Merge branch 'master' into engine

exchanges/coinbasepro/coinbasepro.go

@@ -735,7 +735,7 @@ func (c *CoinbasePro) SendAuthenticatedHTTPRequest(method, path string, params m
 		}
 	}
 
-	n := c.Requester.GetNonce(true).String()
+	n := c.Requester.GetNonce(false).String()
 	message := n + method + "/" + path + string(payload)
 	hmac := crypto.GetHMAC(crypto.HashSHA256, []byte(message), []byte(c.API.Credentials.Secret))
 	headers := make(map[string]string)

exchanges/coinbasepro/coinbasepro_test.go

@@ -1,12 +1,15 @@
 package coinbasepro
 
 import (
+	"net/http"
 	"testing"
 	"time"
 
+	"github.com/gorilla/websocket"
 	"github.com/thrasher-/gocryptotrader/config"
 	"github.com/thrasher-/gocryptotrader/currency"
 	exchange "github.com/thrasher-/gocryptotrader/exchanges"
+	"github.com/thrasher-/gocryptotrader/exchanges/sharedtestvalues"
 )
 
 var c CoinbasePro
@@ -33,7 +36,9 @@ func TestSetup(t *testing.T) {
 	}
 	gdxConfig.API.Credentials.Key = apiKey
 	gdxConfig.API.Credentials.Secret = apiSecret
+	gdxConfig.API.Credentials.ClientID = clientID
 	gdxConfig.API.AuthenticatedSupport = true
+	gdxConfig.API.AuthenticatedWebsocketSupport = true
 	c.Setup(gdxConfig)
 }
 
