├── etc
    ├── .gitignore
    └── example.conf.template
├── .gitignore
├── .github
    ├── dependabot.yml
    └── workflows
    │   └── java.yml
├── README.md
├── checkstyle.xml
├── pom.xml
├── src
    └── main
    │   └── java
    │       └── org
    │           └── jvirtanen
    │               └── coinbase
    │                   └── fix
    │                       └── Example.java
└── LICENSE.txt


/etc/.gitignore:
--------------------------------------------------------------------------------
1 | /example.conf
2 | 


--------------------------------------------------------------------------------
/.gitignore:
--------------------------------------------------------------------------------
1 | /coinbase-fix-example.jar
2 | /target/
3 | 


--------------------------------------------------------------------------------
/etc/example.conf.template:
--------------------------------------------------------------------------------
 1 | coinbase {
 2 |   fix {
 3 |     address = fix.pro.coinbase.com
 4 |     port    = 4198
 5 |   }
 6 | 
 7 |   api {
 8 |     passphrase = "<none>"
 9 |     key        = "<none>"
10 |     secret     = "<none>"
11 |   }
12 | }
13 | 


--------------------------------------------------------------------------------
/.github/dependabot.yml:
--------------------------------------------------------------------------------
 1 | version: 2
 2 | updates:
 3 |   - package-ecosystem: 'maven'
 4 |     directory: '/'
 5 |     schedule:
 6 |       interval: 'daily'
 7 |     ignore:
 8 |       - dependency-name: 'com.puppycrawl.tools:checkstyle'
 9 |         update-types: ['version-update:semver-major']
10 |   - package-ecosystem: 'github-actions'
11 |     directory: '/'
12 |     schedule:
13 |       interval: 'weekly'
14 | 


--------------------------------------------------------------------------------
/.github/workflows/java.yml:
--------------------------------------------------------------------------------
 1 | name: Java
 2 | 
 3 | on:
 4 |   - push
 5 |   - pull_request
 6 | 
 7 | jobs:
 8 |   java:
 9 |     name: ${{ matrix.java-version }}
10 |     runs-on: ubuntu-latest
11 |     strategy:
12 |       matrix:
13 |         java-version:
14 |           - 11
15 |           - 17
16 |           - 21
17 |     steps:
18 |       - name: Check out GitHub repository
19 |         uses: actions/checkout@v6
20 |       - name: Set up Java
21 |         uses: actions/setup-java@v5
22 |         with:
23 |           distribution: 'temurin'
24 |           java-version: ${{ matrix.java-version }}
25 |           cache: 'maven'
26 |       - name: Run Checkstyle
27 |         run: mvn checkstyle:check
28 |       - name: Build application
29 |         run: mvn package
30 | 


--------------------------------------------------------------------------------
/README.md:
--------------------------------------------------------------------------------
 1 | # Coinbase Pro FIX Example
 2 | 
 3 | This is a simple example application that demonstrates how to connect to
 4 | [Coinbase Pro][] using the [FIX API][] and [Philadelphia][], an open source
 5 | FIX engine for the JVM.
 6 | 
 7 |   [Coinbase Pro]: https://pro.coinbase.com
 8 |   [FIX API]: https://docs.pro.coinbase.com/#fix-api
 9 |   [Philadelphia]: https://github.com/paritytrading/philadelphia
10 | 
11 | Building and running this application requires Java Development Kit (JDK) 11
12 | or newer and Maven.
13 | 
14 | ## Usage
15 | 
16 | To build and run the application, follow these steps:
17 | 
18 | 1. Build the application:
19 | 
20 |     ```shell
21 |     mvn package
22 |     ```
23 | 
24 | 2. Create a configuration file, `etc/example.conf`:
25 | 
26 |     ```shell
27 |     cp etc/example.conf.template etc/example.conf
28 |     ```
29 | 
30 | 3. Fill in the API passphrase, key, and secret in the configuration file,
31 |    `etc/example.conf`.
32 | 
33 | 4. Run the application:
34 | 
35 |     ```shell
36 |     java -jar coinbase-fix-example.jar etc/example.conf
37 |     ```
38 | 
39 | The application logs onto Coinbase Pro and immediately logs out.
40 | 
41 | ## License
42 | 
43 | Copyright 2017 Jussi Virtanen.
44 | 
45 | Released under the Apache License, Version 2.0. See `LICENSE.txt` for details.
46 | 


