Updated Coinbase to GDAX.

This commit is contained in:
Adrian Gallagher
2016-08-06 16:34:25 +10:00
parent 1b3bfbf1df
commit 16982e36ae
6 changed files with 215 additions and 215 deletions

View File

@@ -18,7 +18,7 @@ A cryptocurrency trading bot supporting multiple exchanges written in Golang.
| BTCC | Yes | Yes | No |
| BTCE | Yes | NA | NA |
| BTCMarkets | Yes | NA | NA |
| Coinbase | Yes | Yes | No|
| GDAX(Coinbase) | Yes | Yes | No|
| Gemini | Yes | NA | NA |
| Huobi | Yes | Yes |No |
| ItBit | Yes | NA | NA |

View File

@@ -115,7 +115,7 @@
"BaseCurrencies": "AUD"
},
{
"Name": "Coinbase",
"Name": "GDAX",
"Enabled": true,
"Verbose": false,
"Websocket": false,
@@ -124,7 +124,7 @@
"APIKey": "Key",
"APISecret": "Secret",
"ClientID": "ClientID",
"AvailablePairs": "BTCUSD,BTCGBP,BTCEUR",
"AvailablePairs": "BTCUSD,ETHUSD,BTCGBP,BTCEUR,BTCCAD,ETHBTC",
"EnabledPairs": "BTCUSD,BTCGBP,BTCEUR",
"BaseCurrencies": "USD,GBP,EUR"
},

View File

@@ -136,8 +136,8 @@ func (e *Event) CheckCondition() bool {
} else {
lastPrice = result.Last
}
} else if bot.exchange.coinbase.GetName() == e.Exchange {
result, err := bot.exchange.coinbase.GetTicker("BTC-USD")
} else if bot.exchange.gdax.GetName() == e.Exchange {
result, err := bot.exchange.gdax.GetTicker("BTC-USD")
if err != nil {
lastPrice = 0
} else {
@@ -293,7 +293,7 @@ func IsValidExchange(Exchange string) bool {
bot.exchange.btcc.GetName() == Exchange && bot.exchange.btcc.IsEnabled() ||
bot.exchange.btce.GetName() == Exchange && bot.exchange.btce.IsEnabled() ||
bot.exchange.btcmarkets.GetName() == Exchange && bot.exchange.btcmarkets.IsEnabled() ||
bot.exchange.coinbase.GetName() == Exchange && bot.exchange.coinbase.IsEnabled() ||
bot.exchange.gdax.GetName() == Exchange && bot.exchange.gdax.IsEnabled() ||
bot.exchange.huobi.GetName() == Exchange && bot.exchange.huobi.IsEnabled() ||
bot.exchange.itbit.GetName() == Exchange && bot.exchange.itbit.IsEnabled() ||
bot.exchange.kraken.GetName() == Exchange && bot.exchange.kraken.IsEnabled() ||

View File

@@ -11,25 +11,25 @@ import (
)
const (
COINBASE_API_URL = "https://api.exchange.coinbase.com/"
COINBASE_API_VERISON = "0"
COINBASE_PRODUCTS = "products"
COINBASE_ORDERBOOK = "book"
COINBASE_TICKER = "ticker"
COINBASE_TRADES = "trades"
COINBASE_HISTORY = "candles"
COINBASE_STATS = "stats"
COINBASE_CURRENCIES = "currencies"
COINBASE_ACCOUNTS = "accounts"
COINBASE_LEDGER = "ledger"
COINBASE_HOLDS = "holds"
COINBASE_ORDERS = "orders"
COINBASE_FILLS = "fills"
COINBASE_TRANSFERS = "transfers"
COINBASE_REPORTS = "reports"
GDAX_API_URL = "https://api.gdax.com/"
GDAX_API_VERISON = "0"
GDAX_PRODUCTS = "products"
GDAX_ORDERBOOK = "book"
GDAX_TICKER = "ticker"
GDAX_TRADES = "trades"
GDAX_HISTORY = "candles"
GDAX_STATS = "stats"
GDAX_CURRENCIES = "currencies"
GDAX_ACCOUNTS = "accounts"
GDAX_LEDGER = "ledger"
GDAX_HOLDS = "holds"
GDAX_ORDERS = "orders"
GDAX_FILLS = "fills"
GDAX_TRANSFERS = "transfers"
GDAX_REPORTS = "reports"
)
type Coinbase struct {
type GDAX struct {
Name string
Enabled bool
Verbose bool
@@ -43,54 +43,54 @@ type Coinbase struct {
EnabledPairs []string
}
type CoinbaseTicker struct {
type GDAXTicker struct {
TradeID int64 `json:"trade_id"`
Price float64 `json:"price,string"`
Size float64 `json:"size,string"`
Time string `json:"time"`
}
type CoinbaseProduct struct {
type GDAXProduct struct {
ID string `json:"id"`
BaseCurrency string `json:"base_currency"`
QuoteCurrency string `json:"quote_currency"`
BaseMinSize float64 `json:"base_min_size"`
BaseMaxSize int64 `json:"base_max_size"`
QuoteIncrement float64 `json:"quote_increment"`
BaseMinSize float64 `json:"base_min_size,string"`
BaseMaxSize int64 `json:"base_max_size,string"`
QuoteIncrement float64 `json:"quote_increment,string"`
DisplayName string `json:"string"`
}
type CoinbaseOrderL1L2 struct {
type GDAXOrderL1L2 struct {
Price float64
Amount float64
NumOrders float64
}
type CoinbaseOrderL3 struct {
type GDAXOrderL3 struct {
Price float64
