Get the real-time product data from Coinbase Advanced Trade API (WebSocket, NodeJS)

I recently needed to use Coinbase Advanced Trade to get real-time prices for a product. Coinbase has a WebSocket feed. Here is a snippet on how to use it. This code is not production-ready (where are the unit tests!), but it was a good starting point for me.

Lets’ say we have a config.ts file.

export const CoinbaseConfig = {
  wsUrl: process.env.COINBASE_WS_URL,
  apiSecret: process.env.COINBASE_API_SECRET,
  apiKey: process.env.COINBASE_API_KEY,
};

Here is the auth.ts code required to create an authorization signature.

import { createHmac } from "node:crypto";
import "./config";

const createHmacHex = ({ data, secret }: { data: string; secret: string }) =>
  createHmac("sha256", secret).update(data).digest("hex");

const createTimestamp = () => Math.floor(Date.now() / 1000).toString();

const createData = ({
  timestamp,
  channel,
  products,
}: {
  timestamp: string;
  channel: string;
  products: string[];
}) => `${timestamp}${channel}${products.join(",")}`;

const createSignature = ({
  channel,
  products,
}: {
  channel: string;
  products: string[];
}) => {
  const timestamp = createTimestamp();
  const data = createData({ timestamp, channel, products });
  const signature = createHmacHex({ data, secret: CoinbaseConfig.apiSecret });

  return {
    timestamp,
    data,
    signature,
  };
};

Let’s create a subscription function to send messages. (subscription.ts)

import WebSocket from "ws";
import { CoinbaseConfig } from "./config";
import { createSignature } from "./auth";

export const subscription = ({
  type,
  products,
  channel,
  ws,
}: {
  type: "subscribe" | "unsubscribe";
  products: string[];
  channel: string;
  ws: WebSocket;
}) => {
  const message = {
    type,
    channel,
    api_key: CoinbaseConfig.apiKey,
    product_ids: products,
  };

  const signature = createSignature({ channel, products });

  ws.send(JSON.stringify({ ...message, ...signature }));
};

Create a subscribe.ts file to implement the main code for getting and sending messages.

import { CoinbaseConfig } from "./config";
import { WebSocket } from "ws";
import { subscription } from "./subscription";

export const subscribe = async (product: string) => {
  const ws = new WebSocket(CoinbaseConfig.wsUrl);

  ws.on("message", async (data: string) => {
    // Use JSON.parse(data) to parse the product data.
    console.log("product data", JSON.parse(data));
  });

  ws.on("open", () => {
    subscription({
      type: "subscribe",
      products: [product],
      channel: "ticker",
      ws,
    });
  });

  ws.on("error", () => {
    ws.close();
  });

  ws.on("close", () => {
    setTimeout(() => subscribe(product), 5000);
  });
};

Now, you can use it like this.

import { subscribe } from "./subscribe";

await subscribe("NEAR-USDC");

You can read more in the official Coinbase documentation: https://docs.cloud.coinbase.com/advanced-trade-api/docs/ws-overview.