Coinbase Advanced Trade WebSocket

asyncapi: 2.6.0
info:
  title: Coinbase Advanced Trade WebSocket
  description: >-
    The Coinbase Advanced Trade WebSocket API provides real-time market data
    streaming including heartbeats, ticker updates, candle data, market trades,
    level2 order book updates, and user order status changes. All channels
    except the User channel can be used without authentication, though
    authenticated connections provide a more reliable experience.
  version: '1.0'
  contact:
    name: Coinbase Developer Support
    url: https://help.coinbase.com
externalDocs:
  description: Advanced Trade WebSocket Documentation
  url: https://docs.cdp.coinbase.com/coinbase-app/advanced-trade-apis/websocket/websocket-channels
servers:
  production:
    url: wss://advanced-trade-ws.coinbase.com
    protocol: wss
    description: Production WebSocket server for Advanced Trade market data
    security:
      - apiKey: []
channels:
  /heartbeats:
    description: >-
      Heartbeat channel that sends a message every second to verify the
      connection is alive. Includes a heartbeat counter to detect missed
      messages.
    subscribe:
      operationId: receiveHeartbeat
      summary: Receive heartbeat messages
      message:
        $ref: '#/components/messages/HeartbeatMessage'
  /candles:
    description: >-
      Candle channel that streams OHLCV candle data updates for subscribed
      products. Each message includes the start time, open, high, low, close
      prices, and volume for the current candle interval.
    subscribe:
      operationId: receiveCandleUpdate
      summary: Receive candle data updates
      message:
        $ref: '#/components/messages/CandleMessage'
  /market_trades:
    description: >-
      Market trades channel that streams real-time trade executions as they
      happen. Each message includes the trade ID, product, price, size, and
      side of the trade.
    subscribe:
      operationId: receiveMarketTrade
      summary: Receive market trade events
      message:
        $ref: '#/components/messages/MarketTradeMessage'
  /ticker:
    description: >-
      Ticker channel that provides real-time price updates every time a match
      happens. Updates are batched in case of cascading matches, reducing
      bandwidth requirements while maintaining price accuracy.
    subscribe:
      operationId: receiveTickerUpdate
      summary: Receive ticker price updates
      message:
        $ref: '#/components/messages/TickerMessage'
  /ticker_batch:
    description: >-
      Ticker batch channel that provides batched price updates at a reduced
      frequency compared to the ticker channel, suitable for applications
      that do not need real-time updates.
    subscribe:
      operationId: receiveTickerBatchUpdate
      summary: Receive batched ticker updates
      message:
        $ref: '#/components/messages/TickerMessage'
  /level2:
    description: >-
      Level 2 order book channel that guarantees delivery of all order book
      updates. Sends an initial snapshot followed by incremental updates.
      The most reliable way to maintain a local copy of the order book.
    subscribe:
      operationId: receiveLevel2Update
      summary: Receive level 2 order book updates
      message:
        oneOf:
          - $ref: '#/components/messages/Level2SnapshotMessage'
          - $ref: '#/components/messages/Level2UpdateMessage'
  /user:
    description: >-
      User channel that sends updates on all open orders and current positions
      for the authenticated user. Accepts multiple product IDs in the
      subscription; if none are provided, updates for all products are sent.
      Requires authentication.
    subscribe:
      operationId: receiveUserUpdate
      summary: Receive user order and position updates
      message:
        $ref: '#/components/messages/UserMessage'
components:
  securitySchemes:
    apiKey:
      type: apiKey
      in: user
      description: >-
        CDP API key authentication for WebSocket connections. Include the
        API key, signature, and timestamp in the subscription message.
  messages:
    HeartbeatMessage:
      name: heartbeat
      title: Heartbeat
      summary: Periodic heartbeat to verify connection liveness
      contentType: application/json
      payload:
        $ref: '#/components/schemas/HeartbeatPayload'
    CandleMessage:
      name: candle
      title: Candle Update
      summary: OHLCV candle data update for a product
      contentType: application/json
      payload:
        $ref: '#/components/schemas/CandlePayload'
    MarketTradeMessage:
      name: market_trade
      title: Market Trade
      summary: Real-time trade execution event
      contentType: application/json
      payload:
        $ref: '#/components/schemas/MarketTradePayload'
    TickerMessage:
      name: ticker
      title: Ticker Update
      summary: Real-time price update on match
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TickerPayload'
    Level2SnapshotMessage:
      name: l2_snapshot
      title: Level 2 Snapshot
      summary: Full order book snapshot
      contentType: application/json
      payload:
        $ref: '#/components/schemas/Level2SnapshotPayload'
    Level2UpdateMessage:
      name: l2_update
      title: Level 2 Update
      summary: Incremental order book update
      contentType: application/json
      payload:
        $ref: '#/components/schemas/Level2UpdatePayload'
    UserMessage:
      name: user
      title: User Update
      summary: User order and position update
      contentType: application/json
      payload:
        $ref: '#/components/schemas/UserPayload'
  schemas:
    HeartbeatPayload:
      type: object
      description: Heartbeat message payload
      properties:
        channel:
          type: string
          description: Channel name
          enum:
            - heartbeats
        client_id:
          type: string
          description: Client connection identifier
        timestamp:
          type: string
          format: date-time
          description: Server timestamp
        heartbeat_counter:
          type: integer
          description: >-
            Incrementing counter to verify no messages were missed
        sequence_num:
          type: integer
          description: Sequence number
    CandlePayload:
      type: object
      description: Candle update payload
      properties:
        channel:
          type: string
          description: Channel name
          enum:
            - candles
        client_id:
          type: string
          description: Client connection identifier
        timestamp:
          type: string
          format: date-time
          description: Event timestamp
        sequence_num:
          type: integer
          description: Sequence number
        events:
          type: array
          description: Candle events
          items:
            type: object
            properties:
              type:
                type: string
                description: Event type
              candles:
                type: array
                items:
                  type: object
                  properties:
                    start:
                      type: string
                      description: UNIX timestamp for candle start
                    high:
                      type: string
                      description: Highest price
                    low:
                      type: string
                      description: Lowest price
                    open:
                      type: string
                      description: Opening price
                    close:
                      type: string
                      description: Closing price
                    volume:
                      type: string
                      description: Volume traded
                    product_id:
                      type: string
                      description: Product identifier
    MarketTradePayload:
      type: object
      description: Market trade event payload
      properties:
        channel:
          type: string
          description: Channel name
          enum:
            - market_trades
        client_id:
          type: string
          description: Client connection identifier
        timestamp:
          type: string
          format: date-time
          description: Event timestamp
