gdax-client | Rust client library for Coinbase Exchange | Cryptocurrency library

I came here with the very same question, but at least some states are described somewhere in their documentation:

https://docs.gdax.com/#order-lifecycle

Valid orders sent to the matching engine are confirmed immediately and are in the received state. If an order executes against another order immediately, the order is considered done. An order can execute in part or whole. Any part of the order not filled immediately, will be considered open. Orders will stay in the open state until canceled or subsequently filled by new orders. Orders that are no longer eligible for matching (filled or canceled) are in the done state.

Interestingly the above cited documentation doesn't mention the state pending. However pending is mentioned on other places of the documentation without further explanation. But one such place is the example response of a POST request for placing a new order, which happens very closely to the received state of the life cycle. They might have confused the names, or there might be a received and pending state. Without real world API responses or a statement from Coinbase it's pure speculation.

https://docs.gdax.com/#place-a-new-order

Stop orders become active and wait to trigger based on the movement of the last trade price.