Kucoin Pro watchOrderBook

[Tropmathise]

Operating System

Windows

Programming Language

Python

CCXT Version

4.5.53

Description

I have an error when trying to fetch the order book on Kucoin UTA when authenticated. It is working while not Authenticated and Non-UTA

import asyncio
import ccxt.pro as ccxtpro
import os
API_KEY = ""
API_SECRET = ""
PASSPHRASE = ""


async def main():
    exchange = ccxtpro.kucoin({
        'enableRateLimit': True,
        'apiKey': API_KEY,
        'secret': API_SECRET,
        'password': PASSPHRASE,
        "options": {
            'uta': True,
            'defaultType': 'swap',
        },
    })
    while True:
        try:
            symbol = 'SIRENUSDTM'

            ob = await exchange.watch_order_book(symbol, limit=5)

            print(ob)

        finally:
            await exchange.close()


asyncio.run(main())

Error :
\base\exchange.py", line 596, in load_order_book
index = self.get_cache_index(order_book, cache)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "Python312\site-packages\ccxt\pro\kucoin.py", line 1599, in get_cache_index
if nonce < firstDeltaStart - 1:
~~~~~~~~~~~~~~~~^~~
TypeError: unsupported operand type(s) for -: 'NoneType' and 'int'

[carlosmiei]

@Tropmathise thansk for reporting it, we will take a look asap.

[GiTaDi-CrEaTe]

Hi @carlosmiei, I can take this. The issue is that Kucoin Swap/Futures websocket deltas use sequence instead of sequenceStart/sequenceEnd. In JS this evaluates to NaN, but in Python it evaluates to None - 1, causing a TypeError. I'm patching the TS source to use safeInteger2 to gracefully fall back to sequence and will open a PR shortly.

[carlosmiei]

@GiTaDi-CrEaTe Thanks but I'm checking it now and this needs a deeper fix, UTA orderbooks don't need the rest step everything can be done through the stream (snapshot + deltas)

[carlosmiei]

Actually not so sure, it comes at a cost using the snapshot from the stream (100ms updates)

[carlosmiei]

@Tropmathise can you please upgrade and try again? We have released a new version with the fix

[Tropmathise]

Working now. thanks for the quick fix