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WS Channels

The Coinbase Advanced Trade Market Data WebSocket feed provides the following channels:

ChannelDescription
statusSends all products and currencies on a preset interval
tickerReal-time price updates every time a match happens
ticker_batchReal-time price updates every 5000 milli-seconds
level2All updates and easiest way to keep order book snapshot
userOnly sends messages that include the authenticated user
tip

Refer to the documentation on subscribing to a WebSocket channel.

Status Channel​

The status channel sends all products and currencies on a preset interval.

// Request
{
  "type": "subscribe",
  "channel": "status"
}
// Status Message
{
  "type": "status",
  "products": [
    {
      "id": "BTC-USD",
      "base_currency": "BTC",
      "quote_currency": "USD",
      "base_min_size": "0.001",
      "base_max_size": "70",
      "base_increment": "0.00000001",
      "quote_increment": "0.01",
      "display_name": "BTC/USD",
      "status": "online",
      "status_message": null,
      "min_market_funds": "10",
      "max_market_funds": "1000000"
    }
  ]
}

Ticker Channel​

The ticker channel provides real-time price updates every time a match happens. It batches updates in case of cascading matches, greatly reducing bandwidth requirements.

// Request
{
    "type": "subscribe",
    "product_ids": [
        "ETH-USD",
        "BTC-USD"
    ],
    "channel": "ticker"
}
// Ticker messsage
{
   "type":"ticker",
   "sequence":29912240,
   "product_id":"BTC-USD",
   "price":"40552.26",
   "volume_24h":"0.43526841",
   "low_24h":"40552.26",
   "high_24h":"40662.06"
}

Ticker Batch Channel​

The ticker_batch channel provides latest price updates every 5000 milliseconds (5 seconds) if there is a change. It has the same JSON message schema as the ticker channel.

// Request
{
    "type": "subscribe",
    "product_ids": [
        "ETH-USD",
        "BTC-USD"
    ],
    "channel": "ticker_batch"
}

Level2 Channel​

The level2 channel guarantees delivery of all updates and is the easiest way to keep a snapshot of the order book.

// Request
{
    "type": "subscribe",
    "product_ids": [
        "ETH-USD",
        "BTC-USD"
    ],
    "channel": "level2"
}
tip

Subscribe to the level2 channel to guarantee that messages are delivered and your order book is in sync.

The level2 channel sends a message with fields, type ("snapshot" or "update"), product_id, and updates. The field updates is an array of objects of {price_level, new_quantity, event_time, side} to represent the entire order book. Theevent_time property is the time of the event as recorded by our trading engine.

info

The new_quantity property is the updated size at that price level, not a delta. A new_quantity of "0" indicates the price level can be removed.

// Example:
{
  "type": "update", // or "snapshot"
  "product_id": "BTC-USD",
  "updates": [
    {
      "side": "bid",
      "new_quantity": "10101.80000000",
      "price_level": "0.162567",
      "event_time": "2019-08-14T20:42:27.265Z",
    }
  ]
}

User Channel​

The user channel only sends messages for an authenticated user. Consequently, you need to be authenticated to receive any messages.

The user channel sends updates on all of a user's open orders, including all subsequent updates of those orders.

tip

Subscribing to the User channel returns all OPEN orders, batched by 50, in the first few messages of the stream. For example, if you have 109 orders, you will get a snapshot containing 50 orders, followed by a patch of 50 orders, followed by a patch of 9 orders. To know when all of your open orders are returned, look for the first message with less than 50 orders. 

// Request must contain user_id 
{
    "type": "subscribe",
    "channel": "user",
    "product_ids" :["BTC-USD"]
}
// User message
{
  "type": "Update", // Or "Snapshot"
  "updates": [
    {
      "order_id": "kfhdhj3-3mf845jdl3-dj4",
      "client_order_id": "jd93jd8dj-dje73hj-djdr74",
      "cumulative_quantity": "0.162567",
      "leaves_quantity": "45042",
      "avg_price":"10101.80000000",
      "total_fees": "10.20",
      "status": "OPEN",
    }
  ]
}
FieldDescription
order_idUnique identifier of order
client_order_idUnique identifier of order specified by client
cumulative_quantityAmount the order is filled, in base currency
leaves_quantityAmount remaining, in same currency as order was placed in (quote or base)
avg_priceAverage filled price of the order so far
total_feesCommission paid for the order
statusCan be one of:
  • PENDING: Order is not yet open
  • OPEN: Order is waiting to be fully filled
  • FILLED: Order is 100% filled
  • CANCELLED: Order was cancelled by user or system
  • EXPIRED: TWAP order was not filled by the expiry time
  • FAILED: Order cannot be placed at all

See Also:

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