Amount float64
OrderID string
}
type CoinbaseOrderbookL1L2 struct {
Sequence int64 `json:"sequence"`
Bids [][]CoinbaseOrderL1L2 `json:"asks"`
Asks [][]CoinbaseOrderL1L2 `json:"asks"`
type GDAXOrderbookL1L2 struct {
Sequence int64 `json:"sequence"`
Bids [][]GDAXOrderL1L2 `json:"asks"`
Asks [][]GDAXOrderL1L2 `json:"asks"`
}
type CoinbaseOrderbookL3 struct {
Sequence int64 `json:"sequence"`
Bids [][]CoinbaseOrderL3 `json:"asks"`
Asks [][]CoinbaseOrderL3 `json:"asks"`
type GDAXOrderbookL3 struct {
Sequence int64 `json:"sequence"`
Bids [][]GDAXOrderL3 `json:"asks"`
Asks [][]GDAXOrderL3 `json:"asks"`
}
type CoinbaseOrderbookResponse struct {
type GDAXOrderbookResponse struct {
Sequence int64 `json:"sequence"`
Bids [][]interface{} `json:"bids"`
Asks [][]interface{} `json:"asks"`
}
type CoinbaseTrade struct {
type GDAXTrade struct {
TradeID int64 `json:"trade_id"`
Price float64 `json:"price,string"`
Size float64 `json:"size,string"`
@@ -98,20 +98,20 @@ type CoinbaseTrade struct {
Side string `json:"side"`
}
type CoinbaseStats struct {
type GDAXStats struct {
Open float64 `json:"open,string"`
High float64 `json:"high,string"`
Low float64 `json:"low,string"`
Volume float64 `json:"volume,string"`
}
type CoinbaseCurrency struct {
type GDAXCurrency struct {
ID string
Name string
MinSize float64 `json:"min_size,string"`
}
type CoinbaseHistory struct {
type GDAXHistory struct {
Time int64
Low float64
High float64
@@ -120,75 +120,75 @@ type CoinbaseHistory struct {
Volume float64
}
func (c *Coinbase) SetDefaults() {
c.Name = "Coinbase"
c.Enabled = false
c.Verbose = false
c.TakerFee = 0.25
c.MakerFee = 0
c.Verbose = false
c.Websocket = false
c.RESTPollingDelay = 10
func (g *GDAX) SetDefaults() {
g.Name = "GDAX"
g.Enabled = false
g.Verbose = false
g.TakerFee = 0.25
g.MakerFee = 0
g.Verbose = false
g.Websocket = false
g.RESTPollingDelay = 10
}
func (c *Coinbase) GetName() string {
return c.Name
func (g *GDAX) GetName() string {
return g.Name
}
func (c *Coinbase) SetEnabled(enabled bool) {
c.Enabled = enabled
func (g *GDAX) SetEnabled(enabled bool) {
g.Enabled = enabled
}
func (c *Coinbase) IsEnabled() bool {
return c.Enabled
func (g *GDAX) IsEnabled() bool {
return g.Enabled
}
func (c *Coinbase) Setup(exch Exchanges) {
func (g *GDAX) Setup(exch Exchanges) {
if !exch.Enabled {
c.SetEnabled(false)
g.SetEnabled(false)
} else {
c.Enabled = true
c.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
c.SetAPIKeys(exch.ClientID, exch.APIKey, exch.APISecret)
c.RESTPollingDelay = exch.RESTPollingDelay
c.Verbose = exch.Verbose
c.Websocket = exch.Websocket
c.BaseCurrencies = SplitStrings(exch.BaseCurrencies, ",")
c.AvailablePairs = SplitStrings(exch.AvailablePairs, ",")
c.EnabledPairs = SplitStrings(exch.EnabledPairs, ",")
g.Enabled = true
g.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
g.SetAPIKeys(exch.ClientID, exch.APIKey, exch.APISecret)
g.RESTPollingDelay = exch.RESTPollingDelay
g.Verbose = exch.Verbose
g.Websocket = exch.Websocket
g.BaseCurrencies = SplitStrings(exch.BaseCurrencies, ",")
g.AvailablePairs = SplitStrings(exch.AvailablePairs, ",")
g.EnabledPairs = SplitStrings(exch.EnabledPairs, ",")
}
}
func (k *Coinbase) GetEnabledCurrencies() []string {
func (k *GDAX) GetEnabledCurrencies() []string {
return k.EnabledPairs
}
func (c *Coinbase) Start() {
go c.Run()
func (g *GDAX) Start() {
go g.Run()
}
func (c *Coinbase) GetFee(maker bool) float64 {
func (g *GDAX) GetFee(maker bool) float64 {
if maker {
return c.MakerFee
return g.MakerFee
} else {
return c.TakerFee
return g.TakerFee
}
}
func (c *Coinbase) Run() {
if c.Verbose {
log.Printf("%s Websocket: %s. (url: %s).\n", c.GetName(), IsEnabled(c.Websocket), COINBASE_WEBSOCKET_URL)
log.Printf("%s polling delay: %ds.\n", c.GetName(), c.RESTPollingDelay)
log.Printf("%s %d currencies enabled: %s.\n", c.GetName(), len(c.EnabledPairs), c.EnabledPairs)
func (g *GDAX) Run() {
if g.Verbose {
log.Printf("%s Websocket: %s. (url: %s).\n", g.GetName(), IsEnabled(g.Websocket), GDAX_WEBSOCKET_URL)
