Coinbase Pro Plugin
alias GDAX is an insurance backed cryptocurrency exchange.
There are two Zorro plugins that use the Coinbase Pro API, one developed by a Zorro user and available on
Github, one included in the Zorro S distribution (Zorro 2.41 or above).
For using the plugin, first generate an
API Key on the Coinbase Pro website. In Zorro, select CoinbasePro
from the scrollbox, enter the API key and the passphrase (with a space in
between) in the User ID
input box, and the secret in the Password input box.
Accounts.csv example entry:
Supported broker commands
The Coinbase Pro plugin supports the brokerCommand function with the following
- SET_ORDERTYPE (1=FOK, 2=GTC, 3=IOC)
- SET_PRICETYPE (1=Quotes, 2=Trades)
- GET_POSITION (balance of the given coin symbol)
Some additional commands have been implemented:
- 2000 (CBP_ENABLE_POSTONLY_ORDERFLAG) -
Sets "post_only" flag for orders. 1: enabled (default), 0: disabled.
- 2001 (CBP_GENERATE_ASSETLIST_TEMPLATE)
- Generates a template asset list in "Log\AssetsCoinbaseProTemplate.csv"..
Arguments: Comma-separated list of Coinbase Pro Symbols, e.g.
"BTC-USD,ETH-USD", or 0 for all assets
Note: LotAmount can be
reconfigured to a larger value because SET_AMOUNT is supported.
Generated PipCost field assumes quoted currency is account currency. User is
advised to reconfigure based on account currency and LotAmount.
- Symbols are of the type "AAA-BBB", where AAA
is the coin and BBB the counter currency. Example asset
- Asset parameters. All data besides spread and price
must be manually entered in the asset list. PIP size and LotAmount can be
set arbitrarily, but Coinbase Pro has minimum lot sizes for some assets.
Lots sizes can be taken from the Coinbase Pro website and converted to the
corresponding lot amounts.
- Market and limit orders are supported. Trades use UUID identifiers; the
trade ID is the hash of the UUID.
Links, order, brokers, broker plugin,
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