades for {symbol} ({kucoin_symbol}) on KuCoin")
|
||||
else:
|
||||
logger.error(f"Failed to subscribe to trades for {symbol} on KuCoin")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error subscribing to trades for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def unsubscribe_orderbook(self, symbol: str) -> None:
|
||||
"""
|
||||
Unsubscribe from order book updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
kucoin_symbol = self.normalize_symbol(symbol)
|
||||
topic = f"/market/level2:{kucoin_symbol}"
|
||||
|
||||
# Create unsubscription message
|
||||
unsubscription_msg = {
|
||||
"id": str(self.subscription_id),
|
||||
"type": "unsubscribe",
|
||||
"topic": topic,
|
||||
"privateChannel": False,
|
||||
"response": True
|
||||
}
|
||||
self.subscription_id += 1
|
||||
|
||||
# Send unsubscription
|
||||
success = await self._send_message(unsubscription_msg)
|
||||
if success:
|
||||
# Remove from tracking
|
||||
if symbol in self.subscriptions and 'orderbook' in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].remove('orderbook')
|
||||
if not self.subscriptions[symbol]:
|
||||
del self.subscriptions[symbol]
|
||||
|
||||
self.subscribed_topics.discard(topic)
|
||||
|
||||
logger.info(f"Unsubscribed from order book for {symbol} ({kucoin_symbol}) on KuCoin")
|
||||
else:
|
||||
logger.error(f"Failed to unsubscribe from order book for {symbol} on KuCoin")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error unsubscribing from order book for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def unsubscribe_trades(self, symbol: str) -> None:
|
||||
"""
|
||||
Unsubscribe from trade updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
kucoin_symbol = self.normalize_symbol(symbol)
|
||||
topic = f"/market/match:{kucoin_symbol}"
|
||||
|
||||
# Create unsubscription message
|
||||
unsubscription_msg = {
|
||||
"id": str(self.subscription_id),
|
||||
"type": "unsubscribe",
|
||||
"topic": topic,
|
||||
"privateChannel": False,
|
||||
"response": True
|
||||
}
|
||||
self.subscription_id += 1
|
||||
|
||||
# Send unsubscription
|
||||
success = await self._send_message(unsubscription_msg)
|
||||
if success:
|
||||
# Remove from tracking
|
||||
if symbol in self.subscriptions and 'trades' in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].remove('trades')
|
||||
if not self.subscriptions[symbol]:
|
||||
del self.subscriptions[symbol]
|
||||
|
||||
self.subscribed_topics.discard(topic)
|
||||
|
||||
logger.info(f"Unsubscribed from trades for {symbol} ({kucoin_symbol}) on KuCoin")
|
||||
else:
|
||||
logger.error(f"Failed to unsubscribe from trades for {symbol} on KuCoin")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error unsubscribing from trades for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def get_symbols(self) -> List[str]:
|
||||
"""
|
||||
Get list of available trading symbols from KuCoin.
