KuCoin Probing Tool

Via placing and canceling orders through the API, we provide a toolkit to count the time (in milliseconds) of order placement, order cancellation, and Websocket push according to the timestamp in the responses. See details in the table below:

Type Field	Details	Tips
DateTime	The time of measurement occurred
GetSysTime	Time consuming of Rest gateway RTT	This request doesn’t go through our backend system/modules. It is returned from the gateway directly.
LimitOrder	Time consuming of limit order RTT	Record the start time before placing an order, and record an end time after the order is returned, end time - start time
CancelOrder	Time consuming of cancel order RTT	Record the start time before placing an order, and record an end time after the order is returned, end time - start time
LimitOrderWs	Time taken from placing a Rest order to receiving Websocket tradeOrders push	Record the start time before placing an order, and record the end time when the tradeOrders push status is open, end time - start time
LimitOrderWsMsgTs	Before placing an order, record the start time and end time. The time is the ts in the Websocket push msg.	This time difference indicates the time difference between when the customer places an order and when it is consumed.
LimitOrderTime	Before placing an order, record the start time and end time. The orderTime in the Websocket push msg is used.	orderTime is generated by the gateway, so the time difference is the time it takes for the users to place an order to the trading gateway.
CancelOrderWs	Same as limitOrderWs, but only for order cancellation scenarios
CancelOrderWsMsgTs	Same as LimitOrderWsMsgTs, but for order cancellation scenarios
LimitOrderSrvRTT	The RTT time of placing a limit order at the gateway level
CancelOrderSrvRTT	The RTT time of order cancellation seen by the gateway
WsLat	The latency from the client to pushgw is measured via the websocket pingpong protocol as the latency benchmark for websocket.

The measurement tool can generate the measurement fields in the above table. The operation method is as follows:

For futures testing:

1. Copy kucoin_futures_lat.py and futures_core to your colo machine
2. Run: python3 kucoin_futures_lat.py
3. Run the program for 5 ~ 10 minutes and 2 CSV files (order_data.csv, websocket_pub.csv) will be generated which record the latency for order placement and cancelling.

For spot testing:

1. Copy kucoin_spot_lat.py and spot_core to your colo machine
2. Run: python3 kucoin_spot_lat.py
3. Run the program for 5 ~ 10 minutes and 2 CSV files (spot_order_data.csv and spot_websocket_pub.csv) will be generated which record the latency for order placement and cancelling.