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Added support for Coinbase Orderbook levels 1-3.

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This commit is contained in:
Adrian Gallagher
2015-05-28 15:49:08 +10:00
parent 8b1cbc4441
commit fe503333c3
1 changed files with 104 additions and 8 deletions
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112
coinbasehttp.go
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@@ -60,10 +60,34 @@ type CoinbaseProduct struct {
DisplayName string `json:"string"`
}
type CoinbaseOrderbook struct {
Asks [][]interface{} `json:"ask"`
Bids [][]interface{} `json:"bids"`
type CoinbaseOrderL1L2 struct {
Price float64
Amount float64
NumOrders float64
}
type CoinbaseOrderL3 struct {
Price float64
Amount float64
OrderID string
}
type CoinbaseOrderbookL1L2 struct {
Sequence int64 `json:"sequence"`
Bids [][]CoinbaseOrderL1L2 `json:"asks"`
Asks [][]CoinbaseOrderL1L2 `json:"asks"`
}
type CoinbaseOrderbookL3 struct {
Sequence int64 `json:"sequence"`
Bids [][]CoinbaseOrderL3 `json:"asks"`
Asks [][]CoinbaseOrderL3 `json:"asks"`
}
type CoinbaseOrderbookResponse struct {
Sequence int64 `json:"sequence"`
Bids [][]interface{} `json:"bids"`
Asks [][]interface{} `json:"asks"`
}
type CoinbaseTrade struct {
@@ -204,8 +228,8 @@ func (c *Coinbase) GetProducts() ([]CoinbaseProduct, error) {
return products, nil
}
func (c *Coinbase) GetOrderbook(symbol string, level int) {
orderbook := CoinbaseOrderbook{}
func (c *Coinbase) GetOrderbook(symbol string, level int) (interface{}, error) {
orderbook := CoinbaseOrderbookResponse{}
path := ""
if level > 0 {
levelStr := strconv.Itoa(level)
@@ -215,11 +239,83 @@ func (c *Coinbase) GetOrderbook(symbol string, level int) {
}
err := SendHTTPGetRequest(path, true, &orderbook)
if err != nil {
log.Println(err)
return nil, err
}
if level == 3 {
ob := CoinbaseOrderbookL3{}
ob.Sequence = orderbook.Sequence
for _, x := range orderbook.Asks {
price, err := strconv.ParseFloat((x[0].(string)), 64)
if err != nil {
continue
}
amount, err := strconv.ParseFloat((x[1].(string)), 64)
if err != nil {
continue
}
order := make([]CoinbaseOrderL3, 1)
order[0].Price = price
order[0].Amount = amount
order[0].OrderID = x[2].(string)
ob.Asks = append(ob.Asks, order)
}
for _, x := range orderbook.Bids {
price, err := strconv.ParseFloat((x[0].(string)), 64)
if err != nil {
continue
}
amount, err := strconv.ParseFloat((x[1].(string)), 64)
if err != nil {
continue
}
order := make([]CoinbaseOrderL3, 1)
order[0].Price = price
order[0].Amount = amount
order[0].OrderID = x[2].(string)
ob.Bids = append(ob.Bids, order)
}
return ob, nil
} else {
ob := CoinbaseOrderbookL1L2{}
ob.Sequence = orderbook.Sequence
for _, x := range orderbook.Asks {
price, err := strconv.ParseFloat((x[0].(string)), 64)
if err != nil {
continue
}
amount, err := strconv.ParseFloat((x[1].(string)), 64)
if err != nil {
continue
}
order := make([]CoinbaseOrderL1L2, 1)
order[0].Price = price
order[0].Amount = amount
order[0].NumOrders = x[2].(float64)
ob.Asks = append(ob.Asks, order)
}
for _, x := range orderbook.Bids {
price, err := strconv.ParseFloat((x[0].(string)), 64)
if err != nil {
continue
}
amount, err := strconv.ParseFloat((x[1].(string)), 64)
if err != nil {
continue
}
order := make([]CoinbaseOrderL1L2, 1)
order[0].Price = price
order[0].Amount = amount
order[0].NumOrders = x[2].(float64)
ob.Bids = append(ob.Bids, order)
}
return ob, nil
}
log.Println(orderbook)
}
func (c *Coinbase) GetTicker(symbol string) CoinbaseTicker {