Trackers

Examples/Examples.sln

@@ -7,6 +7,12 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Kucoin.Examples.Api", "Kuco
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Kucoin.Examples.Console", "Kucoin.Examples.Console\Kucoin.Examples.Console.csproj", "{FD4F95C8-D9B7-4F81-9245-4CE667DFD421}"
 EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Kucoin.Net", "..\Kucoin.Net\Kucoin.Net.csproj", "{5A503CA9-F47D-4961-8669-F39CBC358F93}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Kucoin.Examples.OrderBook", "Kucoin.Examples.OrderBook\Kucoin.Examples.OrderBook.csproj", "{2FEAA7EE-782F-4C56-AE24-DB734B1B5F5F}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Kucoin.Examples.Tracker", "Kucoin.Examples.Tracker\Kucoin.Examples.Tracker.csproj", "{9C3D888D-CF72-40E9-B0D2-0FD272A716A6}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -21,6 +27,18 @@ Global
 		{FD4F95C8-D9B7-4F81-9245-4CE667DFD421}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{FD4F95C8-D9B7-4F81-9245-4CE667DFD421}.Release|Any CPU.ActiveCfg = Release|Any CPU
 		{FD4F95C8-D9B7-4F81-9245-4CE667DFD421}.Release|Any CPU.Build.0 = Release|Any CPU
+		{5A503CA9-F47D-4961-8669-F39CBC358F93}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{5A503CA9-F47D-4961-8669-F39CBC358F93}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{5A503CA9-F47D-4961-8669-F39CBC358F93}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{5A503CA9-F47D-4961-8669-F39CBC358F93}.Release|Any CPU.Build.0 = Release|Any CPU
+		{2FEAA7EE-782F-4C56-AE24-DB734B1B5F5F}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{2FEAA7EE-782F-4C56-AE24-DB734B1B5F5F}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{2FEAA7EE-782F-4C56-AE24-DB734B1B5F5F}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{2FEAA7EE-782F-4C56-AE24-DB734B1B5F5F}.Release|Any CPU.Build.0 = Release|Any CPU
+		{9C3D888D-CF72-40E9-B0D2-0FD272A716A6}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{9C3D888D-CF72-40E9-B0D2-0FD272A716A6}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{9C3D888D-CF72-40E9-B0D2-0FD272A716A6}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{9C3D888D-CF72-40E9-B0D2-0FD272A716A6}.Release|Any CPU.Build.0 = Release|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE

Examples/Kucoin.Examples.Api/Kucoin.Examples.Api.csproj

@@ -1,16 +1,19 @@
 <Project Sdk="Microsoft.NET.Sdk.Web">
 
   <PropertyGroup>
-    <TargetFramework>net7.0</TargetFramework>
+    <TargetFramework>net8.0</TargetFramework>
     <Nullable>enable</Nullable>
     <ImplicitUsings>enable</ImplicitUsings>
     <InvariantGlobalization>true</InvariantGlobalization>
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Kucoin.Net" Version="5.3.2" />
     <PackageReference Include="Microsoft.AspNetCore.OpenApi" Version="7.0.0" />
     <PackageReference Include="Swashbuckle.AspNetCore" Version="6.4.0" />
   </ItemGroup>
 
+  <ItemGroup>
+    <ProjectReference Include="..\..\Kucoin.Net\Kucoin.Net.csproj" />
+  </ItemGroup>
+
 </Project>

Examples/Kucoin.Examples.Console/Kucoin.Examples.Console.csproj

@@ -2,13 +2,13 @@
 
   <PropertyGroup>
     <OutputType>Exe</OutputType>
-    <TargetFramework>net7.0</TargetFramework>
+    <TargetFramework>net8.0</TargetFramework>
     <ImplicitUsings>enable</ImplicitUsings>
     <Nullable>enable</Nullable>
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Kucoin.Net" Version="5.3.2" />
+    <ProjectReference Include="..\..\Kucoin.Net\Kucoin.Net.csproj" />
   </ItemGroup>
 
