Loading Coinbase Data to CockroachDB Using python and dlt
tip
We will be using the dlt PostgreSQL destination to connect to CockroachDB. You can get the connection string for your CockroachDB database as described in the CockroachDB Docs.
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Coinbase is a leading cryptocurrency exchange platform that allows users to buy, sell, and manage various cryptocurrencies. It offers a secure and user-friendly interface for trading digital assets and provides features such as real-time price tracking, secure wallets, and advanced trading options. Integrating Coinbase with CockroachDB can help manage digital currency portfolios efficiently. CockroachDB is a distributed, cloud-native SQL database that is Kubernetes compatible and free up to 5GB and 1vCPU. Using the open-source python library dlt, data can be seamlessly loaded from Coinbase to CockroachDB, ensuring reliable and scalable data management. For more information about Coinbase, visit here.
dlt Key Features
- Scalability via iterators, chunking, and parallelization:
dltoffers scalable data extraction by leveraging iterators, chunking, and parallelization techniques. This approach allows for efficient processing of large datasets by breaking them down into manageable chunks. Read more - Implicit extraction DAGs:
dltincorporates the concept of implicit extraction DAGs to handle the dependencies between data sources and their transformations automatically. Learn more - Pipeline Metadata:
dltpipelines leverage metadata to provide governance capabilities. This metadata includes load IDs, which consist of a timestamp and pipeline name. Read more - Schema Enforcement and Curation:
dltempowers users to enforce and curate schemas, ensuring data consistency and quality. Learn more - Schema evolution:
dltenables proactive governance by alerting users to schema changes. When modifications occur in the source data’s schema,dltnotifies stakeholders. Read more
Getting started with your pipeline locally
dlt-init-openapi0. Prerequisites
dlt and dlt-init-openapi requires Python 3.9 or higher. Additionally, you need to have the pip package manager installed, and we recommend using a virtual environment to manage your dependencies. You can learn more about preparing your computer for dlt in our installation reference.
1. Install dlt and dlt-init-openapi
First you need to install the dlt-init-openapi cli tool.
pip install dlt-init-openapi
The dlt-init-openapi cli is a powerful generator which you can use to turn any OpenAPI spec into a dlt source to ingest data from that api. The quality of the generator source is dependent on how well the API is designed and how accurate the OpenAPI spec you are using is. You may need to make tweaks to the generated code, you can learn more about this here.
# generate pipeline
# NOTE: add_limit adds a global limit, you can remove this later
# NOTE: you will need to select which endpoints to render, you
# can just hit Enter and all will be rendered.
dlt-init-openapi coinbase --url https://raw.githubusercontent.com/dlt-hub/openapi-specs/main/open_api_specs/Business/coinbase.yaml --global-limit 2
cd coinbase_pipeline
# install generated requirements
pip install -r requirements.txt
The last command will install the required dependencies for your pipeline. The dependencies are listed in the requirements.txt:
dlt>=0.4.12
You now have the following folder structure in your project:
coinbase_pipeline/
├── .dlt/
│ ├── config.toml # configs for your pipeline
│ └── secrets.toml # secrets for your pipeline
├── rest_api/ # The rest api verified source
│ └── ...
├── coinbase/
│ └── __init__.py # TODO: possibly tweak this file
├── coinbase_pipeline.py # your main pipeline script
├── requirements.txt # dependencies for your pipeline
└── .gitignore # ignore files for git (not required)
1.1. Tweak coinbase/__init__.py
This file contains the generated configuration of your rest_api. You can continue with the next steps and leave it as is, but you might want to come back here and make adjustments if you need your rest_api source set up in a different way. The generated file for the coinbase source will look like this:
Click to view full file (507 lines)
from typing import List
import dlt
from dlt.extract.source import DltResource
from rest_api import rest_api_source
from rest_api.typing import RESTAPIConfig
@dlt.source(name="coinbase_source", max_table_nesting=2)
def coinbase_source(
api_key: str = dlt.secrets.value,
base_url: str = dlt.config.value,
) -> List[DltResource]:
# source configuration
source_config: RESTAPIConfig = {
"client": {
"base_url": base_url,
"auth": {
"type": "api_key",
"api_key": api_key,
"name": "CB-ACCESS-API-KEY",
"location": "header"
},
},
"resources":
