Coinbase WebSocket APIs

asyncapi: '2.6.0'
info:
  title: Coinbase WebSocket APIs
  version: '2026-05-29'
  description: |
    AsyncAPI specification covering the two publicly documented Coinbase
    real-time WebSocket feeds:

    1. **Coinbase Exchange (formerly Coinbase Pro) WebSocket Feed**
       - URL: `wss://ws-feed.exchange.coinbase.com`
       - Docs: https://docs.cdp.coinbase.com/exchange/docs/websocket-overview
       - Channels: heartbeat, status, ticker, ticker_batch, level2,
         level2_batch, full, matches, auction, user, rfq_matches
       - Authentication for `full` / `user` channels uses
         `key`, `passphrase`, `signature` (HMAC-SHA256 over
         `timestamp + GET + /users/self/verify`) and `timestamp`
         included in the subscribe envelope.

    2. **Coinbase Advanced Trade WebSocket**
       - URL: `wss://advanced-trade-ws.coinbase.com`
         (and `wss://advanced-trade-ws-user.coinbase.com` for the
         User Order Data endpoint used by `user`, `heartbeats`, and
         `futures_balance_summary`)
       - Docs: https://docs.cdp.coinbase.com/coinbase-app/advanced-trade-apis/websocket/websocket-overview
       - Channels: heartbeats, candles, market_trades, status, ticker,
         ticker_batch, level2, user, futures_balance_summary
       - Authentication uses a JWT (ES256, `kid` = API Key, 16-byte hex
         nonce, `iss` = "cdp", `nbf` = now, `exp` = now + 120s,
         `sub` = API Key) supplied in the subscribe envelope.
         A fresh JWT must be generated for every subscribe message.

    Both feeds require a `subscribe` message after the connection opens,
    otherwise Coinbase disconnects the client after about 5 seconds.
  contact:
    name: Coinbase Developer Platform
    url: https://docs.cdp.coinbase.com/
  license:
    name: Coinbase Developer Platform Terms
    url: https://www.coinbase.com/legal/cloud
  x-source-docs:
    - https://docs.cdp.coinbase.com/exchange/docs/websocket-overview
    - https://docs.cdp.coinbase.com/exchange/websocket-feed/overview
    - https://docs.cdp.coinbase.com/exchange/websocket-feed/channels
    - https://docs.cdp.coinbase.com/coinbase-app/advanced-trade-apis/websocket/websocket-overview
    - https://docs.cdp.coinbase.com/coinbase-app/advanced-trade-apis/websocket/websocket-channels

defaultContentType: application/json

servers:
  exchange:
    url: ws-feed.exchange.coinbase.com
    protocol: wss
    description: |
      Coinbase Exchange (formerly Coinbase Pro) public WebSocket feed.
      A sandbox URL `wss://ws-feed-public.sandbox.exchange.coinbase.com`
      is also available.
    security:
      - exchangeSignedAuth: []
  advancedTrade:
    url: advanced-trade-ws.coinbase.com
    protocol: wss
    description: |
      Coinbase Advanced Trade public WebSocket. Use this endpoint for
      public market data channels: heartbeats, candles, market_trades,
      status, ticker, ticker_batch, level2.
    security:
      - advancedTradeJwt: []
  advancedTradeUser:
    url: advanced-trade-ws-user.coinbase.com
    protocol: wss
    description: |
      Coinbase Advanced Trade User Order Data endpoint. Required for the
      `user`, `heartbeats`, and `futures_balance_summary` channels.
    security:
      - advancedTradeJwt: []

channels:
  ##############################################################
  # Coinbase Exchange channels
  ##############################################################

  exchange/heartbeat:
    description: |
      Per-second keepalive containing the last trade `sequence` and
      `last_trade_id` for the subscribed products. Useful to detect
      sequence gaps in `full` / `matches` / `level2`.
    servers: [exchange]
    bindings:
      ws:
        method: GET
    subscribe:
      operationId: exchangeHeartbeatSubscribe
      summary: Receive heartbeat messages.
      message:
        $ref: '#/components/messages/ExchangeHeartbeat'
    publish:
      operationId: exchangeHeartbeatSubscribeRequest
      summary: Subscribe to the heartbeat channel.
      message:
        $ref: '#/components/messages/ExchangeSubscribe'