 </Project>

Examples/Kucoin.Examples.OrderBook/Kucoin.Examples.OrderBook.csproj

@@ -0,0 +1,18 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <OutputType>Exe</OutputType>
+    <TargetFramework>net8.0</TargetFramework>
+    <ImplicitUsings>enable</ImplicitUsings>
+    <Nullable>enable</Nullable>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="Spectre.Console.Cli" Version="0.49.1" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <ProjectReference Include="..\..\Kucoin.Net\Kucoin.Net.csproj" />
+  </ItemGroup>
+
+</Project>

Examples/Kucoin.Examples.OrderBook/Program.cs

@@ -0,0 +1,58 @@
+using Kucoin.Net.Interfaces;
+using CryptoExchange.Net;
+using CryptoExchange.Net.SharedApis;
+using Microsoft.Extensions.DependencyInjection;
+using Spectre.Console;
+using Kucoin.Net.Objects;
+
+var collection = new ServiceCollection();
+collection.AddKucoin(opts =>
+{
+    // NOTE Kucoin requires credentials to subscribe order book data
+    opts.ApiCredentials = new KucoinApiCredentials("APIKEY", "APISECRET", "APIPASS");
+});
+var provider = collection.BuildServiceProvider();
+
+var trackerFactory = provider.GetRequiredService<IKucoinOrderBookFactory>();
+
+// Creat and start the order book
+var book = trackerFactory.Create(new SharedSymbol(TradingMode.Spot, "ETH", "USDT"));
+var result = await book.StartAsync();
+
+if (!result.Success)
+{
+    Console.WriteLine(result);
+    return;
+}
+
+// Create Spectre table
+var table = new Table();
+table.ShowRowSeparators = true;
+table.AddColumn("Bid Quantity", x => { x.RightAligned(); })
+     .AddColumn("Bid Price", x => { x.RightAligned(); })
+     .AddColumn("Ask Price", x => { x.LeftAligned(); })
+     .AddColumn("Ask Quantity", x => { x.LeftAligned(); });
+
+for(var i = 0; i < 10; i++)
+    table.AddEmptyRow();
+
+await AnsiConsole.Live(table)
+    .StartAsync(async ctx =>
+    {
+        while (true)
+        {
+            var snapshot = book.Book;
+            for (var i = 0; i < 10; i++)
+            {
+                var bid = snapshot.bids.ElementAt(i);
+                var ask = snapshot.asks.ElementAt(i);
+                table.UpdateCell(i, 0, ExchangeHelpers.Normalize(bid.Quantity).ToString());
+                table.UpdateCell(i, 1, ExchangeHelpers.Normalize(bid.Price).ToString());
+                table.UpdateCell(i, 2, ExchangeHelpers.Normalize(ask.Price).ToString());
+                table.UpdateCell(i, 3, ExchangeHelpers.Normalize(ask.Quantity).ToString());
+            }
+
+            ctx.Refresh();
+            await Task.Delay(500);
+        }
+    });

Examples/Kucoin.Examples.Tracker/Kucoin.Examples.Tracker.csproj

@@ -0,0 +1,18 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <OutputType>Exe</OutputType>
+    <TargetFramework>net8.0</TargetFramework>
+    <ImplicitUsings>enable</ImplicitUsings>
+    <Nullable>enable</Nullable>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="Spectre.Console.Cli" Version="0.49.1" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <ProjectReference Include="..\..\Kucoin.Net\Kucoin.Net.csproj" />
+  </ItemGroup>
+
+</Project>

