Added authenticated Coinbase REST support.

2026-05-13 23:16:45 +00:00 · 2015-05-02 01:34:25 +10:00
parent 54a7110f31
commit 8f4fdc2f8b
2 changed files with 346 additions and 64 deletions
--- a/README.md
+++ b/README.md
@@ -12,7 +12,7 @@ A cryptocurrency trading bot supporting multiple exchanges written in Golang.
 | BTCChina | Yes  | Yes     | No  |
 | BTCE     | Yes  | NA        | NA  |
 | BTCMarkets | Yes | NA       | NA  |
-| Coinbase | Yes (unauthenticated)| Yes | No|
+| Coinbase | Yes | Yes | No|
 | Cryptsy | Yes | Yes | NA|
 | Huobi | Yes | Yes |No
 | ItBit | Yes | NA | NA |
--- a/coinbase.go
+++ b/coinbase.go
@@ -1,85 +1,94 @@
 package main

 import (
-	"log"
-	"time"
+	"bytes"
+	"errors"
 	"fmt"
-	"strconv"
+	"log"
 	"net/url"
+	"strconv"
+	"time"
 )

 const (
-	COINBASE_API_URL = "https://api.exchange.coinbase.com/"
+	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_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"
 )

 type Coinbase struct {
-	Name string
-	Enabled bool
-	Verbose bool
-	Websocket bool
-	RESTPollingDelay time.Duration
+	Name                        string
+	Enabled                     bool
+	Verbose                     bool
+	Websocket                   bool
+	RESTPollingDelay            time.Duration
 	Password, APIKey, APISecret string
-	TakerFee, MakerFee float64
+	TakerFee, MakerFee          float64
 }

 type CoinbaseTicker struct {
-	TradeID int64 `json:"trade_id"`
-	Price float64 `json:"price,string"`
-	Size float64 `json:"size,string"`
-	Time string `json:"time"`
+	TradeID int64   `json:"trade_id"`
+	Price   float64 `json:"price,string"`
+	Size    float64 `json:"size,string"`
+	Time    string  `json:"time"`
 }

 type CoinbaseProduct 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"`
+	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"`
-	DisplayName string `json:"string"`
+	DisplayName    string  `json:"string"`
 }

 type CoinbaseOrderbook struct {
-	Asks [][]interface{} `json:"ask"`
-	Bids [][]interface{} `json:"bids"`
-	Sequence int64 `json:"sequence"`
+	Asks     [][]interface{} `json:"ask"`
+	Bids     [][]interface{} `json:"bids"`
+	Sequence int64           `json:"sequence"`
 }

 type CoinbaseTrade struct {
-	TradeID int64 `json:"trade_id"`
-	Price float64 `json:"price,string"`
-	Size float64 `json:"size,string"`
-	Time string `json:"time"`
-	Side string `json:"side"`
+	TradeID int64   `json:"trade_id"`
+	Price   float64 `json:"price,string"`
+	Size    float64 `json:"size,string"`
+	Time    string  `json:"time"`
+	Side    string  `json:"side"`
 }

 type CoinbaseStats struct {
-	Open float64 `json:"open,string"`
-	High float64 `json:"high,string"`
-	Low float64 `json:"low,string"`
+	Open   float64 `json:"open,string"`
+	High   float64 `json:"high,string"`
+	Low    float64 `json:"low,string"`
 	Volume float64 `json:"volume,string"`
 }

 type CoinbaseCurrency struct {
-	ID string
-	Name string
+	ID      string
+	Name    string
 	MinSize float64 `json:"min_size,string"`
 }

 type CoinbaseHistory struct {
-	Time int64
-	Low float64
-	High float64
-	Open float64
-	Close float64
+	Time   int64
+	Low    float64
+	High   float64
+	Open   float64
+	Close  float64
 	Volume float64
 }

@@ -94,7 +103,7 @@ func (c *Coinbase) SetDefaults() {
 	c.RESTPollingDelay = 10
 }

-func (c *Coinbase) GetName() (string) {
+func (c *Coinbase) GetName() string {
 	return c.Name
 }

@@ -102,11 +111,11 @@ func (c *Coinbase) SetEnabled(enabled bool) {
 	c.Enabled = enabled
 }

-func (c *Coinbase) IsEnabled() (bool) {
+func (c *Coinbase) IsEnabled() bool {
 	return c.Enabled
 }

