Coinbase Advanced Trade Market Data Connector
Coinbase Advanced Trade Data Connector based on WebSocket/REST.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| WebSocket URL | wss://advanced-trade-ws.coinbase.com/ | WebSocket root URL. |
| REST URL | https://api.coinbase.com/api/v3/brokerage/ | REST root URL. |
| Enable Authentication | false | This option allows to enable authentication in Coinbase. Default value for this option is false. |
| API Key | N/A | API key for authentication in Coinbase. |
| Secret Key | N/A | Secret key for authentication in Coinbase. |
| Read Timeout | 15000 | Read timeout in milliseconds. |
| Reconnect Timeout | 15000 | Reconnect timeout in milliseconds. |
| Exchange Name | COINBASE | Exchange name for this session. |
| Output Book Size | 20 | Size of the output book. |
| Snapshot Interval | 10S | This property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in. Default value is 10 seconds. |
Symbology
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
| CRYPTO-PAIR (upper case) | BTC-USD ETH-USD |
Full symbol list: https://coinbase.com/api/v3/brokerage/products