Loading Data from Coinbase to Timescale Using dlt in Python
tip
We will be using the dlt PostgreSQL destination to connect to Timescale. You can get the connection string for your timescale database as described in the Timescale Docs.
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Coinbase is a leading cryptocurrency exchange platform that enables users to buy, sell, and manage various digital assets. It offers a secure and user-friendly interface with features like real-time price tracking, secure wallets, and advanced trading options. Timescale is built on PostgreSQL and is designed to handle demanding workloads such as time series, vector, events, and analytics data. This documentation covers how to load data from Coinbase into Timescale using the open-source python library dlt. The integration allows seamless management of digital currency portfolios with the robust capabilities of Timescale. Further information about Coinbase can be found at Coinbase.
dlt Key Features
- Governance Support:
dltpipelines offer robust governance through pipeline metadata, schema enforcement, and schema change alerts. Learn more - Scalability:
dltleverages iterators, chunking, and parallelization techniques for efficient processing of large datasets. Learn more - Schema Enforcement and Curation: Ensure data consistency and quality by enforcing and curating schemas in
dltpipelines. Learn more - Data Types:
dltsupports various data types including text, double, bool, timestamp, date, time, bigint, binary, complex, decimal, and wei. Learn more - Advanced Deployment Options: Deploy from branches, local folders, or git repos using
dlt init. Learn more
Getting started with your pipeline locally
OpenAPI Source Generator
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 Timescale 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 set up and deploy your
dltpipeline using GitHub Actions for CI/CD. Read more - Deploy with Airflow and Google Composer: Follow this guide to deploy your
dltpipeline using Airflow and Google Composer. Read more - Deploy with Google Cloud Functions: Explore how to deploy your
dltpipeline with Google Cloud Functions for serverless execution. Read more - Other Deployment Options: Discover additional methods for deploying your
dltpipeline. Read more
The running in production section will teach you about:
- How to Monitor your pipeline: Learn how to monitor your
dltpipeline 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 anomalies in your
dltpipeline, ensuring timely responses to any problems. Set up alerts - Set up tracing: Implement tracing to get detailed insights into the execution of your
dltpipeline, helping you diagnose and troubleshoot issues effectively. 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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