Coinbase Exchange Market Data Connector
Coinbase Exchange Data Connector based on WebSocket/REST.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| WebSocket URL | wss://ws-feed.exchange.coinbase.com | WebSocket root URL. The following endpoints are supported: Standard Coinbase Market Data feed: wss://ws-feed.exchange.coinbase.com Coinbase Direct Market Data feed with direct access to Coinbase Exchange servers: wss://ws-direct.exchange.coinbase.com By default URL for Coinbase Market Data feed is chosen. |
| REST URL | https://api.exchange.coinbase.com/ | REST root URL. |
| API Key | N/A | API key for authentication in Coinbase. |
| Secret Key | N/A | Secret key for authentication in Coinbase. |
| Passphrase | N/A | Passphrase 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://api.exchange.coinbase.com/products