Coinbase Level 2 Data now requires authentication

[zundradaniel]

Coinbase recently introduce a breaking change for level 2 data that requires authentication to received level 2 data (https://docs.cloud.coinbase.com/exch...coming-changes)

Are there any plans to implement this change in the near future?

[NinjaTrader_ChristopherJ]

Hello zundradaniel,

Thank you for bringing this to our attention. If they are not already aware of this change, we will let our Development Team know.

Let me know if I may be of further assistance.

[MedAnis]

Any updates?

[NinjaTrader_ChristopherJ]

We have forwarded this information to our Development Team and will post a follow up once I have additional information.

Thank you for your patience.

[zundradaniel]

We have forwarded this information to our Development Team and will post a follow up once I have additional information.

Thank you for your patience.

I've hit another issue beyond Leve2 and authentication. The OnMarketData events are completely broken. Could be related to authentication, but more likely they've changed the shape of the data coming back from the API call and now the NT expectation is now out of sync. Notice the e.Bid and e.Ask are both set to the initialization value of Double.MinValue

[NinjaTrader_ChristopherJ]

Our Development Team is still looking into this issue and will post a follow up once I have additional information.

Thank you for your patience.