|
||||
|
||||
Returns:
|
||||
List[str]: List of available symbols in standard format
|
||||
"""
|
||||
try:
|
||||
import aiohttp
|
||||
|
||||
api_url = self.SANDBOX_API_URL if self.use_sandbox else self.API_URL
|
||||
|
||||
async with aiohttp.ClientSession() as session:
|
||||
async with session.get(f"{api_url}/api/v1/symbols") as response:
|
||||
if response.status == 200:
|
||||
data = await response.json()
|
||||
|
||||
if data.get('code') != '200000':
|
||||
logger.error(f"KuCoin API error: {data.get('msg')}")
|
||||
return []
|
||||
|
||||
symbols = []
|
||||
symbol_data = data.get('data', [])
|
||||
|
||||
for symbol_info in symbol_data:
|
||||
if symbol_info.get('enableTrading'):
|
||||
symbol = symbol_info.get('symbol', '')
|
||||
# Convert to standard format
|
||||
standard_symbol = self._denormalize_symbol(symbol)
|
||||
symbols.append(standard_symbol)
|
||||
|
||||
logger.info(f"Retrieved {len(symbols)} symbols from KuCoin")
|
||||
return symbols
|
||||
else:
|
||||
logger.error(f"Failed to get symbols from KuCoin: HTTP {response.status}")
|
||||
return []
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting symbols from KuCoin: {e}")
|
||||
return []
|
||||
|
||||
async def get_orderbook_snapshot(self, symbol: str, depth: int = 20) -> Optional[OrderBookSnapshot]:
|
||||
"""
|
||||
Get current order book snapshot from KuCoin REST API.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol
|
||||
depth: Number of price levels to retrieve
|
||||
|
||||
Returns:
|
||||
OrderBookSnapshot: Current order book or None if unavailable
|
||||
"""
|
||||
try:
|
||||
import aiohttp
|
||||
|
||||
kucoin_symbol = self.normalize_symbol(symbol)
|
||||
api_url = self.SANDBOX_API_URL if self.use_sandbox else self.API_URL
|
||||
|
||||
url = f"{api_url}/api/v1/market/orderbook/level2_20"
|
||||
params = {'symbol': kucoin_symbol}
|
||||
|
||||
async with aiohttp.ClientSession() as session:
|
||||
async with session.get(url, params=params) as response:
|
||||
if response.status == 200:
|
||||
data = await response.json()
|
||||
|
||||
if data.get('code') != '200000':
|
||||
logger.error(f"KuCoin API error: {data.get('msg')}")
|
||||
return None
|
||||
|
||||
result = data.get('data', {})
|
||||
return self._parse_orderbook_snapshot(result, symbol)
|
||||
else:
|
||||
logger.error(f"Failed to get order book for {symbol}: HTTP {response.status}")
|
||||
return None
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting order book snapshot for {symbol}: {e}")
|
||||
return None
|
||||
|
||||
def _parse_orderbook_snapshot(self, data: Dict, symbol: str) -> OrderBookSnapshot:
|
||||
"""
|
||||
Parse KuCoin order book data into OrderBookSnapshot.
|
||||
|
||||
Args:
|
||||
data: Raw KuCoin order book data
|
||||
symbol: Trading symbol
|
||||
|
||||
Returns:
|
||||
OrderBookSnapshot: Parsed order book
|
||||
"""
|
||||
try:
|
||||
# Parse bids and asks
|
||||
bids = []
|
||||
for bid_data in data.get('bids', []):
|
||||
price = float(bid_data[0])
|
||||
size = float(bid_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
bids.append(PriceLevel(price=price, size=size))
|
||||
|
||||
asks = []
|
||||
for ask_data in data.get('asks', []):
|
||||
price = float(ask_data[0])
|
||||
size = float(ask_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
asks.append(PriceLevel(price=price, size=size))
|
||||
|
||||
# Create order book snapshot
|
||||
orderbook = OrderBookSnapshot(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.fromtimestamp(int(data.get('time', 0)) / 1000, tz=timezone.utc),
|
||||
bids=bids,
|
||||
asks=asks,
|
||||
sequence_id=int(data.get('sequence', 0))
|
||||
)
|
||||
|
||||
return orderbook
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error parsing order book snapshot: {e}")
|
||||
raise ValidationError(f"Invalid order book data: {e}", "PARSE_ERROR")
|
||||
|
||||
async def _handle_data_message(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle data message from KuCoin.
|
||||
|
||||
Args:
|
||||
data: Data message
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
|
||||
subject = data.get('subject', '')
|
||||
topic = data.get('topic', '')
|
||||
message_data = data.get('data', {})
|
||||
|
||||
if 'level2' in subject:
|
||||
await self._handle_orderbook_update(data)
|
||||
elif 'match' in subject:
|
||||
await self._handle_trade_update(data)
|
||||
else:
|
||||
logger.debug(f"Unhandled KuCoin subject: {subject}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling data message: {e}")
|
||||
|
||||
async def _handle_orderbook_update(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle order book update from KuCoin.
