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coinbase_ws_asyncapi.yaml
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asyncapi: 3.0.0
info:
title: Coinbase Websocket API
version: 2.0.0
description: >-
WebSocket endpoints are available for real-time data streaming and as an
alternative to HTTP request sending on the Coinbase exchange.
servers:
Market Data Production:
host: ws-feed.exchange.coinbase.com
protocol: wss
description: Coinbase Market data Production API
Market Data Sandbox:
host: ws-feed-public.sandbox.exchange.coinbase.com
protocol: wss
description: Coinbase Market data Sandbox API
Direct Market Procution API:
host: ws-direct.exchange.coinbase.com
protocol: wss
description: Coinbase Direct Market data Production API
Direct Market Sandbox API:
host: ws-direct.sandbox.exchange.coinbase.com
protocol: wss
description: Coinbase Direct Market data Sandbox API
Advanced Trade Market:
host: advanced-trade-ws.coinbase.com
protocol: wss
description: Advanced Trade market data endpoint
Advanced Trade Order:
host: advanced-trade-ws-user.coinbase.com
protocol: wss
description: Advanced Trade user order data endpoint
channels:
level2:
address: level2
messages:
publish.message:
payload:
$ref: "#/components/schemas/PublishData"
subscribe.message:
$ref: "#/components/messages/SubscribeMessage"
description: Subscribe to the level2 order book updates for specific product IDs.
heartbeat:
address: heartbeat
messages:
publish.message:
payload:
$ref: "#/components/schemas/PublishData"
subscribe.message:
$ref: "#/components/messages/SubscribeMessage"
description: Subscribe to heartbeat updates for specific product IDs.
ticker:
address: ticker
messages:
publish.message:
payload:
$ref: "#/components/schemas/PublishData"
subscribe.message:
$ref: "#/components/messages/SubscribeMessage"
description: Subscribe to ticker price updates for specific product IDs.
operations:
level2.publish:
action: receive
channel:
$ref: "#/channels/level2"
summary: Responses for Subscriptions
messages:
- $ref: "#/channels/level2/messages/publish.message"
level2.subscribe:
action: send
channel:
$ref: "#/channels/level2"
summary: Subscribe to heartbeat updates.
messages:
- $ref: "#/channels/level2/messages/subscribe.message"
heartbeat.publish:
action: receive
channel:
$ref: "#/channels/heartbeat"
summary: Responses for Subscriptions
messages:
- $ref: "#/channels/heartbeat/messages/publish.message"
heartbeat.subscribe:
action: send
channel:
$ref: "#/channels/heartbeat"
summary: Subscribe to heartbeat updates.
messages:
- $ref: "#/channels/heartbeat/messages/subscribe.message"
ticker.publish:
action: receive
channel:
$ref: "#/channels/ticker"
summary: Responses for Subscriptions
messages:
- $ref: "#/channels/ticker/messages/publish.message"
ticker.subscribe:
action: send
channel:
$ref: "#/channels/ticker"
summary: Subscribe to heartbeat updates.
messages:
- $ref: "#/channels/ticker/messages/subscribe.message"
components:
messages:
SubscribeMessage:
description: Message sent by the client to subscribe to channels.
contentType: application/json
payload:
$ref: "#/components/schemas/SubscriptionArray"
SubscriptionResponse:
description: Message received in response to a successful subscription.
contentType: application/json
payload:
$ref: "#/components/schemas/SubscriptionResponsePayload"
schemas:
PublishData:
oneOf:
- $ref: "#/components/messages/SubscriptionResponse"
- $ref: "#/components/schemas/HeartbeatPayload"
- $ref: "#/components/schemas/StatusPayload"
- $ref: "#/components/schemas/AuctionPayload"
- $ref: "#/components/schemas/RfqMatchesPayload"
- $ref: "#/components/schemas/TickerMessage"
- $ref: "#/components/schemas/LimitOrderMessage"
- $ref: "#/components/schemas/MarketOrderMessage"
- $ref: "#/components/schemas/OpenOrderMessage"
- $ref: "#/components/schemas/DoneOrders"
- $ref: "#/components/schemas/MatchTakerMessage"
- $ref: "#/components/schemas/MatchMakerMessage"
- $ref: "#/components/schemas/STPOrderMessage"
- $ref: "#/components/schemas/StopOrderMessage"
- $ref: "#/components/schemas/OrderBookSnapshot"
- $ref: "#/components/schemas/OrderBookUpdate"
- $ref: "#/components/schemas/MultipleArray"
- $ref: "#/components/schemas/BalancePayload"
- $ref: "#/components/schemas/TradeHeartbeat"
- $ref: "#/components/schemas/TradeCandles"
- $ref: "#/components/schemas/TradeMarkets"
- $ref: "#/components/schemas/TradeStatus"
- $ref: "#/components/schemas/TradeTicker"
- $ref: "#/components/schemas/TradeL2Data"
- $ref: "#/components/schemas/UserData"
- $ref: "#/components/schemas/FutureBalanceSummary"
SubscriptionArray:
oneOf:
- $ref: "#/components/schemas/SubscriptionPayload"
- $ref: "#/components/schemas/TradeSubscriptionPayload"
SubscriptionPayload:
type: object
properties:
name:
type: string
example: rfq_matches
type:
$ref: "#/components/schemas/subscriptionEnum"
product_ids:
type: array
items:
type: string
description: The product IDs to subscribe to.