-func (c *Coinbase) GetFee(maker bool) (float64) {
+func (c *Coinbase) GetFee(maker bool) float64 {
 	if maker {
 		return c.MakerFee
 	} else {
@@ -138,12 +147,20 @@ func (c *Coinbase) Run() {
 func (c *Coinbase) SetAPIKeys(password, apiKey, apiSecret string) {
 	c.Password = password
 	c.APIKey = apiKey
-	c.APISecret = apiSecret
+	result, err := Base64Decode(apiSecret)
+
+	if err != nil {
+		log.Printf("%s unable to decode secret key.", c.GetName())
+		c.Enabled = false
+		return
+	}
+
+	c.APISecret = string(result)
 }

 func (c *Coinbase) GetProducts() {
 	products := []CoinbaseProduct{}
-	err := SendHTTPGetRequest(COINBASE_API_URL + COINBASE_PRODUCTS, true, &products)
+	err := SendHTTPGetRequest(COINBASE_API_URL+COINBASE_PRODUCTS, true, &products)

 	if err != nil {
 		log.Println(err)
@@ -157,22 +174,22 @@ func (c *Coinbase) GetOrderbook(symbol string, level int) {
 	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", COINBASE_API_URL+COINBASE_PRODUCTS, symbol, COINBASE_ORDERBOOK, levelStr)
 	} else {
-		path = fmt.Sprintf("%s/%s/%s", COINBASE_API_URL + COINBASE_PRODUCTS, symbol, COINBASE_ORDERBOOK)
+		path = fmt.Sprintf("%s/%s/%s", COINBASE_API_URL+COINBASE_PRODUCTS, symbol, COINBASE_ORDERBOOK)
 	}
-		
+
 	err := SendHTTPGetRequest(path, true, &orderbook)

 	if err != nil {
 		log.Println(err)
 	}
 	log.Println(orderbook)
-} 
+}

-func (c *Coinbase) GetTicker(symbol string) (CoinbaseTicker) {
+func (c *Coinbase) GetTicker(symbol string) CoinbaseTicker {
 	ticker := CoinbaseTicker{}
-	path := fmt.Sprintf("%s/%s/%s", COINBASE_API_URL + COINBASE_PRODUCTS, symbol, COINBASE_TICKER)
+	path := fmt.Sprintf("%s/%s/%s", COINBASE_API_URL+COINBASE_PRODUCTS, symbol, COINBASE_TICKER)
 	err := SendHTTPGetRequest(path, true, &ticker)

 	if err != nil {
@@ -184,7 +201,7 @@ func (c *Coinbase) GetTicker(symbol string) (CoinbaseTicker) {

 func (c *Coinbase) GetTrades(symbol string) {
 	trades := []CoinbaseTrade{}
-	path := fmt.Sprintf("%s/%s/%s", COINBASE_API_URL + COINBASE_PRODUCTS, symbol, COINBASE_TRADES)
+	path := fmt.Sprintf("%s/%s/%s", COINBASE_API_URL+COINBASE_PRODUCTS, symbol, COINBASE_TRADES)
 	err := SendHTTPGetRequest(path, true, &trades)

 	if err != nil {
@@ -209,10 +226,10 @@ func (c *Coinbase) GetHistoricRates(symbol string, start, end, granularity int64
 		values.Set("granularity", strconv.FormatInt(granularity, 10))
 	}

-	path := fmt.Sprintf("%s/%s/%s", COINBASE_API_URL + COINBASE_PRODUCTS, symbol, COINBASE_HISTORY)
+	path := fmt.Sprintf("%s/%s/%s", COINBASE_API_URL+COINBASE_PRODUCTS, symbol, COINBASE_HISTORY)
 	encoded := values.Encode()

-	if (len(encoded) > 0) {
+	if len(encoded) > 0 {
 		path += encoded
 	}

@@ -224,9 +241,9 @@ func (c *Coinbase) GetHistoricRates(symbol string, start, end, granularity int64
 	log.Println(history)
 }

-func (c *Coinbase) GetStats(symbol string) (CoinbaseStats) {
+func (c *Coinbase) GetStats(symbol string) CoinbaseStats {
 	stats := CoinbaseStats{}
-	path := fmt.Sprintf("%s/%s/%s", COINBASE_API_URL + COINBASE_PRODUCTS, symbol, COINBASE_STATS)
+	path := fmt.Sprintf("%s/%s/%s", COINBASE_API_URL+COINBASE_PRODUCTS, symbol, COINBASE_STATS)
 	err := SendHTTPGetRequest(path, true, &stats)

 	if err != nil {
@@ -238,10 +255,275 @@ func (c *Coinbase) GetStats(symbol string) (CoinbaseStats) {

 func (c *Coinbase) GetCurrencies() {
 	currencies := []CoinbaseCurrency{}
-	err := SendHTTPGetRequest(COINBASE_API_URL + COINBASE_CURRENCIES, true, &currencies)
+	err := SendHTTPGetRequest(COINBASE_API_URL+COINBASE_CURRENCIES, true, &currencies)