--------------------------------------------------------------------------------
/checkstyle.xml:
--------------------------------------------------------------------------------
 1 | <!--
 2 |   Copyright 2022 Jussi Virtanen
 3 | 
 4 |   Licensed under the Apache License, Version 2.0 (the "License");
 5 |   you may not use this file except in compliance with the License.
 6 |   You may obtain a copy of the License at
 7 | 
 8 |       http://www.apache.org/licenses/LICENSE-2.0
 9 | 
10 |   Unless required by applicable law or agreed to in writing, software
11 |   distributed under the License is distributed on an "AS IS" BASIS,
12 |   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13 |   See the License for the specific language governing permissions and
14 |   limitations under the License.
15 |   -->
16 | <!DOCTYPE module PUBLIC "-//Puppy Crawl//DTD Check Configuration 1.3//EN" "http://checkstyle.sourceforge.net/dtds/configuration_1_3.dtd">
17 | <module name="Checker">
18 |   <property name="charset" value="UTF-8" />
19 |   <property name="fileExtensions" value="java" />
20 | 
21 |   <!-- Ignore generated sources. -->
22 |   <module name="BeforeExecutionExclusionFileFilter">
23 |     <property name="fileNamePattern" value="target/generated-sources" />
24 |   </module>
25 | 
26 |   <!-- No tabs. -->
27 |   <module name="FileTabCharacter">
28 |     <property name="eachLine" value="true" />
29 |   </module>
30 | 
31 |   <!-- No trailing whitespace. -->
32 |   <module name="RegexpSingleline">
33 |     <property name="format" value="\s+$" />
34 |     <property name="message" value="Line must not contain trailing whitespace" />
35 |   </module>
36 | 
37 |   <module name="TreeWalker">
38 | 
39 |     <!-- No unused imports. -->
40 |     <module name="UnusedImports" />
41 |   </module>
42 | </module>
43 | 


