Overview

This repository contains a C++ trading bot for Coinbase Advanced Trade. It uses moving average crossovers to determine buy/sell actions and places limit maker orders using authenticated JWT-based API requests.

• Implements two moving averages:
  • Short-Term MA: Based on 1-minute candles.
  • Long-Term MA: Based on 5-minute candles.
• Trades with a small fixed USD amount (e.g., $5) based on crossover logic.
• All orders are posted maker-only (post_only=true) to minimize taker fees.

Project Structure and Usage

coinbase-trading-bot/
├── main.cpp
├── CMakeLists.txt (if applicable)
├── README.md
└── ...

1. main.cpp
   • Implements:
     • JWT creation using jwt-cpp and OpenSSL.
     • Authenticated HTTP requests with libcurl.
     • Candle fetching, MA calculations, and basic crossover trading logic.
   • Continuously loops with a 30-second delay to monitor market conditions and place orders as needed.

Dependencies

This bot uses the following C++ libraries:

• C++17 compiler
• jwt-cpp — JWT creation & ES256 signing
• OpenSSL (libssl, libcrypto) — cryptography & RAND_bytes
• libcurl — HTTP / HTTPS requests
• nlohmann/json — JSON parsing
• pthread (Linux) — required by jwt-cpp / OpenSSL Make sure these libraries are installed and linked when building.

Security & Credentials

The bot never embeds secrets in source code. Instead it reads your Coinbase Advanced Trade API key and EC private key from environment variables:

std::string keyName       = std::getenv("KEY_NAME");       // Your Key ID (In Coinbase Api Key: "name")
std::string privateKeyPem = std::getenv("PRIVATE_KEY_PEM"); // Your Private Key (In Coinbase Api Key: "privateKey")

The code also injects a 16-byte nonce into the JWT header to prevent replay attacks.

Note: Ensure your API key from Coinbase is generated with **ECDSA selected.

Example (Bash)

export KEY_NAME="your_api_key_name"
export PRIVATE_KEY_PEM=$'-----BEGIN EC PRIVATE KEY-----\n...\n-----END EC PRIVATE KEY-----'

Before running:

1. Set both variables in your shell, .env, or a secret manager.
2. Never commit the PEM string to Git (it grants signing authority).
3. Rotate keys in Coinbase if you suspect they were exposed.

Alternative: Using a .env file (e.g., in CLion)

You can store sensitive variables in a .env-style file and configure your IDE (like CLion) to load them during runtime.

Example keys.env:

KEY_NAME=your_api_key_name
PRIVATE_KEY_PEM=-----BEGIN EC PRIVATE KEY-----
...
-----END EC PRIVATE KEY-----

In CLion:

1. Open Run/Debug Configurations.
2. Go to Environment Variables -> “Load variables from file”.
3. Point to keys.env.

This keeps secrets out of source code while allowing local development.

How to Build & Run

Build

1. Clone this repository.
2. Install dependencies.
3. Use your preferred C++ build system (e.g., g++, CMake) to compile the program.

g++ -std=c++17 main.cpp -o trading_bot -lcurl -lssl -lcrypto -pthread

Run

./trading_bot

Strategy Logic

1. Buy Condition:
   • Short-term MA crosses above long-term MA.
   • You are not already holding a position.
2. Sell Condition:
   • Short-term MA falls below long-term MA.
   • You are holding a position.
   • Current price is sufficiently above the last buy price to cover fees and earn profit (default multiplier is 1.013).

Output & Logs

During execution, the bot prints logs such as:

• Current short and long MAs
• Placed buy/sell orders
• Error messages (e.g., failed JSON parse, HTTP failures) These are written to stdout for real-time monitoring.

Customization

• Trade Amount: Modify quoteAmountUsd in placeLimitOrder().
• Profit Threshold: Adjust minSellPrice = lastBuyPrice * 1.013.
• Sleep Interval: Change the std::this_thread::sleep_for(...) value in the main loop.

Common Issues

1. JWT creation fails: Usually caused by an invalid private key or malformed JWT structure.
2. HTTP 401/403 responses: Ensure your credentials are correct and that JWTs are signed properly.
3. libcurl errors: Check network connection or API rate limits.
4. JSON parsing issues: Validate Coinbase API hasn’t changed response structure.