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Messages

List of Prime FIX protocol messages

The baseline specification for this API is FIX 4.2. Below, we've noted the places in which the FIX API for Coinbase Prime extends (or clarifies) the FIX spec. For example, there are custom tags with a four-digit number range, as allowed by the standard, which are unique to Prime.

A standard header must be present at the start of every message in both directions. You should configure your sessions so that

  • SenderCompID = the Service Account ID associated with the API key as your SenderCompID
  • TargetCompID = the string COIN

This is typically accomplished via your FIX client's configuration file.

πŸ“˜

A Service Account ID is a unique ID generated when you create an API Key. You can find it to the right of your API Key in Settings.

TagNameDescription
8BeginStringMust be FIX.4.2
49SenderCompIDThe Service Account ID (on messages from the client)
56TargetCompIDMust be COIN (on messages from the client)

Logon (A)

Sent by the client to initiate a session and by the server as an acknowledgement. Only one session can exist per connection -- sending a Logon message within an established session results in an error.

The Logon message sent by the client must be signed for security. The prehash string has the following fields, each joined by the empty string:

{timestamp}A{seqNum}{apiKey}{targetComp}{passphrase}.

There is no trailing separator. The RawData field should be a base64 encoding of the HMAC signature.

To establish multiple FIX connections, you must generate a new API key for each one. All messages must have a SendingTime value within 5 seconds of server time in UTC or they are rejected.

🚧

Only one session can exist per connection (or API key) at a time.

TagNameDescription
1AccountPortfolio ID associated with this API key
96RawDataClient message signature (see below)
554PasswordClient API passphrase
9407Access KeyClient API key

Python Example

def toAdmin(self, message, sessionID):
    if message.getHeader().getField(35) == "A":
        rawData = self.sign(message.getHeader().getField(52), message.getHeader().getField(35),
                            message.getHeader().getField(34), self.API_KEY, message.getHeader().getField(56),
                            self.PASSPHRASE)
        message.setField(fix.StringField(554, self.PASSPHRASE))
        message.setField(fix.StringField(96, rawData))
        message.setField(fix.StringField(9407, self.API_KEY))
        msg = message.toString().replace(__SOH__, "|")
        logfix.info("(Admin) S >> %s" % msg)
        return
    else:
        return

def sign(self, t, msg_type, seq_num, access_key, target_comp_id, passphrase):
    message = ''.join([t, msg_type, seq_num, access_key, target_comp_id, passphrase]).encode("utf-8")
    hmac_key = self.API_SECRET
    signature = hmac.new(hmac_key.encode('utf-8'), message, hashlib.sha256)
    sign_b64 = base64.b64encode(signature.digest()).decode()
    return sign_b64

JavaScript Example

// create a new Logon message
var logon = new Msgs.Logon();
logon.SendingTime = new Date();
logon.passphrase = '...';
var presign = [
   logon.SendingTime,
   logon.MsgType,
   session.outgoing_seq_num,
   apiKey,
   session.target_comp_id,
   passphrase
].join('');
// add the presign string to the RawData field of the Logon message
logon.RawData = sign(presign, secret);
// send the logon message to the server
session.send(logon);

function sign(what, secret) {
   var key = Buffer.from(secret, 'base64');
   var hmac = crypto.createHmac('sha256', key);
   return hmac.update(what).digest('base64');
}

New Order Single (D)

Sent by the client to enter an order. Not every tag is required for every order -- it depends on the target strategy used. See the table below for more information.

TagNameDescriptionNotes
1AccountThe portfolio ID
11ClOrdIDA string selected by client to identify the order
38OrderQtyOrder size in base units (e.g., BTC). Either this or CashOrderQty must be supplied.
40OrderTypeThe order type; see the table below for a list.Must match TargetStrategy
44PxIndicates the price of the orderRequired for Limit and TWAP orders
54SideMust be 1 to buy or 2 to sell
55SymbolThe product to be traded (e.g., BTC-USD)
59TimeInForceA valid TimeInForce value; see the table below for a list.Must match TargetStrategy
126ExpireTimeIndicates the time and date of order expirationRequired for TWAP orders and Limit GTD orders
152CashOrderQtyOrder size in quote units (e.g., USD)Either this or OrderQty must be supplied.
168EffectiveTimeIndicates the start timeRequired for TWAP orders
210MaxShowMaximum quantity within an order to be shown to other customers (Display Size)Only available for LIMIT orders
847TargetStrategyThe target strategy of the order to place; see the table below for a list.Requires ExpireTime and EffectiveTime

TargetStrategy Values

🚧

Requires ExpireTime and EffectiveTime

ValueDescriptionOrderTypeTimeInForce
LLimit orderMust be 2 (Limit)Must be 1 (GTC) or 6 (GTD); 44 (price) must also be provided
MMarket orderMust be 1 (Market)Must be 3 (IOC)
TTWAP orderMust be 2 (Limit)Must be 6 (GTD); 44 (price) must also be provided

OrderType Values

🚧

Must match TargetStrategy

ValueDescription
1Market
2Limit

TimeInForce Values

🚧

Must match TargetStrategy

ValueDescription
1Good Till Cancel (GTC)
3Immediate or Cancel (IOC)
6Good Till Date (GTD)

Order Cancel Request (F)

Sent by the client to cancel an order.

