Market Data: Bid/Ask Data from KuCoin

https://docs.kucoin.com/futures/#get-real-time-symbol-ticker-v2

Overview

• Use KuCoin SDK docs to connect to Websocket: https://github.com/Kucoin/kucoin-python-sdk
• Import and use asyncio to work around having to create a client server.
• Subscribe this topic: "/contractMarket/level2:{symbol}", to get Level 2 order book data.The websocket system will send the incremental feed to you.
• Plot bar chart of latest 50 bid/asks. Get an average of 50 bids, ask, and other useful metrics.
• You can use this for live trading or other lower time-frame trading strategies.

Next Steps: Connect to KuCoin sandbox to test live pairs trading or other strategies and create report on performance.