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Loading Data from Coinbase to The Local Filesystem with dlt in Python

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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. coinbase also supports integration with various financial tools and services, enabling seamless management of digital currency portfolios. On the other hand, the local filesystem destination stores data in a local folder, making it simple to create data lakes. You can store data as JSONL, Parquet, or CSV. Using the open-source Python library dlt, you can efficiently load data from coinbase to the local filesystem. This setup allows you to leverage the robust features of coinbase and the flexibility of the local filesystem for effective data management. For more information on coinbase, visit their website.

dlt Key Features

  • Pipeline Metadata: dlt pipelines leverage metadata for governance capabilities, including load IDs for incremental transformations and data lineage. Learn more.
  • Schema Enforcement and Curation: Ensure data consistency and quality by enforcing and curating schemas with dlt. Learn more.
  • Scalability via Iterators, Chunking, and Parallelization: Efficiently process large datasets by breaking them down into manageable chunks and leveraging parallel processing. Learn more.
  • Adding Credentials: Easily add and manage credentials using .dlt/secrets.toml or environment variables. Learn more.
  • Filesystem & Buckets: Store data in remote file systems and bucket storages like S3, Google Storage, or Azure Blob Storage. Learn more.

Getting started with your pipeline locally

OpenAPI Source Generator dlt-init-openapi

This walkthrough makes use of the dlt-init-openapi generator cli tool. You can read more about it here. The code generated by this tool uses the dlt rest_api verified source, docs for this are here.

0. 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.

  • If you know your API needs authentication, but none was detected, you can learn more about adding authentication to the rest_api here.
  • OAuth detection currently is not supported, but you can supply your own authentication mechanism as outlined here.

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 filesystem and supply the credentials as outlined in the destination doc linked below.

  • Read more about setting up the rest_api source in our docs.
  • Read more about setting up the The Local Filesystem destination in our docs.

The default filesystem destination is configured to connect to AWS S3. To load to a local directory, remove the [destination.filesystem.credentials] section from your secrets.toml and provide a local filepath as the bucket_url.

[destination.filesystem] # in ./dlt/secrets.toml
bucket_url="file://path/to/my/output"

By default, the filesystem destination will store your files as JSONL. You can tell your pipeline to choose a different format with the loader_file_format property that you can set directly on the pipeline or via your config.toml. Available values are jsonl, parquet and csv:

[pipeline] # in ./dlt/config.toml
loader_file_format="parquet"

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 The Local Filesystem 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 your dlt pipeline using GitHub Actions for automated CI/CD. Read more
  • Deploy with Airflow: Follow this guide to deploy your dlt pipeline using Airflow and Google Composer. Read more
  • Deploy with Google Cloud Functions: This tutorial shows you how to deploy your dlt pipeline using Google Cloud Functions. Read more
  • Other Deployment Options: Explore additional methods to deploy your dlt pipeline, including various cloud services and orchestration tools. Read more

The running in production section will teach you about:

  • How to Monitor your pipeline: Learn how to monitor your dlt pipeline in production to ensure it runs smoothly and efficiently. How to Monitor your pipeline
  • Set up alerts: Set up alerts to get notified about any issues or important events in your dlt pipeline. Set up alerts
  • Set up tracing: Implement tracing to get detailed insights into the execution of your dlt pipeline, including timing and configuration details. 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 NameWrite DispositionDescription
instrument_v_1appendInformation about various trading instruments available on Coinbase
transfer_v_1appendDetails of transfers between wallets or accounts
instrument_quote_v_1appendReal-time quotes for trading instruments
portfolio_summary_v_1appendSummary of user's cryptocurrency portfolio
order_result_v_1appendResults of buy/sell orders placed on the platform
portfolio_fill_v_1appendDetails of order fills in the user's portfolio
dailyappendDaily trading data
candleappendHistorical price data in candlestick format
asset_v_1appendInformation about various digital assets
portfolio_balance_v_1appendBalance details of the user's portfolio
fee_rate_tier_v_1appendInformation about fee rates based on trading volume tiers
portfolio_fee_rate_v_1appendFee rates applied to the user's portfolio
asset_network_v_1appendNetwork details of various digital assets
portfolio_position_v_1appendPosition details within the user's portfolio
portfolio_v_1appendComprehensive details of the user's portfolio
instrument_funding_v_1appendFunding details for trading instruments

Additional pipeline guides

This demo works on codespaces. Codespaces is a development environment available for free to anyone with a Github account. You'll be asked to fork the demo repository and from there the README guides you with further steps.
The demo uses the Continue VSCode extension.

Off to codespaces!

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