Kucoin offers a variety of channels where you can subscribe to get real-time updates of market data, orders... Find below a sample of how subscribe to a Ticker:
oClient := TsgcWebSocketClient.Create(nil);
oKucoin := TsgcWSAPI_Kucoin.Create(nil);
oKucoin.Client := oClient;
oKucoin.SubscribeSymbolTicker('BTC-USDT');
procedure OnMessage(Connection: TsgcWSConnection; const aText: string);
begin
// here you will receive the ticker updates
end;