log.Printf("%s polling delay: %ds.\n", g.GetName(), g.RESTPollingDelay)
log.Printf("%s %d currencies enabled: %s.\n", g.GetName(), len(g.EnabledPairs), g.EnabledPairs)
}
if c.Websocket {
go c.WebsocketClient()
if g.Websocket {
go g.WebsocketClient()
}
exchangeProducts, err := c.GetProducts()
exchangeProducts, err := g.GetProducts()
if err != nil {
log.Printf("%s Failed to get available products.\n", c.GetName())
log.Printf("%s Failed to get available products.\n", g.GetName())
} else {
currencies := []string{}
for _, x := range exchangeProducts {
@@ -196,64 +196,64 @@ func (c *Coinbase) Run() {
currencies = append(currencies, x.ID[0:3]+x.ID[4:])
}
}
diff := StringSliceDifference(c.AvailablePairs, currencies)
diff := StringSliceDifference(g.AvailablePairs, currencies)
if len(diff) > 0 {
exch, err := GetExchangeConfig(c.Name)
exch, err := GetExchangeConfig(g.Name)
if err != nil {
log.Println(err)
} else {
log.Printf("%s Updating available pairs. Difference: %s.\n", c.Name, diff)
log.Printf("%s Updating available pairs. Difference: %s.\n", g.Name, diff)
exch.AvailablePairs = JoinStrings(currencies, ",")
UpdateExchangeConfig(exch)
}
}
}
for c.Enabled {
for _, x := range c.EnabledPairs {
for g.Enabled {
for _, x := range g.EnabledPairs {
currency := x[0:3] + "-" + x[3:]
go func() {
stats, err := c.GetStats(currency)
stats, err := g.GetStats(currency)
if err != nil {
log.Println(err)
return
}
ticker, err := c.GetTicker(currency)
ticker, err := g.GetTicker(currency)
if err != nil {
log.Println(err)
return
}
log.Printf("Coinbase %s: Last %f High %f Low %f Volume %f\n", currency, ticker.Price, stats.High, stats.Low, stats.Volume)
AddExchangeInfo(c.GetName(), currency[0:3], currency[4:], ticker.Price, stats.Volume)
log.Printf("GDAX %s: Last %f High %f Low %f Volume %f\n", currency, ticker.Price, stats.High, stats.Low, stats.Volume)
AddExchangeInfo(g.GetName(), currency[0:3], currency[4:], ticker.Price, stats.Volume)
}()
}
time.Sleep(time.Second * c.RESTPollingDelay)
time.Sleep(time.Second * g.RESTPollingDelay)
}
}
func (c *Coinbase) SetAPIKeys(password, apiKey, apiSecret string) {
if !c.AuthenticatedAPISupport {
func (g *GDAX) SetAPIKeys(password, apiKey, apiSecret string) {
if !g.AuthenticatedAPISupport {
return
}
c.Password = password
c.APIKey = apiKey
g.Password = password
g.APIKey = apiKey
result, err := Base64Decode(apiSecret)
if err != nil {
log.Printf("%s unable to decode secret key.", c.GetName())
c.Enabled = false
log.Printf("%s unable to decode secret key.", g.GetName())
g.Enabled = false
return
}
c.APISecret = string(result)
g.APISecret = string(result)
}
func (c *Coinbase) GetProducts() ([]CoinbaseProduct, error) {
products := []CoinbaseProduct{}
err := SendHTTPGetRequest(COINBASE_API_URL+COINBASE_PRODUCTS, true, &products)
func (g *GDAX) GetProducts() ([]GDAXProduct, error) {
products := []GDAXProduct{}
err := SendHTTPGetRequest(GDAX_API_URL+GDAX_PRODUCTS, true, &products)
if err != nil {
return nil, err
@@ -262,14 +262,14 @@ func (c *Coinbase) GetProducts() ([]CoinbaseProduct, error) {
return products, nil
}
func (c *Coinbase) GetOrderbook(symbol string, level int) (interface{}, error) {
orderbook := CoinbaseOrderbookResponse{}
func (g *GDAX) GetOrderbook(symbol string, level int) (interface{}, error) {
orderbook := GDAXOrderbookResponse{}
path := ""
if level > 0 {
levelStr := strconv.Itoa(level)
path = fmt.Sprintf("%s/%s/%s?level=%s", COINBASE_API_URL+COINBASE_PRODUCTS, symbol, COINBASE_ORDERBOOK, levelStr)
path = fmt.Sprintf("%s/%s/%s?level=%s", GDAX_API_URL+GDAX_PRODUCTS, symbol, GDAX_ORDERBOOK, levelStr)
} else {
path = fmt.Sprintf("%s/%s/%s", COINBASE_API_URL+COINBASE_PRODUCTS, symbol, COINBASE_ORDERBOOK)
path = fmt.Sprintf("%s/%s/%s", GDAX_API_URL+GDAX_PRODUCTS, symbol, GDAX_ORDERBOOK)
}
err := SendHTTPGetRequest(path, true, &orderbook)
@@ -278,7 +278,7 @@ func (c *Coinbase) GetOrderbook(symbol string, level int) (interface{}, error) {
