
✅ 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)
776 lines
28 KiB
Python
776 lines
28 KiB
Python
"""
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KuCoin exchange connector implementation.
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Supports WebSocket connections to KuCoin with proper token-based authentication.
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"""
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import json
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import hmac
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import hashlib
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import base64
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import time
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from typing import Dict, List, Optional, Any
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from datetime import datetime, timezone
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from ..models.core import OrderBookSnapshot, TradeEvent, PriceLevel
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from ..utils.logging import get_logger, set_correlation_id
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from ..utils.exceptions import ValidationError, ConnectionError
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from ..utils.validation import validate_symbol, validate_price, validate_volume
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from .base_connector import BaseExchangeConnector
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logger = get_logger(__name__)
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class KuCoinConnector(BaseExchangeConnector):
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"""
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KuCoin WebSocket connector implementation.
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Supports:
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- Token-based authentication
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- Order book streams
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- Trade streams
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- Symbol normalization
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- Bullet connection protocol
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"""
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# KuCoin API URLs
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API_URL = "https://api.kucoin.com"
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SANDBOX_API_URL = "https://openapi-sandbox.kucoin.com"
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def __init__(self, use_sandbox: bool = False, api_key: str = None,
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api_secret: str = None, passphrase: str = None):
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"""
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Initialize KuCoin connector.
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Args:
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use_sandbox: Whether to use sandbox environment
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api_key: API key for authentication (optional)
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api_secret: API secret for authentication (optional)
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passphrase: API passphrase for authentication (optional)
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"""
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# KuCoin requires getting WebSocket URL from REST API
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super().__init__("kucoin", "") # URL will be set after token retrieval
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# Authentication credentials (optional)
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self.api_key = api_key
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self.api_secret = api_secret
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self.passphrase = passphrase
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self.use_sandbox = use_sandbox
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# KuCoin-specific attributes
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self.token = None
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self.connect_id = None
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self.ping_interval = 18000 # 18 seconds (KuCoin requirement)
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self.ping_timeout = 10000 # 10 seconds
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# KuCoin-specific message handlers
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self.message_handlers.update({
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'message': self._handle_data_message,
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'welcome': self._handle_welcome_message,
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'ack': self._handle_ack_message,
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'error': self._handle_error_message,
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'pong': self._handle_pong_message
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})
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# Subscription tracking
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self.subscribed_topics = set()
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self.subscription_id = 1
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logger.info(f"KuCoin connector initialized ({'sandbox' if use_sandbox else 'live'})")
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def _get_message_type(self, data: Dict) -> str:
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"""
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Determine message type from KuCoin message data.
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Args:
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data: Parsed message data
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Returns:
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str: Message type identifier
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"""
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# KuCoin message format
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if 'type' in data:
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return data['type'] # 'message', 'welcome', 'ack', 'error', 'pong'
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elif 'subject' in data:
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# Data message with subject
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return 'message'
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return 'unknown'
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def normalize_symbol(self, symbol: str) -> str:
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"""
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Normalize symbol to KuCoin format.
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Args:
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symbol: Standard symbol format (e.g., 'BTCUSDT')
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Returns:
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str: KuCoin symbol format (e.g., 'BTC-USDT')
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"""
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# KuCoin uses dash-separated format
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if symbol.upper() == 'BTCUSDT':
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return 'BTC-USDT'
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elif symbol.upper() == 'ETHUSDT':
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return 'ETH-USDT'
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elif symbol.upper().endswith('USDT'):
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base = symbol[:-4].upper()
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return f"{base}-USDT"
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elif symbol.upper().endswith('USD'):
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base = symbol[:-3].upper()
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return f"{base}-USD"
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else:
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# Assume it's already in correct format or add dash
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if '-' not in symbol:
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# Try to split common patterns
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if len(symbol) >= 6:
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# Assume last 4 chars are quote currency
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base = symbol[:-4].upper()
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quote = symbol[-4:].upper()
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return f"{base}-{quote}"
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else:
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return symbol.upper()
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else:
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return symbol.upper()
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def _denormalize_symbol(self, kucoin_symbol: str) -> str:
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"""
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Convert KuCoin symbol back to standard format.
