General instructions for adding exchange connections can be found here.
Instructions on how to connect Coinbase Pro to Delta:
Visit pro.coinbase.com and log in.
Open the navigation drawer and select API.
Press '+ New API' on the top right.
Check the 'View' checkbox under 'Permissions' and press 'Create API Key'.
Copy over the 'Passphrase' into Delta.
Enter your two-factor authentication (2FA) code.
Copy over the 'API Secret' into Delta and close the popup.
Copy over the 'API Key' (in the top API key box, above the key icon) into Delta.
Once you've selected the right options, tap on "Add Connection".
Stay on this screen until the circular arrows have finished spinning. The first sync will take the longest if you are importing past transactions, as all of your previous trades need to be pulled from the API.
Import withdrawals/deposits: Turning this option on will import fiat and cryptocurrency deposits and withdrawals made to and from that exchange. Please note that by enabling this option, balances will be impacted as holdings will either be decreased or increased since we don't know where the funds are being sent to or from.
Import past transactions: If you turn this option on, Delta will import your trade history. Please be aware that importing past transactions might heavily influence your current portfolio balances. Funds that are being used need to be accounted for. If you did the groundwork of adding all past trades manually & don’t want to mess with it, then leave this option off. Basically, this means we’ll only start importing trades that happen from that point onward.
Remove existing transactions: If you turn on 'Import past transactions', you will also have this option. This will basically delete all manually entered transactions that had Coinbase Pro as the exchange. The removed transactions will be restored if and when you delete the connection.
Notify me of future transactions: If you turn this option on, Delta will send you a notification of any future transactions you make on your Coinbase Pro account once imported into Delta.
PRO TIP: The API secret will only be shown once on Coinbase's end so please ensure that you have entered it correctly into Delta. If you do not enter this correctly and you close down the page on Coinbase, you will need to follow the steps again to create a new API key.
PRO TIP 2: Please ensure that you enter the Passphrase, API Key and API Secret into the correct field in Delta. Entering them in the wrong place will cause an error and the API will not be added.
PRO TIP 3: If you encounter any errors when the connection is syncing, please consult this article here to help you.