}
if level == 3 {
ob := CoinbaseOrderbookL3{}
ob := GDAXOrderbookL3{}
ob.Sequence = orderbook.Sequence
for _, x := range orderbook.Asks {
price, err := strconv.ParseFloat((x[0].(string)), 64)
@@ -290,7 +290,7 @@ func (c *Coinbase) GetOrderbook(symbol string, level int) (interface{}, error) {
continue
}
order := make([]CoinbaseOrderL3, 1)
order := make([]GDAXOrderL3, 1)
order[0].Price = price
order[0].Amount = amount
order[0].OrderID = x[2].(string)
@@ -306,7 +306,7 @@ func (c *Coinbase) GetOrderbook(symbol string, level int) (interface{}, error) {
continue
}
order := make([]CoinbaseOrderL3, 1)
order := make([]GDAXOrderL3, 1)
order[0].Price = price
order[0].Amount = amount
order[0].OrderID = x[2].(string)
@@ -314,7 +314,7 @@ func (c *Coinbase) GetOrderbook(symbol string, level int) (interface{}, error) {
}
return ob, nil
} else {
ob := CoinbaseOrderbookL1L2{}
ob := GDAXOrderbookL1L2{}
ob.Sequence = orderbook.Sequence
for _, x := range orderbook.Asks {
price, err := strconv.ParseFloat((x[0].(string)), 64)
@@ -326,7 +326,7 @@ func (c *Coinbase) GetOrderbook(symbol string, level int) (interface{}, error) {
continue
}
order := make([]CoinbaseOrderL1L2, 1)
order := make([]GDAXOrderL1L2, 1)
order[0].Price = price
order[0].Amount = amount
order[0].NumOrders = x[2].(float64)
@@ -342,7 +342,7 @@ func (c *Coinbase) GetOrderbook(symbol string, level int) (interface{}, error) {
continue
}
order := make([]CoinbaseOrderL1L2, 1)
order := make([]GDAXOrderL1L2, 1)
order[0].Price = price
order[0].Amount = amount
order[0].NumOrders = x[2].(float64)
@@ -352,9 +352,9 @@ func (c *Coinbase) GetOrderbook(symbol string, level int) (interface{}, error) {
}
}
func (c *Coinbase) GetTicker(symbol string) (CoinbaseTicker, error) {
ticker := CoinbaseTicker{}
path := fmt.Sprintf("%s/%s/%s", COINBASE_API_URL+COINBASE_PRODUCTS, symbol, COINBASE_TICKER)
func (g *GDAX) GetTicker(symbol string) (GDAXTicker, error) {
ticker := GDAXTicker{}
path := fmt.Sprintf("%s/%s/%s", GDAX_API_URL+GDAX_PRODUCTS, symbol, GDAX_TICKER)
err := SendHTTPGetRequest(path, true, &ticker)
if err != nil {
@@ -363,9 +363,9 @@ func (c *Coinbase) GetTicker(symbol string) (CoinbaseTicker, error) {
return ticker, nil
}
func (c *Coinbase) GetTickerPrice(currency string) TickerPrice {
func (g *GDAX) GetTickerPrice(currency string) TickerPrice {
var tickerPrice TickerPrice
ticker, err := c.GetTicker(currency)
ticker, err := g.GetTicker(currency)
if err != nil {
log.Println(err)
return TickerPrice{}
@@ -377,9 +377,9 @@ func (c *Coinbase) GetTickerPrice(currency string) TickerPrice {
return tickerPrice
}
func (c *Coinbase) GetTrades(symbol string) ([]CoinbaseTrade, error) {
trades := []CoinbaseTrade{}
path := fmt.Sprintf("%s/%s/%s", COINBASE_API_URL+COINBASE_PRODUCTS, symbol, COINBASE_TRADES)
func (g *GDAX) GetTrades(symbol string) ([]GDAXTrade, error) {
trades := []GDAXTrade{}
path := fmt.Sprintf("%s/%s/%s", GDAX_API_URL+GDAX_PRODUCTS, symbol, GDAX_TRADES)
err := SendHTTPGetRequest(path, true, &trades)
if err != nil {
@@ -388,8 +388,8 @@ func (c *Coinbase) GetTrades(symbol string) ([]CoinbaseTrade, error) {
return trades, nil
}
func (c *Coinbase) GetHistoricRates(symbol string, start, end, granularity int64) ([]CoinbaseHistory, error) {
history := []CoinbaseHistory{}
func (g *GDAX) GetHistoricRates(symbol string, start, end, granularity int64) ([]GDAXHistory, error) {
history := []GDAXHistory{}
values := url.Values{}
if start > 0 {
@@ -404,7 +404,7 @@ func (c *Coinbase) GetHistoricRates(symbol string, start, end, granularity int64
values.Set("granularity", strconv.FormatInt(granularity, 10))
}
path := EncodeURLValues(fmt.Sprintf("%s/%s/%s", COINBASE_API_URL+COINBASE_PRODUCTS, symbol, COINBASE_HISTORY), values)
path := EncodeURLValues(fmt.Sprintf("%s/%s/%s", GDAX_API_URL+GDAX_PRODUCTS, symbol, GDAX_HISTORY), values)
err := SendHTTPGetRequest(path, true, &history)
if err != nil {
@@ -413,9 +413,9 @@ func (c *Coinbase) GetHistoricRates(symbol string, start, end, granularity int64