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Args:
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kucoin_symbol: KuCoin symbol format (e.g., 'BTC-USDT')
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Returns:
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str: Standard symbol format (e.g., 'BTCUSDT')
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"""
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if '-' in kucoin_symbol:
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return kucoin_symbol.replace('-', '')
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return kucoin_symbol
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async def _get_websocket_token(self) -> Optional[Dict[str, Any]]:
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"""
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Get WebSocket connection token from KuCoin REST API.
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Returns:
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Dict: Token information including WebSocket URL
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"""
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try:
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import aiohttp
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api_url = self.SANDBOX_API_URL if self.use_sandbox else self.API_URL
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endpoint = "/api/v1/bullet-public"
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# Use private endpoint if authenticated
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if self.api_key and self.api_secret and self.passphrase:
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endpoint = "/api/v1/bullet-private"
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headers = self._get_auth_headers("POST", endpoint, "")
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else:
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headers = {}
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async with aiohttp.ClientSession() as session:
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async with session.post(f"{api_url}{endpoint}", headers=headers) as response:
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if response.status == 200:
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data = await response.json()
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if data.get('code') != '200000':
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logger.error(f"KuCoin token error: {data.get('msg')}")
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return None
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return data.get('data')
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else:
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logger.error(f"Failed to get KuCoin token: HTTP {response.status}")
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return None
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except Exception as e:
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logger.error(f"Error getting KuCoin WebSocket token: {e}")
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return None
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async def connect(self) -> bool:
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"""Override connect to get token first."""
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try:
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# Get WebSocket token and URL
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token_data = await self._get_websocket_token()
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if not token_data:
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logger.error("Failed to get KuCoin WebSocket token")
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return False
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self.token = token_data.get('token')
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servers = token_data.get('instanceServers', [])
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if not servers:
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logger.error("No KuCoin WebSocket servers available")
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return False
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# Use first available server
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server = servers[0]
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self.websocket_url = f"{server['endpoint']}?token={self.token}&connectId={int(time.time() * 1000)}"
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self.ping_interval = server.get('pingInterval', 18000)
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self.ping_timeout = server.get('pingTimeout', 10000)
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logger.info(f"KuCoin WebSocket URL: {server['endpoint']}")
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# Now connect using the base connector method
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return await super().connect()
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except Exception as e:
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logger.error(f"Error connecting to KuCoin: {e}")
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return False
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async def subscribe_orderbook(self, symbol: str) -> None:
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"""
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Subscribe to order book updates for a symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTCUSDT')
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"""
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try:
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set_correlation_id()
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kucoin_symbol = self.normalize_symbol(symbol)
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topic = f"/market/level2:{kucoin_symbol}"
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# Create subscription message
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subscription_msg = {
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"id": str(self.subscription_id),
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"type": "subscribe",
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"topic": topic,
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"privateChannel": False,
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"response": True
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}
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self.subscription_id += 1
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# Send subscription
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success = await self._send_message(subscription_msg)
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if success:
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# Track subscription
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if symbol not in self.subscriptions:
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self.subscriptions[symbol] = []
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if 'orderbook' not in self.subscriptions[symbol]:
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self.subscriptions[symbol].append('orderbook')
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self.subscribed_topics.add(topic)
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logger.info(f"Subscribed to order book for {symbol} ({kucoin_symbol}) on KuCoin")
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else:
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logger.error(f"Failed to subscribe to order book for {symbol} on KuCoin")
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except Exception as e:
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logger.error(f"Error subscribing to order book for {symbol}: {e}")
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raise
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async def subscribe_trades(self, symbol: str) -> None:
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"""
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Subscribe to trade updates for a symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTCUSDT')
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"""
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try:
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set_correlation_id()
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kucoin_symbol = self.normalize_symbol(symbol)
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topic = f"/market/match:{kucoin_symbol}"
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# Create subscription message
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subscription_msg = {
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"id": str(self.subscription_id),
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"type": "subscribe",
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"topic": topic,
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"privateChannel": False,
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"response": True
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}
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self.subscription_id += 1
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# Send subscription
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success = await self._send_message(subscription_msg)
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if success:
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# Track subscription
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if symbol not in self.subscriptions:
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self.subscriptions[symbol] = []
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if 'trades' not in self.subscriptions[symbol]:
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self.subscriptions[symbol].append('trades')
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self.subscribed_topics.add(topic)
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logger.info(f"Subscribed to trades for {symbol} ({kucoin_symbol}) on KuCoin")
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else:
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logger.error(f"Failed to subscribe to trades for {symbol} on KuCoin")
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except Exception as e:
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logger.error(f"Error subscribing to trades for {symbol}: {e}")
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raise
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async def unsubscribe_orderbook(self, symbol: str) -> None:
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"""
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Unsubscribe from order book updates for a symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTCUSDT')
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"""
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try:
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kucoin_symbol = self.normalize_symbol(symbol)
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topic = f"/market/level2:{kucoin_symbol}"
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# Create unsubscription message
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unsubscription_msg = {
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"id": str(self.subscription_id),
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"type": "unsubscribe",
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"topic": topic,
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"privateChannel": False,
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"response": True
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}
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self.subscription_id += 1
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# Send unsubscription
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success = await self._send_message(unsubscription_msg)
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if success:
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# Remove from tracking
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if symbol in self.subscriptions and 'orderbook' in self.subscriptions[symbol]:
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self.subscriptions[symbol].remove('orderbook')
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if not self.subscriptions[symbol]:
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del self.subscriptions[symbol]
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self.subscribed_topics.discard(topic)
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logger.info(f"Unsubscribed from order book for {symbol} ({kucoin_symbol}) on KuCoin")
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else:
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logger.error(f"Failed to unsubscribe from order book for {symbol} on KuCoin")
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except Exception as e:
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logger.error(f"Error unsubscribing from order book for {symbol}: {e}")
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raise
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async def unsubscribe_trades(self, symbol: str) -> None:
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"""
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Unsubscribe from trade updates for a symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTCUSDT')
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"""
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try:
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kucoin_symbol = self.normalize_symbol(symbol)
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topic = f"/market/match:{kucoin_symbol}"
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# Create unsubscription message
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unsubscription_msg = {
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"id": str(self.subscription_id),
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"type": "unsubscribe",
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"topic": topic,
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"privateChannel": False,
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"response": True
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}
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self.subscription_id += 1
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# Send unsubscription
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success = await self._send_message(unsubscription_msg)
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if success:
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# Remove from tracking
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if symbol in self.subscriptions and 'trades' in self.subscriptions[symbol]:
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self.subscriptions[symbol].remove('trades')
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if not self.subscriptions[symbol]:
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del self.subscriptions[symbol]
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self.subscribed_topics.discard(topic)
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logger.info(f"Unsubscribed from trades for {symbol} ({kucoin_symbol}) on KuCoin")
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else:
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logger.error(f"Failed to unsubscribe from trades for {symbol} on KuCoin")
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except Exception as e:
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logger.error(f"Error unsubscribing from trades for {symbol}: {e}")
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raise
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async def get_symbols(self) -> List[str]:
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"""
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Get list of available trading symbols from KuCoin.