  exchange/status:
    description: |
      Broadcast of all available products and currencies on the
      Exchange with their trading status and network details.
    servers: [exchange]
    subscribe:
      operationId: exchangeStatusSubscribe
      message:
        $ref: '#/components/messages/ExchangeStatus'
    publish:
      operationId: exchangeStatusSubscribeRequest
      message:
        $ref: '#/components/messages/ExchangeSubscribe'

  exchange/ticker:
    description: |
      Real-time price updates on every match. Cascading matches are
      batched to reduce bandwidth.
    servers: [exchange]
    subscribe:
      operationId: exchangeTickerSubscribe
      message:
        $ref: '#/components/messages/ExchangeTicker'
    publish:
      operationId: exchangeTickerSubscribeRequest
      message:
        $ref: '#/components/messages/ExchangeSubscribe'

  exchange/ticker_batch:
    description: |
      Same payload as `ticker` but emitted at most once every 5 seconds
      per product when the price has changed.
    servers: [exchange]
    subscribe:
      operationId: exchangeTickerBatchSubscribe
      message:
        $ref: '#/components/messages/ExchangeTicker'
    publish:
      operationId: exchangeTickerBatchSubscribeRequest
      message:
        $ref: '#/components/messages/ExchangeSubscribe'

  exchange/level2:
    description: |
      Guaranteed-delivery order book channel. Sends one `snapshot`
      followed by `l2update` messages. Each update tuple is
      `[side, price, size]` where size of `0` removes the level.
    servers: [exchange]
    subscribe:
      operationId: exchangeLevel2Subscribe
      message:
        oneOf:
          - $ref: '#/components/messages/ExchangeLevel2Snapshot'
          - $ref: '#/components/messages/ExchangeLevel2Update'
    publish:
      operationId: exchangeLevel2SubscribeRequest
      message:
        $ref: '#/components/messages/ExchangeSubscribe'

  exchange/level2_batch:
    description: |
      Public, unauthenticated variant of level2 that batches updates
      into 50ms windows.
    servers: [exchange]
    subscribe:
      operationId: exchangeLevel2BatchSubscribe
      message:
        oneOf:
          - $ref: '#/components/messages/ExchangeLevel2Snapshot'
          - $ref: '#/components/messages/ExchangeLevel2Update'
    publish:
      operationId: exchangeLevel2BatchSubscribeRequest
      message:
        $ref: '#/components/messages/ExchangeSubscribe'

  exchange/full:
    description: |
      Authenticated stream of every order lifecycle event required to
      maintain a Level 3 order book: `received`, `open`, `done`,
      `match`, `change`, `activate`.
    servers: [exchange]
    subscribe:
      operationId: exchangeFullSubscribe
      message:
        oneOf:
          - $ref: '#/components/messages/ExchangeFullReceived'
          - $ref: '#/components/messages/ExchangeFullOpen'
          - $ref: '#/components/messages/ExchangeFullDone'
          - $ref: '#/components/messages/ExchangeFullMatch'
          - $ref: '#/components/messages/ExchangeFullChange'
          - $ref: '#/components/messages/ExchangeFullActivate'
    publish:
      operationId: exchangeFullSubscribeRequest
      message:
        $ref: '#/components/messages/ExchangeSubscribeAuthenticated'

  exchange/matches:
    description: |
      Stream of individual trade executions. Note: messages may be
      dropped; use `full` if you need guaranteed delivery.
    servers: [exchange]
    subscribe:
      operationId: exchangeMatchesSubscribe
      message:
        $ref: '#/components/messages/ExchangeMatch'
    publish:
      operationId: exchangeMatchesSubscribeRequest
      message:
        $ref: '#/components/messages/ExchangeSubscribe'