Examples/Kucoin.Examples.Tracker/Program.cs

@@ -0,0 +1,104 @@
+using Kucoin.Net.Interfaces;
+using CryptoExchange.Net.SharedApis;
+using Microsoft.Extensions.DependencyInjection;
+using Spectre.Console;
+using System.Globalization;
+
+var collection = new ServiceCollection();
+collection.AddKucoin();
+var provider = collection.BuildServiceProvider();
+
+var trackerFactory = provider.GetRequiredService<IKucoinTrackerFactory>();
+
+// Creat and start the tracker, keep track of the last 10 minutes
+var tracker = trackerFactory.CreateTradeTracker(new SharedSymbol(TradingMode.Spot, "ETH", "USDT"), period: TimeSpan.FromMinutes(10));
+var result = await tracker.StartAsync();
+if (!result.Success)
+{
+    Console.WriteLine(result);
+    return;
+}
+
+// Create Spectre table
+var table = new Table();
+table.ShowRowSeparators = true;
+table.AddColumn("5 Min Data").AddColumn("-5 Min", x => { x.RightAligned(); })
+     .AddColumn("Now", x => { x.RightAligned(); })
+     .AddColumn("Dif", x => { x.RightAligned(); });
+
+table.AddRow("Count", "", "", "");
+table.AddRow("Average price", "", "", "");
+table.AddRow("Average weighted price", "", "", "");
+table.AddRow("Buy/Sell Ratio", "", "", "");
+table.AddRow("Volume", "", "", "");
+table.AddRow("Value", "", "", "");
+table.AddRow("Complete", "", "", "");
+table.AddRow("", "", "", "");
+table.AddRow("Status", "", "", "");
+table.AddRow("Synced From", "", "", "");
+
+// Set default culture for currency display
+CultureInfo ci = new CultureInfo("en-US");
+Thread.CurrentThread.CurrentCulture = ci;
+Thread.CurrentThread.CurrentUICulture = ci;
+
+await AnsiConsole.Live(table)
+    .StartAsync(async ctx =>
+    {
+        while (true)
+        {
+            // Get the stats from 10 minutes until 5 minutes ago
+            var secondLastMinute = tracker.GetStats(DateTime.UtcNow.AddMinutes(-10), DateTime.UtcNow.AddMinutes(-5));
+
+            // Get the stats from 5 minutes ago until now
+            var lastMinute = tracker.GetStats(DateTime.UtcNow.AddMinutes(-5));
+
+            // Get the differences between them
+            var compare = secondLastMinute.CompareTo(lastMinute);
+
+            // Update the columns
+            UpdateDec(0, 1, secondLastMinute.TradeCount);
+            UpdateDec(0, 2, lastMinute.TradeCount);
+            UpdateStr(0, 3, $"[{(compare.TradeCountDif.Difference < 0 ? "red" : "green")}]{compare.TradeCountDif.Difference} / {compare.TradeCountDif.PercentageDifference}%[/]");
+
+            UpdateStr(1, 1, secondLastMinute.AveragePrice?.ToString("C"));
+            UpdateStr(1, 2, lastMinute.AveragePrice?.ToString("C"));
+            UpdateStr(1, 3, $"[{(compare.AveragePriceDif?.Difference < 0 ? "red" : "green")}]{compare.AveragePriceDif?.Difference?.ToString("C")} / {compare.AveragePriceDif?.PercentageDifference}%[/]");
+
+            UpdateStr(2, 1, secondLastMinute.VolumeWeightedAveragePrice?.ToString("C"));
+            UpdateStr(2, 2, lastMinute.VolumeWeightedAveragePrice?.ToString("C"));
+            UpdateStr(2, 3, $"[{(compare.VolumeWeightedAveragePriceDif?.Difference < 0 ? "red" : "green")}]{compare.VolumeWeightedAveragePriceDif?.Difference?.ToString("C")} / {compare.VolumeWeightedAveragePriceDif?.PercentageDifference}%[/]");
+
+            UpdateDec(3, 1, secondLastMinute.BuySellRatio);
+            UpdateDec(3, 2, lastMinute.BuySellRatio);
+            UpdateStr(3, 3, $"[{(compare.BuySellRatioDif?.Difference < 0 ? "red" : "green")}]{compare.BuySellRatioDif?.Difference} / {compare.BuySellRatioDif?.PercentageDifference}%[/]");
+
+            UpdateDec(4, 1, secondLastMinute.Volume);
+            UpdateDec(4, 2, lastMinute.Volume);
+            UpdateStr(4, 3, $"[{(compare.VolumeDif.Difference < 0 ? "red" : "green")}]{compare.VolumeDif.Difference} / {compare.VolumeDif.PercentageDifference}%[/]");
+
+            UpdateStr(5, 1, secondLastMinute.QuoteVolume.ToString("C"));
+            UpdateStr(5, 2, lastMinute.QuoteVolume.ToString("C"));
+            UpdateStr(5, 3, $"[{(compare.QuoteVolumeDif.Difference < 0 ? "red" : "green")}]{compare.QuoteVolumeDif.Difference?.ToString("C")} / {compare.QuoteVolumeDif.PercentageDifference}%[/]");
+
+            UpdateStr(6, 1, secondLastMinute.Complete.ToString());
+            UpdateStr(6, 2, lastMinute.Complete.ToString());
+
+            UpdateStr(8, 1, tracker.Status.ToString());
+            UpdateStr(9, 1, tracker.SyncedFrom?.ToString());
+
+            ctx.Refresh();
+            await Task.Delay(500);
+        }
+    });
+
+
+void UpdateDec(int row, int col, decimal? val)
+{
+    table.UpdateCell(row, col, val?.ToString() ?? string.Empty);
+}
+
+void UpdateStr(int row, int col, string? val)
+{
+    table.UpdateCell(row, col, val ?? string.Empty);
+}