        sequence_num:
          type: integer
          description: Sequence number
        events:
          type: array
          description: Trade events
          items:
            type: object
            properties:
              type:
                type: string
                description: Event type
              trades:
                type: array
                items:
                  type: object
                  properties:
                    trade_id:
                      type: string
                      description: Trade identifier
                    product_id:
                      type: string
                      description: Product identifier
                    price:
                      type: string
                      description: Trade price
                    size:
                      type: string
                      description: Trade size
                    side:
                      type: string
                      description: Taker side
                      enum:
                        - BUY
                        - SELL
                    time:
                      type: string
                      format: date-time
                      description: Trade time
    TickerPayload:
      type: object
      description: Ticker update payload
      properties:
        channel:
          type: string
          description: Channel name
          enum:
            - ticker
            - ticker_batch
        client_id:
          type: string
          description: Client connection identifier
        timestamp:
          type: string
          format: date-time
          description: Event timestamp
        sequence_num:
          type: integer
          description: Sequence number
        events:
          type: array
          description: Ticker events
          items:
            type: object
            properties:
              type:
                type: string
                description: Event type
              tickers:
                type: array
                items:
                  type: object
                  properties:
                    product_id:
                      type: string
                      description: Product identifier
                    price:
                      type: string
                      description: Current price
                    volume_24_h:
                      type: string
                      description: 24-hour volume
                    low_24_h:
                      type: string
                      description: 24-hour low
                    high_24_h:
                      type: string
                      description: 24-hour high
                    low_52_w:
                      type: string
                      description: 52-week low
                    high_52_w:
                      type: string
                      description: 52-week high
                    price_percent_chg_24_h:
                      type: string
                      description: 24-hour price change percentage
                    best_bid:
                      type: string
                      description: Best bid price
                    best_bid_quantity:
                      type: string
                      description: Best bid quantity
                    best_ask:
                      type: string
                      description: Best ask price
                    best_ask_quantity:
                      type: string
                      description: Best ask quantity
    Level2SnapshotPayload:
      type: object
      description: Level 2 order book snapshot
      properties:
        channel:
          type: string
          description: Channel name
          enum:
            - l2_data
        client_id:
          type: string
          description: Client connection identifier
        timestamp:
          type: string
          format: date-time
          description: Snapshot timestamp
        sequence_num:
          type: integer
          description: Sequence number
        events:
          type: array
          description: Snapshot events
          items:
            type: object
            properties:
              type:
                type: string
                description: Event type
                enum:
                  - snapshot
              product_id:
                type: string
                description: Product identifier
              updates:
                type: array
                items:
                  type: object
                  properties:
                    side:
                      type: string
                      description: Order side
                      enum:
                        - bid
                        - offer
                    price_level:
                      type: string
                      description: Price level
                    new_quantity:
                      type: string
                      description: Quantity at this level
    Level2UpdatePayload:
      type: object
      description: Level 2 incremental order book update
      properties:
        channel:
          type: string
          description: Channel name
          enum:
            - l2_data
        client_id:
          type: string
          description: Client connection identifier
        timestamp:
          type: string
          format: date-time
          description: Update timestamp
        sequence_num:
          type: integer
          description: Sequence number
        events:
          type: array
          description: Update events
          items:
            type: object
            properties:
              type:
                type: string
                description: Event type
                enum:
                  - update
              product_id:
                type: string
                description: Product identifier
              updates:
                type: array
                items:
                  type: object
                  properties:
                    side:
                      type: string
                      description: Order side
                      enum:
                        - bid
                        - offer
                    price_level:
                      type: string
                      description: Price level
                    new_quantity:
                      type: string
                      description: New quantity at this level
    UserPayload:
      type: object
      description: User order update payload
      properties:
        channel:
          type: string
          description: Channel name
          enum:
            - user
        client_id:
          type: string
          description: Client connection identifier
        timestamp:
          type: string
          format: date-time
          description: Event timestamp
        sequence_num:
          type: integer
          description: Sequence number
        events:
          type: array
          description: User events
          items:
            type: object
            properties:
              type:
                type: string
                description: Event type
              orders:
                type: array
                items:
                  type: object
                  properties:
                    order_id:
                      type: string
                      description: Order identifier
                    client_order_id:
                      type: string
                      description: Client-specified order ID
                    product_id:
                      type: string
                      description: Product identifier
                    side:
                      type: string
                      description: Order side
                    status:
                      type: string
                      description: Order status
                    order_type:
                      type: string
                      description: Order type
                    cumulative_quantity:
                      type: string
                      description: Cumulative filled quantity
                    avg_price:
                      type: string
                      description: Average fill price
                    total_fees:
                      type: string
                      description: Total fees