kucoin: convert to TS, disable L3updates

__tests__/exchanges/KucoinClient.spec.ts

@@ -0,0 +1,150 @@
+import { expect } from "chai";
+import { KucoinClient } from "../../src/exchanges/KucoinClient";
+import { testClient } from "../TestRunner";
+
+testClient({
+ clientFactory: () => new KucoinClient(),
+ clientName: "KucoinClient",
+ exchangeName: "KuCoin",
+ markets: [
+ {
+ id: "BTC-USDT",
+ base: "BTC",
+ quote: "USDT",
+ },
+ ],
+
+ testConnectEvents: true,
+ testDisconnectEvents: true,
+ testReconnectionEvents: true,
+ testCloseEvents: true,
+
+ hasTickers: true,
+ hasTrades: true,
+ hasCandles: true,
+ hasLevel2Snapshots: false,
+ hasLevel2Updates: true,
+ hasLevel3Snapshots: false,
+ hasLevel3Updates: false,
+
+ ticker: {
+ hasTimestamp: true,
+ hasLast: true,
+ hasOpen: true,
+ hasHigh: true,
+ hasLow: true,
+ hasVolume: true,
+ hasQuoteVolume: false,
+ hasChange: true,
+ hasChangePercent: true,
+ hasAsk: true,
+ hasBid: true,
+ hasAskVolume: false,
+ hasBidVolume: false,
+ },
+
+ trade: {
+ hasTradeId: true,
+ tradeIdPattern: /\w{24,}/,
+ },
+
+ candle: {},
+
+ l2snapshot: {
+ hasTimestampMs: false,
+ hasSequenceId: true,
+ hasCount: false,
+ },
+
+ l2update: {
+ hasSnapshot: true,
+ hasTimestampMs: false,
+ hasSequenceId: true,
+ hasLastSequenceId: true,
+ hasCount: false,
+ },
+
+ l3update: {
+ hasSnapshot: true,
+ hasTimestampMs: true,
+ hasSequenceId: true,
+ orderIdPattern: /^[a-f0-9]{24,24}$/,
+ done: (spec, result, update) => {
+ const point = update.asks[0] || update.bids[0];
+
+ switch (point.meta.type) {
+ case "received":
+ if (!result.hasReceived) {
+ result.hasReceived = true;
+ expect(update.sequenceId).to.be.greaterThan(0);
+ expect(update.timestampMs).to.be.greaterThan(1597679523725);
+ expect(point.orderId).to.match(/^[a-f0-9]{24,24}/);
+ expect(point.price).to.equal("0");
+ expect(point.size).to.equal("0");
+ expect(point.meta.ts).to.match(/[0-9]{19,}/);
+ }
+ break;
+ case "open":
+ if (!result.hasOpen) {
+ result.hasOpen = true;
+ expect(update.sequenceId).to.be.greaterThan(0);
+ expect(update.timestampMs).to.be.greaterThan(1597679523725);
+ expect(point.orderId).to.match(/^[a-f0-9]{24,24}/);
+ expect(Number(point.price)).to.be.greaterThan(0);
+ expect(Number(point.size)).to.be.greaterThan(0);
+ expect(point.meta.ts).to.match(/[0-9]{19,}/);
+ expect(point.meta.orderTime).to.match(/[0-9]{19,}/);
+ }
+ break;
+ case "done":
+ if (!result.hasDone) {
+ result.hasDone = true;
+ expect(update.sequenceId).to.be.greaterThan(0);
+ expect(update.timestampMs).to.be.greaterThan(1597679523725);
+ expect(point.orderId).to.match(/^[a-f0-9]{24,24}/);
+ expect(point.price).to.equal("0");
+ expect(point.size).to.equal("0");
+ expect(point.meta.ts).to.match(/[0-9]{19,}/);
+ expect(point.meta.reason).to.match(/filled|canceled/);
+ }
+ break;
+ case "match":
+ if (!result.hasMatch) {
+ result.hasMatch = true;
+ expect(update.sequenceId).to.be.greaterThan(0);
+ expect(update.timestampMs).to.be.greaterThan(1597679523725);
+ expect(point.orderId).to.match(/^[a-f0-9]{24,24}/);
+ expect(point.price).to.equal("0");
+ expect(Number(point.size)).to.be.gte(0);
+ expect(point.meta.ts).to.match(/[0-9]{19,}/);
+ expect(point.meta.remainSize).to.not.be.undefined;
+ expect(point.meta.takerOrderId).to.not.be.undefined;
+ expect(point.meta.makerOrderId).to.not.be.undefined;
+ expect(point.meta.tradeId).to.not.be.undefined;
+ expect(Number((point as any).tradePrice)).to.be.gte(0);
+ expect(Number((point as any).tradeSize)).to.be.gte(0);
+ }
+
+ break;
+ case "update":
+ if (!result.hasUpdate) {
+ result.hasUpdate = true;
+ expect(update.sequenceId).to.be.gt(0);
+ expect(update.timestampMs).to.be.gt(1597679523725);
+ expect(point.orderId).to.match(/^[a-f0-9]{24,24}/);
+ expect(point.price).to.equal("0");
+ expect(Number(point.size)).to.be.gte(0);
+ expect(point.meta.ts).to.match(/[0-9]{19,}/);
+ }
+
+ break;
+ }
+ return result.hasReceived && result.hasOpen && result.hasDone && result.hasMatch;
+ },
+ },
+
+ l3snapshot: {
+ hasTimestampMs: true,
+ hasSequenceId: true,
+ },
+});

src/Level2Update.ts

@@ -7,6 +7,8 @@ export class Level2Update {
  public base: string;
  public quote: string;
  public exchange: string;
+ public sequenceId: number;
+ public timestampMs: number;
  public asks: Level2Point[];
  public bids: Level2Point[];
 

src/Level3Update.ts

@@ -7,6 +7,8 @@ export class Level3Update {
  public exchange: string;
  public base: string;
  public quote: string;
+ public sequenceId: number;
+ public timestampMs: number;
  public asks: Level3Point[];
  public bids: Level3Point[];