@@ -87,139 +92,85 @@ func TestGetServerTime(t *testing.T) {
 }
 
 func TestAuthRequests(t *testing.T) {
-
-	if c.ValidateAPICredentials() {
-
-		_, err := c.GetAccounts()
-		if err == nil {
-			t.Error("Test failed - GetAccounts() error", err)
-		}
-
-		_, err = c.GetAccount("234cb213-ac6f-4ed8-b7b6-e62512930945")
-		if err == nil {
-			t.Error("Test failed - GetAccount() error", err)
-		}
-
-		_, err = c.GetAccountHistory("234cb213-ac6f-4ed8-b7b6-e62512930945")
-		if err == nil {
-			t.Error("Test failed - GetAccountHistory() error", err)
-		}
-
-		_, err = c.GetHolds("234cb213-ac6f-4ed8-b7b6-e62512930945")
-		if err == nil {
-			t.Error("Test failed - GetHolds() error", err)
-		}
-
-		_, err = c.PlaceLimitOrder("", 0, 0, exchange.BuyOrderSide.ToLower().ToString(),
-			"", "", "BTC-USD", "", false)
-		if err == nil {
-			t.Error("Test failed - PlaceLimitOrder() error", err)
-		}
-
-		_, err = c.PlaceMarketOrder("", 1, 0, exchange.BuyOrderSide.ToLower().ToString(),
-			"BTC-USD", "")
-		if err == nil {
-			t.Error("Test failed - PlaceMarketOrder() error", err)
-		}
-
-		err = c.CancelExistingOrder("1337")
-		if err == nil {
-			t.Error("Test failed - CancelExistingOrder() error", err)
-		}
-
-		_, err = c.CancelAllExistingOrders("BTC-USD")
-		if err == nil {
-			t.Error("Test failed - CancelAllExistingOrders() error", err)
-		}
-
-		_, err = c.GetOrders([]string{"open", "done"}, "BTC-USD")
-		if err == nil {
-			t.Error("Test failed - GetOrders() error", err)
-		}
-
-		_, err = c.GetOrder("1337")
-		if err == nil {
-			t.Error("Test failed - GetOrders() error", err)
-		}
-
-		_, err = c.GetFills("1337", "BTC-USD")
-		if err == nil {
-			t.Error("Test failed - GetFills() error", err)
-		}
-		_, err = c.GetFills("", "")
-		if err == nil {
-			t.Error("Test failed - GetFills() error", err)
-		}
-
-		_, err = c.GetFundingRecords("rejected")
-		if err == nil {
-			t.Error("Test failed - GetFundingRecords() error", err)
-		}
-
-		// 	_, err := c.RepayFunding("1", "BTC")
-		// 	if err != nil {
-		// 		t.Error("Test failed - RepayFunding() error", err)
-		// 	}
-
-		_, err = c.MarginTransfer(1, "withdraw", "45fa9e3b-00ba-4631-b907-8a98cbdf21be", "BTC")
-		if err == nil {
-			t.Error("Test failed - MarginTransfer() error", err)
-		}
-
-		_, err = c.GetPosition()
-		if err == nil {
-			t.Error("Test failed - GetPosition() error", err)
-		}
-
-		_, err = c.ClosePosition(false)
-		if err == nil {
-			t.Error("Test failed - ClosePosition() error", err)
-		}
-
-		_, err = c.GetPayMethods()
-		if err == nil {
-			t.Error("Test failed - GetPayMethods() error", err)
-		}
-
-		_, err = c.DepositViaPaymentMethod(1, "BTC", "1337")
-		if err == nil {
-			t.Error("Test failed - DepositViaPaymentMethod() error", err)
-		}
-
-		_, err = c.DepositViaCoinbase(1, "BTC", "1337")
-		if err == nil {
-			t.Error("Test failed - DepositViaCoinbase() error", err)
-		}
-
-		_, err = c.WithdrawViaPaymentMethod(1, "BTC", "1337")
-		if err == nil {
-			t.Error("Test failed - WithdrawViaPaymentMethod() error", err)
-		}
-
-		// 	_, err := c.WithdrawViaCoinbase(1, "BTC", "c13cd0fc-72ca-55e9-843b-b84ef628c198")
-		// 	if err != nil {
-		// 		t.Error("Test failed - WithdrawViaCoinbase() error", err)
-		// 	}
-
-		_, err = c.WithdrawCrypto(1, "BTC", "1337")
-		if err == nil {
-			t.Error("Test failed - WithdrawViaCoinbase() error", err)
-		}
-
-		_, err = c.GetCoinbaseAccounts()
-		if err == nil {
-			t.Error("Test failed - GetCoinbaseAccounts() error", err)
-		}
-
-		_, err = c.GetReportStatus("1337")
-		if err == nil {
-			t.Error("Test failed - GetReportStatus() error", err)
-		}
-
-		_, err = c.GetTrailingVolume()
-		if err == nil {
-			t.Error("Test failed - GetTrailingVolume() error", err)
-		}
+	if !areTestAPIKeysSet() {
+		t.Skip("API keys not set, skipping test")
+	}
+	_, err := c.GetAccounts()
+	if err != nil {
+		t.Error("Test failed - GetAccounts() error", err)
+	}
+	accountResponse, err := c.GetAccount("13371337-1337-1337-1337-133713371337")
+	if accountResponse.ID != "" {
+		t.Error("Expecting no data returned")
+	}
+	if err == nil {
+		t.Error("Expecting error")
+	}
+	accountHistoryResponse, err := c.GetAccountHistory("13371337-1337-1337-1337-133713371337")
+	if len(accountHistoryResponse) > 0 {
+		t.Error("Expecting no data returned")
+	}
+	if err == nil {
+		t.Error("Expecting error")
+	}
+	getHoldsResponse, err := c.GetHolds("13371337-1337-1337-1337-133713371337")
+	if len(getHoldsResponse) > 0 {
+		t.Error("Expecting no data returned")
+	}
+	if err == nil {
+		t.Error("Expecting error")
+	}
+	orderResponse, err := c.PlaceLimitOrder("", 0.001, 0.001, "buy", "", "", "BTC-USD", "", false)
+	if orderResponse != "" {
+		t.Error("Expecting no data returned")
+	}
+	if err == nil {
+		t.Error("Expecting error")
+	}
+	marketOrderResponse, err := c.PlaceMarketOrder("", 1, 0, "buy", "BTC-USD", "")
+	if marketOrderResponse != "" {
+		t.Error("Expecting no data returned")
+	}
+	if err == nil {
+		t.Error("Expecting error")
+	}
+	fillsResponse, err := c.GetFills("1337", "BTC-USD")
+	if len(fillsResponse) > 0 {
+		t.Error("Expecting no data returned")
+	}
+	if err == nil {
+		t.Error("Expecting error")
+	}
+	_, err = c.GetFills("", "")
+	if err == nil {
+		t.Error("Expecting error")
+	}
+	_, err = c.GetFundingRecords("rejected")
+	if err == nil {
+		t.Error("Expecting error")
+	}
+	marginTransferResponse, err := c.MarginTransfer(1, "withdraw", "13371337-1337-1337-1337-133713371337", "BTC")
+	if marginTransferResponse.ID != "" {
+		t.Error("Expecting no data returned")
+	}
+	if err == nil {
+		t.Error("Expecting error")
+	}
+	_, err = c.GetPosition()
+	if err == nil {
+		t.Error("Expecting error")
+	}
+	_, err = c.ClosePosition(false)
+	if err == nil {
+		t.Error("Expecting error")
+	}
+	_, err = c.GetPayMethods()
+	if err != nil {
+		t.Error("Test failed - GetPayMethods() error", err)
+	}
+	_, err = c.GetCoinbaseAccounts()
+	if err != nil {
+		t.Error("Test failed - GetCoinbaseAccounts() error", err)
 	}
 }
 