[
# Returns a list of supported networks and network information for a specific asset.
{
"name": "get_asset_networks",
"table_name": "asset_network_v_1",
"primary_key": "asset_uuid",
"write_disposition": "merge",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/assets/{asset}/networks",
"params": {
"asset": {
"type": "resolve",
"resource": "get_assets",
"field": "asset_id",
},
},
"paginator": "auto",
}
},
# Returns a list of all supported assets.
{
"name": "get_assets",
"table_name": "asset_v_1",
"primary_key": "asset_id",
"write_disposition": "merge",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/assets",
"paginator": "auto",
}
},
# Retrieves information for a specific asset.
{
"name": "get_asset",
"table_name": "asset_v_1",
"primary_key": "asset_id",
"write_disposition": "merge",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/assets/{asset}",
"params": {
"asset": {
"type": "resolve",
"resource": "get_assets",
"field": "asset_id",
},
},
"paginator": "auto",
}
},
# Retrieves a list of aggregated candles data for a given instrument, granularity and time range
{
"name": "get_instrument_candles",
"table_name": "candle",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/instruments/{instrument}/candles",
"params": {
"instrument": {
"type": "resolve",
"resource": "get_instruments",
"field": "instrument_id",
},
"granularity": "FILL_ME_IN", # TODO: fill in required query parameter
"start": "FILL_ME_IN", # TODO: fill in required query parameter
# the parameters below can optionally be configured
# "end": "OPTIONAL_CONFIG",
},
"paginator": "auto",
}
},
# Retrieves the trading volumes for each instrument separated by day.
{
"name": "get_instrument_volumes_daily",
"table_name": "daily",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/instruments/volumes/daily",
"params": {
"instruments": "FILL_ME_IN", # TODO: fill in required query parameter
# the parameters below can optionally be configured
# "result_limit": "OPTIONAL_CONFIG",
# "result_offset": "OPTIONAL_CONFIG",
# "time_from": "OPTIONAL_CONFIG",
# "show_other": "OPTIONAL_CONFIG",
},
"paginator": "auto",
}
},
# Return all the fee rate tiers.
{
"name": "get_fee_rate_tiers",
"table_name": "fee_rate_tier_v_1",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/fee-rate-tiers",
"paginator": "auto",
}
},
# Retrieves the historical funding rates for a specific instrument.
{
"name": "get_instrument_funding",
"table_name": "instrument_funding_v_1",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/instruments/{instrument}/funding",
"params": {
"instrument": {
"type": "resolve",
"resource": "get_instruments",
"field": "instrument_id",
},
# the parameters below can optionally be configured
# "result_limit": "OPTIONAL_CONFIG",
# "result_offset": "OPTIONAL_CONFIG",
},
"paginator": "auto",
}
},
# Retrieves the current quote for a specific instrument.
{
"name": "get_instrument_quote",
"table_name": "instrument_quote_v_1",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/instruments/{instrument}/quote",
"params": {
"instrument": {
"type": "resolve",
"resource": "get_instruments",
"field": "instrument_id",
},
},
"paginator": "auto",
}
},
# Returns all of the instruments available for trading.
{
"name": "get_instruments",
"table_name": "instrument_v_1",
"primary_key": "instrument_id",
"write_disposition": "merge",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/instruments",
"paginator": "auto",
}
},
# Retrieves market information for a specific instrument.
{
"name": "get_instrument",
"table_name": "instrument_v_1",
"primary_key": "instrument_id",
"write_disposition": "merge",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/instruments/{instrument}",
"params": {
"instrument": {
"type": "resolve",
"resource": "get_instruments",
"field": "instrument_id",
},
},
"paginator": "auto",
}
},
# Returns a list of active orders resting on the order book matching the requested criteria. Does not return any rejected, cancelled, or fully filled orders as they are not active.