example:
- ETH-USD
- ETH-EUR
channels:
type: array
items:
$ref: "#/components/schemas/ChannelOrProductIds"
ChannelOrProductIds:
type: object
oneOf:
- $ref: "#/components/schemas/ChannelEnum"
- $ref: "#/components/schemas/ProductIds"
subscriptionEnum:
type: string
enum:
- subscribe
- unsubscribed
example: subscribe
ChannelEnum:
type: string
enum:
- level2
- heartbeat
- status
- aution
- ticker
- matches
- rfq-_matches
- ticker_batch
- full
TradeSubscriptionPayload:
type: object
required:
- type
- product_ids
- channel
- jwt
properties:
type:
$ref: "#/components/schemas/subscriptionEnum"
description: Specifies the type of message.
example: subscribe
product_ids:
type: array
items:
type: string
description: Array of product IDs to subscribe to.
example:
- ETH-USD
- ETH-EUR
channel:
$ref: "#/components/schemas/TradeChannelEnum"
jwt:
type: string
description: JWT token for authentication.
example: exampleJWT
TradeChannelEnum:
type: string
enum:
- level2
- heartbeats
- candles
- market_trades
- status
- ticker
- ticker_batch
- l2_data
- user
- futures_balance_summary
description: Channel for level 2 order book data.
example: level2
ProductIds:
type: object
properties:
name:
type: string
example: ticker
product_ids:
type: array
items:
type: string
example:
- ETH-BTC
- ETH-USD
SubscriptionResponsePayload:
type: object
properties:
type:
type: string
example: subscriptions
channels:
type: array
items:
oneOf:
- $ref: "#/components/schemas/ChannelEnum"
- $ref: "#/components/schemas/ProductIds"
HeartbeatPayload:
type: object
properties:
type:
type: string
description: The type of the message.
example: heartbeat
sequence:
type: integer
description: Sequence number of the message.
example: 90
last_trade_id:
type: integer
description: The last trade ID.
example: 20
product_id:
type: string
description: The product ID associated with this heartbeat.
example: BTC-USD
time:
type: string
format: date-time
description: The timestamp of the heartbeat message.
example: "2014-11-07T08:19:28.464459Z"
StatusPayload:
type: object
properties:
type:
type: string
example: status
products:
type: array
items:
$ref: "#/components/schemas/ProductData"
currencies:
type: array
items:
$ref: "#/components/schemas/CurrencyData"
required:
- type
- products
- currencies
ProductData:
type: object
properties:
id:
type: string
base_currency:
type: string
quote_currency:
type: string
base_increment:
type: string
quote_increment:
type: string
display_name:
type: string
status:
type: string
status_message:
type: string
min_market_funds:
type: string
post_only:
type: boolean
limit_only:
type: boolean
cancel_only:
type: boolean
fx_stablecoin:
type: boolean
required:
- id
- base_currency
- quote_currency
- base_increment
- quote_increment
- display_name
- status
- min_market_funds
- post_only
- limit_only
- cancel_only
- fx_stablecoin
CurrencyData:
type: object
properties:
id:
type: string
name:
type: string
display_name:
type: string
min_size:
type: string
status:
type: string
status_message:
type: string
max_precision:
type: string
convertible_to:
type: array
items:
type: string
details:
type: object
default_network:
type: string
supported_networks:
type: array
items:
$ref: "#/components/schemas/NetworkData"
required:
- id
- name
- display_name
- min_size
- status
- max_precision
- convertible_to
- details
- default_network
- supported_networks
NetworkData:
type: object
properties:
id:
type: string
name:
type: string
status:
type: string
contract_address:
type: string
crypto_address_link:
type: string
crypto_transaction_link:
type: string
min_withdrawal_amount:
type: number
max_withdrawal_amount:
type: number
network_confirmations:
type: integer
processing_time_seconds:
type: integer
destination_tag_regex:
type: string
required:
- id
- name
