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Crobat

Crobat is a Python library that records live Level 2 order-book data from the Coinbase Advanced Trade WebSocket feed. It captures limit-order insertions, cancellations and market-order events, and saves structured time-series files containing event data and bid, ask or signed snapshots.

Explore the practical guide ↓

Independent OpenViST project profile, based on linked sources.

Crobat — OpenViST project profile in Exchanges & Trading.
OpenViST project illustration. See the linked sources for product details.
Understand the project

Practical overview

When it fits

Use Crobat when a research or analysis workflow needs recorded Coinbase Advanced Trade Level 2 order-book events and snapshots rather than a trading interface. It requires a configured Python environment and Coinbase API credentials.

Who it is for

  • Market-microstructure researchers collecting live order-book observations.
  • Quantitative-finance practitioners analyzing order-flow events, prices and volumes.
  • Python users who want structured Coinbase Advanced Trade order-book records for downstream analysis.

Documented uses

  • Record order-book changes for a supported Coinbase trading pair over a configured duration.
  • Save bid, ask and signed event logs and snapshots in CSV, pickle or XLSX format.
  • Inspect event histories and latest snapshots through the Python API.
  • Prepare order-flow and order-book time series for market-microstructure research.
Before you choose

Requirements & limits

The repository identifies Crobat as open source under the AGPL-3.0 license. The README requires Python 3.10 or later and Coinbase Advanced Trade credentials in cdp_api_key.json.

  • Crobat's documented data source is Coinbase Advanced Trade, and recordings are limited to trading pairs supported there.
  • The README requires account API credentials, so setup involves more than installing the library.
  • Outputs include event and snapshot series in CSV, pickle and XLSX formats.
  • The project documents both CLI and Python API workflows; analysis of the resulting files is a separate user task.
  • The README notes that busy pairs may generate high message volume and suggests considering recording outside NYSE and LSE trading hours.

Check current requirements in the official documentation. Source-based guidance does not mean OpenViST has run or independently tested this project.

Source-based practical guide

Set up Crobat for a recording session

Install Crobat, configure recording defaults and prepare its documented account credentials.

Before you start

  • Python 3.10 or later
  • A Coinbase Advanced Trade account and API credentials in a cdp_api_key.json file
  • The Crobat GitHub repository

Steps

  1. Clone the repository and change into its directory.

  2. Install dependencies with pip install -r requirements.txt, or install the project with pip install -e .

  3. Place cdp_api_key.json in the project root.

  4. Set the recording values in config.ini, including currency_pair, position_range, recording_duration, sides and filetype.

Expected outcome

The project and its stated configuration and credential files are prepared for use through the CLI or Python API.

Guide limitations

  • This guide covers setup only; it does not validate credentials or report an executed recording.
  • The configured currency pair must be supported on Coinbase Advanced Trade.
Documentation 1 ↗
Evidence and transparency

Sources & review

Official repository ↗
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Sources checked
8 October 2026
Original website title
orderbooktools/crobat · Official homepage title · retained in its source language
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