return history, nil
}
func (c *Coinbase) GetStats(symbol string) (CoinbaseStats, error) {
stats := CoinbaseStats{}
path := fmt.Sprintf("%s/%s/%s", COINBASE_API_URL+COINBASE_PRODUCTS, symbol, COINBASE_STATS)
func (g *GDAX) GetStats(symbol string) (GDAXStats, error) {
stats := GDAXStats{}
path := fmt.Sprintf("%s/%s/%s", GDAX_API_URL+GDAX_PRODUCTS, symbol, GDAX_STATS)
err := SendHTTPGetRequest(path, true, &stats)
if err != nil {
@@ -424,9 +424,9 @@ func (c *Coinbase) GetStats(symbol string) (CoinbaseStats, error) {
return stats, nil
}
func (c *Coinbase) GetCurrencies() ([]CoinbaseCurrency, error) {
currencies := []CoinbaseCurrency{}
err := SendHTTPGetRequest(COINBASE_API_URL+COINBASE_CURRENCIES, true, &currencies)
func (g *GDAX) GetCurrencies() ([]GDAXCurrency, error) {
currencies := []GDAXCurrency{}
err := SendHTTPGetRequest(GDAX_API_URL+GDAX_CURRENCIES, true, &currencies)
if err != nil {
return nil, err
@@ -434,7 +434,7 @@ func (c *Coinbase) GetCurrencies() ([]CoinbaseCurrency, error) {
return currencies, nil
}
type CoinbaseAccountResponse struct {
type GDAXAccountResponse struct {
ID string `json:"id"`
Balance float64 `json:"balance,string"`
Hold float64 `json:"hold,string"`
@@ -442,9 +442,9 @@ type CoinbaseAccountResponse struct {
Currency string `json:"currency"`
}
func (c *Coinbase) GetAccounts() ([]CoinbaseAccountResponse, error) {
resp := []CoinbaseAccountResponse{}
err := c.SendAuthenticatedHTTPRequest("GET", COINBASE_API_URL+COINBASE_ACCOUNTS, nil, &resp)
func (g *GDAX) GetAccounts() ([]GDAXAccountResponse, error) {
resp := []GDAXAccountResponse{}
err := g.SendAuthenticatedHTTPRequest("GET", GDAX_API_URL+GDAX_ACCOUNTS, nil, &resp)
if err != nil {
return nil, err
}
@@ -452,17 +452,17 @@ func (c *Coinbase) GetAccounts() ([]CoinbaseAccountResponse, error) {
return resp, nil
}
func (c *Coinbase) GetAccount(account string) (CoinbaseAccountResponse, error) {
resp := CoinbaseAccountResponse{}
path := fmt.Sprintf("%s/%s", COINBASE_ACCOUNTS, account)
err := c.SendAuthenticatedHTTPRequest("GET", COINBASE_API_URL+path, nil, &resp)
func (g *GDAX) GetAccount(account string) (GDAXAccountResponse, error) {
resp := GDAXAccountResponse{}
path := fmt.Sprintf("%s/%s", GDAX_ACCOUNTS, account)
err := g.SendAuthenticatedHTTPRequest("GET", GDAX_API_URL+path, nil, &resp)
if err != nil {
return resp, err
}
return resp, nil
}
type CoinbaseAccountLedgerResponse struct {
type GDAXAccountLedgerResponse struct {
ID string `json:"id"`
CreatedAt string `json:"created_at"`
Amount float64 `json:"amount,string"`
@@ -471,17 +471,17 @@ type CoinbaseAccountLedgerResponse struct {
details interface{} `json:"details"`
}
func (c *Coinbase) GetAccountHistory(accountID string) ([]CoinbaseAccountLedgerResponse, error) {
resp := []CoinbaseAccountLedgerResponse{}
path := fmt.Sprintf("%s/%s/%s", COINBASE_ACCOUNTS, accountID, COINBASE_LEDGER)
err := c.SendAuthenticatedHTTPRequest("GET", COINBASE_API_URL+path, nil, &resp)
func (g *GDAX) GetAccountHistory(accountID string) ([]GDAXAccountLedgerResponse, error) {
resp := []GDAXAccountLedgerResponse{}
path := fmt.Sprintf("%s/%s/%s", GDAX_ACCOUNTS, accountID, GDAX_LEDGER)
err := g.SendAuthenticatedHTTPRequest("GET", GDAX_API_URL+path, nil, &resp)
if err != nil {
return nil, err
}
return resp, nil
}
type CoinbaseAccountHolds struct {
type GDAXAccountHolds struct {
ID string `json:"id"`
AccountID string `json:"account_id"`
CreatedAt string `json:"created_at"`
@@ -491,17 +491,17 @@ type CoinbaseAccountHolds struct {
Reference string `json:"ref"`
}
func (c *Coinbase) GetHolds(accountID string) ([]CoinbaseAccountHolds, error) {
resp := []CoinbaseAccountHolds{}
path := fmt.Sprintf("%s/%s/%s", COINBASE_ACCOUNTS, accountID, COINBASE_HOLDS)
err := c.SendAuthenticatedHTTPRequest("GET", COINBASE_API_URL+path, nil, &resp)
func (g *GDAX) GetHolds(accountID string) ([]GDAXAccountHolds, error) {
resp := []GDAXAccountHolds{}
