Coinbase Advanced Trade is o professional trading platform um partir de one do world's most widely used cryptocurrency exchanges. The TsgcWSAPI_Coinbase component para Delphi provides completo access para both o WebSocket e REST APIs, enabling em tempo real dados de mercado streaming, order management, account monitoring, e futures balance tracking um partir de um unified Delphi interface.
Sumário
- Overview
- Configuração
- WebSocket API
- REST API - Accounts
- REST API - Products e Market Data
- REST API - Orders
- REST API - Fills
- REST API - Positions
- Completo Code Exemplo
- Notes e Best Practices
Visão Geral
The Coinbase Advanced Trade API replaces o legacy Coinbase Pro API e provides um modern interface para professional cryptocurrency trading. It suporta both spot trading para um wide range de crypto assets e futures contracts. The API uses two transport mechanisms:
| Transport | Use Case | Autenticação |
|---|---|---|
| WebSocket | Em tempo real streaming de dados de mercado, user events, e futures balances | Required para private channels, optional para public |
| REST | Account queries, order placement, product data, e fill retrieval | Required para all private endpoints |
Configuração
Configurar o TsgcWSAPI_Coinbase component com your API credentials para acessar private endpoints. Dados públicos de mercado endpoints pode ser accessed sem autenticação.
| Property | Type | Description |
|---|---|---|
Coinbase.ApiKey |
String | Your Coinbase Advanced Trade chave de API |
Coinbase.ApiSecret |
String | Your Coinbase Advanced Trade API secret, used para request signing |
var
oClient: TsgcWebSocketClient;
oCoinbase: TsgcWSAPI_Coinbase;
begin
oClient := TsgcWebSocketClient.Create(nil);
oCoinbase := TsgcWSAPI_Coinbase.Create(nil);
oCoinbase.Client := oClient;
// Configure API credentials
oCoinbase.Coinbase.ApiKey := 'your_api_key';
oCoinbase.Coinbase.ApiSecret := 'your_api_secret';
// Connect to Coinbase
oClient.Active := True;
end;WebSocket API
The WebSocket API provides em tempo real streaming channels para dados de mercado e private account events. Public channels deliver market-wide data sem autenticação, while private channels stream account-specific events.
Public Channels
| Method | Description |
|---|---|
SubscribeHeartBeat / UnSubscribeHeartBeat |
Conexão health monitoring via periodic heartbeat messages para um given product |
SubscribeStatus / UnSubscribeStatus |
Product status updates incluindo trading status e auction info |
SubscribeTicker / UnSubscribeTicker |
Em tempo real ticker data incluindo price, 24h volume, e best bid/ask |
SubscribeTickerBatch / UnSubscribeTickerBatch |
Batched ticker updates delivered em reduced frequency para lower bandwidth usage |
SubscribeLevel2 / UnSubscribeLevel2 |
Full Level 2 livro de ordens snapshots e incremental updates |
SubscribeCandles / UnSubscribeCandles |
Em tempo real OHLCV candle data para charting |
SubscribeMarketTrades / UnSubscribeMarketTrades |
Em tempo real feed de all trades executed no exchange para um given product |
Private Channels
| Method | Description |
|---|---|
SubscribeUser / UnSubscribeUser |
Em tempo real updates em your orders (new, filled, cancelled) e account activity |
SubscribeFuturesBalanceSummary / UnSubscribeFuturesBalanceSummary |
Em tempo real updates em your futures account balance, margin, e liquidation price |
// Subscribe to real-time ticker for BTC-USD
oCoinbase.SubscribeTicker('BTC-USD');
// Subscribe to Level 2 order book updates
oCoinbase.SubscribeLevel2('BTC-USD');
// Subscribe to candle data for charting
oCoinbase.SubscribeCandles('ETH-USD');
// Subscribe to live market trades
oCoinbase.SubscribeMarketTrades('BTC-USD');
// Subscribe to private user channel (requires API key)
oCoinbase.SubscribeUser('BTC-USD');
// Subscribe to futures balance updates
oCoinbase.SubscribeFuturesBalanceSummary;REST API - Contas
The Accounts endpoints let you query your Coinbase portfolio. Each account represents um single currency ou asset em your portfolio com its available e held balances.