--------------------------------------------------------------------------------
/pom.xml:
--------------------------------------------------------------------------------
  1 | <!--
  2 |   Copyright 2017 Jussi Virtanen
  3 | 
  4 |   Licensed under the Apache License, Version 2.0 (the "License");
  5 |   you may not use this file except in compliance with the License.
  6 |   You may obtain a copy of the License at
  7 | 
  8 |       http://www.apache.org/licenses/LICENSE-2.0
  9 | 
 10 |   Unless required by applicable law or agreed to in writing, software
 11 |   distributed under the License is distributed on an "AS IS" BASIS,
 12 |   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 13 |   See the License for the specific language governing permissions and
 14 |   limitations under the License.
 15 |   -->
 16 | <project xmlns="http://maven.apache.org/POM/4.0.0">
 17 | 
 18 |   <modelVersion>4.0.0</modelVersion>
 19 | 
 20 |   <groupId>org.jvirtanen.coinbase</groupId>
 21 |   <artifactId>coinbase-fix-example</artifactId>
 22 |   <version>0.1.0-SNAPSHOT</version>
 23 | 
 24 |   <name>Coinbase Pro FIX API Example</name>
 25 |   <description>An example application for Coinbase Pro FIX API.</description>
 26 |   <url>https://github.com/jvirtanen/coinbase-fix-example</url>
 27 | 
 28 |   <properties>
 29 |     <project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
 30 |     <java.version>11</java.version>
 31 |     <philadelphia.version>2.0.0</philadelphia.version>
 32 |   </properties>
 33 | 
 34 |   <dependencies>
 35 |     <dependency>
 36 |       <groupId>com.github.marianobarrios</groupId>
 37 |       <artifactId>tls-channel</artifactId>
 38 |       <version>0.9.1</version>
 39 |     </dependency>
 40 |     <dependency>
 41 |       <groupId>com.paritytrading.philadelphia</groupId>
 42 |       <artifactId>philadelphia-core</artifactId>
 43 |       <version>${philadelphia.version}</version>
 44 |     </dependency>
 45 |     <dependency>
 46 |       <groupId>com.paritytrading.philadelphia</groupId>
 47 |       <artifactId>philadelphia-fix42</artifactId>
 48 |       <version>${philadelphia.version}</version>
 49 |     </dependency>
 50 |     <dependency>
 51 |       <groupId>com.paritytrading.philadelphia</groupId>
 52 |       <artifactId>philadelphia-coinbase</artifactId>
 53 |       <version>2.0.0</version>
 54 |     </dependency>
 55 |     <dependency>
 56 |       <groupId>com.typesafe</groupId>
 57 |       <artifactId>config</artifactId>
 58 |       <version>1.4.5</version>
 59 |     </dependency>
 60 |   </dependencies>
 61 | 
 62 |   <build>
 63 |     <pluginManagement>
 64 |       <plugins>
 65 |         <plugin>
 66 |           <groupId>org.apache.maven.plugins</groupId>
 67 |           <artifactId>maven-checkstyle-plugin</artifactId>
 68 |           <version>3.6.0</version>
 69 |           <dependencies>
 70 |             <dependency>
 71 |               <groupId>com.puppycrawl.tools</groupId>
 72 |               <artifactId>checkstyle</artifactId>
 73 |               <version>10.26.1</version>
 74 |             </dependency>
 75 |           </dependencies>
 76 |         </plugin>
 77 |         <plugin>
 78 |           <groupId>org.apache.maven.plugins</groupId>
 79 |           <artifactId>maven-compiler-plugin</artifactId>
 80 |           <version>3.14.1</version>
 81 |         </plugin>
 82 |         <plugin>
 83 |           <groupId>org.apache.maven.plugins</groupId>
 84 |           <artifactId>maven-shade-plugin</artifactId>
 85 |           <version>3.6.1</version>
 86 |           <executions>
 87 |             <execution>
 88 |               <phase>package</phase>
 89 |               <goals>
 90 |                 <goal>shade</goal>
 91 |               </goals>
 92 |             </execution>
 93 |           </executions>
 94 |         </plugin>
 95 |       </plugins>
 96 |     </pluginManagement>
 97 |     <plugins>
 98 |       <plugin>
 99 |         <groupId>org.apache.maven.plugins</groupId>
100 |         <artifactId>maven-checkstyle-plugin</artifactId>
101 |         <configuration>
102 |           <configLocation>checkstyle.xml</configLocation>
103 |         </configuration>
104 |       </plugin>
105 |       <plugin>
106 |         <groupId>org.apache.maven.plugins</groupId>
107 |         <artifactId>maven-compiler-plugin</artifactId>
108 |         <configuration>
109 |           <release>${java.version}</release>
110 |         </configuration>
111 |       </plugin>
112 |       <plugin>
113 |         <groupId>org.apache.maven.plugins</groupId>
114 |         <artifactId>maven-shade-plugin</artifactId>
115 |         <configuration>
116 |           <createDependencyReducedPom>false</createDependencyReducedPom>
117 |           <filters>
118 |             <filter>
119 |               <artifact>*:*</artifact>
120 |               <excludes>
121 |                 <exclude>META-INF/MANIFEST.MF</exclude>
122 |                 <exclude>META-INF/versions/9/module-info.class</exclude>
123 |               </excludes>
124 |             </filter>
125 |           </filters>
126 |           <outputFile>coinbase-fix-example.jar</outputFile>
127 |           <transformers>
128 |             <transformer implementation="org.apache.maven.plugins.shade.resource.ManifestResourceTransformer">
129 |               <mainClass>org.jvirtanen.coinbase.fix.Example</mainClass>
130 |             </transformer>
131 |           </transformers>
132 |         </configuration>
133 |       </plugin>
134 |     </plugins>
135 |   </build>
136 | 
137 | </project>
138 | 