path := fmt.Sprintf("%s/%s/%s", GDAX_ACCOUNTS, accountID, GDAX_HOLDS)
err := g.SendAuthenticatedHTTPRequest("GET", GDAX_API_URL+path, nil, &resp)
if err != nil {
return nil, err
}
return resp, nil
}
func (c *Coinbase) PlaceOrder(clientRef string, price, amount float64, side string, productID, stp string) (string, error) {
func (g *GDAX) PlaceOrder(clientRef string, price, amount float64, side string, productID, stp string) (string, error) {
request := make(map[string]interface{})
if clientRef != "" {
@@ -522,7 +522,7 @@ func (c *Coinbase) PlaceOrder(clientRef string, price, amount float64, side stri
}
resp := OrderResponse{}
err := c.SendAuthenticatedHTTPRequest("POST", COINBASE_API_URL+COINBASE_ORDERS, request, &resp)
err := g.SendAuthenticatedHTTPRequest("POST", GDAX_API_URL+GDAX_ORDERS, request, &resp)
if err != nil {
return "", err
}
@@ -530,16 +530,16 @@ func (c *Coinbase) PlaceOrder(clientRef string, price, amount float64, side stri
return resp.ID, nil
}
func (c *Coinbase) CancelOrder(orderID string) error {
path := fmt.Sprintf("%s/%s", COINBASE_ORDERS, orderID)
err := c.SendAuthenticatedHTTPRequest("DELETE", COINBASE_API_URL+path, nil, nil)
func (g *GDAX) CancelOrder(orderID string) error {
path := fmt.Sprintf("%s/%s", GDAX_ORDERS, orderID)
err := g.SendAuthenticatedHTTPRequest("DELETE", GDAX_API_URL+path, nil, nil)
if err != nil {
return err
}
return nil
}
type CoinbaseOrdersResponse struct {
type GDAXOrdersResponse struct {
ID string `json:"id"`
Size float64 `json:"size,string"`
Price float64 `json:"price,string"`
@@ -552,17 +552,17 @@ type CoinbaseOrdersResponse struct {
CreatedAt string `json:"created_at"`
}
func (c *Coinbase) GetOrders(params url.Values) ([]CoinbaseOrdersResponse, error) {
path := EncodeURLValues(COINBASE_API_URL+COINBASE_ORDERS, params)
resp := []CoinbaseOrdersResponse{}
err := c.SendAuthenticatedHTTPRequest("GET", path, nil, &resp)
func (g *GDAX) GetOrders(params url.Values) ([]GDAXOrdersResponse, error) {
path := EncodeURLValues(GDAX_API_URL+GDAX_ORDERS, params)
resp := []GDAXOrdersResponse{}
err := g.SendAuthenticatedHTTPRequest("GET", path, nil, &resp)
if err != nil {
return nil, err
}
return resp, nil
}
type CoinbaseOrderResponse struct {
type GDAXOrderResponse struct {
ID string `json:"id"`
Size float64 `json:"size,string"`
Price float64 `json:"price,string"`
@@ -577,17 +577,17 @@ type CoinbaseOrderResponse struct {
DoneAt string `json:"done_at"`
}
func (c *Coinbase) GetOrder(orderID string) (CoinbaseOrderResponse, error) {
path := fmt.Sprintf("%s/%s", COINBASE_ORDERS, orderID)
resp := CoinbaseOrderResponse{}
err := c.SendAuthenticatedHTTPRequest("GET", COINBASE_API_URL+path, nil, &resp)
func (g *GDAX) GetOrder(orderID string) (GDAXOrderResponse, error) {
path := fmt.Sprintf("%s/%s", GDAX_ORDERS, orderID)
resp := GDAXOrderResponse{}
err := g.SendAuthenticatedHTTPRequest("GET", GDAX_API_URL+path, nil, &resp)
if err != nil {
return resp, err
}
return resp, nil
}
type CoinbaseFillResponse struct {
type GDAXFillResponse struct {
TradeID int `json:"trade_id"`
ProductID string `json:"product_id"`
Price float64 `json:"price,string"`
@@ -600,30 +600,30 @@ type CoinbaseFillResponse struct {
Side string `json:"side"`
}
func (c *Coinbase) GetFills(params url.Values) ([]CoinbaseFillResponse, error) {
path := EncodeURLValues(COINBASE_API_URL+COINBASE_FILLS, params)
resp := []CoinbaseFillResponse{}
err := c.SendAuthenticatedHTTPRequest("GET", path, nil, &resp)
func (g *GDAX) GetFills(params url.Values) ([]GDAXFillResponse, error) {
path := EncodeURLValues(GDAX_API_URL+GDAX_FILLS, params)
resp := []GDAXFillResponse{}
err := g.SendAuthenticatedHTTPRequest("GET", path, nil, &resp)
if err != nil {
return nil, err
}
return resp, nil
}
func (c *Coinbase) Transfer(transferType string, amount float64, accountID string) error {
func (g *GDAX) Transfer(transferType string, amount float64, accountID string) error {
request := make(map[string]interface{})
request["type"] = transferType
