Kucoin SDK

Read-only Classic spot-side reporting, wallet network methods and simple Earn listings. The source checkout also implements credential-free public Classic spot and linear perpetual Market data. This expansion is unreleased; the existing 0.2.1 release does not contain it.

from tribulnation.sdk import ReportSDK, accounts

reports = ReportSDK({'kucoin': accounts.Kucoin()})
async with reports.venue('kucoin') as report:
  async for record in report.history():
    print(record)

1. History discovers spot markets automatically; no holdings-based filter or caller market list is required. Per-symbol sweeps can require many requests. Omitted bounds select seven days of spot fills and 30 days for deposits/withdrawals; explicit bounds are preserved and rows are filtered locally.
2. History is best-effort. Retention, delisted symbols, dedicated margin activity, Earn accruals and other unsupported ledgers leave gaps for file ingestion.
3. Snapshots include Classic main/trade balances and paginated Earn holdings. Futures and legacy margin/isolated compartments are explicitly excluded, not reported as zero exposure. Neither history nor snapshots call futures endpoints. No Futures permission or scope configuration is needed. Rejected supported reads fail rather than claiming zero balances. Other user subaccounts remain unsupported. The underlying Typed futures APIs are unchanged.
4. Wallet.new(public=True) lists enabled chains with native chainId identifiers. Withdrawal fees are the published minimum, not a quote for a specific transfer.
5. Earn lists five simple savings/staking families. Structured dual investments are excluded because their contingent principal conversion is not a plain APR product.

Public Market data (unreleased)

from datetime import datetime, timedelta, timezone
from tribulnation.kucoin import KucoinMarket

async with KucoinMarket.new() as venue:
  spot = await venue.exchange('spot')
  print(await spot.tickers(['BTC-USDT']))
  market = await venue.perp_market('perp:XBTUSDTM')
  end = datetime.now(timezone.utc)
  candles = await market.candles('1h', end - timedelta(days=3), end)
  print(await market.next_funding())

• Discovery, native tickers, public rules, depth, trade candles and perpetual funding use public APIs. No account credentials or Futures permission are needed.
• Exchange IDs are spot and perp; full SDK IDs include kucoin:spot:BTC-USDT and kucoin:perp:XBTUSDTM. Native symbols are not renamed.
• Perpetual support covers open linear contracts. Inverse and dated contracts are excluded. Quantities use base units, converted from contract lots where necessary.
• REST depth accepts 1–100 levels (default 20); streams accept 1–5 (default 5). Streams share an upstream and honor SDK queue/overflow settings.
• Candles support 1m, 5m, 15m, 1h, 4h, 1d, require aware [start, end) bounds, and page by time at 1,500 spot/200 futures rows. Gaps remain gaps; historical availability differs by product and interval and does not guarantee an archive.
• Funding history uses inclusive bounds; an omitted start walks earliest available settlements. Perpetual statistics expose index, mark and base-unit open interest; use next_funding() for the current cycle's rate, next settlement and interval.
• rules().fees is unknown. Account fees and all private Market/trading methods are unsupported. Use the separate Report surface for supported Classic spot reporting.

See the qualification handoff for observed limits, Catalogue follow-up and release/version requirements.