Examples/README.md

@@ -4,4 +4,10 @@
 A minimal API showing how to integrate Kucoin.Net in a web API project
 
 ### Kucoin.Examples.Console
-A simple console client demonstrating basic usage
+A simple console client demonstrating basic usage
+
+### Kucoin.Examples.OrderBook
+Example of using the client side order book implementation
+
+### Kucoin.Examples.Tracker
+Example of using the trade tracker

Kucoin.Net/Clients/FuturesApi/KucoinRestClientFuturesApi.cs

@@ -70,15 +70,7 @@ protected override AuthenticationProvider CreateAuthenticationProvider(ApiCreden
 
         /// <inheritdoc />
         public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
-        {
-            if (baseAsset.Equals("BTC", StringComparison.OrdinalIgnoreCase))
-                baseAsset = "XBT";
-
-            if (!deliverTime.HasValue)
-                return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant() + "M";
-
-            return baseAsset.ToUpperInvariant() + "M" + ExchangeHelpers.GetDeliveryMonthSymbol(deliverTime.Value) + deliverTime.Value.ToString("yy");
-        }
+            => KucoinExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         internal async Task<WebCallResult> SendAsync(RequestDefinition definition, ParameterCollection? parameters, CancellationToken cancellationToken, int? weight = null)
         {

Kucoin.Net/Clients/FuturesApi/KucoinRestClientFuturesApiShared.cs

@@ -60,7 +60,7 @@ async Task<ExchangeWebResult<SharedFuturesTicker>> IFuturesTickerRestClient.GetF
                 request.Symbol.TradingMode,
                 new SharedFuturesTicker(
                     result.Data.Symbol,
-                    result.Data.LastTradePrice ?? 0,
+                    result.Data.LastTradePrice,
                     result.Data.HighPrice,
                     result.Data.LowPrice,
                     result.Data.Volume24H,
@@ -95,7 +95,7 @@ async Task<ExchangeWebResult<IEnumerable<SharedFuturesTicker>>> IFuturesTickerRe
             return result.AsExchangeResult<IEnumerable<SharedFuturesTicker>>(Exchange,
                 request.TradingMode == null ? SupportedTradingModes : new[] { request.TradingMode.Value },
                 result.Data.Select(x =>
-                new SharedFuturesTicker(x.Symbol, x.LastTradePrice ?? 0, x.HighPrice, x.LowPrice, x.Volume24H, x.PriceChangePercentage * 100)
+                new SharedFuturesTicker(x.Symbol, x.LastTradePrice, x.HighPrice, x.LowPrice, x.Volume24H, x.PriceChangePercentage * 100)
                 {
                     IndexPrice = x.IndexPrice,
                     MarkPrice = x.MarkPrice,
@@ -598,7 +598,10 @@ async Task<ExchangeWebResult<IEnumerable<SharedTrade>>> IRecentTradeRestClient.G
             if (!result)
                 return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, null, default);
 
