Fetch Exchange Market Data

Coinbase Exchange's public REST surface, under client.exchange.http, needs no credentials — safe to call on a plain Coinbase.new(), since exchange_public already defaults to True.

from datetime import datetime, timezone

from typed_coinbase import Coinbase

async with Coinbase.new() as client:
  products = await client.exchange.http.products.list()                       # every trading pair
  product = await client.exchange.http.products.get('BTC-USD')                # one product
  currencies = await client.exchange.http.currencies.list()                   # every known currency

  book = await client.exchange.http.products.book('BTC-USD', level=2)         # order book snapshot
  ticker = await client.exchange.http.products.ticker('BTC-USD')              # last trade, best bid/ask
  trades = await client.exchange.http.products.trades(product_id='BTC-USD', limit=50)    # recent trades

  candles = await client.exchange.http.products.candles(
    'BTC-USD', granularity=3600,
    start=datetime(2024, 1, 1, tzinfo=timezone.utc), end=datetime(2024, 1, 1, 6, tzinfo=timezone.utc),
  )

products.book's level controls how much detail comes back: 1 (best bid/ask only), 2 (top 50 aggregated levels), or 3 (the full, non-aggregated book). products.candles' granularity is one of 60/300/900/3600/21600/86400 seconds, and a single request is rejected past 300 buckets.

products.trades also accepts before/after cursors — the value of the CB-BEFORE/CB-AFTER response header from a previous call — for walking further back or forward through the trade history by hand.

Public WebSocket Channels

The Exchange WebSocket Feed serves both public and private channels over one connection, under client.exchange.streams. ticker and heartbeat need no credentials:

from typed_coinbase import Coinbase

async with Coinbase.new() as client:
  async with client.exchange.streams.ticker(product_ids=['BTC-USD']) as stream:
    async for message in stream:
      print(message['price'])

auction, matches, ticker_batch, and level2_batch are the other product-scoped public channels, each subscribed with product_ids the same way. status takes no arguments at all, and rfq_matches' product_ids is optional — omit it to receive RFQ matches for every product.