Coinbase Edge Fields

A coinbase alias reads public Coinbase Exchange market data for one product (symbol: BTC-USD). All 39 fields are numbers. Prices are in the product's quote currency; changes and _pct distances are fractions.

This page lists every field by group, with its unit and backtest support, then explains when candle-based fields go unavailable. Custom strategies on Kalshi and Polymarket US read a field as edge.<alias>.<field> once it is listed in the alias's fields. For the alias keys and refresh minimums, see Declaring and Reading Edge Data. Kalshi Perps reads the six MACD fields by name instead; see Kalshi Perps.

Price and quote fields

These come from Coinbase's 24-hour stats and top of book. They are the only fields that allow a 1s refresh.

Change windows

Each change compares the latest close, including the candle still forming, with an earlier close. All are fractions (0.004 = +0.4%).

High and low windows

Highest high or lowest low over recent candles, in the quote currency, including the candle still forming. With less history, fewer candles are used.

Moving averages

Averages of candle closes, in the quote currency.

EMA distance

Each EMA has two ready-made distance fields that measure how far price sits from it. Positive means spot is above the average, negative below.

A distance is unavailable whenever its EMA or price is. The _pct versions are handy across products, because a 0.2% band means the same on BTC and ETH, while a dollar band does not. All six are backtestable. When a rule reads an ema_26_15m field, backtests use the previous completed minute's close as spot.

To compare an EMA with a Kalshi strike rather than with spot, use the raw EMA field in a derived metric. See Recipe: spot and EMA vs. strike.

VWAP and velocity

MACD

MACD compares a fast and a slow exponential average of completed candle closes. Each timeframe has three fields, all in signed quote currency.

Each timeframe needs at least 34 completed candles (26 for the slow average plus 9 for the signal, minus the one they share), and every candle in the roughly 250 the Bot downloads must be back-to-back. One missing candle leaves all three fields unavailable until it is more than 250 candles old: about 4 hours for the _1m fields, about 21 hours for _5m. All six fields are backtestable and use completed candles only, in live and historical runs alike.

MACD values are in the product's quote currency (dollars for -USD pairs), not percent, so their size scales with the product's price. A histogram threshold that fits BTC means something very different on ETH or SOL.

Candle history and freshness

There is no warm-up wait. On every refresh the Bot downloads about the last 250 candles of each size (1 minute, 5 minutes, 15 minutes, 1 hour), so indicators have values from the first fetch after you deploy. A field is unavailable only when:

• Coinbase's history is too short, for example a newly listed product.
• The history has gaps. Coinbase omits candles for intervals with no trades, which is common on thin products. MACD and ema_26_15m need every downloaded candle to be back-to-back, so a single gap leaves them unavailable for hours (see MACD).
• The latest candle is late or missing. If the most recently completed candle is not in Coinbase's data within 10 seconds of its close, every field built from that candle size is unavailable for that refresh. Coinbase publishes no candle for an interval with no trades, so on thin products a quiet minute has the same effect as a late candle. The alias itself stays healthy.