TagNameDescriptionNotes
1AccountThe portfolio ID
11ClOrdIdClOrdId identifying this cancel request
37OrderIDOrderID assigned by Coinbase (available in any of the Execution Report messages)
38OrderQtyAccepted order quantityYou must supply this tag or CashOrderQty (depending on whichever you originally submitted)
41OrigClOrdIDClOrdID from the New Order SingleYou must also supply an OrderID
54SideMust be 1 to buy or 2 to sell (depending on whichever you originally submitted)
55SymbolThe product from the original order (e.g., BTC-USD)
152CashOrderQtyOrder size in quote units (e.g., USD)You must supply this tag or OrderQty (depending on which you submitted)

Order Status Request (H)

Sent by the client to obtain information about pending and completed orders.

TagNameDescriptionNotes
11ClOrdIDClOrdID of the order to be sent back
37OrderIDOrderID of the order to be sent backRequired
54SideMust be 1 to buy or 2 to sell
55SymbolThe product to be traded (e.g., BTC-USD)

Python Example

def get_order_status(self, order_id, clord_id):
   '''Send Order Status Request Message (H)'''
   order_status_message = fix.Message()
   header = order_status_message.getHeader()
   header.setField(fix.MsgType(fix.MsgType_OrderStatusRequest))  # 35 = H
   order_status_message.setField(fix.OrderID(order_id))
   order_status_message.setField(fix.ClOrdID(clord_id))
   order_status_message.setField(fix.Side(fix.Side_BUY))
   order_status_message.setField(fix.Symbol("DOGE-USD"))
   fix.Session.sendToTarget(order_status_message, self.sessionID)

FIX Message Request: (35=H)

8=FIX.4.2|9=181|35=H|34=12|49=SENDERCOMPID|52=20220526-16:12:08.000|56=COIN|11=CLOrdID|37=OrderID|54=1|55=DOGE-USD|10=011|

FIX Message Response:

8=FIX.4.2|9=307|35=8|34=13|49=COIN|52=20220526-16:12:08.134|56=TARGETCOMPID|1=ACCOUNT|6=0|11=CLOrdID|14=0|17=ExecID|20=1|32=0.0|37=OrderID|38=100|39=4|54=1|55=DOGE-USD|150=4|151=100|10=255|

Execution Report (8)

Sent by the server when an order is accepted, rejected, filled, or canceled. Also sent when the user sends an OrderStatusRequest.

TagNameDescriptionNotes
6AvgPxThe average price of the order
11ClOrdIDClOrdID of order to be sent back
12CommissionThe Commission incurred for this fill
14CumQtyTotal amount filled on this order
17ExecIDUnique ID for fill
31LastPxPrice of the fill if ExecType indicates a fill, otherwise the order price
32LastSharesAmount filled (if ExecType=1). Also called LastQty as of FIX 4.3
37OrderIDOrderID from the ExecutionReport
38OrderQtyOrderQty as acceptedYou must supply this tag or CashOrderQty (depending on whichever you originally submitted)
39OrdStatusOrder status as of the current message
54SideMust be 1 to buy or 2 to sell
55SymbolSymbol of the original order
103OrdRejReasonSee OrdRejReason Values table
150ExecTypeMust be 1 (Partial fill) for fills, 4 for cancelled, etc
151LeavesQtyAmount of order remaining
152CashOrderQtyOrder size in quote units (e.g., USD)You must supply this tag or OrderQty (depending on whichever you originally submitted)
30LastMktMarket of execution for last fill

OrdRejReason Values

OrdRejReasonDescription
0Broker option
1Unknown symbol
2Exchange closed
3Order exceeds limit
4Too late to enter
5Unknown Order
6Duplicate Order

ExecType Values

ExecTypeDescription
0New Order
1Partial Fill
2Filled
3Done
4Canceled
6Pending Cancel
7Stopped
8Rejected
DRestated
APending New
IOrder Status

Order Cancel Reject (9)

Sent by the server when an Order Cancel Request cannot be satisfied, e.g., because the order is already canceled or completely filled.

TagNameDescription
11ClOrdIDThe same value provided by the original cancel request
37OrderIDThe same value provided by the original cancel request
39OrdStatusThe order status; see the table below for a list.
41OrigClOrdIDThe same value provided by the original cancel request
102CxlRejReasonThe reason the order was rejected
434CxlRejResponseToThe rejection response; see the table below for a list

OrdStatus Values

Valid ValuesDescription
0New
1Partially filled
2Filled
3Done for day
4Canceled
5Replaced
6Pending Cancel (e.g., result of Order Cancel Request <F>)
7Stopped
8Rejected
9Suspended
APending New
BCalculated
CExpired
DAccepted for bidding
EPending Replace (e.g., result of Order Cancel/Replace Request <G>)

CxlRejResponseTo Values

Valid ValuesDescription
1Order Cancel Request <F>
2Order Cancel/Replace Request <G>

Reject (3)

Sent by either side upon receipt of a message which cannot be processed, e.g., due to missing fields or an unsupported message type.

TagNameDescription
45RefSeqNumMsgSeqNum of the rejected incoming message
58TextHuman-readable description of the error (optional)
371RefTagIDTag number of the field which caused the reject (optional)
372RefMsgTypeMsgType of the rejected incoming message
373SessionRejectReasonCode to identify reason for the reject (for session-level rejections only)