Coinbase migration to Advanced Trade - Githubissues

bmoscon / cryptofeed

Cryptocurrency Exchange Websocket Data Feed Handler

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Coinbase migration to Advanced Trade #1005

Closed thomasbs17 closed 8 months ago

thomasbs17 commented 8 months ago

Integration of authentication for Coinbase and migration to Advanced Trade

Coinbase Advanced Trade API doc Coinbase Advanced Trade WS doc

Testing: full integration testing using Python 3.11 on Ubuntu 22.04.3 (WSL)
Changelog updated
All tests passed
Flake8 run and all errors/warnings resolved
Contributors file updated

Pending questions/points:

I have only implemented the L2_BOOK and TRADES channels.
When subscibing to the TRADES channel, a "snapshot" message is received. Do we want to consume that?
The ticker channel no longer provides best bid/ask. It has been removed for now, I think we could choose from one of the below options for the update:
- get rid of that callback
- re-implement channel based on l2 book sub
- implement the new callback in a different format from the other exchanges

thomasbs17 commented 8 months ago

@bmoscon PR updated to account for your review