@@ -637,3 +588,37 @@ func TestGetDepositAddress(t *testing.T) {
 		t.Error("Test Failed - GetDepositAddress() error", err)
 	}
 }
+
+// TestWsAuth dials websocket, sends login request.
+func TestWsAuth(t *testing.T) {
+	c.SetDefaults()
+	TestSetup(t)
+	if !c.Websocket.IsEnabled() && !c.API.AuthenticatedWebsocketSupport || !areTestAPIKeysSet() {
+		t.Skip(exchange.WebsocketNotEnabled)
+	}
+	var err error
+	var dialer websocket.Dialer
+	c.WebsocketConn, _, err = dialer.Dial(c.Websocket.GetWebsocketURL(),
+		http.Header{})
+	if err != nil {
+		t.Fatal(err)
+	}
+	c.Websocket.DataHandler = sharedtestvalues.GetWebsocketInterfaceChannelOverride()
+	c.Websocket.TrafficAlert = sharedtestvalues.GetWebsocketStructChannelOverride()
+	go c.WsHandleData()
+	defer c.WebsocketConn.Close()
+	err = c.Subscribe(exchange.WebsocketChannelSubscription{
+		Channel:  "user",
+		Currency: currency.NewPairFromString("BTC-USD"),
+	})
+	if err != nil {
+		t.Error(err)
+	}
+	timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
+	select {
+	case badResponse := <-c.Websocket.DataHandler:
+		t.Error(badResponse)
+	case <-timer.C:
+	}
+	timer.Stop()
+}

exchanges/coinbasepro/coinbasepro_types.go

@@ -343,9 +343,13 @@ type FillResponse struct {
 
 // WebsocketSubscribe takes in subscription information
 type WebsocketSubscribe struct {
-	Type      string       `json:"type"`
-	ProductID string       `json:"product_id,omitempty"`
-	Channels  []WsChannels `json:"channels,omitempty"`
+	Type       string       `json:"type"`
+	ProductID  string       `json:"product_id,omitempty"`
+	Channels   []WsChannels `json:"channels,omitempty"`
+	Signature  string       `json:"signature,omitempty"`
+	Key        string       `json:"key,omitempty"`
+	Passphrase string       `json:"passphrase,omitempty"`
+	Timestamp  string       `json:"timestamp,omitempty"`
 }
 
 // WsChannels defines outgoing channels for subscription purposes
@@ -360,7 +364,8 @@ type WebsocketReceived struct {
 	OrderID   string  `json:"order_id"`
 	OrderType string  `json:"order_type"`
 	Size      float64 `json:"size,string"`
-	Price     float64 `json:"price,string"`
+	Price     float64 `json:"price,omitempty,string"`
+	Funds     float64 `json:"funds,omitempty,string"`
 	Side      string  `json:"side"`
 	ClientOID string  `json:"client_oid"`
 	ProductID string  `json:"product_id"`
@@ -462,3 +467,20 @@ type WebsocketL2Update struct {
 	Time      string          `json:"time"`
 	Changes   [][]interface{} `json:"changes"`
 }
+
+// WebsocketActivate an activate message is sent when a stop order is placed
+type WebsocketActivate struct {
+	Type         string  `json:"type"`
+	ProductID    string  `json:"product_id"`
+	Timestamp    string  `json:"timestamp"`
+	UserID       string  `json:"user_id"`
+	ProfileID    string  `json:"profile_id"`
+	OrderID      string  `json:"order_id"`
+	StopType     string  `json:"stop_type"`
+	Side         string  `json:"side"`
+	StopPrice    float64 `json:"stop_price,string"`
+	Size         float64 `json:"size,string"`
+	Funds        float64 `json:"funds,string"`
+	TakerFeeRate float64 `json:"taker_fee_rate,string"`
+	Private      bool    `json:"private"`
+}