  exchange/auction:
    description: |
      Indicative auction state during auction mode: tentative match
      price/size plus the best bid/ask.
    servers: [exchange]
    subscribe:
      operationId: exchangeAuctionSubscribe
      message:
        $ref: '#/components/messages/ExchangeAuction'
    publish:
      operationId: exchangeAuctionSubscribeRequest
      message:
        $ref: '#/components/messages/ExchangeSubscribe'

  exchange/user:
    description: |
      Authenticated, user-filtered variant of `full`. Only includes
      messages relevant to the API key that signed the subscription.
    servers: [exchange]
    subscribe:
      operationId: exchangeUserSubscribe
      message:
        oneOf:
          - $ref: '#/components/messages/ExchangeFullReceived'
          - $ref: '#/components/messages/ExchangeFullOpen'
          - $ref: '#/components/messages/ExchangeFullDone'
          - $ref: '#/components/messages/ExchangeFullMatch'
          - $ref: '#/components/messages/ExchangeFullChange'
          - $ref: '#/components/messages/ExchangeFullActivate'
    publish:
      operationId: exchangeUserSubscribeRequest
      message:
        $ref: '#/components/messages/ExchangeSubscribeAuthenticated'

  exchange/rfq_matches:
    description: |
      Request For Quote executions across products.
    servers: [exchange]
    subscribe:
      operationId: exchangeRfqMatchesSubscribe
      message:
        $ref: '#/components/messages/ExchangeRfqMatch'
    publish:
      operationId: exchangeRfqMatchesSubscribeRequest
      message:
        $ref: '#/components/messages/ExchangeSubscribe'

  ##############################################################
  # Coinbase Advanced Trade channels
  ##############################################################

  advancedTrade/heartbeats:
    description: |
      Server ping every second. Required on the User Order Data
      endpoint and recommended on the public endpoint to prevent
      idle disconnects.
    servers: [advancedTradeUser]
    subscribe:
      operationId: advancedTradeHeartbeatsSubscribe
      message:
        $ref: '#/components/messages/AdvancedTradeHeartbeats'
    publish:
      operationId: advancedTradeHeartbeatsSubscribeRequest
      message:
        $ref: '#/components/messages/AdvancedTradeSubscribe'

  advancedTrade/candles:
    description: |
      5-minute interval candlestick data per product.
    servers: [advancedTrade]
    subscribe:
      operationId: advancedTradeCandlesSubscribe
      message:
        $ref: '#/components/messages/AdvancedTradeCandles'
    publish:
      operationId: advancedTradeCandlesSubscribeRequest
      message:
        $ref: '#/components/messages/AdvancedTradeSubscribe'

  advancedTrade/market_trades:
    description: |
      Real-time public trades, batched every 250ms.
    servers: [advancedTrade]
    subscribe:
      operationId: advancedTradeMarketTradesSubscribe
      message:
        $ref: '#/components/messages/AdvancedTradeMarketTrades'
    publish:
      operationId: advancedTradeMarketTradesSubscribeRequest
      message:
        $ref: '#/components/messages/AdvancedTradeSubscribe'

  advancedTrade/status:
    description: |
      Product and currency reference data emitted on preset intervals.
    servers: [advancedTrade]
    subscribe:
      operationId: advancedTradeStatusSubscribe
      message:
        $ref: '#/components/messages/AdvancedTradeStatus'
    publish:
      operationId: advancedTradeStatusSubscribeRequest
      message:
        $ref: '#/components/messages/AdvancedTradeSubscribe'

  advancedTrade/ticker:
    description: |
      Per-match ticker updates with best bid/ask and 24h / 52w stats.
    servers: [advancedTrade]
    subscribe:
      operationId: advancedTradeTickerSubscribe
      message:
        $ref: '#/components/messages/AdvancedTradeTicker'
    publish:
      operationId: advancedTradeTickerSubscribeRequest
      message:
        $ref: '#/components/messages/AdvancedTradeSubscribe'

