nautilus_coinbase/common/
consts.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use std::{sync::LazyLock, time::Duration};
17
18use nautilus_model::identifiers::{ClientId, Venue};
19use ustr::Ustr;
20
21/// Venue identifier string.
22pub const COINBASE: &str = "COINBASE";
23
24/// Static venue instance.
25pub static COINBASE_VENUE: LazyLock<Venue> = LazyLock::new(|| Venue::new(Ustr::from(COINBASE)));
26
27/// Static client ID instance.
28pub static COINBASE_CLIENT_ID: LazyLock<ClientId> =
29    LazyLock::new(|| ClientId::new(Ustr::from(COINBASE)));
30
31pub const REST_URL: &str = "https://api.coinbase.com";
32pub const REST_API_PATH: &str = "/api/v3/brokerage";
33pub const WS_URL: &str = "wss://advanced-trade-ws.coinbase.com";
34pub const WS_USER_URL: &str = "wss://advanced-trade-ws-user.coinbase.com";
35
36pub const REST_URL_SANDBOX: &str = "https://api-sandbox.coinbase.com";
37pub const WS_URL_SANDBOX: &str = "wss://advanced-trade-ws-sandbox.coinbase.com";
38pub const WS_USER_URL_SANDBOX: &str = "wss://advanced-trade-ws-user-sandbox.coinbase.com";
39
40pub const JWT_ISSUER: &str = "cdp";
41
42/// Coinbase requires JWT regeneration within 2 minutes
43pub const JWT_EXPIRY_SECS: u64 = 120;
44
45pub const ORDER_CONFIG_MARKET_IOC: &str = "market_market_ioc";
46pub const ORDER_CONFIG_LIMIT_GTC: &str = "limit_limit_gtc";
47pub const ORDER_CONFIG_LIMIT_GTD: &str = "limit_limit_gtd";
48pub const ORDER_CONFIG_LIMIT_FOK: &str = "limit_limit_fok";
49pub const ORDER_CONFIG_STOP_LIMIT_GTC: &str = "stop_limit_stop_limit_gtc";
50pub const ORDER_CONFIG_STOP_LIMIT_GTD: &str = "stop_limit_stop_limit_gtd";
51pub const ORDER_CONFIG_BASE_SIZE: &str = "base_size";
52pub const ORDER_CONFIG_QUOTE_SIZE: &str = "quote_size";
53pub const ORDER_CONFIG_LIMIT_PRICE: &str = "limit_price";
54pub const ORDER_CONFIG_STOP_PRICE: &str = "stop_price";
55pub const ORDER_CONFIG_POST_ONLY: &str = "post_only";
56pub const ORDER_CONFIG_END_TIME: &str = "end_time";
57
58/// Maximum page size accepted by Coinbase's `/accounts` endpoint.
59pub const ACCOUNTS_PAGE_LIMIT: &str = "250";
60
61/// `order_status` filter value for Coinbase's `/orders/historical/batch`
62/// endpoint; selects orders the venue considers `OPEN`.
63pub const ORDER_STATUS_OPEN: &str = "OPEN";
64
65// Query parameter keys shared across multiple paginated REST endpoints,
66// where the fills endpoint substitutes `*_SEQUENCE_TIMESTAMP` for `*_DATE`.
67pub const QUERY_KEY_LIMIT: &str = "limit";
68pub const QUERY_KEY_CURSOR: &str = "cursor";
69pub const QUERY_KEY_PRODUCT_IDS: &str = "product_ids";
70pub const QUERY_KEY_ORDER_IDS: &str = "order_ids";
71pub const QUERY_KEY_ORDER_STATUS: &str = "order_status";
72pub const QUERY_KEY_START_DATE: &str = "start_date";
73pub const QUERY_KEY_END_DATE: &str = "end_date";
74pub const QUERY_KEY_START_SEQUENCE_TIMESTAMP: &str = "start_sequence_timestamp";
75pub const QUERY_KEY_END_SEQUENCE_TIMESTAMP: &str = "end_sequence_timestamp";
76
77pub const HTTP_TIMEOUT: Duration = Duration::from_secs(10);
78
79/// WebSocket control-frame ping interval, in seconds.
80pub const WS_HEARTBEAT_SECS: u64 = 30;
81
82pub const RECONNECT_BASE_BACKOFF: Duration = Duration::from_millis(250);
83pub const RECONNECT_MAX_BACKOFF: Duration = Duration::from_secs(30);
84pub const RECONNECT_JITTER_MS: u64 = 200;
85pub const RECONNECT_BACKOFF_FACTOR: f64 = 2.0;
86pub const RECONNECT_TIMEOUT: Duration = Duration::from_secs(15);
87
88/// Maximum time the client waits for the feed handler task to drain on
89/// disconnect before forcibly aborting.
90pub const WS_DISCONNECT_TIMEOUT: Duration = Duration::from_secs(5);
91
92/// Coinbase disconnects if no subscription within 5 seconds
93pub const WS_SUBSCRIBE_DEADLINE: Duration = Duration::from_secs(5);
94
95#[cfg(test)]
96mod tests {
97    use rstest::rstest;
98
99    use super::*;
100
101    #[rstest]
102    fn test_venue_constant() {
103        assert_eq!(COINBASE_VENUE.as_str(), COINBASE);
104    }
105
106    #[rstest]
107    fn test_url_constants() {
108        assert!(REST_URL.starts_with("https://"));
109        assert!(WS_URL.starts_with("wss://"));
110        assert!(WS_USER_URL.starts_with("wss://"));
111    }
112
113    #[rstest]
114    fn test_timeout_constants() {
115        assert_eq!(HTTP_TIMEOUT, Duration::from_secs(10));
116        assert_eq!(WS_HEARTBEAT_SECS, 30);
117        assert_eq!(WS_SUBSCRIBE_DEADLINE, Duration::from_secs(5));
118    }
119
120    #[rstest]
121    fn test_order_configuration_constants() {
122        assert_eq!(ORDER_CONFIG_MARKET_IOC, "market_market_ioc");
123        assert_eq!(ORDER_CONFIG_LIMIT_GTC, "limit_limit_gtc");
124        assert_eq!(ORDER_CONFIG_LIMIT_GTD, "limit_limit_gtd");
125        assert_eq!(ORDER_CONFIG_LIMIT_FOK, "limit_limit_fok");
126        assert_eq!(ORDER_CONFIG_STOP_LIMIT_GTC, "stop_limit_stop_limit_gtc");
127        assert_eq!(ORDER_CONFIG_STOP_LIMIT_GTD, "stop_limit_stop_limit_gtd");
128        assert_eq!(ORDER_CONFIG_BASE_SIZE, "base_size");
129        assert_eq!(ORDER_CONFIG_QUOTE_SIZE, "quote_size");
130        assert_eq!(ORDER_CONFIG_LIMIT_PRICE, "limit_price");
131        assert_eq!(ORDER_CONFIG_STOP_PRICE, "stop_price");
132        assert_eq!(ORDER_CONFIG_POST_ONLY, "post_only");
133        assert_eq!(ORDER_CONFIG_END_TIME, "end_time");
134    }
135}
nautilus_coinbase/common/consts.rs

nautilus_coinbase/common/
consts.rs
