skills/crypto-api/coinbase-advanced-skill.md

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name: "Coinbase Advanced Trade API" description: "Source for granular L2 Orderbook data."

Keys

• Access: Access keys using .env file. Do not view the keys. They may be accessed for the API by accessing COINBASE_API_KEY and COINBASE_SECRET_KEY. Do not modify the keys.

Websocket Feed

• Endpoint: wss://advanced-trade-ws.coinbase.com
• Channels:
  • level2: Full orderbook updates.
  • market_trades: Real-time Time & Sales.

L2 Book Construction

1. Snapshot: Receive initial state.
2. Updates: Apply l2update messages (quantity changes at specific price levels).
3. Pruning: Backend should maintain the full book for analysis, but slice top_20 for the Frontend to minimize bandwidth.