{
"name": "get_orders",
"table_name": "order_result_v_1",
"primary_key": "order_id",
"write_disposition": "merge",
"endpoint": {
"data_selector": "results",
"path": "/api/v1/orders",
"params": {
# the parameters below can optionally be configured
# "portfolio": "OPTIONAL_CONFIG",
# "instrument": "OPTIONAL_CONFIG",
# "instrument_type": "OPTIONAL_CONFIG",
# "client_order_id": "OPTIONAL_CONFIG",
# "event_type": "OPTIONAL_CONFIG",
# "ref_datetime": "OPTIONAL_CONFIG",
# "result_limit": "OPTIONAL_CONFIG",
# "result_offset": "OPTIONAL_CONFIG",
},
"paginator": "auto",
}
},
# Retrieves a single order. The order retrieved can be either active or inactive.
{
"name": "get_order",
"table_name": "order_result_v_1",
"primary_key": "order_id",
"write_disposition": "merge",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/orders/{id}",
"params": {
"id": {
"type": "resolve",
"resource": "get_orders",
"field": "order_id",
},
"portfolio": "FILL_ME_IN", # TODO: fill in required query parameter
},
"paginator": "auto",
}
},
# Retrieves the summary, positions, and balances of a portfolio.
{
"name": "get_portfolio_detail",
"table_name": "portfolio_balance_v_1",
"primary_key": "asset_uuid",
"write_disposition": "merge",
"endpoint": {
"data_selector": "balances",
"path": "/api/v1/portfolios/{portfolio}/detail",
"params": {
"portfolio": {
"type": "resolve",
"resource": "get_portfolios",
"field": "portfolio_id",
},
},
"paginator": "auto",
}
},
# Returns all of the balances for a given portfolio.
{
"name": "get_portfolio_balances",
"table_name": "portfolio_balance_v_1",
"primary_key": "asset_uuid",
"write_disposition": "merge",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/portfolios/{portfolio}/balances",
"params": {
"portfolio": {
"type": "resolve",
"resource": "get_portfolios",
"field": "portfolio_id",
},
},
"paginator": "auto",
}
},
# Retrieves the balance for a given portfolio and asset.
{
"name": "get_portfolio_balance",
"table_name": "portfolio_balance_v_1",
"primary_key": "asset_uuid",
"write_disposition": "merge",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/portfolios/{portfolio}/balances/{asset}",
"params": {
"asset": {
"type": "resolve",
"resource": "get_portfolio_balances",
"field": "asset_uuid",
},
"portfolio": "FILL_ME_IN", # TODO: fill in required path parameter
},
"paginator": "auto",
}
},
# Retrieves the Perpetual Future and Spot fee rate tiers for the user.
{
"name": "get_portfolios_fee_rates",
"table_name": "portfolio_fee_rate_v_1",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/portfolios/fee-rates",