 	if err != nil {
 		log.Println(err)
 	}
 	log.Println(currencies)
-}
+}
+
+type CoinbaseAccountResponse struct {
+	ID        string  `json:"id"`
+	Balance   float64 `json:"balance,string"`
+	Hold      float64 `json:"hold,string"`
+	Available float64 `json:"available,string"`
+	Currency  string  `json:"currency"`
+}
+
+func (c *Coinbase) GetAccounts() {
+	resp := []CoinbaseAccountResponse{}
+	err := c.SendAuthenticatedHTTPRequest("GET", COINBASE_API_URL+COINBASE_ACCOUNTS, nil, &resp)
+	if err != nil {
+		log.Println(err)
+	}
+}
+
+func (c *Coinbase) GetAccount(account string) {
+	resp := CoinbaseAccountResponse{}
+	path := fmt.Sprintf("%s/%s", COINBASE_ACCOUNTS, account)
+	err := c.SendAuthenticatedHTTPRequest("GET", COINBASE_API_URL+path, nil, &resp)
+	if err != nil {
+		log.Println(err)
+	}
+}
+
+type CoinbaseAccountLedgerResponse struct {
+	ID        string      `json:"id"`
+	CreatedAt string      `json:"created_at"`
+	Amount    float64     `json:"amount,string"`
+	Balance   float64     `json:"balance,string"`
+	Type      string      `json:"type"`
+	details   interface{} `json:"details"`
+}
+
+func (c *Coinbase) GetAccountHistory(accountID string) {
+	resp := []CoinbaseAccountLedgerResponse{}
+	path := fmt.Sprintf("%s/%s/%s", COINBASE_ACCOUNTS, accountID, COINBASE_LEDGER)
+	err := c.SendAuthenticatedHTTPRequest("GET", COINBASE_API_URL+path, nil, &resp)
+	if err != nil {
+		log.Println(err)
+	}
+}
+
+type CoinbaseAccountHolds struct {
+	ID        string  `json:"id"`
+	AccountID string  `json:"account_id"`
+	CreatedAt string  `json:"created_at"`
+	UpdatedAt string  `json:"updated_at"`
+	Amount    float64 `json:"amount,string"`
+	Type      string  `json:"type"`
+	Reference string  `json:"ref"`
+}
+
+func (c *Coinbase) GetHolds(accountID string) {
+	resp := []CoinbaseAccountHolds{}
+	path := fmt.Sprintf("%s/%s/%s", COINBASE_ACCOUNTS, accountID, COINBASE_HOLDS)
+	err := c.SendAuthenticatedHTTPRequest("GET", COINBASE_API_URL+path, nil, &resp)
+	if err != nil {
+		log.Println(err)
+	}
+}
+
+func (c *Coinbase) PlaceOrder(clientRef string, price, amount float64, side string, productID, stp string) (string, error) {
+	request := make(map[string]interface{})
+
+	if clientRef != "" {
+		request["client_oid"] = clientRef
+	}
+
+	request["price"] = strconv.FormatFloat(price, 'f', 2, 64)
+	request["size"] = strconv.FormatFloat(amount, 'f', 8, 64)
+	request["side"] = side
+	request["product_id"] = productID
+
+	if stp != "" {
+		request["stp"] = stp
+	}
+
+	type OrderResponse struct {
+		ID string `json:"id"`
+	}
+
+	resp := OrderResponse{}
+	err := c.SendAuthenticatedHTTPRequest("POST", COINBASE_API_URL+COINBASE_ORDERS, request, &resp)
+	if err != nil {
+		return "", err
+	}
+
+	return resp.ID, nil
+}
+
+func (c *Coinbase) CancelOrder(orderID string) {
+	path := fmt.Sprintf("%s/%s", COINBASE_ORDERS, orderID)
+	err := c.SendAuthenticatedHTTPRequest("DELETE", COINBASE_API_URL+path, nil, nil)
+	if err != nil {
+		log.Println(err)
+	}
+}
+
+type CoinbaseOrdersResponse struct {
+	ID         string  `json:"id"`
+	Size       float64 `json:"size,string"`
+	Price      float64 `json:"price,string"`
+	ProductID  string  `json:"product_id"`
+	Status     string  `json:"status"`
+	FilledSize float64 `json:"filled_size,string"`
+	FillFees   float64 `json:"fill_fees,string"`
+	Settled    bool    `json:"settled"`
+	Side       string  `json:"side"`
+	CreatedAt  string  `json:"created_at"`
+}
+
+func (c *Coinbase) GetOrders(params url.Values) {
+	path := COINBASE_API_URL + COINBASE_ORDERS
+
+	if len(params) > 0 {
+		path += "?" + params.Encode()
+	}
+
+	resp := []CoinbaseOrdersResponse{}
+	err := c.SendAuthenticatedHTTPRequest("GET", path, nil, &resp)
+	if err != nil {
+		log.Println(err)
+	}
+}
+
+type CoinbaseOrderResponse struct {
