gdax

package module
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 Go to latest Published: Jul 3, 2018 License: MIT Imports: 16 Imported by: 0

README

Go GDAX GoDoc Build Status

Summary

Go client for CoinBase Pro formerly known as GDAX

Installation

go get github.com/preichenberger/go-gdax

!!! As of 0.5 this library uses strings and is not backwards compatible with previous versions, to install previous versions, please use a tool like GoDep

Documentation

For full details on functionality, see GoDoc documentation.

Setup

How to create a client:


import (
  "os"
  gdax "github.com/preichenberger/go-gdax"
)

secret := os.Getenv("COINBASE_SECRET")
key := os.Getenv("COINBASE_KEY")
passphrase := os.Getenv("COINBASE_PASSPHRASE")

// or unsafe hardcode way
secret = "exposedsecret"
key = "exposedkey"
passphrase = "exposedpassphrase"

client := gdax.NewClient(secret, key, passphrase)
HTTP Settings
import (
  "net/http"
  "time"
)

client.HttpClient = &http.Client {
  Timeout: 15 * time.Second,
}
Decimals

To manage precision correctly, this library sends all price values as strings. It is recommended to use a decimal library like Spring's Decimal if you are doing any manipulation of prices.

Example:

import (
  "github.com/shopspring/decimal"
)

book, err := gdax.getBook("BTC-USD", 1)
if err != nil {
    println(err.Error())  
}

lastPrice, err := decimal.NewFromString(book.Bids[0].Price)
if err != nil {
    println(err.Error())  
}

order := gdax.Order{
  Price: lastPrice.Add(decimal.NewFromFloat(1.00)).String(),
  Size: "2.00",
  Side: "buy",
  ProductId: "BTC-USD",
}

savedOrder, err := client.CreateOrder(&order)
if err != nil {
  println(err.Error())
}

println(savedOrder.Id)
Retry

You can set a retry count which uses exponential backoff: (2^(retry_attempt) - 1) / 2 * 1000 * milliseconds

client.RetryCount = 3 # 500ms, 1500ms, 3500ms
Cursor

This library uses a cursor pattern so you don't have to keep track of pagination.

var orders []gdax.Order
cursor = client.ListOrders()

for cursor.HasMore {
  if err := cursor.NextPage(&orders); err != nil {
    println(err.Error())
    return
  }

  for _, o := range orders {
    println(o.Id)
  }
}
Websockets

Listen for websocket messages

  import(
    ws "github.com/gorilla/websocket"
  )

  var wsDialer ws.Dialer
  wsConn, _, err := wsDialer.Dial("wss://ws-feed.pro.coinbase.com", nil)
  if err != nil {
    println(err.Error())
  }

  subscribe := gdax.Message{
    Type:      "subscribe",
    Channels: []gdax.MessageChannel{
      gdax.MessageChannel{
        Name: "level2",
        ProductIds: []string{
          "BTC-USD",
        },
      },
    },
  }
  if err := wsConn.WriteJSON(subscribe); err != nil {
    println(err.Error())
  }

  for true {
    message := gdax.Message{}
    if err := wsConn.ReadJSON(&message); err != nil {
      println(err.Error())
      break
    }

    if message.Type == "match" {
      println("Got a match")
    }
  }
Time

Results return coinbase time type which handles different types of time parsing that GDAX returns. This wraps the native go time type

  import(
    "time"
    gdax "github.com/preichenberger/go-gdax"
  )

  coinbaseTime := gdax.Time{}
  println(time.Time(coinbaseTime).Day())
Examples

This library supports all public and private endpoints

Get Accounts:

  accounts, err := client.GetAccounts()
  if err != nil {
    println(err.Error())
  }

  for _, a := range accounts {
    println(a.Balance)
  }

List Account Ledger:

  var ledgers []gdax.LedgerEntry

  accounts, err := client.GetAccounts()
  if err != nil {
    println(err.Error())
  }

  for _, a := range accounts {
    cursor := client.ListAccountLedger(a.Id)
    for cursor.HasMore {
      if err := cursor.NextPage(&ledgers); err != nil {
        println(err.Error())
      }

      for _, e := range ledgers {
        println(e.Amount)
      }
  }

Create an Order:

  order := gdax.Order{
    Price: "1.00",
    Size: "1.00",
    Side: "buy",
    ProductId: "BTC-USD",
  }

  savedOrder, err := client.CreateOrder(&order)
  if err != nil {
    println(err.Error())
  }

  println(savedOrder.Id)

Transfer funds:

  transfer := gdax.Transfer {
    Type: "deposit",
    Amount: "1.00",
  }

  savedTransfer, err := client.CreateTransfer(&transfer)
  if err != nil {
    println(err.Error())
  }

