Kucoin SubscribeToBalanceUpdatesAsync sign inversion

[PhilAlain]

Hello Jan,

We are trying to detail a bug within the CryptoClient solution:
For Kucoin marketplace, we found a sign inversion between the RestApi result and the Websocket result of SubscribeToBalanceUpdatesAsync (our use-case: quote position in perpetual futures).

In order to give you the proper input for the bug description, we are trying to trace the websocket data given by Kucoin.

Currently, we have done the following:

            builder.Logging.SetMinimumLevel(Microsoft.Extensions.Logging.LogLevel.Debug);
                            ...
                            .AddCryptoClients(globalOptions =>
                             {
                                 globalOptions.RateLimiterEnabled = false;
                                 globalOptions.OutputOriginalData = true;
                                 globalOptions.CachingEnabled = true;
                                 globalOptions.ApiCredentials = new CryptoClients.Net.Models.ExchangeCredentials();
                             }, kucoinOptions: (ku) =>
                             {
                                 ku.Rest.OutputOriginalData = true;
                                 ku.Socket.OutputOriginalData = true;
                             }, coinExOptions: (ce) =>
                             {
                                 ce.Rest.OutputOriginalData = true;
                                 ce.Socket.OutputOriginalData = true;
                           
                             })

but are not successful at tracing Kucoin websowket data.

Again, thanks for your great work!!!

Very best regards,
Eric & Philippe

[EricGarnier]

Maybe you shoud try to change the log level to Trace ?

[PhilAlain]

Thanks Eric, I have the full debug picture of the issue now 👍

Below is the trace with 2 steps: RestApi result & SocketClient result.

Starting position is correct: -242.2 (RestApi result)

In between these two steps, to get a websocket update, I increased my position on the sell side by -20

Position updated is: 262.2 (WebSocket result)
Expected result is: -262.2

In both cases Kucoin sends back a currentQty of -2422 & -2622

dbug: Kucoin.RestClient[4001]
      [Req 48] 200 - Response received in 284ms: {"code":"200000","data":[{"id":"500000000002132793","symbol":"ALGOUSDTM","crossMode":true,"maintMarginReq":0.0103696599,"delevPercentage":0.73,"openingTimestamp":1779150552964,"currentTimestamp":1779177190188,"currentQty":34785,"currentCost":3787.96796,"currentComm":2.272780776,"unrealisedCost":3787.96796,"realisedGrossCost":0.0,"realisedCost":2.272780776,"isOpen":true,"markPrice":0.11068,"markValue":3850.0038,"posCost":3787.96796,"posInit":1262.6559865405,"posMargin":1283.3345998717,"posMaint":39.9232300198,"realisedGrossPnl":0.0,"realisedPnl":-2.272780776,"unrealisedPnl":62.03584,"unrealisedPnlPcnt":0.0164,"unrealisedRoePcnt":0.0491,"avgEntryPrice":0.1089,"liquidationPrice":0.07334,"bankruptPrice":0.07253,"settleCurrency":"USDT","isInverse":false,"maintainMargin":0.0103696599,"marginMode":"CROSS","positionSide":"BOTH","leverage":3,"dealComm":-2.272780776,"fundingFee":0,"tax":0},{"id":"500000000001760086","symbol":"WAVESUSDTM","crossMode":true,"maintMarginReq":0.0250720833,"delevPercentage":0.85,"openingTimestamp":1771141494002,"currentTimestamp":1779177190188,"currentQty":-2422,"currentCost":-139.59789,"currentComm":60.798887256,"unrealisedCost":-94.5397828093,"realisedGrossCost":-45.0581071907,"realisedCost":15.7407800653,"isOpen":true,"markPrice":0.3844,"markValue":-93.10168,"posCost":-94.5397828093,"posInit":9.453978281,"posMargin":9.310168,"posMaint":2.3342530764,"realisedGrossPnl":45.0581071907,"realisedPnl":24.2643026747,"unrealisedPnl":1.4381028093,"unrealisedPnlPcnt":0.0152,"unrealisedRoePcnt":0.1521,"avgEntryPrice":0.3903,"liquidationPrice":0.5039,"bankruptPrice":0.5168,"settleCurrency":"USDT","isInverse":false,"maintainMargin":0.0250720833,"marginMode":"CROSS","positionSide":"BOTH","leverage":10,"dealComm":-40.796345886,"fundingFee":20.00254137,"tax":0}]}
Position updated: -242.2
trce: Kucoin.SocketClient[1021]
      [Sckt 1] received 1034 bytes in single message
trce: Kucoin.SocketClient[2007]
      [Sckt 1] received {"topic":"/contract/positionAll","type":"message","data":{"symbol":"WAVESUSDTM","maintMarginReq":0.0250780357,"crossMode":true,"delevPercentage":0.85,"openingTimestamp":1771141494002,"currentTimestamp":1779177202626,"currentQty":-2622,"currentCost":-147.28589,"currentComm":60.803500056,"unrealisedCost":-102.2277828093,"realisedCost":15.7453928653,"isOpen":true,"markPrice":0.3844,"markValue":-100.78968,"posCost":-102.2277828093,"posInit":10.2227782810,"posMargin":10.0789680000,"posMaint":2.5276071933,"avgEntryPrice":0.389884755,"liquidationPrice":0.5037290885,"bankruptPrice":0.516663862,"settleCurrency":"USDT","changeReason":"positionChange","realisedGrossCost":-45.0581071907,"realisedGrossPnl":45.0581071907,"realisedPnl":24.2596898747,"unrealisedPnl":1.4381028093,"unrealisedPnlPcnt":0.0141,"unrealisedRoePcnt":0.1407,"leverage":1E+1,"marginMode":"CROSS","positionSide":"BOTH","tax":0,"dealComm":-40.800958686,"fundingFee":20.00254137},"subject":"position.change","userId":"636b944f97990c00013aa786","channelType":"private"}
Position updated: 262.2

Best,
Philippe

[PhilAlain]

Hello again Jan,

We found the details of the issue...

Marketplaces are not consistent in terms of data returned...

The solution could be:
PositionSide is the source of truth (i.e. long or short).
PositionUpdate is ABS of the returned data of the marketplace.

This is what we did on our side.

Eric & Philippe

[JKorf]

Hi Eric and Philippe,

First of sorry for the delay, I was on holiday.

I think you got the correct solution. The PositionSide should be used to determine which side the position is, and the quantity should always be an absolute value.

You say the initial starting position aquired from REST was correct at -242.2, however this should also be an absolute value in line with the websocket. Which endpoint did you use for this? It seems that the GetPositionsAsync will already Abs() the value.