  advancedTrade/ticker_batch:
    description: |
      Same payload as `ticker`, emitted at most every 5 seconds per
      product if the price has changed. Bid/ask fields are excluded.
    servers: [advancedTrade]
    subscribe:
      operationId: advancedTradeTickerBatchSubscribe
      message:
        $ref: '#/components/messages/AdvancedTradeTickerBatch'
    publish:
      operationId: advancedTradeTickerBatchSubscribeRequest
      message:
        $ref: '#/components/messages/AdvancedTradeSubscribe'

  advancedTrade/level2:
    description: |
      Order book snapshot and incremental updates. Updates carry
      `[side, price_level, new_quantity, event_time]` tuples; a
      `new_quantity` of `0` removes the level.
    servers: [advancedTrade]
    subscribe:
      operationId: advancedTradeLevel2Subscribe
      message:
        $ref: '#/components/messages/AdvancedTradeLevel2'
    publish:
      operationId: advancedTradeLevel2SubscribeRequest
      message:
        $ref: '#/components/messages/AdvancedTradeSubscribe'

  advancedTrade/user:
    description: |
      Authenticated stream of the user's orders and (for futures)
      position events. Initial open orders are sent in batches of 50.
    servers: [advancedTradeUser]
    subscribe:
      operationId: advancedTradeUserSubscribe
      message:
        $ref: '#/components/messages/AdvancedTradeUser'
    publish:
      operationId: advancedTradeUserSubscribeRequest
      message:
        $ref: '#/components/messages/AdvancedTradeSubscribe'

  advancedTrade/futures_balance_summary:
    description: |
      Real-time futures account balance summary including buying
      power, margin requirements, and liquidation thresholds.
    servers: [advancedTradeUser]
    subscribe:
      operationId: advancedTradeFuturesBalanceSummarySubscribe
      message:
        $ref: '#/components/messages/AdvancedTradeFuturesBalanceSummary'
    publish:
      operationId: advancedTradeFuturesBalanceSummarySubscribeRequest
      message:
        $ref: '#/components/messages/AdvancedTradeSubscribe'

components:
  securitySchemes:
    exchangeSignedAuth:
      type: apiKey
      in: user
      description: |
        Coinbase Exchange authenticated channels (`full`, `user`) require
        the subscribe envelope to include:

        - `signature` - base64(HMAC-SHA256(secret,
          `timestamp + "GET" + "/users/self/verify"`))
        - `key`       - API key id
        - `passphrase` - API key passphrase
        - `timestamp` - current Unix epoch seconds (must match signature)

        See `ExchangeSubscribeAuthenticated` for the full envelope.
    advancedTradeJwt:
      type: httpApiKey
      in: user
      name: jwt
      description: |
        Coinbase Advanced Trade WebSocket uses a JWT included in the
        `jwt` field of each subscribe message.

        Header:
          - `alg`: "ES256"
          - `kid`: CDP API Key id
          - `nonce`: random 16-byte hex string
        Payload:
          - `iss`: "cdp"
          - `sub`: CDP API Key id
          - `nbf`: now (epoch seconds)
          - `exp`: now + 120 (epoch seconds)

        A new JWT must be generated for every subscribe message because
        tokens expire after 2 minutes.

  messages:
    ##########################################################
    # Subscribe envelopes
    ##########################################################
    ExchangeSubscribe:
      name: ExchangeSubscribe
      title: Exchange subscribe / unsubscribe envelope
      summary: |
        Client subscribe / unsubscribe request for the Coinbase Exchange
        WebSocket feed.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeSubscribe'

    ExchangeSubscribeAuthenticated:
      name: ExchangeSubscribeAuthenticated
      title: Exchange authenticated subscribe envelope
      summary: |
        Subscribe envelope required for the `full` and `user` channels.
        Adds `signature`, `key`, `passphrase`, `timestamp`.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeSubscribeAuthenticated'