request["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
request["coinbase_account_id"] = accountID
request["GDAX_account_id"] = accountID
err := c.SendAuthenticatedHTTPRequest("POST", COINBASE_API_URL+COINBASE_TRANSFERS, request, nil)
err := g.SendAuthenticatedHTTPRequest("POST", GDAX_API_URL+GDAX_TRANSFERS, request, nil)
if err != nil {
return err
}
return nil
}
type CoinbaseReportResponse struct {
type GDAXReportResponse struct {
ID string `json:"id"`
Type string `json:"type"`
Status string `json:"status"`
@@ -637,31 +637,31 @@ type CoinbaseReportResponse struct {
} `json:params"`
}
func (c *Coinbase) GetReport(reportType, startDate, endDate string) (CoinbaseReportResponse, error) {
func (g *GDAX) GetReport(reportType, startDate, endDate string) (GDAXReportResponse, error) {
request := make(map[string]interface{})
request["type"] = reportType
request["start_date"] = startDate
request["end_date"] = endDate
resp := CoinbaseReportResponse{}
err := c.SendAuthenticatedHTTPRequest("POST", COINBASE_API_URL+COINBASE_REPORTS, request, &resp)
resp := GDAXReportResponse{}
err := g.SendAuthenticatedHTTPRequest("POST", GDAX_API_URL+GDAX_REPORTS, request, &resp)
if err != nil {
return resp, err
}
return resp, nil
}
func (c *Coinbase) GetReportStatus(reportID string) (CoinbaseReportResponse, error) {
path := fmt.Sprintf("%s/%s", COINBASE_REPORTS, reportID)
resp := CoinbaseReportResponse{}
err := c.SendAuthenticatedHTTPRequest("POST", COINBASE_API_URL+path, nil, &resp)
func (g *GDAX) GetReportStatus(reportID string) (GDAXReportResponse, error) {
path := fmt.Sprintf("%s/%s", GDAX_REPORTS, reportID)
resp := GDAXReportResponse{}
err := g.SendAuthenticatedHTTPRequest("POST", GDAX_API_URL+path, nil, &resp)
if err != nil {
return resp, err
}
return resp, nil
}
func (c *Coinbase) SendAuthenticatedHTTPRequest(method, path string, params map[string]interface{}, result interface{}) (err error) {
func (g *GDAX) SendAuthenticatedHTTPRequest(method, path string, params map[string]interface{}, result interface{}) (err error) {
timestamp := strconv.FormatInt(time.Now().UnixNano(), 10)[0:13]
payload := []byte("")
@@ -672,23 +672,23 @@ func (c *Coinbase) SendAuthenticatedHTTPRequest(method, path string, params map[
return errors.New("SendAuthenticatedHTTPRequest: Unable to JSON request")
}
if c.Verbose {
if g.Verbose {
log.Printf("Request JSON: %s\n", payload)
}
}
message := timestamp + method + path + string(payload)
hmac := GetHMAC(HASH_SHA256, []byte(message), []byte(c.APISecret))
hmac := GetHMAC(HASH_SHA256, []byte(message), []byte(g.APISecret))
headers := make(map[string]string)
headers["CB-ACCESS-SIGN"] = Base64Encode([]byte(hmac))
headers["CB-ACCESS-TIMESTAMP"] = timestamp
headers["CB-ACCESS-KEY"] = c.APIKey
headers["CB-ACCESS-PASSPHRASE"] = c.Password
headers["CB-ACCESS-KEY"] = g.APIKey
headers["CB-ACCESS-PASSPHRASE"] = g.Password
headers["Content-Type"] = "application/json"
resp, err := SendHTTPRequest(method, COINBASE_API_URL+path, headers, bytes.NewBuffer(payload))
resp, err := SendHTTPRequest(method, GDAX_API_URL+path, headers, bytes.NewBuffer(payload))
if c.Verbose {
if g.Verbose {
log.Printf("Recieved raw: \n%s\n", resp)
}

View File

@@ -7,15 +7,15 @@ import (
)
const (
COINBASE_WEBSOCKET_URL = "wss://ws-feed.exchange.coinbase.com"
GDAX_WEBSOCKET_URL = "wss://ws-feed.exchange.gdax.com"
)
type CoinbaseWebsocketSubscribe struct {
type GDAXWebsocketSubscribe struct {
Type string `json:"type"`
ProductID string `json:"product_id"`
}
type CoinbaseWebsocketReceived struct {
type GDAXWebsocketReceived struct {
Type string `json:"type"`
Time string `json:"time"`
Sequence int `json:"sequence"`
@@ -25,7 +25,7 @@ type CoinbaseWebsocketReceived struct {
Side string `json:"side"`
}
type CoinbaseWebsocketOpen struct {
type GDAXWebsocketOpen struct {
Type string `json:"type"`
Time string `json:"time"`
Sequence int `json:"sequence"`
@@ -35,7 +35,7 @@ type CoinbaseWebsocketOpen struct {