|
||||
|
||||
Args:
|
||||
data: Order book update data
|
||||
"""
|
||||
try:
|
||||
topic = data.get('topic', '')
|
||||
if not topic:
|
||||
logger.warning("Order book update missing topic")
|
||||
return
|
||||
|
||||
# Extract symbol from topic: /market/level2:BTC-USDT
|
||||
parts = topic.split(':')
|
||||
if len(parts) < 2:
|
||||
logger.warning("Invalid order book topic format")
|
||||
return
|
||||
|
||||
kucoin_symbol = parts[1]
|
||||
symbol = self._denormalize_symbol(kucoin_symbol)
|
||||
|
||||
message_data = data.get('data', {})
|
||||
changes = message_data.get('changes', {})
|
||||
|
||||
# Parse bids and asks changes
|
||||
bids = []
|
||||
for bid_data in changes.get('bids', []):
|
||||
price = float(bid_data[0])
|
||||
size = float(bid_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
bids.append(PriceLevel(price=price, size=size))
|
||||
|
||||
asks = []
|
||||
for ask_data in changes.get('asks', []):
|
||||
price = float(ask_data[0])
|
||||
size = float(ask_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
asks.append(PriceLevel(price=price, size=size))
|
||||
|
||||
# Create order book snapshot
|
||||
orderbook = OrderBookSnapshot(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.fromtimestamp(int(message_data.get('time', 0)) / 1000, tz=timezone.utc),
|
||||
bids=bids,
|
||||
asks=asks,
|
||||
sequence_id=int(message_data.get('sequenceEnd', 0))
|
||||
)
|
||||
|
||||
# Notify callbacks
|
||||
self._notify_data_callbacks(orderbook)
|
||||
|
||||
logger.debug(f"Processed order book update for {symbol}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling order book update: {e}")
|
||||
|
||||
async def _handle_trade_update(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle trade update from KuCoin.
|
||||
|
||||
Args:
|
||||
data: Trade update data
|
||||
"""
|
||||
try:
|
||||
topic = data.get('topic', '')
|
||||
if not topic:
|
||||
logger.warning("Trade update missing topic")
|
||||
return
|
||||
|
||||
# Extract symbol from topic: /market/match:BTC-USDT
|
||||
parts = topic.split(':')
|
||||
if len(parts) < 2:
|
||||
logger.warning("Invalid trade topic format")
|
||||
return
|
||||
|
||||
kucoin_symbol = parts[1]
|
||||
symbol = self._denormalize_symbol(kucoin_symbol)
|
||||
|
||||
message_data = data.get('data', {})
|
||||
|
||||
price = float(message_data.get('price', 0))
|
||||
size = float(message_data.get('size', 0))
|
||||
|
||||
# Validate data
|
||||
if not validate_price(price) or not validate_volume(size):
|
||||
logger.warning(f"Invalid trade data: price={price}, size={size}")
|
||||
return
|
||||
|
||||
# Determine side (KuCoin uses 'side' field)
|
||||
side = message_data.get('side', 'unknown').lower()
|
||||
|
||||
# Create trade event
|
||||
trade = TradeEvent(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.fromtimestamp(int(message_data.get('time', 0)) / 1000, tz=timezone.utc),
|
||||
price=price,
|
||||
size=size,
|
||||
side=side,
|
||||
trade_id=str(message_data.get('tradeId', ''))
|
||||
)
|
||||
|
||||
# Notify callbacks
|
||||
self._notify_data_callbacks(trade)
|
||||
|
||||
logger.debug(f"Processed trade for {symbol}: {side} {size} @ {price}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling trade update: {e}")
|
||||
|
||||
async def _handle_welcome_message(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle welcome message from KuCoin.
|
||||
|
||||
Args:
|
||||
data: Welcome message data
|
||||
"""
|
||||
try:
|
||||
connect_id = data.get('id')
|
||||
if connect_id:
|
||||
self.connect_id = connect_id
|
||||
logger.info(f"KuCoin connection established with ID: {connect_id}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling welcome message: {e}")
|
||||
|
||||
async def _handle_ack_message(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle acknowledgment message from KuCoin.
