Coinbase migration to Advanced Trade (bmoscon#1005)

* Updated Coinbase: from Coinbase Pro to Advanced Trade

* updated AUTHORS.md

* finalized Coinbase updates

* flake8

* bug and typo fix

* bug fix

* bug fix

* Removed seq_no as per doc: Subscribe to the level2 channel to guarantee that messages are delivered and your order book is in sync.

* updates based on PR comments

* updated CHANGES.md based on PR comment

AUTHORS.md

@@ -14,3 +14,4 @@ Cryptofeed was originally created by Bryant Moscon, but many others have contrib
 * [O. Janche](https://github.com/toyan) - <[email protected]>
 * [Bastien Enjalbert](https://github.com/bastienjalbert) - <[email protected]>
 * [Jonggyun Kim](https://github.com/gyunt) - <[email protected]>
+* [Thomas Bouamoud](https://github.com/thomasbs17) - <[email protected]>

CHANGES.md

@@ -1,6 +1,40 @@
 ## Changelog
 
-### 2.3.0
+### 2.4.1
+ * Bugfix: Handle empty nextFundingRate in OKX
+ * Bugfix: Handle null next_funding_time and estimated_rate in HuobiSwap funding
+ * Update: transitioned from Coinbase Pro (retired) to Coinbase Advanced Trade
+
+### 2.4.0 (2024-01-07)
+ * Update: Fix tests
+ * Update: Okcoin moved to v5 API used by OKX
+ * Bugfix: InfluxDB none type conversions
+ * New Exchange: GateIO Futures
+ * Bugfix: Fix instrument types in symbol parsing on Bitmex
+ * Bugfix: fix crash issue when init symbol data on Kraken Futures
+ * Updates: Remove closed exchanges, clean up feeds (update APIs, adjust symbol parsing, etc)
+
+### 2.3.2 (2023-05-27)
+ * Bugfix: Fix Socket backend
+ * Bugfix: Fix AUCTION symbol parsing on Coinbase
+ * Bugfix: Fix PERPETUAL symbol parsing on Phemex
+ * Bugfix: Fix PERPETUAL symbol parsing on Kraken Futures
+ * Feature: Access to all AIOKafka configuration options
+ * Feature: Use backend Queue for Kafka
+ * Feature: Add support for storing book snapshots in Redis as key-value
+ * Update: Switch from unmaintained aioredis to redis-py
+ * Bugfix: Correct value for Crypto.com Ask price
+ * Update: Remove cChardet dependency
+ * Feature: Binance TR support
+
+### 2.3.1 (2022-10-31)
+ * Bugfix: timestamp not reset correctly on reconnect
+ * Bugfix: Arctic backend failing to write Trades when trade type was not present in data
+ * Bugfix: Timestamp sometimes not present in Coinbase ticker updates
+ * Bugfix: Phemex, symbols parsing
+ * Bugfix: OKx - handle empty liquidations correctly
+
+### 2.3.0 (2022-09-04)
  * Bugfix: added list and str support to websocket_endpoint creation (allows more than 200 symbols on Binance)
  * Feature: Add support for OKx streaming candles
  * Bugfix: Binance Futures, double slash in open interest url
@@ -61,7 +95,7 @@
  * Update: Exchange name change OKEx -> OKX
  * Bugfix: OKX candle REST code was setting values incorrectly
  * Update: OKX now uses v5 for all connections (REST and WS). Update endpoints to new exchange name: okex.com -> okx.com
- 
+
 ### 2.2.0 (2021-02-16)
  * Feature: New exchange: Bit.com
  * Feature: Rework how exchanges that have multiple websocket endpoints are managed and configured.
@@ -88,7 +122,7 @@
  * Feature: Add ByBit sandbox endpoints.
  * Bugfix: Fix calculation in OrderInfo on Binance.
  * Feature: Support list of bootstrap servers for Kafka backend.
- * Feature: Add OrderInfo and Fills zmq callbacks 
+ * Feature: Add OrderInfo and Fills zmq callbacks
 
 ### 2.1.1 (2021-11-29)
  * Bugfix: Position data type missing side field.

cryptofeed/exchange.py

@@ -87,7 +87,7 @@ def _symbol_endpoint_prepare(cls, ep: RestEndpoint) -> Union[List[str], str]:
         return ep.route('instruments')
 
     @classmethod
-    def symbol_mapping(cls, refresh=False) -> Dict:
+    def symbol_mapping(cls, refresh=False, headers: dict = None) -> Dict:
         if Symbols.populated(cls.id) and not refresh:
             return Symbols.get(cls.id)[0]
         try:
@@ -97,10 +97,10 @@ def symbol_mapping(cls, refresh=False) -> Dict:
                 if isinstance(addr, list):
                     for ep in addr:
                         LOG.debug("%s: reading symbol information from %s", cls.id, ep)
-                        data.append(cls.http_sync.read(ep, json=True, uuid=cls.id))
+                        data.append(cls.http_sync.read(ep, json=True, headers=headers, uuid=cls.id))
                 else:
                     LOG.debug("%s: reading symbol information from %s", cls.id, addr)
-                    data.append(cls.http_sync.read(addr, json=True, uuid=cls.id))
+                    data.append(cls.http_sync.read(addr, json=True, headers=headers, uuid=cls.id))
 
             syms, info = cls._parse_symbol_data(data if len(data) > 1 else data[0])
             Symbols.set(cls.id, syms, info)