Coinbase Prime Market Data Connector
Coinbase Prime Data Connector based on WebSocket/REST.
Features
coinbase_primeConnector Key✓
Level 1
✓
Level 2
✗
Level 3
✓
Trades
✗
Funding Rates
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| WebSocket URL | wss://ws-feed.prime.coinbase.com | WebSocket root URL. |
| REST URL | https://api.prime.coinbase.com/v1 | REST root URL. |
| API Key | N/A | API key for authentication in Coinbase. |
| Passphrase | N/A | Passphrase for authentication in Coinbase. |
| Secret Key | N/A | Secret key for authentication in Coinbase. |
| Service Account ID | N/A | Service account ID for authentication in Coinbase. |
| Portfolio ID | N/A | Portfolio ID for authentication in Coinbase. |
| Max Instruments Per Connection | 10 | Maximum number of instruments per WebSocket connection. Default value is 10. |
| Read Timeout | 35000 | 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 |
Logging
To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:
<logger name="deltix.qsrv.hf.plugins.data.coinbase_prime" level="DEBUG">
<appender-ref ref="safeAppender"/>
</logger>