    AdvancedTradeSubscribe:
      name: AdvancedTradeSubscribe
      title: Advanced Trade subscribe envelope
      summary: |
        Client subscribe / unsubscribe request for the Advanced Trade
        WebSocket. Authenticated channels include `jwt`.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/AdvancedTradeSubscribe'

    ##########################################################
    # Exchange messages
    ##########################################################
    ExchangeHeartbeat:
      name: ExchangeHeartbeat
      title: Exchange heartbeat
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeHeartbeat'

    ExchangeStatus:
      name: ExchangeStatus
      title: Exchange status
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeStatus'

    ExchangeTicker:
      name: ExchangeTicker
      title: Exchange ticker
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeTicker'

    ExchangeLevel2Snapshot:
      name: ExchangeLevel2Snapshot
      title: Exchange level2 snapshot
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeLevel2Snapshot'

    ExchangeLevel2Update:
      name: ExchangeLevel2Update
      title: Exchange l2update
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeLevel2Update'

    ExchangeFullReceived:
      name: ExchangeFullReceived
      title: Exchange full - received
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeFullReceived'

    ExchangeFullOpen:
      name: ExchangeFullOpen
      title: Exchange full - open
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeFullOpen'

    ExchangeFullDone:
      name: ExchangeFullDone
      title: Exchange full - done
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeFullDone'

    ExchangeFullMatch:
      name: ExchangeFullMatch
      title: Exchange full - match
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeFullMatch'

    ExchangeFullChange:
      name: ExchangeFullChange
      title: Exchange full - change
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeFullChange'

    ExchangeFullActivate:
      name: ExchangeFullActivate
      title: Exchange full - activate
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeFullActivate'

    ExchangeMatch:
      name: ExchangeMatch
      title: Exchange matches
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeFullMatch'

    ExchangeAuction:
      name: ExchangeAuction
      title: Exchange auction
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeAuction'

    ExchangeRfqMatch:
      name: ExchangeRfqMatch
      title: Exchange RFQ match
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ExchangeRfqMatch'

    ##########################################################
    # Advanced Trade messages
    ##########################################################
    AdvancedTradeHeartbeats:
      name: AdvancedTradeHeartbeats
      title: Advanced Trade heartbeats
      contentType: application/json
      payload:
        $ref: '#/components/schemas/AdvancedTradeHeartbeats'

    AdvancedTradeCandles:
      name: AdvancedTradeCandles
      title: Advanced Trade candles
      contentType: application/json
      payload:
        $ref: '#/components/schemas/AdvancedTradeCandles'

    AdvancedTradeMarketTrades:
      name: AdvancedTradeMarketTrades
      title: Advanced Trade market_trades
      contentType: application/json
      payload:
        $ref: '#/components/schemas/AdvancedTradeMarketTrades'

    AdvancedTradeStatus:
      name: AdvancedTradeStatus
      title: Advanced Trade status
      contentType: application/json
      payload:
        $ref: '#/components/schemas/AdvancedTradeStatus'

    AdvancedTradeTicker:
      name: AdvancedTradeTicker
      title: Advanced Trade ticker
      contentType: application/json
      payload:
        $ref: '#/components/schemas/AdvancedTradeTicker'

    AdvancedTradeTickerBatch:
      name: AdvancedTradeTickerBatch
      title: Advanced Trade ticker_batch
      contentType: application/json
      payload:
        $ref: '#/components/schemas/AdvancedTradeTickerBatch'

    AdvancedTradeLevel2:
      name: AdvancedTradeLevel2
      title: Advanced Trade level2
      contentType: application/json
      payload:
        $ref: '#/components/schemas/AdvancedTradeLevel2'

    AdvancedTradeUser:
      name: AdvancedTradeUser
      title: Advanced Trade user
      contentType: application/json
      payload:
        $ref: '#/components/schemas/AdvancedTradeUser'

