Authentication for Coinbase to access level 2/3 data

[LarsQS]

Hi,

Coinbase changed their API August 1 and level 2/3 data require authentication. I attempted to pass the coinbase key via a config dictionary to the FeedHandler object but was not successful:

{'type': 'error', 'message': 'Failed to subscribe', 'reason': 'level2, level3, and full channels now require authentication. https://docs.cloud.coinbase.com/exchange/docs/websocket-auth'}

I see that the Coinbase exchange object has a authenticate method, which is not implemented.

Many thanks for your help and putting the library together!