- status
- crypto_address_link
- crypto_transaction_link
- min_withdrawal_amount
- max_withdrawal_amount
- network_confirmations
- processing_time_seconds
AuctionPayload:
type: object
properties:
type:
type: string
example: auction
product_id:
type: string
sequence:
type: integer
auction_state:
type: string
best_bid_price:
type: string
best_bid_size:
type: string
best_ask_price:
type: string
best_ask_size:
type: string
open_price:
type: string
open_size:
type: string
can_open:
type: string
example: yes or no
timestamp:
type: string
format: date-time
required:
- type
- product_id
- sequence
- auction_state
- best_bid_price
- best_bid_size
- best_ask_price
- best_ask_size
- open_price
- open_size
- can_open
- timestamp
RfqMatchesPayload:
type: object
properties:
type:
type: string
example: rfq_match
maker_order_id:
type: string
taker_order_id:
type: string
time:
type: string
format: date-time
trade_id:
type: integer
product_id:
type: string
size:
type: string
price:
type: string
side:
type: string
example: buy or sell
required:
- type
- maker_order_id
- taker_order_id
- time
- trade_id
- product_id
- size
- price
- side
TickerMessage:
type: object
properties:
type:
type: string
example: ticker
sequence:
type: integer
product_id:
type: string
price:
type: string
open_24h:
type: string
volume_24h:
type: string
low_24h:
type: string
high_24h:
type: string
volume_30d:
type: string
best_bid:
type: string
best_bid_size:
type: string
best_ask:
type: string
best_ask_size:
type: string
side:
type: string
example: buy or sell
time:
type: string
format: date-time
trade_id:
type: integer
last_size:
type: string
required:
- type
- sequence
- product_id
- price
- open_24h
- volume_24h
- low_24h
- high_24h
- volume_30d
- best_bid
- best_bid_size
- best_ask
- best_ask_size
- side
- time
- trade_id
- last_s
LimitOrderMessage:
type: object
properties:
type:
type: string
example: received
time:
type: string
format: date-time
product_id:
type: string
sequence:
type: integer
order_id:
type: string
format: uuid
size:
type: string
price:
type: string
side:
type: string
example: buy or sell
order_type:
type: string
example: limit or market
client_oid:
type: string
format: uuid
required:
- type
- time
- product_id
- sequence
- order_id
- size
- price
- side
- order_type
MarketOrderMessage:
type: object
properties:
type:
type: string
example: received
time:
type: string
format: date-time
product_id:
type: string
sequence:
type: integer
order_id:
type: string
format: uuid
funds:
type: string
side:
type: string
example: buy or sell
order_type:
type: string
example: limit or market
client_oid:
type: string
format: uuid
required:
- type
- time
- product_id
- sequence
- order_id
- funds
- side
- order_type
OpenOrderMessage:
type: object
properties:
type:
type: string
example: open
time:
type: string
format: date-time
product_id:
type: string
sequence:
type: integer
order_id:
type: string
format: uuid
price:
type: string
remaining_size:
type: string
side:
type: string
example: limit or market
required:
- type
- time
- product_id
- sequence
- order_id
- price
- remaining_size
- side
DoneOrders:
type: object
properties:
type:
type: string
example: done
time:
type: string
format: date-time
product_id:
type: string
sequence:
type: integer
price:
type: string
order_id:
type: string
format: uuid
reason:
$ref: "#/components/schemas/ReasonEnum"
side:
type: string
example: buy or sell
remaining_size:
type: string
cancel_reason:
$ref: "#/components/schemas/CancelReason"
CancelReason:
type: string
enum:
- "101: Time In Force"
- "102: Self Trade Prevention"
- "103: Admin"
- "104: Price Bound Order Protection"
- "105: Insufficient Funds"
- "106: Insufficient Liquidity"
- "107: Broker"
description: Only present when reason is canceled.
