Coinbase International Market Data Connector

Coinbase International Data Connector based on FIX protocol.

Features

coinbase_intxConnector Key

Instrument Types

FXFUTURE

Asset Class

Crypto

Technology

FIX

Feed Mode

Real-Time

Order Book Update Mode

SnapshotIncremental Updates

Order Book Type

Aggregated

✓

Level 1

✓

Level 2

✗

Level 3

✓

Trades

✗

Funding Rates

Configuration

Data Connector Parameters

Parameter	Default Value	Description
Host	N/A	FIX server host.
Port	N/A	FIX server port.
SenderCompID	N/A	SenderCompID of the FIX session.
TargetCompID	N/A	TargetCompID of the FIX session.
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.
Use SSL	true	Enable to use SSL.
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	BTC-USDC BTC-PERP

Currency pairs in BASE-QUOTE format, e.g. BTC-USDC.

Instruments: https://api.international.coinbase.com/api/v1/instruments

Logging

To enable dump of FIX data, use these lines in the <QSHOME>/config/gflog.xml file:

<logger name="deltix.qsrv.hf.plugins.data.coinbase_intx" level="TRACE">
  <appender-ref ref="safeAppender"/>
</logger>