Coinbase Prime Trade Connector

Features

fix-coinbaseprimeConnector Key

Instruments

FX

Request Types

SUBMITCANCEL

Order Types

MARKETLIMIT

Time In Force

GTCGTDIOCFOK

Order ID Mapper

COMPOSITE

✓

Order Status Request

✗

Cancel On Disconnect

✓

Commission

✓

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Coinbase API Key

A single API key may not be shared across multiple concurrent FIX connections.
Each connection must use a distinct API key.

Connectivity

Coinbase Prime requires TCP connections secured with SSL/TLS.

[COINBASEPR]
client = yes
accept = 14198
connect = fix.prime.coinbase.com:4198
verify = 0

Documentation

https://docs.cdp.coinbase.com/prime/docs/fix-connectivity

Symbology

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

Schedule

Trading is available 24/7, including weekends.

Configuration

Connector settings

Parameter	Default Value	Description
senderCompId		Service Account ID associated with the API key.
apiKey		API Key.
apiSecret		API Secret.
apiPassphrase		API Passphrase.
account		Portfolio ID associated with the API key. Required.
useAccount	false	The flag to define whether to use order account in preference of default account.

Supported order attributes

Key	Description
1	Account(1). Portfolio ID associated with the API key.
168	EffectiveTime(168). Should be provided as epoch time in millisecond. Represents the start time. Required for TWAP/VWAP orders.
849	ParticipationRate(849). Represents the estimated percent of volume for TWAP/VWAP order types. Can be used instead of ExpireTime(126) which it computes based on historical participation of volume rate.
847	TargetStrategy(847). Requires ExpireTime(126) and EffectiveTime(168) for TWAP/VWAP orders. Must be SL and requires Stop Price for Stop Limit orders..

Config sample

connectors {
  COINBASEPR : ${template.connector.fix.coinbaseprime} {
    settings {
      host = "<STUNNEL_ACCEPT_HOST>" # usually localhost
      port = <STUNNEL_ACCEPT_PORT>

      senderCompId = "<SERVICE_ACCOUNT_ID>"
      targetCompId = "COIN"

      account = "<PORTFOLIO_ID>"

      apiKey = "<API_KEY>"
      apiSecret = "<API_SECRET>"
      apiPassphrase = "<API_PASSPHRASE>"
    }
  }
}