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DigitalRuby / ExchangeSharp

ExchangeSharp is a powerful, fast and easy to use .NET/C# API for interfacing with many crypto currency exchanges. REST and web sockets are supported.
https://www.digitalruby.com
MIT License
737 stars 374 forks source link

Implement KuCoin orderbook WebSocket listener #828

Closed v36u closed 5 months ago

v36u commented 5 months ago

Changes

  1. Implementation of the steps described in the KuCoin docs: https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-market-data
  2. Updated OnGetDeltaOrderBookWebSocketAsync from Kraken to use the maxCount parameter, instead of the hardcoded 100 (also, it turned out that the default 20 was not a supported depth)