Coinbase sent me a one time code to use to login after my having been locked out, but I don't know if I will ever be asked for any other code. To clearify, each time I went to login on a different device they sent me a code to use during the login process.
Where do you receive the code? To your number? Then nothing else is required. That's the code I think. And in some cases, if the device used to log in your account is known to coinbase, they may not ask for code.