+	ID         string  `json:"id"`
+	Size       float64 `json:"size,string"`
+	Price      float64 `json:"price,string"`
+	DoneReason string  `json:"done_reason"`
+	Status     string  `json:"status"`
+	Settled    bool    `json:"settled"`
+	FilledSize float64 `json:"filled_size,string"`
+	ProductID  string  `json:"product_id"`
+	FillFees   float64 `json:"fill_fees,string"`
+	Side       string  `json:"side"`
+	CreatedAt  string  `json:"created_at"`
+	DoneAt     string  `json:"done_at"`
+}
+
+func (c *Coinbase) GetOrder(orderID string) {
+	path := fmt.Sprintf("%s/%s", COINBASE_ORDERS, orderID)
+	resp := CoinbaseOrderResponse{}
+	err := c.SendAuthenticatedHTTPRequest("GET", COINBASE_API_URL+path, nil, &resp)
+	if err != nil {
+		log.Println(err)
+	}
+}
+
+type CoinbaseFillResponse struct {
+	TradeID   int     `json:"trade_id"`
+	ProductID string  `json:"product_id"`
+	Price     float64 `json:"price,string"`
+	Size      float64 `json:"size,string"`
+	OrderID   string  `json:"order_id"`
+	CreatedAt string  `json:"created_at"`
+	Liquidity string  `json:"liquidity"`
+	Fee       float64 `json:"fee,string"`
+	Settled   bool    `json:"settled"`
+	Side      string  `json:"side"`
+}
+
+func (c *Coinbase) GetFills(params url.Values) {
+	path := COINBASE_API_URL + COINBASE_FILLS
+
+	if len(params) > 0 {
+		path += "?" + params.Encode()
+	}
+
+	resp := []CoinbaseFillResponse{}
+	err := c.SendAuthenticatedHTTPRequest("GET", path, nil, &resp)
+	if err != nil {
+		log.Println(err)
+	}
+}
+
+func (c *Coinbase) Transfer(transferType string, amount float64, accountID string) {
+	request := make(map[string]interface{})
+	request["type"] = transferType
+	request["amount"] = strconv.FormatFloat(amount, 'f', 8, 64)
+	request["coinbase_account_id"] = accountID
+
+	err := c.SendAuthenticatedHTTPRequest("POST", COINBASE_API_URL+COINBASE_TRANSFERS, request, nil)
+	if err != nil {
+		log.Println(err)
+	}
+}
+
+type CoinbaseReportResponse struct {
+	ID          string `json:"id"`
+	Type        string `json:"type"`
+	Status      string `json:"status"`
+	CreatedAt   string `json:"created_at"`
+	CompletedAt string `json:"completed_at"`
+	ExpiresAt   string `json:"expires_at"`
+	FileURL     string `json:"file_url"`
+	Params      struct {
+		StartDate string `json:"start_date"`
+		EndDate   string `json:"end_date"`
+	} `json:params"`
+}
+
+func (c *Coinbase) GetReport(reportType, startDate, endDate string) {
+	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)
+	if err != nil {
+		log.Println(err)
+	}
+}
+
+func (c *Coinbase) GetReportStatus(reportID string) {
+	path := fmt.Sprintf("%s/%s", COINBASE_REPORTS, reportID)
+	resp := CoinbaseReportResponse{}
+	err := c.SendAuthenticatedHTTPRequest("POST", COINBASE_API_URL+path, nil, &resp)
+	if err != nil {
+		log.Println(err)
+	}
+}
+
+func (c *Coinbase) SendAuthenticatedHTTPRequest(method, path string, params map[string]interface{}, result interface{}) (err error) {
+	timestamp := strconv.FormatInt(time.Now().UnixNano(), 10)[0:13]
+	payload := []byte("")
+
+	if params != nil {
+		payload, err = JSONEncode(params)
+
+		if err != nil {
+			return errors.New("SendAuthenticatedHTTPRequest: Unable to JSON request")
+		}
+
+		if c.Verbose {
+			log.Printf("Request JSON: %s\n", payload)
+		}
+	}
+
+	message := timestamp + method + path + string(payload)
+	hmac := GetHMAC(HASH_SHA256, []byte(message), []byte(c.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["Content-Type"] = "application/json"
+
+	resp, err := SendHTTPRequest(method, COINBASE_API_URL+path, headers, bytes.NewBuffer(payload))
+
+	if c.Verbose {
+		log.Printf("Recieved raw: \n%s\n", resp)
+	}
+
+	err = JSONDecode([]byte(resp), &result)
+
+	if err != nil {
+		return errors.New("Unable to JSON Unmarshal response.")
+	}
+
+	return nil
+}