"paginator": "auto",
}
},
# Returns fills for specified portfolios or fills for all portfolios if none are provided.
{
"name": "get_multi_portfolio_fills",
"table_name": "portfolio_fill_v_1",
"primary_key": "fill_id",
"write_disposition": "merge",
"endpoint": {
"data_selector": "results",
"path": "/api/v1/portfolios/fills",
"params": {
# the parameters below can optionally be configured
# "portfolios": "OPTIONAL_CONFIG",
# "order_id": "OPTIONAL_CONFIG",
# "client_order_id": "OPTIONAL_CONFIG",
# "ref_datetime": "OPTIONAL_CONFIG",
# "result_limit": "OPTIONAL_CONFIG",
# "result_offset": "OPTIONAL_CONFIG",
# "time_from": "OPTIONAL_CONFIG",
},
"paginator": "auto",
}
},
# Returns all of the fills for a given portfolio.
{
"name": "get_portfolio_fills",
"table_name": "portfolio_fill_v_1",
"primary_key": "fill_id",
"write_disposition": "merge",
"endpoint": {
"data_selector": "results",
"path": "/api/v1/portfolios/{portfolio}/fills",
"params": {
"portfolio": {
"type": "resolve",
"resource": "get_portfolios",
"field": "portfolio_id",
},
# the parameters below can optionally be configured
# "order_id": "OPTIONAL_CONFIG",
# "client_order_id": "OPTIONAL_CONFIG",
# "ref_datetime": "OPTIONAL_CONFIG",
# "result_limit": "OPTIONAL_CONFIG",
# "result_offset": "OPTIONAL_CONFIG",
# "time_from": "OPTIONAL_CONFIG",
},
"paginator": "auto",
}
},
# Returns all of the positions for a given portfolio.
{
"name": "get_portfolio_positions",
"table_name": "portfolio_position_v_1",
"primary_key": "id",
"write_disposition": "merge",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/portfolios/{portfolio}/positions",
"params": {
"portfolio": {
"type": "resolve",
"resource": "get_portfolios",
"field": "portfolio_id",
},
},
"paginator": "auto",
}
},
# Retrieves the position for a given portfolio and symbol.
{
"name": "get_portfolio_position",
"table_name": "portfolio_position_v_1",
"primary_key": "id",
"write_disposition": "merge",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/portfolios/{portfolio}/positions/{instrument}",
"params": {
"instrument": {
"type": "resolve",
"resource": "get_portfolio_positions",
"field": "id",
},
"portfolio": "FILL_ME_IN", # TODO: fill in required path parameter
},
"paginator": "auto",
}
},
# Retrieves the high level overview of a portfolio.
{
"name": "get_portfolio_summary",
"table_name": "portfolio_summary_v_1",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/portfolios/{portfolio}/summary",
"params": {
"portfolio": {
"type": "resolve",
"resource": "get_portfolios",
"field": "portfolio_id",
},
},
"paginator": "auto",
}
},
# Returns all of the user's portfolios.
{
"name": "get_portfolios",
"table_name": "portfolio_v_1",
"primary_key": "portfolio_id",
"write_disposition": "merge",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/portfolios",
"paginator": "auto",
}
},
# Returns the user's specified portfolio.
{
"name": "get_portfolio",
"table_name": "portfolio_v_1",
"primary_key": "portfolio_id",
"write_disposition": "merge",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/portfolios/{portfolio}",
"params": {
"portfolio": {
"type": "resolve",
"resource": "get_portfolios",
"field": "portfolio_id",
},
},
"paginator": "auto",
}
},
{
"name": "get_transfers",
"table_name": "transfer_v_1",
"primary_key": "transfer_uuid",
"write_disposition": "merge",
"endpoint": {
"data_selector": "results",
"path": "/api/v1/transfers",
"params": {
# the parameters below can optionally be configured
# "portfolio [DEPRECATED]": "OPTIONAL_CONFIG",
# "portfolios": "OPTIONAL_CONFIG",
# "time_from": "OPTIONAL_CONFIG",
# "time_to": "OPTIONAL_CONFIG",
# "result_limit": "OPTIONAL_CONFIG",
# "result_offset": "OPTIONAL_CONFIG",
# "status": "OPTIONAL_CONFIG",
# "type": "OPTIONAL_CONFIG",
},
"paginator": "auto",
}
},
{
"name": "get_transfer",
"table_name": "transfer_v_1",
"primary_key": "transfer_uuid",
"write_disposition": "merge",
"endpoint": {
"data_selector": "$",
"path": "/api/v1/transfers/{transfer_uuid}",
"params": {
"transfer_uuid": {
"type": "resolve",
"resource": "get_transfers",
"field": "transfer_uuid",
},
},
"paginator": "auto",
}
},
]
}
return rest_api_source(source_config)
2. Configuring your source and destination credentials
info
dlt-init-openapi will try to detect which authentication mechanism (if any) is used by the API in question and add a placeholder in your secrets.toml.
The dlt cli will have created a .dlt directory in your project folder. This directory contains a config.toml file and a secrets.toml file that you can use to configure your pipeline. The automatically created version of these files look like this:
generated config.toml
[runtime]
log_level="INFO"
[sources.coinbase]
# Base URL for the API
base_url = "https://api.international.coinbase.com"
generated secrets.toml
[sources.coinbase]
# secrets for your coinbase source
api_key = "FILL ME OUT" # TODO: fill in your credentials
2.1. Adjust the generated code to your usecase
Further help setting up your source and destinations
At this time, the dlt-init-openapi cli tool will always create pipelines that load to a local duckdb instance. Switching to a different destination is trivial, all you need to do is change the destination parameter in coinbase_pipeline.py to postgres and supply the credentials as outlined in the destination doc linked below.
