20260731

2026-07-31 18:29:01 +00:00
parent b146112d99
commit 2ae051d84b
2 changed files with 36 additions and 18 deletions
@@ -398,6 +398,24 @@
        , "type":               "FUTURES"
        , "quote_asset":        "USDC"

+        , "dynamic_instruments": {
+            # dynamically created instruments (perpetual futures)
+            "credentials_key": "COINBASE_ADV_RO"
+            "class": "cvttpy_trading.exchanges.coinbase.futures.market.InstrumentLoader"
+            , "api": {
+                "REST": {
+                    "products": {
+                        "method": "GET"
+                        , "url": "https://api.coinbase.com/api/v3/brokerage/products"
+                        , "params": {
+                            "product_type": "FUTURE"
+                            , "contract_expiry_type": "EXPIRING" # "PERPETUAL" #
+                            , "expiring_contract_status": "STATUS_UNEXPIRED"
+                        }
+                    }
+                }
+            }
+        }
        , "mktdata" : {
            "credentials_key": "COINBASE_ADV_TRD"
            "class":  "cvttpy_trading.exchanges.coinbase.futures.mkt_data.CoinbaseFutMdFeed"