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Returns:
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List[str]: List of available symbols in standard format
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"""
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try:
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import aiohttp
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api_url = self.SANDBOX_API_URL if self.use_sandbox else self.API_URL
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async with aiohttp.ClientSession() as session:
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async with session.get(f"{api_url}/api/v1/symbols") as response:
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if response.status == 200:
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data = await response.json()
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if data.get('code') != '200000':
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logger.error(f"KuCoin API error: {data.get('msg')}")
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return []
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symbols = []
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symbol_data = data.get('data', [])
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for symbol_info in symbol_data:
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if symbol_info.get('enableTrading'):
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symbol = symbol_info.get('symbol', '')
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# Convert to standard format
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standard_symbol = self._denormalize_symbol(symbol)
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symbols.append(standard_symbol)
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logger.info(f"Retrieved {len(symbols)} symbols from KuCoin")
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return symbols
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else:
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logger.error(f"Failed to get symbols from KuCoin: HTTP {response.status}")
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return []
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except Exception as e:
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logger.error(f"Error getting symbols from KuCoin: {e}")
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return []
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async def get_orderbook_snapshot(self, symbol: str, depth: int = 20) -> Optional[OrderBookSnapshot]:
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"""
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Get current order book snapshot from KuCoin REST API.
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Args:
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symbol: Trading symbol
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depth: Number of price levels to retrieve
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Returns:
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OrderBookSnapshot: Current order book or None if unavailable
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"""
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try:
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import aiohttp
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kucoin_symbol = self.normalize_symbol(symbol)
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api_url = self.SANDBOX_API_URL if self.use_sandbox else self.API_URL
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url = f"{api_url}/api/v1/market/orderbook/level2_20"
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params = {'symbol': kucoin_symbol}
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async with aiohttp.ClientSession() as session:
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async with session.get(url, params=params) as response:
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if response.status == 200:
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data = await response.json()
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if data.get('code') != '200000':
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logger.error(f"KuCoin API error: {data.get('msg')}")
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return None
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result = data.get('data', {})
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return self._parse_orderbook_snapshot(result, symbol)
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else:
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logger.error(f"Failed to get order book for {symbol}: HTTP {response.status}")
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return None
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except Exception as e:
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logger.error(f"Error getting order book snapshot for {symbol}: {e}")
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return None
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def _parse_orderbook_snapshot(self, data: Dict, symbol: str) -> OrderBookSnapshot:
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"""
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Parse KuCoin order book data into OrderBookSnapshot.
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Args:
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data: Raw KuCoin order book data
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symbol: Trading symbol
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Returns:
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OrderBookSnapshot: Parsed order book
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"""
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try:
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# Parse bids and asks
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bids = []
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for bid_data in data.get('bids', []):
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price = float(bid_data[0])
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size = float(bid_data[1])
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if validate_price(price) and validate_volume(size):
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bids.append(PriceLevel(price=price, size=size))
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asks = []
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for ask_data in data.get('asks', []):
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price = float(ask_data[0])
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size = float(ask_data[1])
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if validate_price(price) and validate_volume(size):
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asks.append(PriceLevel(price=price, size=size))
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# Create order book snapshot
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orderbook = OrderBookSnapshot(
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symbol=symbol,
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exchange=self.exchange_name,
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timestamp=datetime.fromtimestamp(int(data.get('time', 0)) / 1000, tz=timezone.utc),
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bids=bids,
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asks=asks,
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sequence_id=int(data.get('sequence', 0))
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)
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return orderbook
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except Exception as e:
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logger.error(f"Error parsing order book snapshot: {e}")
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raise ValidationError(f"Invalid order book data: {e}", "PARSE_ERROR")
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async def _handle_data_message(self, data: Dict) -> None:
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"""
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Handle data message from KuCoin.
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Args:
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data: Data message
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"""
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try:
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set_correlation_id()
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subject = data.get('subject', '')
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topic = data.get('topic', '')
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message_data = data.get('data', {})
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if 'level2' in subject:
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await self._handle_orderbook_update(data)
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elif 'match' in subject:
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await self._handle_trade_update(data)
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else:
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logger.debug(f"Unhandled KuCoin subject: {subject}")
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except Exception as e:
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logger.error(f"Error handling data message: {e}")
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async def _handle_orderbook_update(self, data: Dict) -> None:
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"""
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Handle order book update from KuCoin.
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Args:
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data: Order book update data
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"""
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try:
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topic = data.get('topic', '')
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if not topic:
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logger.warning("Order book update missing topic")
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return
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# Extract symbol from topic: /market/level2:BTC-USDT
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parts = topic.split(':')
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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 |