-            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Take(request.Limit ?? 100).Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)).ToArray());
+            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Take(request.Limit ?? 100).Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)
+            {
+                Side = x.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }).ToArray());
         }
 
         #endregion

Kucoin.Net/Clients/FuturesApi/KucoinSocketClientFuturesApi.cs

@@ -71,17 +71,10 @@ public override string GetListenerIdentifier(IMessageAccessor message)
         protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials)
             => new KucoinAuthenticationProvider((KucoinApiCredentials)credentials);
 
+
         /// <inheritdoc />
         public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
-        {
-            if (baseAsset.Equals("BTC", StringComparison.OrdinalIgnoreCase))
-                baseAsset = "XBT";
-
-            if (!deliverTime.HasValue)
-                return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant() + "M";
-
-            return baseAsset.ToUpperInvariant() + "M" + ExchangeHelpers.GetDeliveryMonthSymbol(deliverTime.Value) + deliverTime.Value.ToString("yy");
-        }
+            => KucoinExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         /// <inheritdoc />
         protected override Query? GetAuthenticationRequest(SocketConnection connection) => null;

Kucoin.Net/Clients/FuturesApi/KucoinSocketClientFuturesApiShared.cs

@@ -44,7 +44,9 @@ async Task<ExchangeResult<UpdateSubscription>> ITradeSocketClient.SubscribeToTra
                 return new ExchangeResult<UpdateSubscription>(Exchange, validationError);
 
             var symbol = request.Symbol.GetSymbol(FormatSymbol);
-            var result = await SubscribeToTradeUpdatesAsync(symbol, update => handler(update.AsExchangeEvent<IEnumerable<SharedTrade>>(Exchange, new[] { new SharedTrade(update.Data.Quantity, update.Data.Price, update.Data.Timestamp) })), ct).ConfigureAwait(false);
+            var result = await SubscribeToTradeUpdatesAsync(symbol, update => handler(update.AsExchangeEvent<IEnumerable<SharedTrade>>(Exchange, new[] { new SharedTrade(update.Data.Quantity, update.Data.Price, update.Data.Timestamp){
+                Side = update.Data.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            } })), ct).ConfigureAwait(false);
 
             return new ExchangeResult<UpdateSubscription>(Exchange, result);
         }

Kucoin.Net/Clients/SpotApi/KucoinRestClientSpotApi.cs

@@ -74,7 +74,8 @@ protected override AuthenticationProvider CreateAuthenticationProvider(ApiCreden
             => new KucoinAuthenticationProvider((KucoinApiCredentials)credentials);
 
         /// <inheritdoc />
-        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null) => baseAsset.ToUpperInvariant() + "-" + quoteAsset.ToUpperInvariant();
+        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
+            => KucoinExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         #region common interface
 

Kucoin.Net/Clients/SpotApi/KucoinRestClientSpotApiShared.cs

@@ -149,7 +149,10 @@ async Task<ExchangeWebResult<IEnumerable<SharedTrade>>> IRecentTradeRestClient.G
             if (!result)
                 return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, null, default);
 
-            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)).ToArray());
+            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Select(x => new SharedTrade(x.Quantity, x.Price, x.Timestamp)
+            {
+                Side = x.Side == OrderSide.Buy ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }).ToArray());
         }
 
         #endregion

Kucoin.Net/Clients/SpotApi/KucoinSocketClientSpotApi.cs

@@ -53,9 +53,10 @@ internal KucoinSocketClientSpotApi(ILogger logger, KucoinSocketClient baseClient
         /// <inheritdoc />
         protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials)
             => new KucoinAuthenticationProvider((KucoinApiCredentials)credentials);
-
+        
         /// <inheritdoc />
-        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null) => baseAsset.ToUpperInvariant() + "-" + quoteAsset.ToUpperInvariant();
+        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
+            => KucoinExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         public IKucoinSocketClientSpotApiShared SharedClient => this;