These release notes list changes to all Coinbase Derivatives Exchange products.
2025-JUN-06
2025-APR-04
Effective Friday, April 04, 2025, and going forward, the weekly sequence number reset will move up to every Friday at 16:05 CT.
2025-JAN-31
Added UUIDv4 support for ClOrdID
(tag 11) on FIX Order Entry
2024-SEP-13
Removed support for MDPriceLevel
(tag 1023) from FIX Market Data
Removed support for MaxShow
(tag 210) from FIX Order Entry and FIX Copy
2024-JUL-15
Added support for OCO (one-cancels-the-other) orders to FIX 4.4, New Order Single (35=D) .
OCO orders combine the features of limit and stop orders (and CDE treats them as a single order, not two linked ones). OCO orders let users set predefined limit and stop levels simultaneously depending on their view of the market. Initially, an OCO order acts like a regular limit order, contributing to market data. When its stop price condition is met, it shifts and behaves like a stop limit order.
2024-JUN-21
Restored the downloads page with newly updated XML files.
FIX Diffs since the last available downloads
121,122d120
< <field name="TrdType" required="N"/>
< <field name="ExecInst" required="N"/>
177,179d174
< <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
< <value enum="6" description="POST_ONLY"/>
< </field>
390,391d384
< <value enum="30" description="BROKERAGE_FIRM"/>
< <value enum="36" description="ENTERING_BROKERAGE_FIRM_TRADER"/>
393d385
< <value enum="99" description="BROKER_CODE"/>
424,426d415
< <field number="828" name="TrdType" type="INT">
< <value enum="1" description="BLOCK_TRADE"/>
< </field>
119d118
< <field name="TrdType" required="N"/>
400c399
< <value enum="1" description="SNAPSHOT_PLUS_UPDATES_ON_FUTURES"/>
---
> <value enum="1" description="SNAPSHOT_PLUS_UPDATES"/>
402d400
< <value enum="3" description="UPDATES_ON_BLOCKS"/>
578,580d575
< <field number="828" name="TrdType" type="INT">
< <value enum="1" description="BLOCK_TRADE"/>
< </field>
120d119
< <field name="ExecInst" required="N"/>
173d171
< <field name="ExecInst" required="N"/>
327c325,364
< <value enum="6" description="POST_ONLY"/>
---
> <value enum="1" description="NOT_HELD"/>
> <value enum="2" description="WORK"/>
> <value enum="3" description="GO_ALONG"/>
> <value enum="4" description="OVER_THE_DAY"/>
> <value enum="5" description="HELD"/>
> <value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
> <value enum="7" description="STRICT_SCALE"/>
> <value enum="8" description="TRY_TO_SCALE"/>
> <value enum="9" description="STAY_ON_BIDSIDE"/>
> <value enum="0" description="STAY_ON_OFFERSIDE"/>
> <value enum="A" description="NO_CROSS"/>
> <value enum="B" description="OK_TO_CROSS"/>
> <value enum="C" description="CALL_FIRST"/>
> <value enum="D" description="PERCENT_OF_VOLUME"/>
> <value enum="E" description="DO_NOT_INCREASE"/>
> <value enum="F" description="DO_NOT_REDUCE"/>
> <value enum="G" description="ALL_OR_NONE"/>
> <value enum="H" description="REINSTATE_ON_SYSTEM_FAILURE"/>
> <value enum="I" description="INSTITUTIONS_ONLY"/>
> <value enum="J" description="REINSTATE_ON_TRADING_HALT"/>
> <value enum="K" description="CANCEL_ON_TRADING_HALT"/>
> <value enum="L" description="LAST_PEG"/>
> <value enum="M" description="MID_PRICE_PEG"/>
> <value enum="N" description="NON_NEGOTIABLE"/>
> <value enum="O" description="OPENING_PEG"/>
> <value enum="P" description="MARKET_PEG"/>
> <value enum="Q" description="CANCEL_ON_SYSTEM_FAILURE"/>
> <value enum="R" description="PRIMARY_PEG"/>
> <value enum="S" description="SUSPEND"/>
> <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/>
> <value enum="V" description="NETTING"/>
> <value enum="W" description="PEG_TO_VWAP"/>
> <value enum="X" description="TRADE_ALONG"/>
> <value enum="Y" description="TRY_TO_STOP"/>
> <value enum="Z" description="CANCEL_IF_NOT_BEST"/>
> <value enum="a" description="TRAILING_STOP_PEG"/>
> <value enum="b" description="STRICT_LIMIT"/>
> <value enum="c" description="IGNORE_PRICE_VALIDITY_CHECKS"/>
> <value enum="d" description="PEG_TO_LIMIT_PRICE"/>
> <value enum="e" description="WORK_TO_TARGET_STRATEGY"/>
See all 48 lines
SBE Diffs since the last available downloads
6,7c6,7
< version="7"
< semanticVersion="4.6"
---
> version="6"
> semanticVersion="3.4"
108,110d107
< <set name="NewOrderFlags" encodingType="uint8">
< <choice name="postOnly">0</choice>
< </set>
164c161
< <field name="flags" id="7" type="NewOrderFlags" sinceVersion="7"/>
---
> <field name="padding" id="7" type="int8" sinceVersion="5"/>
2024-APR-09
Replaced SBE NewOrder padding with flags where 1
= Post Only
2024-MAR-29
Added FIX Drop Copy support for ExecInst, Post-only (18=6
) in:
2024-FEB-28
Added FIX Order Entry support for ExecInst, Post-only (18=6
) in:
2023-NOV-06
Added Block Trade support to the Drop Copy API. For block trades, TrdType is set to 1 (828=1
). For all other trade types, TrdType is null. For more, see Block Trades .
2023-OCT-31
Public preview of the Coinbase Derivatives Exchange FIX, SBE, and UDP APIS.