Get Trade history:

  var trades []gdax.Trade
  cursor := client.ListTrades("BTC-USD")

  for cursor.HasMore {
    if err := cursor.NextPage(&trades); err != nil {
      for _, t := range trades {
        println(trade.CoinbaseId)
      }
    }
  }
Testing

To test with Coinbase's public sandbox set the following environment variables:

  • TEST_COINBASE_SECRET
  • TEST_COINBASE_KEY
  • TEST_COINBASE_PASSPHRASE

Then run go test

TEST_COINBASE_SECRET=secret TEST_COINBASE_KEY=key TEST_COINBASE_PASSPHRASE=passphrase go test

Documentation

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func CompareProperties 

func CompareProperties(a, b interface{}, properties []string) (bool, error)

func Ensure 

func Ensure(a interface{}) error

func EnsureProperties 

func EnsureProperties(a interface{}, properties []string) error

func NewTestWebsocketClient 

func NewTestWebsocketClient() (*ws.Conn, error)

func StructHasZeroValues 

func StructHasZeroValues(i interface{}) bool

Types

type Account 

type Account struct {
	Id        string `json:"id"`
	Balance   string `json:"balance"`
	Hold      string `json:"hold"`
	Available string `json:"available"`
	Currency  string `json:"currency"`
}

type Book 

type Book struct {
	Sequence int         `json:"sequence"`
	Bids     []BookEntry `json:"bids"`
	Asks     []BookEntry `json:"asks"`
}

type BookEntry 

type BookEntry struct {
	Price          string
	Size           string
	NumberOfOrders int
	OrderId        string
}

func (*BookEntry) UnmarshalJSON 

func (e *BookEntry) UnmarshalJSON(data []byte) error

type CancelAllOrdersParams 

type CancelAllOrdersParams struct {
	ProductId string
}

type Client 

type Client struct {
	BaseURL    string
	Secret     string
	Key        string
	Passphrase string
	HttpClient *http.Client
	RetryCount int
}

func NewClient 

func NewClient(secret, key, passphrase string) *Client

func NewTestClient 

func NewTestClient() *Client

func (*Client) CancelAllOrders 

func (c *Client) CancelAllOrders(p ...CancelAllOrdersParams) ([]string, error)

func (*Client) CancelOrder 

func (c *Client) CancelOrder(id string) error

func (*Client) CreateOrder 

func (c *Client) CreateOrder(newOrder *Order) (Order, error)

func (*Client) CreateReport 

func (c *Client) CreateReport(newReport *Report) (Report, error)

func (*Client) CreateTransfer 

func (c *Client) CreateTransfer(newTransfer *Transfer) (Transfer, error)

func (*Client) GetAccount 

func (c *Client) GetAccount(id string) (Account, error)

func (*Client) GetAccounts 

func (c *Client) GetAccounts() ([]Account, error)

Client Funcs

func (*Client) GetBook 

func (c *Client) GetBook(product string, level int) (Book, error)

func (*Client) GetCurrencies 

func (c *Client) GetCurrencies() ([]Currency, error)

func (*Client) GetHistoricRates 

func (c *Client) GetHistoricRates(product string,
	p ...GetHistoricRatesParams) ([]HistoricRate, error)

func (*Client) GetOrder 

func (c *Client) GetOrder(id string) (Order, error)

func (*Client) GetProducts 

func (c *Client) GetProducts() ([]Product, error)

func (*Client) GetReportStatus 

func (c *Client) GetReportStatus(id string) (Report, error)

func (*Client) GetStats 

func (c *Client) GetStats(product string) (Stats, error)

func (*Client) GetTicker 

func (c *Client) GetTicker(product string) (Ticker, error)

func (*Client) GetTime 

func (c *Client) GetTime() (ServerTime, error)

func (*Client) Headers 

func (c *Client) Headers(method, url, timestamp, data string) (map[string]string, error)

Headers generates a map that can be used as headers to authenticate a request

func (*Client) ListAccountLedger 

func (c *Client) ListAccountLedger(id string,
	p ...GetAccountLedgerParams) *Cursor

func (*Client) ListFills 

func (c *Client) ListFills(p ...ListFillsParams) *Cursor

func (*Client) ListHolds 

func (c *Client) ListHolds(id string, p ...ListHoldsParams) *Cursor

func (*Client) ListOrders 

func (c *Client) ListOrders(p ...ListOrdersParams) *Cursor

func (*Client) ListTrades 

func (c *Client) ListTrades(product string,
	p ...ListTradesParams) *Cursor

func (*Client) Request 

func (c *Client) Request(method string, url string,
	params, result interface{}) (res *http.Response, err error)

