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Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

[unreleased]

Added

  • taker_fee_rate and maker_fee_rate in REST api.

Changed

  • Change log file opening mode to append for data logging

[0.2.2] - 2026-03-05

Changed

  • Enhance ISO 8601 parsing with microsecond and nanosecond support
  • Convert all timestamp to nanoseconds

Added

  • timestamp parsing tests

[0.2.1] - 2026-02-19

Changed

  • BREAKING: Renamed WebSocket channel HEARTBEAT to HEARTBEATS to match Coinbase API specification
  • Improved JSON parsing macros to check for field existence before parsing (TIMESTAMP_FROM_JSON, NANOSECONDS_FROM_JSON, DOUBLE_FROM_JSON, INT_FROM_JSON)
  • Enhanced error logging to combine context and error messages for better debugging

Fixed

  • Fixed Order JSON parsing to handle optional fields (edit_history, creation_time, current_pending_replace, attached_order_configuration)
  • Fixed Order parsing to support both creation_time and created_time field names
  • Fixed WebSocket error handling to properly process and dispatch error messages instead of throwing exceptions
  • Fixed user event processing to use correct JSON path for order updates (event.at("orders") instead of j.at("orders"))
  • Fixed sequence number checks to handle messages without sequence_num field
  • Improved null-safety in JSON parsing throughout order and websocket modules

[0.2.0] - 2026-02-19

Added

  • Comprehensive unit tests for CoinbaseAwaitableRestClient coroutine-based API
  • Tests for all async REST endpoints including accounts, products, orders, fills, and market data
  • Concurrent operations test demonstrating proper async usage

Changed

  • BREAKING: Converted from header-only to static library for significantly faster downstream builds (5-10x improvement)
  • Changed precompiled headers from INTERFACE to PRIVATE (only affects library compilation, not downstream consumers)
  • Simplified dependency management - OpenSSL and slick-net are now bundled in the static library
  • Fixed CoinbaseAwaitableRestClient to use proper Boost.Asio coroutines with co_return
  • Changed return type from std::awaitable to asio::awaitable (Boost.Asio)

Migration Guide

Projects using this library must rebuild and reinstall. No source code changes are required in consuming projects, but you must:

  1. Rebuild coinbase-advanced-cpp as a static library
  2. Reinstall to your package manager or install prefix
  3. Rebuild your project (you will see significant compilation speedup)

[0.1.2] - 2026-02-03

Added

  • Cross-platform support for get_env utility function (Unix/macOS/Windows)

Fixed

  • Fix macro definitions to use correct field access syntax
  • Replace std::chrono::parse with cross-platform manual parsing in to_milliseconds and to_nanoseconds for macOS compatibility
  • Use UTC-aware time conversion (timegm/_mkgmtime) instead of local time (mktime) for ISO 8601 timestamp parsing
  • Replace std::format with chrono formatters with strftime for GCC 14 compatibility in timestamp_to_string
  • Fix std::string_view to std::string conversion in logData for fstream::open compatibility
  • Fix linker error by making empty_msg static member variable inline constexpr

Removed

  • Unused reconnectMarketData and reconnectUserData methods from WebSocket class
  • level2_book.hpp header file (functionality integrated elsewhere)

[0.1.1] - 2026-02-01

Added

  • DataHandler class to process Coinbase market and user data
  • Unit test for UserThreadWebsocketCallbacks multiple client support
  • IsMarketDataConnected and IsUserDataConnected methods
  • WebSocket connection lifecycle callbacks for market/user data
  • WebSocketClient stop method for explicit shutdown
  • WebSocket test for repeated connect/disconnect cycles
  • Test for repeated connect/disconnect scenarios to validate stability

Changed

  • Try to find dependent slick components using find_package before falling back to FetchContent
  • Changed header files from .h to .hpp
  • Decoupled UserThreadWebsocketCallbacks from WebSocketeClient to support multiple WebSocketClient
  • Create market data and user data websocket when url is set
  • UserThreadWebsocketCallbacks now drains multiple queued messages per tick for higher throughput
  • Updated slick-net to v1.2.3 and report version when found
  • Added stricter warning and release optimization flags for MSVC and non-MSVC builds
  • WebSocketCallbacks now receive WebSocketClient pointers on all events, and error callbacks take rvalue strings
  • WebSocketClient now initializes sockets on subscribe and dispatches connect/disconnect events through the data queue
  • UserThreadWebsocketCallbacks now track per-client sequence numbers and active client sets
  • Refactored REST API tests to improve order handling and logging
  • Added order_ member variable to store order details for reuse in tests
  • Enhanced error logging for order creation, modification, and cancellation
  • Adjusted order quantities for better precision in tests
  • Refactored WebSocket tests to include connection and disconnection tracking

Fixed

  • Various WebSocket unit tests not waiting for snapshot
  • Fixed duplicated Candle definition
  • WebSocket logger now writes correct payload offsets and labels user data correctly
  • Sequence-number checks now accept first message even if the sequence does not start at 0
  • Level2 book compile issues and trade timestamp handling
  • Trades JSON parsing (pass-by-reference)
  • Empty API secret handling in PEM formatting
  • PriceBookResponse parsing when pricebook is missing
  • Order status string typo and size_ratio field name
  • Missing default return in FCM trading session state parsing
  • WebSocket teardown now waits briefly for disconnect callbacks and clears per-client sequence state
  • REST API tests now clean up created orders on failures and log API errors for debugging
  • Build warnings across multiple files

[0.1.0] - 2026-01-13

Added

  • Data logger implementation for tracking application activity
  • Comprehensive unit tests for REST API endpoints
  • Comprehensive unit tests for WebSocket functionality
  • Support for multiple order types including market, limit, stop limit, bracket, and TWAP orders
  • Async/Await support using C++ coroutines for REST operations
  • Documentation in README.md with usage examples
  • SPDX header in header files
  • CHANGELOG.md
  • GitHub release workflow

Changed

  • Separated market data and user data handling functions for better organization
  • Fixed level2 message side parsing to correctly handle order book updates
  • Inlined dispatchData and processData functions for improved performance
  • Refactored WebSocket callbacks to support thread-safe user data handling
  • Updated slick-queue to v1.2.2
  • Updated slick-net to v1.2.2
  • Renamed repository from coinbase_advanced_cpp to coinbase-advanced-cpp (hyphenated naming follows recommended convention)
  • License years

Fixed

  • Level2 message side parsing issue that was causing incorrect order book updates
  • Various minor bugs in WebSocket message processing

[0.1.0-candidate] - 2025-11-29

Added

  • Initial implementation of Coinbase Advanced API C++ SDK
  • REST API client with support for accounts, orders, products, trades, and market data
  • WebSocket client with support for level2, ticker, market trades, and user data channels
  • Complete implementation of Coinbase Advanced API endpoints
  • JWT authentication support using jwt-cpp library
  • Type safety with full C++ type definitions for all API responses
  • Modern C++ features including C++20, RAII, smart pointers, and modern C++ best practices
  • Thread-safe design for multi-threaded applications