Coinbase migration to Advanced Trade (#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

@@ -3,6 +3,7 @@
 ### 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

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)