Kucoin Orderbook Maintainer (KucoinOBM)

A fast and reliable orderbook maintainer for kucoin, written in python.

WIP WarningIt is not COMPLETELY reliable as of now, due to bugs in the base library: KucoinWrapper

However, I do believe this maintainer is pretty good for it's speed, and I'd appreciate any input and contributions to it.

Features

• Reliability
  • This is capable of running forever, with automatic re-subscription to markets, snapshotting, syncing, etc.
  • This is powered by the base library, another lib written by me, which gives it the speed.
• Speed
  • It's powered by the fastest library, so, yeah.
  • Proof of speed? Use it. More? I use the same library in my pump bot and I always have first buy after signal.
• Completely non-blocking in the main thread! I love it.
• Multiple markets: Supports multiple markets, with their snapshots and sync and everything.
• Update Announcer: Announces change in market last price or orderbook through a local domain UNIX socket.
• Message Freq Tracker
  • Tracks the frequency of messages received from the websocket, and logs it.
  • Useful for managing load across multiple sockets.
• _shutdown_ws object variable
  • Automatically varies from True to False based on the status of the websocket.
  • I found this really useful in HFT, where it would use outdated data while the websocket rebooted. Instead just check if this variable is True or False

Installation

As easy as pip install KucoinOBM

Config

The parameters to be passed in to KucoinOBM

• kc_api_key, kc_api_secret, kc_api_passphrase,: Self explanatory.
• symbols
  • I use this interchangeably with markets.
  • The markets to monitor
  • Example: symbols = ["BTC-USDT", "ETH-USDT"]
• id
  • Type: Anything you want.
  • Used for identifying the instance in logs.
  • Also returned in get_all_for(symbol) function.
• response_address
  • UNIX domain socket address for update events.
• logger
  • Defaults to pyloggor(project_root="KucoinOBM")
  • A pyloggor object; check it out here!
  • This is a library created by me for beautiful logging :)
  • Please note the default logger uses an option project_root which MAY slow down logging to about 0.0001 seconds or 0.1 ms for one log call. This occurs due to the stack depth being big.

TODO

• Add handling for illegal markets.
• Increase reliability :)
• Increase speed
• Reduce resources consumption

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Appendix

Heyo, just your average good-for-nothing 16 year old backyard programmer here. Check my site instead :)
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