type CreateReportParams 

type CreateReportParams struct {
	Start time.Time
	End   time.Time
}

type Currency 

type Currency struct {
	Id      string `json:"id"`
	Name    string `json:"name"`
	MinSize string `json:"min_size"`
}

type Cursor 

type Cursor struct {
	Client     *Client
	Pagination *PaginationParams
	Method     string
	Params     interface{}
	URL        string
	HasMore    bool
}

func NewCursor 

func NewCursor(client *Client, method, url string,
	paginationParams *PaginationParams) *Cursor

func (*Cursor) NextPage 

func (c *Cursor) NextPage(i interface{}) error

func (*Cursor) Page 

func (c *Cursor) Page(i interface{}, direction string) error

func (*Cursor) PrevPage 

func (c *Cursor) PrevPage(i interface{}) error

type Error 

type Error struct {
	Message string `json:"message"`
}

func (Error) Error 

func (e Error) Error() string

type Fill 

type Fill struct {
	TradeId   int    `json:"trade_id,int"`
	ProductId string `json:"product_id"`
	Price     string `json:"price"`
	Size      string `json:"size"`
	FillId    string `json:"order_id"`
	CreatedAt Time   `json:"created_at,string"`
	Fee       string `json:"fee"`
	Settled   bool   `json:"settled"`
	Side      string `json:"side"`
	Liquidity string `json:"liquidity"`
}

type GetAccountLedgerParams 

type GetAccountLedgerParams struct {
	Pagination PaginationParams
}

type GetHistoricRatesParams 

type GetHistoricRatesParams struct {
	Start       time.Time
	End         time.Time
	Granularity int
}

type HistoricRate 

type HistoricRate struct {
	Time   time.Time
	Low    float64
	High   float64
	Open   float64
	Close  float64
	Volume float64
}

func (*HistoricRate) UnmarshalJSON 

func (e *HistoricRate) UnmarshalJSON(data []byte) error

type Hold 

type Hold struct {
	AccountId string `json:"account_id"`
	CreatedAt Time   `json:"created_at,string"`
	UpdatedAt Time   `json:"updated_at,string"`
	Amount    string `json:"amount"`
	Type      string `json:"type"`
	Ref       string `json:"ref"`
}

type LedgerDetails 

type LedgerDetails struct {
	OrderId   string `json:"order_id"`
	TradeId   string `json:"trade_id"`
	ProductId string `json:"product_id"`
}

type LedgerEntry 

type LedgerEntry struct {
	Id        int           `json:"id,number"`
	CreatedAt Time          `json:"created_at,string"`
	Amount    string        `json:"amount"`
	Balance   string        `json:"balance"`
	Type      string        `json:"type"`
	Details   LedgerDetails `json:"details"`
}

type ListFillsParams 

type ListFillsParams struct {
	OrderId    string
	ProductId  string
	Pagination PaginationParams
}

type ListHoldsParams 

type ListHoldsParams struct {
	Pagination PaginationParams
}

type ListOrdersParams 

type ListOrdersParams struct {
	Status     string
	ProductId  string
	Pagination PaginationParams
}

type ListTradesParams 

type ListTradesParams struct {
	Pagination PaginationParams
}

type Message 

type Message struct {
	Type          string           `json:"type"`
	ProductId     string           `json:"product_id"`
	ProductIds    []string         `json:"product_ids"`
	TradeId       int              `json:"trade_id,number"`
	OrderId       string           `json:"order_id"`
	Sequence      int64            `json:"sequence,number"`
	MakerOrderId  string           `json:"maker_order_id"`
	TakerOrderId  string           `json:"taker_order_id"`
	Time          Time             `json:"time,string"`
	RemainingSize string           `json:"remaining_size"`
	NewSize       string           `json:"new_size"`
	OldSize       string           `json:"old_size"`
	Size          string           `json:"size"`
	Price         string           `json:"price"`
	Side          string           `json:"side"`
	Reason        string           `json:"reason"`
	OrderType     string           `json:"order_type"`
	Funds         string           `json:"funds"`
	NewFunds      string           `json:"new_funds"`
	OldFunds      string           `json:"old_funds"`
	Message       string           `json:"message"`
	Bids          []SnapshotEntry  `json:"bids,omitempty"`
	Asks          []SnapshotEntry  `json:"asks,omitempty"`
	Changes       []SnapshotChange `json:"changes,omitempty"`
	LastSize      string           `json:"last_size"`
	BestBid       string           `json:"best_bid"`
	BestAsk       string           `json:"best_ask"`
	Channels      []MessageChannel `json:"channels"`
	UserId        string           `json:"user_id"`
	ProfileId     string           `json:"profile_id"`
	LastTradeId   int              `json:"last_trade_id"`
}

func (Message) Sign 

func (m Message) Sign(secret, key, passphrase string) (SignedMessage, error)