Side string `json:"side"`
}
type CoinbaseWebsocketDone struct {
type GDAXWebsocketDone struct {
Type string `json:"type"`
Time string `json:"time"`
Sequence int `json:"sequence"`
@@ -46,7 +46,7 @@ type CoinbaseWebsocketDone struct {
RemainingSize float64 `json:"remaining_size,string"`
}
type CoinbaseWebsocketMatch struct {
type GDAXWebsocketMatch struct {
Type string `json:"type"`
TradeID int `json:"trade_id"`
Sequence int `json:"sequence"`
@@ -58,7 +58,7 @@ type CoinbaseWebsocketMatch struct {
Side string `json:"side"`
}
type CoinbaseWebsocketChange struct {
type GDAXWebsocketChange struct {
Type string `json:"type"`
Time string `json:"time"`
Sequence int `json:"sequence"`
@@ -69,8 +69,8 @@ type CoinbaseWebsocketChange struct {
Side string `json:"side"`
}
func (c *Coinbase) WebsocketSubscribe(product string, conn *websocket.Conn) error {
subscribe := CoinbaseWebsocketSubscribe{"subscribe", product}
func (g *GDAX) WebsocketSubscribe(product string, conn *websocket.Conn) error {
subscribe := GDAXWebsocketSubscribe{"subscribe", product}
json, err := JSONEncode(subscribe)
if err != nil {
return err
@@ -84,37 +84,37 @@ func (c *Coinbase) WebsocketSubscribe(product string, conn *websocket.Conn) erro
return nil
}
func (c *Coinbase) WebsocketClient() {
for c.Enabled && c.Websocket {
func (g *GDAX) WebsocketClient() {
for g.Enabled && g.Websocket {
var Dialer websocket.Dialer
conn, _, err := Dialer.Dial(COINBASE_WEBSOCKET_URL, http.Header{})
conn, _, err := Dialer.Dial(GDAX_WEBSOCKET_URL, http.Header{})
if err != nil {
log.Printf("%s Unable to connect to Websocket. Error: %s\n", c.GetName(), err)
log.Printf("%s Unable to connect to Websocket. Error: %s\n", g.GetName(), err)
continue
}
log.Printf("%s Connected to Websocket.\n", c.GetName())
log.Printf("%s Connected to Websocket.\n", g.GetName())
currencies := []string{}
for _, x := range c.EnabledPairs {
for _, x := range g.EnabledPairs {
currency := x[0:3] + "-" + x[3:]
currencies = append(currencies, currency)
}
for _, x := range currencies {
err = c.WebsocketSubscribe(x, conn)
err = g.WebsocketSubscribe(x, conn)
if err != nil {
log.Printf("%s Websocket subscription error: %s\n", c.GetName(), err)
log.Printf("%s Websocket subscription error: %s\n", g.GetName(), err)
continue
}
}
if c.Verbose {
log.Printf("%s Subscribed to product messages.", c.GetName())
if g.Verbose {
log.Printf("%s Subscribed to product messages.", g.GetName())
}
for c.Enabled && c.Websocket {
for g.Enabled && g.Websocket {
msgType, resp, err := conn.ReadMessage()
if err != nil {
log.Println(err)
@@ -139,35 +139,35 @@ func (c *Coinbase) WebsocketClient() {
log.Println(string(resp))
break
case "received":
received := CoinbaseWebsocketReceived{}
received := GDAXWebsocketReceived{}
err := JSONDecode(resp, &received)
if err != nil {
log.Println(err)
continue
}
case "open":
open := CoinbaseWebsocketOpen{}
open := GDAXWebsocketOpen{}
err := JSONDecode(resp, &open)
if err != nil {
log.Println(err)
continue
}
case "done":
done := CoinbaseWebsocketDone{}
done := GDAXWebsocketDone{}
err := JSONDecode(resp, &done)
if err != nil {
log.Println(err)
continue
}
case "match":
match := CoinbaseWebsocketMatch{}
match := GDAXWebsocketMatch{}
err := JSONDecode(resp, &match)
if err != nil {
log.Println(err)
continue
}
case "change":
change := CoinbaseWebsocketChange{}
change := GDAXWebsocketChange{}
err := JSONDecode(resp, &change)
if err != nil {
log.Println(err)
@@ -177,6 +177,6 @@ func (c *Coinbase) WebsocketClient() {
}
}
conn.Close()
log.Printf("%s Websocket client disconnected.", c.GetName())
log.Printf("%s Websocket client disconnected.", g.GetName())
}
}

View File

@@ -19,7 +19,7 @@ type Exchange struct {
brightonpeak BrightonPeak
btce BTCE
btcmarkets BTCMarkets
coinbase Coinbase
gdax GDAX
gemini Gemini
okcoinChina OKCoin
okcoinIntl OKCoin
@@ -101,7 +101,7 @@ func main() {
new(Bitfinex),
new(BTCE),
new(BTCMarkets),
new(Coinbase),
new(GDAX),
new(Gemini),
new(OKCoin),
new(OKCoin),