exchanges/coinbasepro/coinbasepro_websocket.go

@@ -10,6 +10,7 @@ import (
 
 	"github.com/gorilla/websocket"
 	"github.com/thrasher-/gocryptotrader/common"
+	"github.com/thrasher-/gocryptotrader/common/crypto"
 	"github.com/thrasher-/gocryptotrader/currency"
 	exchange "github.com/thrasher-/gocryptotrader/exchanges"
 	"github.com/thrasher-/gocryptotrader/exchanges/asset"
@@ -149,6 +150,51 @@ func (c *CoinbasePro) WsHandleData() {
 					c.Websocket.DataHandler <- err
 					continue
 				}
+			case "received":
+				// We currently use l2update to calculate orderbook changes
+				received := WebsocketReceived{}
+				err := common.JSONDecode(resp.Raw, &received)
+				if err != nil {
+					c.Websocket.DataHandler <- err
+					continue
+				}
+				c.Websocket.DataHandler <- received
+			case "open":
+				// We currently use l2update to calculate orderbook changes
+				open := WebsocketOpen{}
+				err := common.JSONDecode(resp.Raw, &open)
+				if err != nil {
+					c.Websocket.DataHandler <- err
+					continue
+				}
+				c.Websocket.DataHandler <- open
+			case "done":
+				// We currently use l2update to calculate orderbook changes
+				done := WebsocketDone{}
+				err := common.JSONDecode(resp.Raw, &done)
+				if err != nil {
+					c.Websocket.DataHandler <- err
+					continue
+				}
+				c.Websocket.DataHandler <- done
+			case "change":
+				// We currently use l2update to calculate orderbook changes
+				change := WebsocketChange{}
+				err := common.JSONDecode(resp.Raw, &change)
+				if err != nil {
+					c.Websocket.DataHandler <- err
+					continue
+				}
+				c.Websocket.DataHandler <- change
+			case "activate":
+				// We currently use l2update to calculate orderbook changes
+				activate := WebsocketActivate{}
+				err := common.JSONDecode(resp.Raw, &activate)
+				if err != nil {
+					c.Websocket.DataHandler <- err
+					continue
+				}
+				c.Websocket.DataHandler <- activate
 			}
 		}
 	}
@@ -243,10 +289,13 @@ func (c *CoinbasePro) ProcessUpdate(update WebsocketL2Update) error {
 
 // GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
 func (c *CoinbasePro) GenerateDefaultSubscriptions() {
-	var channels = []string{"heartbeat", "level2", "ticker"}
+	var channels = []string{"heartbeat", "level2", "ticker", "user"}
 	enabledCurrencies := c.GetEnabledPairs(asset.Spot)
-	subscriptions := []exchange.WebsocketChannelSubscription{}
+	var subscriptions []exchange.WebsocketChannelSubscription
 	for i := range channels {
+		if (channels[i] == "user" || channels[i] == "full") && !c.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
+			continue
+		}
 		for j := range enabledCurrencies {
 			enabledCurrencies[j].Delimiter = "-"
 			subscriptions = append(subscriptions, exchange.WebsocketChannelSubscription{
@@ -271,6 +320,16 @@ func (c *CoinbasePro) Subscribe(channelToSubscribe exchange.WebsocketChannelSubs
 			},
 		},
 	}
+	if channelToSubscribe.Channel == "user" || channelToSubscribe.Channel == "full" {
+		n := fmt.Sprintf("%v", time.Now().Unix())
+		message := n + "GET" + "/users/self/verify"
+		hmac := crypto.GetHMAC(crypto.HashSHA256, []byte(message),
+			[]byte(c.API.Credentials.Secret))
+		subscribe.Signature = crypto.Base64Encode(hmac)
+		subscribe.Key = c.API.Credentials.Key
+		subscribe.Passphrase = c.API.Credentials.ClientID
+		subscribe.Timestamp = n
+	}
 	return c.wsSend(subscribe)
 }
 

exchanges/coinbasepro/coinbasepro_wrapper.go

@@ -512,3 +512,13 @@ func (c *CoinbasePro) UnsubscribeToWebsocketChannels(channels []exchange.Websock
 	c.Websocket.UnsubscribeToChannels(channels)
 	return nil
 }
+
+// GetSubscriptions returns a copied list of subscriptions
+func (c *CoinbasePro) GetSubscriptions() ([]exchange.WebsocketChannelSubscription, error) {
+	return c.Websocket.GetSubscriptions(), nil
+}
+
+// AuthenticateWebsocket sends an authentication message to the websocket
+func (c *CoinbasePro) AuthenticateWebsocket() error {
+	return common.ErrFunctionNotSupported
+}