In order to connect to Kucoin WebSocket API, just create a new Kucoin API client and attach to TsgcWebSocketClient.
See below an example:
TsgcWebSocketClient oClient = new TsgcWebSocketClient();
TsgcWSAPI_Kucoin oKucoin = new TsgcWSAPI_Kucoin();
oKucoin.Client = oClient;
oClient.Active = true;