    AdvancedTradeFuturesBalanceSummary:
      name: AdvancedTradeFuturesBalanceSummary
      title: Advanced Trade futures_balance_summary
      contentType: application/json
      payload:
        $ref: '#/components/schemas/AdvancedTradeFuturesBalanceSummary'

  schemas:
    ##########################################################
    # Subscribe envelope schemas
    ##########################################################
    ExchangeSubscribe:
      type: object
      required: [type]
      properties:
        type:
          type: string
          enum: [subscribe, unsubscribe, subscriptions]
        product_ids:
          type: array
          items: { type: string, example: ETH-USD }
        channels:
          type: array
          items:
            oneOf:
              - type: string
                enum:
                  - heartbeat
                  - status
                  - ticker
                  - ticker_batch
                  - level2
                  - level2_batch
                  - full
                  - matches
                  - auction
                  - user
                  - rfq_matches
              - type: object
                required: [name]
                properties:
                  name:
                    type: string
                  product_ids:
                    type: array
                    items: { type: string }

    ExchangeSubscribeAuthenticated:
      allOf:
        - $ref: '#/components/schemas/ExchangeSubscribe'
        - type: object
          required: [signature, key, passphrase, timestamp]
          properties:
            signature:
              type: string
              description: |
                base64(HMAC-SHA256(api_secret,
                timestamp + "GET" + "/users/self/verify"))
            key:
              type: string
              description: API key id
            passphrase:
              type: string
            timestamp:
              type: string
              description: Unix epoch seconds as a string; must match signature

    AdvancedTradeSubscribe:
      type: object
      required: [type, channel]
      properties:
        type:
          type: string
          enum: [subscribe, unsubscribe]
        channel:
          type: string
          enum:
            - heartbeats
            - candles
            - market_trades
            - status
            - ticker
            - ticker_batch
            - level2
            - user
            - futures_balance_summary
        product_ids:
          type: array
          items: { type: string, example: BTC-USD }
        jwt:
          type: string
          description: |
            CDP JWT (ES256). Required for authenticated channels and
            recommended for all channels. Regenerate per message.

    ##########################################################
    # Exchange schemas
    ##########################################################
    ExchangeHeartbeat:
      type: object
      properties:
        type: { type: string, enum: [heartbeat] }
        sequence: { type: integer }
        last_trade_id: { type: integer }
        product_id: { type: string }
        time: { type: string, format: date-time }

    ExchangeStatus:
      type: object
      properties:
        type: { type: string, enum: [status] }
        products:
          type: array
          items:
            type: object
            properties:
              id: { type: string }
              base_currency: { type: string }
              quote_currency: { type: string }
              base_min_size: { type: string }
              base_max_size: { type: string }
              base_increment: { type: string }
              quote_increment: { type: string }
              display_name: { type: string }
              status: { type: string }
              status_message: { type: string, nullable: true }
              min_market_funds: { type: string }
              post_only: { type: boolean }
              limit_only: { type: boolean }
              cancel_only: { type: boolean }
              fx_stablecoin: { type: boolean }
        currencies:
          type: array
          items:
            type: object
            properties:
              id: { type: string }
              name: { type: string }
              min_size: { type: string }
              status: { type: string }
              max_precision: { type: string }
              convertible_to:
                type: array
                items: { type: string }
              details: { type: object }

    ExchangeTicker:
      type: object
      properties:
        type: { type: string, enum: [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, enum: [buy, sell] }
        time: { type: string, format: date-time }
        trade_id: { type: integer }
        last_size: { type: string }

    ExchangeLevel2Snapshot:
      type: object
      properties:
        type: { type: string, enum: [snapshot] }
        product_id: { type: string }
        bids:
          type: array
          description: Array of [price, size] tuples
          items:
            type: array
            items: { type: string }
            minItems: 2
            maxItems: 2
        asks:
          type: array
          items:
            type: array
            items: { type: string }
            minItems: 2
            maxItems: 2