| Method | Description |
|---|---|
ListAccounts |
Retorna um paginated list de all accounts em your portfolio com balances |
GetAccount |
Retorna details para um single account por its UUID |
// List all accounts in your portfolio
ShowMessage(oCoinbase.REST_API.ListAccounts);
// Get details for a specific account by UUID
ShowMessage(oCoinbase.REST_API.GetAccount('account-uuid-here'));REST API - Produtos e Dados de Mercado
The Products endpoints provide dados de mercado incluindo available trading pairs, livro de ordens snapshots, historical candle data, recent trades, e o current server time. These are all public endpoints e do not require autenticação.
| Method | Description |
|---|---|
GetPublicProducts |
Retorna um list de todos os disponíveis products (trading pairs) com their details |
GetPublicProduct |
Retorna details para um single product por its ID (e.g., BTC-USD) |
GetPublicProductBook |
Retorna o current livro de ordens para um given product |
GetPublicProductCandles |
Retorna OHLCV candle data para um product within um date range e granularity |
GetTrades |
Retorna recent trades para um given product |
GetTime |
Retorna o current Coinbase server time |
Candle Granularity Options
| Value | Description |
|---|---|
ONE_MINUTE |
1-minute candles |
FIVE_MINUTE |
5-minute candles |
FIFTEEN_MINUTE |
15-minute candles |
THIRTY_MINUTE |
30-minute candles |
ONE_HOUR |
1-hour candles |
TWO_HOUR |
2-hour candles |
SIX_HOUR |
6-hour candles |
ONE_DAY |
Daily candles |
// Get all available products
ShowMessage(oCoinbase.REST_API.GetPublicProducts);
// Get details for BTC-USD
ShowMessage(oCoinbase.REST_API.GetPublicProduct('BTC-USD'));
// Get hourly candles for January 2024
ShowMessage(oCoinbase.REST_API.GetPublicProductCandles(
'BTC-USD', '2024-01-01', '2024-01-31', 'ONE_HOUR'));
// Get recent trades
ShowMessage(oCoinbase.REST_API.GetTrades('BTC-USD'));REST API - Ordens
The Orders endpoints provide full order lifecycle management. Você pode place new orders (market, limit, ou parar), query existing orders, cancelar orders, e preview order outcomes before execution.
| Method | Description |
|---|---|
PlaceNewOrder |
Place um novo order com full parameter control |
PlaceMarketOrder |
Convenience method para placing um market order (buy ou sell em current price) |
PlaceLimitOrder |
Convenience method para placing um limit order em um specified price |
PlaceStopOrder |
Convenience method para placing um parar order that triggers em um specified price |
ListOrders |
Retorna um paginated list de orders, optionally filtered por status ou product |
GetOrder |
Retorna details para um single order por its ID |
CancelOrder |
Cancelar one ou more abrir orders por their IDs |
EditOrder |
Modificar um existing order (e.g., change price ou size) |
EditOrderPreview |
Preview o resultado de um order edit sem executing it |
PreviewOrder |
Preview o resultado de um novo order sem placing it (estimated fees, slippage) |
// Place a market buy order for 0.001 BTC
ShowMessage(oCoinbase.REST_API.PlaceMarketOrder(cosBuy, 'BTC-USD', 0.001));
// Place a limit buy order at $40,000
ShowMessage(oCoinbase.REST_API.PlaceLimitOrder(cosBuy, 'BTC-USD', 0.001, 40000));
// List all open orders
ShowMessage(oCoinbase.REST_API.ListOrders);
// Cancel an order by ID
oCoinbase.REST_API.CancelOrder('order-id-here');PreviewOrder before placing live orders para see estimated fees e execution results sem risking real funds. This is especially useful para market orders where o final execution price depends em livro de ordens depth.