|
||||
|
||||
Args:
|
||||
data: Ack message data
|
||||
"""
|
||||
try:
|
||||
msg_id = data.get('id', '')
|
||||
logger.debug(f"KuCoin ACK received for message ID: {msg_id}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling ack message: {e}")
|
||||
|
||||
async def _handle_error_message(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle error message from KuCoin.
|
||||
|
||||
Args:
|
||||
data: Error message data
|
||||
"""
|
||||
try:
|
||||
code = data.get('code', 'unknown')
|
||||
message = data.get('data', 'Unknown error')
|
||||
|
||||
logger.error(f"KuCoin error {code}: {message}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling error message: {e}")
|
||||
|
||||
async def _handle_pong_message(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle pong message from KuCoin.
|
||||
|
||||
Args:
|
||||
data: Pong message data
|
||||
"""
|
||||
logger.debug("Received KuCoin pong")
|
||||
|
||||
def _get_auth_headers(self, method: str, endpoint: str, body: str) -> Dict[str, str]:
|
||||
"""
|
||||
Generate authentication headers for KuCoin API.
|
||||
|
||||
Args:
|
||||
method: HTTP method
|
||||
endpoint: API endpoint
|
||||
body: Request body
|
||||
|
||||
Returns:
|
||||
Dict: Authentication headers
|
||||
"""
|
||||
if not all([self.api_key, self.api_secret, self.passphrase]):
|
||||
return {}
|
||||
|
||||
try:
|
||||
timestamp = str(int(time.time() * 1000))
|
||||
|
||||
# Create signature string
|
||||
str_to_sign = timestamp + method + endpoint + body
|
||||
signature = base64.b64encode(
|
||||
hmac.new(
|
||||
self.api_secret.encode('utf-8'),
|
||||
str_to_sign.encode('utf-8'),
|
||||
hashlib.sha256
|
||||
).digest()
|
||||
).decode('utf-8')
|
||||
|
||||
# Create passphrase signature
|
||||
passphrase_signature = base64.b64encode(
|
||||
hmac.new(
|
||||
self.api_secret.encode('utf-8'),
|
||||
self.passphrase.encode('utf-8'),
|
||||
hashlib.sha256
|
||||
).digest()
|
||||
).decode('utf-8')
|
||||
|
||||
return {
|
||||
'KC-API-SIGN': signature,
|
||||
'KC-API-TIMESTAMP': timestamp,
|
||||
'KC-API-KEY': self.api_key,
|
||||
'KC-API-PASSPHRASE': passphrase_signature,
|
||||
'KC-API-KEY-VERSION': '2',
|
||||
'Content-Type': 'application/json'
|
||||
}
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error generating auth headers: {e}")
|
||||
return {}
|
||||
|
||||
async def _send_ping(self) -> None:
|
||||
"""Send ping to keep connection alive."""
|
||||
try:
|
||||
ping_msg = {
|
||||
"id": str(self.subscription_id),
|
||||
"type": "ping"
|
||||
}
|
||||
self.subscription_id += 1
|
||||
|
||||
await self._send_message(ping_msg)
|
||||
logger.debug("Sent ping to KuCoin")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error sending ping: {e}")
|
||||
|
||||
def get_kucoin_stats(self) -> Dict[str, Any]:
|
||||
"""Get KuCoin-specific statistics."""
|
||||
base_stats = self.get_stats()
|
||||
|
||||
kucoin_stats = {
|
||||
'subscribed_topics': list(self.subscribed_topics),
|
||||
'use_sandbox': self.use_sandbox,
|
||||
'authenticated': bool(self.api_key and self.api_secret and self.passphrase),
|
||||
'connect_id': self.connect_id,
|
||||
'token_available': bool(self.token),
|
||||
'next_subscription_id': self.subscription_id
|
||||
}
|
||||
|
||||
base_stats.update(kucoin_stats)
|
||||
return base_stats
|
||||
Reference in New Issue
Block a user