    ExchangeLevel2Update:
      type: object
      properties:
        type: { type: string, enum: [l2update] }
        product_id: { type: string }
        time: { type: string, format: date-time }
        changes:
          type: array
          description: Array of [side, price, size] tuples; size 0 removes.
          items:
            type: array
            items: { type: string }
            minItems: 3
            maxItems: 3

    ExchangeFullReceived:
      type: object
      properties:
        type: { type: string, enum: [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 }
        funds: { type: string }
        side: { type: string, enum: [buy, sell] }
        order_type: { type: string, enum: [limit, market] }
        client_oid: { type: string }

    ExchangeFullOpen:
      type: object
      properties:
        type: { type: string, enum: [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, enum: [buy, sell] }

    ExchangeFullDone:
      type: object
      properties:
        type: { type: string, enum: [done] }
        time: { type: string, format: date-time }
        product_id: { type: string }
        sequence: { type: integer }
        price: { type: string }
        order_id: { type: string, format: uuid }
        reason: { type: string, enum: [filled, canceled] }
        side: { type: string, enum: [buy, sell] }
        remaining_size: { type: string }

    ExchangeFullMatch:
      type: object
      properties:
        type: { type: string, enum: [match, last_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, enum: [buy, sell] }
        taker_user_id:
          type: string
          description: Present only on authenticated subscriptions
        user_id:
          type: string
          description: Present only on authenticated subscriptions
        taker_profile_id:
          type: string
        profile_id:
          type: string
        taker_fee_rate:
          type: string

    ExchangeFullChange:
      type: object
      properties:
        type: { type: string, enum: [change] }
        time: { type: string, format: date-time }
        sequence: { type: integer }
        order_id: { type: string, format: uuid }
        product_id: { type: string }
        new_size: { type: string }
        old_size: { type: string }
        new_funds: { type: string }
        old_funds: { type: string }
        price: { type: string }
        side: { type: string, enum: [buy, sell] }

    ExchangeFullActivate:
      type: object
      properties:
        type: { type: string, enum: [activate] }
        product_id: { type: string }
        timestamp: { type: string }
        user_id: { type: string }
        profile_id: { type: string }
        order_id: { type: string, format: uuid }
        stop_type: { type: string, enum: [entry, exit] }
        side: { type: string, enum: [buy, sell] }
        stop_price: { type: string }
        size: { type: string }
        funds: { type: string }
        private:
          type: boolean
          description: Always true on the user channel

    ExchangeAuction:
      type: object
      properties:
        type: { type: string, enum: [auction] }
        product_id: { type: string }
        sequence: { type: integer }
        auction_state: { type: string, enum: [collection, calling, open] }
        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 }
        time: { type: string, format: date-time }

    ExchangeRfqMatch:
      type: object
      properties:
        type: { type: string, enum: [rfq_match] }
        maker_order_id: { type: string, format: uuid }
        taker_order_id: { type: string, format: uuid }
        time: { type: string, format: date-time }
        trade_id: { type: integer }
        product_id: { type: string }
        size: { type: string }
        price: { type: string }
        side: { type: string, enum: [buy, sell] }

    ##########################################################
    # Advanced Trade schemas
    ##########################################################
    AdvancedTradeEnvelope:
      type: object
      description: Common envelope wrapping all Advanced Trade messages.
      properties:
        channel: { type: string }
        client_id: { type: string }
        timestamp: { type: string, format: date-time }
        sequence_num: { type: integer }
        events:
          type: array
          items: { type: object }

    AdvancedTradeHeartbeats:
      type: object
      properties:
        channel: { type: string, enum: [heartbeats] }
        client_id: { type: string }
        timestamp: { type: string, format: date-time }
        sequence_num: { type: integer }
        events:
          type: array
          items:
            type: object
            properties:
              current_time: { type: string }
              heartbeat_counter: { type: integer }

    AdvancedTradeCandles:
      type: object
      properties:
        channel: { type: string, enum: [candles] }
        client_id: { t

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# Full source: https://raw.githubusercontent.com/api-evangelist/coinbase-pro/refs/heads/main/asyncapi/coinbase-pro-asyncapi.yml