Hi @pete! Apologies for the delay in our response regarding this matter.
Based on the information we received from the relevant teams, it was confirmed that yes, Coinbase Pro API keys may be used with Coinbase Exchange endpoints. Thus to answer your question “Does this mean then that I have an exchange account?,” our answer here is no. Having known that you are also seeing a message saying “we have detected you do not have an exchange account, please register” confirms that you actually have a Coinbase Pro account and it only happens that you are able to utilize the Coinbase Exchange endpoints using API keys from your Coinbase Pro account.
Now, to answer your next question “Is there a way I can find out what’s going on here, as to update all the code is going to take some time, so id like to understand as soon as possible if I can continue to use exchange, or if updates will be required,” we regret to inform you that following what was announced here, Coinbase Pro (including Coinbase Pro APIs) will be fully sunsetted this year, after all customers have migrated to the new Advanced Trade. This means that once accounts are migrated and Coinbase Pro is fully sunsetted, you will not be able to use any of your existing Coinbase Pro APIs. This also means that your generated API keys from Coinbase Pro will no longer work either on the new Advanced Trade or in the Coinbase Exchange platform. Hence, we strongly recommend that you migrate your trading activity from Coinbase Pro to Advanced Trade and use Advanced Trade as your primary advanced trading platform before this time. To know more about this transition from Coinbase Pro to Advanced Trade, we suggest that you refer to this FAQ page. You may also read further on this Pro API Mapping documentation where you can see the alignment of Coinbase Pro API resources to Advanced Trade API.
Lastly, with regard to your concern about also using the Coinbase Exchange WebSocket, we would like to inform you that based on this announcement, Coinbase Exchange APIs (FIX, REST and Websocket) will continue to be available to Exchange (Institutional) clients. Hence, we can only clarify for now that Coinbase Exchange public WebSocket feed will still continue to work, but authenticated Coinbase Exchange WebSocket channels will not once Coinbase Pro is totally sunsetted.
We hope we are able to provide clarity with your concerns. Please feel free to reply back to this thread if you have further questions.
Thank you and have a great day! 