Level2 websocket channel too verbose!?

Advanced Trade API
1

Snapshot message

{"channel":"l2_data","client_id":"","timestamp":"2023-01-09T15:09:05.394821031Z","sequence_num":0,"events":[{"type":"snapshot","product_id":"BTC-USD","updates":[{"side":"bid","event_time":"1970-01-01T00:00:00Z","price_level":"17259.37","new_quantity":"0.00005108"},{"side":"offer","event_time":"1970-01-01T00:00:00Z","price_level":"17258.94","new_quantity":"1.87465975"},...]}]}

vs.

{"type":"snapshot","product_id":"BTC-USD","asks":[["17260.01","0.08800000"],..],"bids":[["17260.01","0.08800000"],..]}

Update message

{"channel":"l2_data","client_id":"","timestamp":"2023-01-09T15:09:16.440623199Z","sequence_num":100,"events":[{"type":"update","product_id":"BTC-USD","updates":[{"side":"bid","event_time":"2023-01-09T15:09:16.358561Z","price_level":"17259.9","new_quantity":"0.098"}]}]}

vs.

{"type":"l2update","product_id":"BTC-USD","changes":[["buy","17250.30","0.15120561"]],"time":"2023-01-09T15:15:57.489402Z"}

Does not this put Advanced Trade users in disadvantage compare to Pro and/or Exchange API users? Advanced Trade user has to download and parse more data…

Also what purpose does serve timestamp in snapshot if all bids/offers has 1970-01-01T00:00:00Z as timestamp? Similarly with update message… From quick look all bids/offers have same timestamp!

{"channel":"l2_data","client_id":"","timestamp":"2023-01-09T15:40:02.897810115Z","sequence_num":40,"events":[{"type":"update","product_id":"BTC-USD","updates":[{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17261.27","new_quantity":"0.10663242"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17261.26","new_quantity":"0.36"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17261.25","new_quantity":"0.01194198"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17261.24","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17261.23","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17261.22","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.5","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.39","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.38","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.37","new_quantity":"0.12472917"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.36","new_quantity":"0.0289671"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.35","new_quantity":"0.36"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.34","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.33","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.32","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.31","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.3","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.29","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.26","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.25","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.24","new_quantity":"0.08737276"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.23","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.19","new_quantity":"0.014758"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.18","new_quantity":"0.02038083"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.17","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.16","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.12","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.07","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.06","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17260.04","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.91","new_quantity":"0.02846201"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.9","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.89","new_quantity":"0.05458255"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.88","new_quantity":"0.04076166"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.86","new_quantity":"0.03624406"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.82","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.81","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.79","new_quantity":"0.0531155"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.78","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.77","new_quantity":"0.0351956"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.76","new_quantity":"0.05434888"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.75","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.74","new_quantity":"0"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.73","new_quantity":"0.004"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.69","new_quantity":"0.02510485"},{"side":"bid","event_time":"2023-01-09T15:40:02.792287Z","price_level":"17259.66","new_quantity":"0"},{"side":"bi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2

Hi @muktupavels! Thank you for taking an interest in trying out Coinbase APIs. For the details regarding your inquiry, we will check on this for you with our team to see how we can best assist. We’ll get back to you once we have more information. Keep in touch!

3

Hi @muktupavels ! Thank you for your patience as we look at your concern. As checked, the websocket behaves the way as you have described, unfortunately, Advanced Trade API will continue with this mechanism for now. Nevertheless, we’ve logged this as feedback with our internal teams so we can continue improving our user experience. Most new features and improvements to our products come directly from feedback like yours, so it’s very valuable to us. While we can’t offer any specific timeline for adding features and improvements, we are constantly working to build products our customers will love. We appreciate your utmost patience and understanding. Have a great day!

1 Like
4

In relation to this topic, I compared data size between Pro and Advanced Trade for BTC-USD

Snapshot message in Pro is ~0.63mb while in Advanced Trade it is ~2.46mb. That is almost 4 times more data!

Update message in Pro is ~0.000155mb while in Advanced Trade it is from ~0.00267100mb to ~0.03103600mb. That is 17 - 200 times more. But I guess this is not fair comparison as it looks like Advanced Trade is grouping updates…

Anyway that does not look good to me at all! Are there planned improvements?