Coinbase Exchange API guide

The candles endpoint

Request /products/{product}/candles?granularity=86400&start=…&end=… with ISO-8601 start and end. granularity is in seconds and must be one of 60, 300, 900, 3600, 21600, 86400. Each row is [time, low, high, open, close, volume] — note the unusual column order — newest first.

Products use a dash: BTC-USD, ETH-USD, SOL-EUR. A window longer than 300 candles must be paged; AlgoGP’s market_data.py walks the range in 300-candle chunks and de-duplicates by timestamp.

Rate limits and caveats

• Public endpoints are limited per IP (on the order of ten requests per second); send a User-Agent and back off on 429.
• Minutes with no trades produce no candle, so thin pairs have gaps rather than zero-volume bars.
• There is no 4-hour or weekly granularity; build them by aggregating 1h and 1d bars.

What about trading on Coinbase?

Placing orders goes through the Coinbase **Advanced Trade API**, authenticated with Coinbase Developer Platform keys that sign each request as a short-lived JWT. AlgoGP does not ship a Coinbase order adapter yet; pair Coinbase data with the Alpaca, Kraken or Binance broker, or extend brokers.py yourself.

Use Coinbase Exchange in AlgoGP

Open a project, go to the APIs & keys tab and, under Platforms, pick Coinbase Exchange as the market data source (market_data.py). The choice is saved to config.json as a new strategy version:

{
  "platforms": {
    "data": "coinbase",
    "broker": "alpaca"
  }
}

Coinbase Exchange needs no API key: the generated code calls its public endpoints directly.