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Advanced Trade WebSocket Overview

The WebSocket feed is publicly available and provides real-time market data updates for orders and trades.

Most channels are now available without authentication.

Unauthenticated WebSocket is in Beta

In Beta: All WebSocket channels except User can be used without authentication. For the most reliable connection, authenticate with a CDP API key when subscribing.

info

Endpoint: wss://advanced-trade-ws.coinbase.com

Protocol​

The WebSocket feed uses a bidirectional protocol that encodes all messages as JSON objects. All messages have a type attribute that can be used to handle the message appropriately.

tip

New message types can be added at any time. Clients are expected to ignore messages they do not support.

Sending Messages with CDP Keys​

Subscribing​

To begin receiving feed messages, you must send a subscribe message to the server indicating which channel and products to receive. This message is mandatory and you are disconnected if no subscribe has been received within 5 seconds.

You can subscribe to multiple channels but you must send a unique subscription message for each channel.

caution

To receive feed messages, you must send a subscribe message or you are disconnected in 5 seconds.

// Request
// Subscribe to ETH-USD and ETH-EUR with the level2 channel
{
    "type": "subscribe",
    "product_ids": [
        "ETH-USD",
        "ETH-EUR"
    ],
    "channel": "level2",
    "jwt": "exampleJWT"
}

To subscribe to any channel, provide a channel name and jwt:

  • channel name as a string. You can only subscribe to one channel per subscription message.

  • jwt can be generated by running one of the code snippets provided in the WebSocket Authentication page. Remember that you must generate a different JWT for each websocket message sent, since the JWTs will expire after 2 minutes.

Unsubscribing​

To unsubscribe from a channel/product pair, send an unsubscribe message. The structure is the same as subscribe message. You can only unsubscribe from one channel per subscription message.

// Request
{
    "type": "unsubscribe",
    "product_ids": [
        "ETH-USD",
        "ETH-EUR"
    ],
    "channel": "level2",
    "jwt": "exampleJWT"
}

You receive a subscriptions message as a response to an unsubscribe message.

JS Code Sample​

This JavaScript example is for subscribing to one Advanced Trade WebSocket channel using Cloud API Keys.

// JS Example for subscribing to a channel
/* eslint-disable */
const WebSocket = require('ws');
const { sign } = require('jsonwebtoken');
const crypto = require('crypto');
const fs = require('fs');

// Derived from your Coinbase Cloud API Key
//  SIGNING_KEY: the signing key provided as a part of your API key. Also called the "SECRET KEY"
//  API_KEY: the api key provided as a part of your API key. also called the "API KEY NAME"
const API_KEY = 'organizations/{org_id}/apiKeys/{key_id}';
const SIGNING_KEY = '-----BEGIN EC PRIVATE KEY-----\nYOUR PRIVATE KEY\n-----END EC PRIVATE KEY-----\n';

const algorithm = 'ES256';

if (!SIGNING_KEY.length || !API_KEY.length) {
  throw new Error('missing mandatory environment variable(s)');
}

const CHANNEL_NAMES = {
  level2: 'level2',
  user: 'user',
  tickers: 'ticker',
  ticker_batch: 'ticker_batch',
  status: 'status',
  market_trades: 'market_trades',
  candles: 'candles',
};

// The base URL of the API
const WS_API_URL = 'wss://advanced-trade-ws.coinbase.com';

function signWithJWT(message, channel, products = []) {
  const jwt = sign(
      {
            iss: 'coinbase-cloud',
            nbf: Math.floor(Date.now() / 1000),
            exp: Math.floor(Date.now() / 1000) + 120,
            sub: API_KEY,
          },
          SIGNING_KEY,
          {
            algorithm,
            header: {
              kid: API_KEY,
              nonce: crypto.randomBytes(16).toString('hex'),
            },
          }
  );

  return { ...message, jwt: jwt };
}

const ws = new WebSocket(WS_API_URL);

function subscribeToProducts(products, channelName, ws) {
  const message = {
    type: 'subscribe',
    channel: channelName,
    product_ids: products,
  };
  const subscribeMsg = signWithJWT(message, channelName, products);
  ws.send(JSON.stringify(subscribeMsg));
}

function unsubscribeToProducts(products, channelName, ws) {
  const message = {
    type: 'unsubscribe',
    channel: channelName,
    product_ids: products,
  };
  const subscribeMsg = signWithJWT(message, channelName, products);
  ws.send(JSON.stringify(subscribeMsg));
}

function onMessage(data) {
  const parsedData = JSON.parse(data);
  fs.appendFile('Output1.txt', data, (err) => {
    // In case of a error throw err.
    if (err) throw err;
  });
}

const connections = [];
let sentUnsub = false;
for (let i = 0; i < 1; i++) {
  const date1 = new Date(new Date().toUTCString());
  const ws = new WebSocket(WS_API_URL);

  ws.on('message', function (data) {
    const date2 = new Date(new Date().toUTCString());
    const diffTime = Math.abs(date2 - date1);
    if (diffTime > 5000 && !sentUnsub) {
      unsubscribeToProducts(['BTC-USD'], CHANNEL_NAMES.level2, ws);
      sentUnsub = true;
    }

    const parsedData = JSON.parse(data);
    fs.appendFile('Output1.txt', data, (err) => {
      // In case of a error throw err.
      if (err) throw err;
    });

  });

  ws.on('open', function () {
    const products = ['BTC-USD'];
    subscribeToProducts(products, CHANNEL_NAMES.level2, ws);
  });

  connections.push(ws);
}

Sending Messages without API Keys​

Subscribing​

// Request
// Subscribe to ETH-USD and ETH-EUR with the level2 channel
{
    "type": "subscribe",
    "product_ids": [
        "ETH-USD",
        "ETH-EUR"
    ],
    "channel": "level2"
}

Unsubscribing​

// Request
{
    "type": "unsubscribe",
    "product_ids": [
        "ETH-USD",
        "ETH-EUR"
    ],
    "channel": "level2"
}

Sequence Numbers​

Most feed messages contain a sequence number. Sequence numbers are increasing integer values for each product, with each new message being exactly one sequence number greater than the one before it.

Sequence numbers that are greater than one integer value from the previous number indicate that a message has been dropped. Sequence numbers that are less than the previous number can be ignored or represent a message that has arrived out of order.

In either situation you may need to perform logic to make sure your system is in the correct state.

caution

Even though a WebSocket connection is over TCP, the WebSocket servers receive market data in a manner that can result in dropped messages. Your feed consumer should be designed to handle sequence gaps and out of order messages, or should use channels that guarantee delivery of messages.

tip

To guarantee that messages are delivered and your order book is in sync, consider using the level2 channel.

See Also:

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