3. Running your pipeline for the first time
The dlt cli has also created a main pipeline script for you at coinbase_pipeline.py, as well as a folder coinbase that contains additional python files for your source. These files are your local copies which you can modify to fit your needs. In some cases you may find that you only need to do small changes to your pipelines or add some configurations, in other cases these files can serve as a working starting point for your code, but will need to be adjusted to do what you need them to do.
The main pipeline script will look something like this:
import dlt
from coinbase import coinbase_source
if __name__ == "__main__":
pipeline = dlt.pipeline(
pipeline_name="coinbase_pipeline",
destination='duckdb',
dataset_name="coinbase_data",
progress="log",
export_schema_path="schemas/export"
)
source = coinbase_source()
info = pipeline.run(source)
print(info)
Provided you have set up your credentials, you can run your pipeline like a regular python script with the following command:
python coinbase_pipeline.py
4. Inspecting your load result
You can now inspect the state of your pipeline with the dlt cli:
dlt pipeline coinbase_pipeline info
You can also use streamlit to inspect the contents of your CockroachDB destination for this:
# install streamlit
pip install streamlit
# run the streamlit app for your pipeline with the dlt cli:
dlt pipeline coinbase_pipeline show
5. Next steps to get your pipeline running in production
One of the beauties of dlt is, that we are just a plain Python library, so you can run your pipeline in any environment that supports Python >= 3.8. We have a couple of helpers and guides in our docs to get you there:
The Deploy section will show you how to deploy your pipeline to
- Deploy with GitHub Actions: Learn how to deploy a pipeline using GitHub Actions for automated workflows. Follow the guide here.
- Deploy with Airflow and Google Composer: Step-by-step instructions to deploy a pipeline with Airflow and Google Composer. Check the details here.
- Deploy with Google Cloud Functions: Explore how to deploy a pipeline using Google Cloud Functions. Find the guide here.
- Other Deployment Options: Discover various other methods to deploy your pipeline. Learn more here.
The running in production section will teach you about:
- How to Monitor your pipeline: Learn how to effectively monitor your
dltpipeline in production to ensure smooth and reliable operation. How to Monitor your pipeline - Set up alerts: Configure alerts to stay informed about your pipeline's status and be promptly notified of any issues. Set up alerts
- And set up tracing: Implement tracing to gain insights into the execution of your pipeline, helping you troubleshoot and optimize performance. And set up tracing
Available Sources and Resources
For this verified source the following sources and resources are available
Source Coinbase
Loads Coinbase trading data, including instruments, transfers, portfolios, orders, assets, and fees.
| Resource Name | Write Disposition | Description |
|---|---|---|
instrument_v_1 | append | Information about various trading instruments available on Coinbase |
transfer_v_1 | append | Details of transfers between wallets or accounts |
instrument_quote_v_1 | append | Real-time quotes for trading instruments |
portfolio_summary_v_1 | append | Summary of user's cryptocurrency portfolio |
order_result_v_1 | append | Results of buy/sell orders placed on the platform |
portfolio_fill_v_1 | append | Details of order fills in the user's portfolio |
daily | append | Daily trading data |
candle | append | Historical price data in candlestick format |
asset_v_1 | append | Information about various digital assets |
portfolio_balance_v_1 | append | Balance details of the user's portfolio |
fee_rate_tier_v_1 | append | Information about fee rates based on trading volume tiers |
portfolio_fee_rate_v_1 | append | Fee rates applied to the user's portfolio |
asset_network_v_1 | append | Network details of various digital assets |
portfolio_position_v_1 | append | Position details within the user's portfolio |
portfolio_v_1 | append | Comprehensive details of the user's portfolio |
instrument_funding_v_1 | append | Funding details for trading instruments |
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