--------------------------------------------------------------------------------
/src/main/java/org/jvirtanen/coinbase/fix/Example.java:
--------------------------------------------------------------------------------
  1 | /*
  2 |  * Copyright 2017 Jussi Virtanen
  3 |  *
  4 |  * Licensed under the Apache License, Version 2.0 (the "License");
  5 |  * you may not use this file except in compliance with the License.
  6 |  * You may obtain a copy of the License at
  7 |  *
  8 |  *     http://www.apache.org/licenses/LICENSE-2.0
  9 |  *
 10 |  * Unless required by applicable law or agreed to in writing, software
 11 |  * distributed under the License is distributed on an "AS IS" BASIS,
 12 |  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 13 |  * See the License for the specific language governing permissions and
 14 |  * limitations under the License.
 15 |  */
 16 | package org.jvirtanen.coinbase.fix;
 17 | 
 18 | import static com.paritytrading.philadelphia.coinbase.CoinbaseTags.*;
 19 | import static com.paritytrading.philadelphia.fix42.FIX42Enumerations.*;
 20 | import static com.paritytrading.philadelphia.fix42.FIX42MsgTypes.*;
 21 | import static com.paritytrading.philadelphia.fix42.FIX42Tags.*;
 22 | 
 23 | import com.paritytrading.philadelphia.FIXConfig;
 24 | import com.paritytrading.philadelphia.FIXConnection;
 25 | import com.paritytrading.philadelphia.FIXConnectionStatusListener;
 26 | import com.paritytrading.philadelphia.FIXMessage;
 27 | import com.paritytrading.philadelphia.FIXMessageListener;
 28 | import com.paritytrading.philadelphia.FIXVersion;
 29 | import com.paritytrading.philadelphia.coinbase.Coinbase;
 30 | import com.typesafe.config.Config;
 31 | import com.typesafe.config.ConfigException;
 32 | import com.typesafe.config.ConfigFactory;
 33 | import java.io.File;
 34 | import java.io.FileNotFoundException;
 35 | import java.io.IOException;
 36 | import java.net.InetSocketAddress;
 37 | import java.nio.channels.SocketChannel;
 38 | import java.security.NoSuchAlgorithmException;
 39 | import java.util.Locale;
 40 | import javax.net.ssl.SSLContext;
 41 | import tlschannel.ClientTlsChannel;
 42 | 
 43 | class Example {
 44 | 
 45 |     private static boolean receive;
 46 | 
 47 |     public static void main(String[] args) {
 48 |         if (args.length != 1)
 49 |             usage();
 50 | 
 51 |         try {
 52 |             main(config(args[0]));
 53 |         } catch (ConfigException | FileNotFoundException e) {
 54 |             error(e);
 55 |         } catch (IOException | NoSuchAlgorithmException e) {
 56 |             fatal(e);
 57 |         }
 58 |     }
 59 | 
 60 |     public static void main(Config config) throws IOException, NoSuchAlgorithmException {
 61 |         var address = config.getString("coinbase.fix.address");
 62 |         var port    = config.getInt("coinbase.fix.port");
 63 | 
 64 |         var passphrase = config.getString("coinbase.api.passphrase");
 65 |         var key        = config.getString("coinbase.api.key");
 66 |         var secret     = config.getString("coinbase.api.secret");
 67 | 
 68 |         var socketChannel = SocketChannel.open();
 69 | 
 70 |         socketChannel.connect(new InetSocketAddress(address, port));
 71 | 
 72 |         var sslContext = SSLContext.getDefault();
 73 |         var tlsChannel = ClientTlsChannel.newBuilder(socketChannel, sslContext).build();
 74 | 
 75 |         var builder = new FIXConfig.Builder()
 76 |             .setVersion(FIXVersion.FIX_4_2)
 77 |             .setSenderCompID(key)
 78 |             .setTargetCompID("Coinbase")
 79 |             .setHeartBtInt(30);
 80 | 
 81 |         var listener = new FIXMessageListener() {
 82 | 
 83 |             @Override
 84 |             public void message(FIXMessage message) {
 85 |                 printf("Message: %s\n", message.getMsgType());
 86 |             }
 87 | 
 88 |         };
 89 | 
 90 |         var statusListener = new FIXConnectionStatusListener() {
