Coinbase Exchange WebSocket Feed

asyncapi: 2.6.0
info:
  title: Coinbase Exchange WebSocket Feed
  description: >-
    The Coinbase Exchange WebSocket Feed provides real-time market data for
    the Exchange platform. It supports multiple channels including heartbeat,
    ticker, level2 order book, full order feed, and user order updates. The
    WebSocket feed delivers low-latency streaming data for professional and
    institutional traders.
  version: '1.0'
  contact:
    name: Coinbase Developer Support
    url: https://help.coinbase.com
externalDocs:
  description: Exchange WebSocket Documentation
  url: https://docs.cdp.coinbase.com/exchange/websocket-feed/channels
servers:
  production:
    url: wss://ws-feed.exchange.coinbase.com
    protocol: wss
    description: Production WebSocket feed for Exchange market data
    security:
      - apiKey: []
channels:
  /heartbeat:
    description: >-
      Heartbeat channel that sends messages once per second for subscribed
      products. Used to track the last trade ID and detect any missed
      messages from the REST API.
    subscribe:
      operationId: receiveHeartbeat
      summary: Receive heartbeat messages
      message:
        $ref: '#/components/messages/HeartbeatMessage'
  /ticker:
    description: >-
      Ticker channel that provides real-time price updates when bids and
      offers are matched. Provides snapshot-level market data.
    subscribe:
      operationId: receiveTickerUpdate
      summary: Receive ticker updates
      message:
        $ref: '#/components/messages/TickerMessage'
  /level2:
    description: >-
      Level 2 channel that guarantees delivery of all order book updates.
      Sends an initial snapshot followed by l2update messages with price
      level changes. The easiest way to maintain an accurate order book.
    subscribe:
      operationId: receiveLevel2Update
      summary: Receive level 2 order book updates
      message:
        oneOf:
          - $ref: '#/components/messages/Level2SnapshotMessage'
          - $ref: '#/components/messages/Level2UpdateMessage'
  /level2_batch:
    description: >-
      Level 2 batch channel that delivers order book updates in batches
      every 50 milliseconds. Does not require authentication and provides
      a good balance between accuracy and bandwidth usage.
    subscribe:
      operationId: receiveLevel2BatchUpdate
      summary: Receive batched level 2 updates
      message:
        $ref: '#/components/messages/Level2UpdateMessage'
  /matches:
    description: >-
      Matches channel that provides real-time trade execution data. Each
      message represents a trade that has been executed on the exchange.
    subscribe:
      operationId: receiveMatch
      summary: Receive trade match events
      message:
        $ref: '#/components/messages/MatchMessage'
  /full:
    description: >-
      Full channel that provides the complete order lifecycle feed including
      received, open, done, match, and change messages. Provides the most
      detailed view of order book activity but generates significant traffic.
    subscribe:
      operationId: receiveFullFeed
      summary: Receive full order lifecycle events
      message:
        oneOf:
          - $ref: '#/components/messages/ReceivedMessage'
          - $ref: '#/components/messages/OpenMessage'
          - $ref: '#/components/messages/DoneMessage'
          - $ref: '#/components/messages/MatchMessage'
          - $ref: '#/components/messages/ChangeMessage'
  /status:
    description: >-
      Status channel that provides product status updates including trading
      status and currency details.
    subscribe:
      operationId: receiveStatus
      summary: Receive product status updates
      message:
        $ref: '#/components/messages/StatusMessage'
components:
  securitySchemes:
    apiKey:
      type: apiKey
      in: user
      description: >-
        Exchange API key authentication for WebSocket connections using HMAC
        SHA-256 signature in the subscription message.
  messages:
    HeartbeatMessage:
      name: heartbeat
      title: Heartbeat
      summary: Periodic heartbeat message with last trade ID
      contentType: application/json
      payload:
        $ref: '#/components/schemas/HeartbeatPayload'
    TickerMessage:
      name: ticker
      title: Ticker
      summary: Real-time ticker update on match
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TickerPayload'
    Level2SnapshotMessage:
      name: snapshot
      title: Level 2 Snapshot
      summary: Full order book snapshot
      contentType: application/json
      payload:
        $ref: '#/components/schemas/Level2SnapshotPayload'
    Level2UpdateMessage:
      name: l2update
      title: Level 2 Update
      summary: Incremental order book update
      contentType: application/json
      payload:
        $ref: '#/components/schemas/Level2UpdatePayload'
    MatchMessage:
      name: match
      title: Match
      summary: Trade execution match event
      contentType: application/json
      payload:
        $ref: '#/components/schemas/MatchPayload'
    ReceivedMessage:
      name: received
      title: Order Received
      summary: New order received by the exchange
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ReceivedPayload'
    OpenMessage:
      name: open
      title: Order Opened
      summary: Order placed on the order book
      contentType: application/json
      payload:
        $ref: '#/components/schemas/OpenPayload'
    DoneMessage:
      name: done
      title: Order Done
      summary: Order removed from the order book
      contentType: application/json
      payload:
        $ref: '#/components/schemas/DonePayload'
    ChangeMessage:
      name: change
      title: Order Changed
      summary: Order size or funds changed
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ChangePayload'
    StatusMessage:
      name: status
      title: Product Status
      summary: Product trading status update
      contentType: application/json
      payload:
        $ref: '#/components/schemas/StatusPayload'
  schemas:
    HeartbeatPayload:
      type: object
      description: Heartbeat message with connection and trade info
      properties:
        type:
          type: string
          enum:
            - heartbeat
        sequence:
          type: integer
          description: Sequence number
        last_trade_id:
          type: integer
          description: Last trade ID to detect missed trades
        product_id:
          type: string
          description: Product identifier
        time:
          type: string
          format: date-time
          description: Server timestamp
    TickerPayload:
      type: object
      description: Ticker update with latest trade and market stats
      properties:
        type:
          type: string
          enum:
            - ticker
        trade_id:
          type: integer
          description: Latest trade ID
        sequence:
          type: integer
          description: Sequence number
        product_id:
          type: string
          description: Product identifier
        price:
          type: string
          description: Latest trade price
        side:
          type: string
          description: Taker side
          enum:
            - buy
            - sell
        last_size:
          type: string
          description: Size of the last trade
        best_bid:
          type: string
          description: Best bid price
        best_ask:
          type: string
          description: Best ask price
        open_24h:
          type: string
          description: 24-hour opening price
        volume_24h:
          type: string
          description: 24-hour volume
        low_24h:
          type: string
          description: 24-hour low price
        high_24h:
          type: string
          description: 24-hour high price
        volume_30d:
          type: string
          description: 30-day volume
        time:
          type: string
          format: date-time
          description: Timestamp
    Level2SnapshotPayload:
      type: object
      description: Full order book snapshot with all price levels
      properties:
        type:
          type: string
          enum:
            - snapshot
        product_id:
          type: string
          description: Product identifier
        bids:
          type: array
          description: Bid levels as [price, size] tuples
          items:
            type: array
            items:
              type: string
        asks:
          type: array
          description: Ask levels as [price, size] tuples
          items:
            type: array
            items:
              type: string
    Level2UpdatePayload:
      type: object
      description: Incremental order book update
      properties:
        type:
          type: string
          enum:
            - l2update
        product_id:
          type: string
          description: Product identifier
        time:
          type: string
          format: date-time
          description: Update timestamp
        changes:
          type: array
          description: Price level changes as [side, price, size] tuples
          items:
            type: array
            items:
              type: string
    MatchPayload:
      type: object
      description: Trade execution match event
      properties:
        type:
          type: string
          enum:
            - match
            - last_match
        trade_id:
          type: integer
          description: Trade identifier
        sequence:
          type: integer
          description: Sequence number
        maker_order_id:
          type: string
          description: Maker order ID
        taker_order_id:
          type: string
          description: Taker order ID
        product_id:
          type: string
          description: Product identifier
        size:
          type: string
          description: Trade size
        price:
          type: string
          description: Trade price
        side:
          type: string
          description: Taker side
          enum:
            - buy
            - sell
        time:
          type: string
          format: date-time
          description: Trade time
    ReceivedPayload:
      type: object
      description: Order received by the matching engine
      properties:
        type:
          type: string
          enum:
            - received
        order_id:
          type: string
          description: Order identifier
        order_type:
          type: string
          description: Order type
          enum:
            - limit
            - market
        size:
          type: string
          description: Order size
        price:
          type: string
          description: Order price
        side:
          type: string
          description: Order side
          enum:
            - buy
            - sell
        product_id:
          type: string
          description: Product identifier
        sequence:
          type: integer
          description: Sequence number
        time:
          type: string
          format: date-time
          description: Received time
    OpenPayload:
      type: object
      description: Order opened on the order book
      properties:
        type:
          type: string
          enum:
            - open
        order_id:
          type: string
          description: Order identifier
        price:
          type: string
          description: Order price
        remaining_size:
          type: string
          description: Remaining size on the book
        side:
          type: string
          description: Order side
          enum:
            - buy
            - sell
        product_id:
          type: string
          description: Product identifier
        sequence:
          type: integer
          description: Sequence number
        time:
          type: string
          format: date-time
          description: Open time
    DonePayload:
      type: object
      description: Order removed from the order book
      properties:
        type:
          type: string
          enum:
            - done
        order_id:
          type: string
          description: Order identifier
        reason:
          type: string
          description: Reason the order was removed
          enum:
            - filled
            - canceled
        price:
          type: string
          description: Order price
        remaining_size:
          type: string
          description: Remaining size when removed
        side:
          type: string
          description: Order side
          enum:
            - buy
            - sell
        product_id:
          type: string
          description: Product identifier
        sequence:
          type: integer
          description: Sequence number
        time:
          type: string
          format: date-time
          description: Done time
    ChangePayload:
      type: object
      description: Order size or funds changed
      properties:
        type:
          type: string
          enum:
            - change
        order_id:
          type: string
          description: Order identifier
        new_size:
          type: string
          description: New order size
        old_size:
          type: string
          description: Previous order size
        price:
          type: string
          description: Order price
        side:
          type: string
          description: Order side
          enum:
            - buy
            - sell
        product_id:
          type: string
          description: Product identifier
        sequence:
          type: integer
          description: Sequence number
        time:
          type: string
          format: date-time
          description: Change time
    StatusPayload:
      type: object
      description: Product status update
      properties:
        type:
          type: string
          enum:
            - status
        products:
          type: array
          description: Product status entries
          items:
            type: object
            properties:
              id:
                type: string
                description: Product identifier
              base_currency:
                type: string
                description: Base currency
              quote_currency:
                type: string
                description: Quote currency
              status:
                type: string
                description: Trading status
              status_message:
                type: string
                description: Status message