type MessageChannel 

type MessageChannel struct {
	Name       string   `json:"name"`
	ProductIds []string `json:"product_ids"`
}

type Order 

type Order struct {
	Type      string `json:"type"`
	Size      string `json:"size,omitempty"`
	Side      string `json:"side"`
	ProductId string `json:"product_id"`
	ClientOID string `json:"client_oid,omitempty"`
	Stp       string `json:"stp,omitempty"`
	// Limit Order
	Price       string `json:"price,omitempty"`
	TimeInForce string `json:"time_in_force,omitempty"`
	PostOnly    bool   `json:"post_only,omitempty"`
	CancelAfter string `json:"cancel_after,omitempty"`
	// Market Order
	Funds string `json:"funds,omitempty"`
	// Response Fields
	Id            string `json:"id"`
	Status        string `json:"status,omitempty"`
	Settled       bool   `json:"settled,omitempty"`
	DoneReason    string `json:"done_reason,omitempty"`
	CreatedAt     Time   `json:"created_at,string,omitempty"`
	FillFees      string `json:"fill_fees,omitempty"`
	FilledSize    string `json:"filled_size,omitempty"`
	ExecutedValue string `json:"executed_value,omitempty"`
}

type PaginationParams 

type PaginationParams struct {
	Limit  int
	Before string
	After  string
	Extra  map[string]string
}

func (*PaginationParams) AddExtraParam 

func (p *PaginationParams) AddExtraParam(key, value string)

func (*PaginationParams) Done 

func (p *PaginationParams) Done(direction string) bool

func (*PaginationParams) Encode 

func (p *PaginationParams) Encode(direction string) string

type Product 

type Product struct {
	Id             string `json:"id"`
	BaseCurrency   string `json:"base_currency"`
	QuoteCurrency  string `json:"quote_currency"`
	BaseMinSize    string `json:"base_min_size"`
	BaseMaxSize    string `json:"base_max_size"`
	QuoteIncrement string `json:"quote_increment"`
}

type Report 

type Report struct {
	Id          string       `json:"id"`
	Type        string       `json:"type"`
	Status      string       `json:"status"`
	CreatedAt   Time         `json:"created_at,string"`
	CompletedAt Time         `json:"completed_at,string,"`
	ExpiresAt   Time         `json:"expires_at,string"`
	FileURL     string       `json:"file_url"`
	Params      ReportParams `json:"params"`
	StartDate   time.Time
	EndDate     time.Time
}

type ReportParams 

type ReportParams struct {
	StartDate time.Time
	EndDate   time.Time
}

type ServerTime 

type ServerTime struct {
	ISO   string  `json:"iso"`
	Epoch float64 `json:"epoch,number"`
}

type SignedMessage 

type SignedMessage struct {
	Message
	Key        string `json:"key"`
	Passphrase string `json:"passphrase"`
	Timestamp  string `json:"timestamp"`
	Signature  string `json:"signature"`
}

type SnapshotChange 

type SnapshotChange struct {
	Side  string
	Price string
	Size  string
}

func (*SnapshotChange) UnmarshalJSON 

func (e *SnapshotChange) UnmarshalJSON(data []byte) error

type SnapshotEntry 

type SnapshotEntry struct {
	Price string
	Size  string
}

func (*SnapshotEntry) UnmarshalJSON 

func (e *SnapshotEntry) UnmarshalJSON(data []byte) error

type Stats 

type Stats struct {
	Low          string `json:"low"`
	High         string `json:"high"`
	Open         string `json:"open"`
	Volume       string `json:"volume"`
	Last         string `json:"last"`
	Volume_30Day string `json:"volume_30day"`
}

type Ticker 

type Ticker struct {
	TradeId int    `json:"trade_id,number"`
	Price   string `json:"price"`
	Size    string `json:"size"`
	Time    Time   `json:"time,string"`
	Bid     string `json:"bid"`
	Ask     string `json:"ask"`
	Volume  string `json:"volume"`
}

type Time 

type Time time.Time

func (Time) MarshalJSON 

func (t Time) MarshalJSON() ([]byte, error)

MarshalJSON marshal time back to time.Time for json encoding

func (*Time) Time 

func (t *Time) Time() time.Time

func (*Time) UnmarshalJSON 

func (t *Time) UnmarshalJSON(data []byte) error

type Trade 

type Trade struct {
	TradeId int    `json:"trade_id,number"`
	Price   string `json:"price"`
	Size    string `json:"size"`
	Time    Time   `json:"time,string"`
	Side    string `json:"side"`
}

type Transfer 

type Transfer struct {
	Type              string `json:"type"`
	Amount            string `json:"amount"`
	CoinbaseAccountId string `json:"coinbase_account_id,string"`
}

Source Files

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