 91 | 
 92 |             @Override
 93 |             public void close(FIXConnection connection, String message) {
 94 |                 printf("Close: %s\n", message);
 95 |             }
 96 | 
 97 |             @Override
 98 |             public void sequenceReset(FIXConnection connection) {
 99 |                 printf("Received Sequence Reset\n");
100 |             }
101 | 
102 |             @Override
103 |             public void tooLowMsgSeqNum(FIXConnection connection, long receivedMsgSeqNum,
104 |                     long expectedMsgSeqNum) {
105 |                 printf("Received too low MsgSeqNum: received %s, expected %s\n",
106 |                         receivedMsgSeqNum, expectedMsgSeqNum);
107 |             }
108 | 
109 |             @Override
110 |             public void reject(FIXConnection connection, FIXMessage message) {
111 |                 printf("Received Reject\n");
112 |             }
113 | 
114 |             @Override
115 |             public void logon(FIXConnection connection, FIXMessage message) throws IOException {
116 |                 printf("Received Logon\n");
117 | 
118 |                 connection.sendLogout();
119 | 
120 |                 printf("Sent Logout\n");
121 |             }
122 | 
123 |             @Override
124 |             public void logout(FIXConnection connection, FIXMessage message) {
125 |                 printf("Received Logout\n");
126 | 
127 |                 receive = false;
128 |             }
129 | 
130 |         };
131 | 
132 |         var connection = new FIXConnection(tlsChannel, builder.build(), listener, statusListener, System.currentTimeMillis());
133 | 
134 |         var message = connection.create();
135 | 
136 |         connection.prepare(message, Logon);
137 | 
138 |         message.addField(EncryptMethod).setInt(EncryptMethodValues.None);
139 |         message.addField(HeartBtInt).setInt(30);
140 |         message.addField(Password).setString(passphrase);
141 | 
142 |         Coinbase.sign(message, secret);
143 | 
144 |         connection.send(message);
145 | 
146 |         printf("Sent Logon\n");
147 | 
148 |         receive = true;
149 | 
150 |         while (receive) {
151 |             if (connection.receive() < 0)
152 |                 break;
153 |         }
154 | 
155 |         connection.close();
156 |     }
157 | 
158 |     private static Config config(String filename) throws FileNotFoundException {
159 |         var file = new File(filename);
160 |         if (!file.exists() || !file.isFile())
161 |             throw new FileNotFoundException(filename + ": No such file");
162 | 
163 |         return ConfigFactory.parseFile(file);
164 |     }
165 | 
166 |     private static void usage() {
167 |         System.err.println("Usage: coinbase-fix-example <configuration-file>");
168 |         System.exit(2);
169 |     }
170 | 
171 |     private static void error(Throwable throwable) {
172 |         System.err.println("error: " + throwable.getMessage());
173 |         System.exit(1);
174 |     }
175 | 
176 |     private static void fatal(Throwable throwable) {
177 |         System.err.println("fatal: " + throwable.getMessage());
178 |         System.err.println();
179 |         throwable.printStackTrace(System.err);
180 |         System.err.println();
181 |         System.exit(1);
182 |     }
183 | 
184 |     private static void printf(String format, Object... args) {
185 |         System.out.printf(Locale.US, format, args);
186 |     }
187 | 
188 | }
189 | 


--------------------------------------------------------------------------------
/LICENSE.txt:
--------------------------------------------------------------------------------
  1 |                                  Apache License
  2 |                            Version 2.0, January 2004
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  4 | 
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  6 | 
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