ReasonEnum:
type: string
enum:
- filled
- canceled
MatchTakerMessage:
type: object
properties:
type:
type: string
example: match
trade_id:
type: integer
sequence:
type: integer
maker_order_id:
type: string
format: uuid
taker_order_id:
type: string
format: uuid
time:
type: string
format: date-time
product_id:
type: string
size:
type: string
price:
type: string
side:
type: string
example: buy or sell
taker_user_id:
type: string
format: uuid
user_id:
type: string
format: uuid
taker_profile_id:
type: string
format: uuid
profile_id:
type: string
format: uuid
taker_fee_rate:
type: string
required:
- type
- trade_id
- sequence
- maker_order_id
- taker_order_id
- time
- product_id
- size
- price
- side
- taker_user_id
- user_id
- taker_profile_id
- profile_id
- taker_fee_rate
MatchMakerMessage:
type: object
properties:
type:
type: string
example: match
trade_id:
type: integer
sequence:
type: integer
maker_order_id:
type: string
format: uuid
taker_order_id:
type: string
format: uuid
time:
type: string
format: date-time
product_id:
type: string
size:
type: string
price:
type: string
side:
type: string
example: buy or sell
maker_user_id:
type: string
format: uuid
user_id:
type: string
format: uuid
maker_profile_id:
type: string
format: uuid
profile_id:
type: string
format: uuid
maker_fee_rate:
type: string
required:
- type
- trade_id
- sequence
- maker_order_id
- taker_order_id
- time
- product_id
- size
- price
- side
- maker_user_id
- user_id
- maker_profile_id
- profile_id
- maker_fee_rate
STPOrderMessage:
type: object
properties:
type:
type: string
example: change
reason:
$ref: "#/components/schemas/STPEnum"
time:
type: string
format: date-time
sequence:
type: integer
order_id:
type: string
format: uuid
side:
type: string
example: buy or sell
product_id:
type: string
old_size:
type: string
new_size:
type: string
price:
type: string
required:
- type
- reason
- time
- sequence
- order_id
- side
- product_id
- old_size
- new_size
- price
STPEnum:
type: string
description: "Reason for the change, e.g., STP (Self Trade Prevention)"
enum:
- STP
- modify_order
- other_reason
StopOrderMessage:
type: object
properties:
type:
type: string
example: activate
product_id:
type: string
description: The ID of the product or trading pair
timestamp:
type: string
description: The time at which the event occurred
example: "1483736448.299000"
user_id:
type: string
description: The ID of the user
profile_id:
type: string
format: uuid
description: The unique profile ID of the user
order_id:
type: string
format: uuid
description: The unique order ID associated with the activation
stop_type:
type: string
example: entry or exit
description: "The type of stop order (e.g., entry or exit)"
side:
type: string
example: buy or sell
description: Whether the order is a buy or sell
stop_price:
type: string
description: The stop price for the order
size:
type: string
description: The size or quantity of the order
funds:
type: string
description: The amount of funds associated with the order
private:
type: boolean
description: Whether the order is private or public
required:
- type
- product_id
- timestamp
- user_id
- profile_id
- order_id
- stop_type
- side
- stop_price
- size
- funds
- private
OrderBookSnapshot:
summary: Snapshot of the order book
description: >-
A snapshot message representing the entire order book for a specific
product.
payload:
type: object
properties:
type:
type: string
example: snapshot
product_id:
type: string
description: "The trading pair (e.g., BTC-USD)"
bids:
type: array
description: "List of bid orders [price, size]"
items:
$ref: "#/components/schemas/BidsAskArray"
asks:
type: array
description: "List of ask orders [price, size]"
items:
$ref: "#/components/schemas/BidsAskArray"
BidsAskArray:
type: array
items:
- type: string
description: Price level
- type: string
description: Size at this price level
OrderBookUpdate:
summary: Order book updates (l2update)
description: An update message reflecting changes to the order book.
payload:
type: object
properties:
type:
type: string
example: l2update
product_id:
type: string
description: "The trading pair (e.g., BTC-USD)"
time:
type: string
format: date-time
description: The time of the event as recorded by the trading engine.
changes:
type: array
description: "List of changes [side, price, size]"
items:
$ref: "#/components/schemas/ChangesArray"
ChangesArray:
type: array
items:
- type: string
example: buy or sell
description: The side of the order (buy or sell)
- type: string
description: Price level at which the change occurred
- type: string
description: Size at this price level after the change
MultipleArray:
summary: Order book updates (l2update)
description: An update message reflecting changes to the order book.
payload:
type: object
properties:
type:
type: string
example: l2update
description: Type of message indicating the update type.
product_id:
type: string
description: "The trading pair (e.g., BTC-USD)"
example: BTC-USD
time:
type: string
format: date-time
description: The time of the event as recorded by the trading engine.
example: "2022-08-04T15:25:05.010758Z"