REST API - Execuções
Fills represent o individual executions that make up um completed ou partially filled order. A single order may result em multiple fills if it is matched against several resting orders no book. Você pode query fills por order ID, product ID, ou trade ID.
| Method | Description |
|---|---|
GetFillsByOrderId |
Retorna all fills para um specific order |
GetFillsByProductId |
Retorna all fills para um specific product (e.g., BTC-USD) |
GetFillsByTradeId |
Retorna fill details para um specific trade ID |
// Get fills for a specific order
ShowMessage(oCoinbase.REST_API.GetFillsByOrderId('order-id-here'));
// Get all fills for BTC-USD
ShowMessage(oCoinbase.REST_API.GetFillsByProductId('BTC-USD'));REST API - Posições
The Positions endpoint é usado para managing futures positions. It permite que você fechar um abrir futures position.
| Method | Description |
|---|---|
ClosePosition |
Closes um abrir futures position para um given product |
Exemplo de Código Completo
The exemplo um seguir demonstrates um completo workflow: connecting para Coinbase, listing accounts, retrieving historical candle data, subscribing para um em tempo real ticker, e placing um market order.
var
oClient: TsgcWebSocketClient;
oCoinbase: TsgcWSAPI_Coinbase;
begin
// Create and configure the WebSocket client
oClient := TsgcWebSocketClient.Create(nil);
oCoinbase := TsgcWSAPI_Coinbase.Create(nil);
oCoinbase.Client := oClient;
// Configure API credentials
oCoinbase.Coinbase.ApiKey := 'your_api_key';
oCoinbase.Coinbase.ApiSecret := 'your_api_secret';
// Connect to Coinbase
oClient.Active := True;
// REST: List all accounts in your portfolio
ShowMessage(oCoinbase.REST_API.ListAccounts);
// REST: Get hourly candles for BTC-USD
ShowMessage(oCoinbase.REST_API.GetPublicProductCandles(
'BTC-USD', '2024-01-01', '2024-01-31', 'ONE_HOUR'));
// WebSocket: Subscribe to real-time ticker
oCoinbase.SubscribeTicker('BTC-USD');
// REST: Place a market buy order for 0.001 BTC
ShowMessage(oCoinbase.REST_API.PlaceMarketOrder(cosBuy, 'BTC-USD', 0.001));
end;Observações e Boas Práticas
Chave de API Permissions
When generating API keys no Coinbase Developer Platform, follow o principle de least privilege. For um read-somente dashboard, enable somente o View permission. For um trading bot, adicionar Trade permission but leave Transfer disabled unless your application needs para move funds entre accounts.
Order Side Constants
When placing orders, use o Delphi enumeration constants para o order side:
| Constant | Description |
|---|---|
cosBuy |
Buy order (acquire o base currency) |
cosSell |
Sell order (sell o base currency) |
Ticker vs. TickerBatch
Use SubscribeTicker quando você need every price update em tempo real (e.g., para um order execution engine). Use SubscribeTickerBatch quando você somente need periodic snapshots (e.g., para um dashboard) -- it delivers o same data em um reduced frequency, saving bandwidth e processing overhead.
Rate Limits
Coinbase Advanced Trade imposes rate limits em REST API calls. The limits vary por endpoint category (public vs. private, read vs. write). Avoid polling REST endpoints em tight loops; instead, use WebSocket inscrições para em tempo real data e reserve REST calls para on-demand queries e order operations.
Tip: For um robust trading application, combine oSubscribeUser channel para em tempo real order state updates com SubscribeTicker para live market prices. Use o REST PlaceMarketOrder ou PlaceLimitOrder métodos para execute trades, e confirm execution through o usuário channel rather than polling GetOrder.