package coinbasepro import ( "bytes" "context" "encoding/json" "errors" "fmt" "net/http" "net/url" "strconv" "strings" "time" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/crypto" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/exchanges/request" ) const ( coinbaseproAPIURL = "https://api.pro.coinbase.com/" coinbaseproSandboxAPIURL = "https://api-public.sandbox.pro.coinbase.com/" coinbaseproAPIVersion = "0" coinbaseproProducts = "products" coinbaseproOrderbook = "book" coinbaseproTicker = "ticker" coinbaseproTrades = "trades" coinbaseproHistory = "candles" coinbaseproStats = "stats" coinbaseproCurrencies = "currencies" coinbaseproAccounts = "accounts" coinbaseproLedger = "ledger" coinbaseproHolds = "holds" coinbaseproOrders = "orders" coinbaseproFills = "fills" coinbaseproTransfers = "transfers" coinbaseproReports = "reports" coinbaseproTime = "time" coinbaseproMarginTransfer = "profiles/margin-transfer" coinbaseproPosition = "position" coinbaseproPositionClose = "position/close" coinbaseproPaymentMethod = "payment-methods" coinbaseproPaymentMethodDeposit = "deposits/payment-method" coinbaseproDepositCoinbase = "deposits/coinbase-account" coinbaseproWithdrawalPaymentMethod = "withdrawals/payment-method" coinbaseproWithdrawalCoinbase = "withdrawals/coinbase" coinbaseproWithdrawalCrypto = "withdrawals/crypto" coinbaseproCoinbaseAccounts = "coinbase-accounts" coinbaseproTrailingVolume = "users/self/trailing-volume" ) // CoinbasePro is the overarching type across the coinbasepro package type CoinbasePro struct { exchange.Base } // GetProducts returns supported currency pairs on the exchange with specific // information about the pair func (c *CoinbasePro) GetProducts(ctx context.Context) ([]Product, error) { var products []Product return products, c.SendHTTPRequest(ctx, exchange.RestSpot, coinbaseproProducts, &products) } // GetOrderbook returns orderbook by currency pair and level func (c *CoinbasePro) GetOrderbook(ctx context.Context, symbol string, level int) (interface{}, error) { orderbook := OrderbookResponse{} path := fmt.Sprintf("%s/%s/%s", coinbaseproProducts, symbol, coinbaseproOrderbook) if level > 0 { levelStr := strconv.Itoa(level) path = fmt.Sprintf("%s/%s/%s?level=%s", coinbaseproProducts, symbol, coinbaseproOrderbook, levelStr) } if err := c.SendHTTPRequest(ctx, exchange.RestSpot, path, &orderbook); err != nil { return nil, err } if level == 3 { ob := OrderbookL3{ Sequence: orderbook.Sequence, Bids: make([]OrderL3, len(orderbook.Bids)), Asks: make([]OrderL3, len(orderbook.Asks)), } ob.Sequence = orderbook.Sequence for x := range orderbook.Asks { priceConv, ok := orderbook.Asks[x][0].(string) if !ok { return nil, errors.New("unable to type assert price") } price, err := strconv.ParseFloat(priceConv, 64) if err != nil { return nil, err } amountConv, ok := orderbook.Asks[x][1].(string) if !ok { return nil, errors.New("unable to type assert amount") } amount, err := strconv.ParseFloat(amountConv, 64) if err != nil { return nil, err } ordID, ok := orderbook.Asks[x][2].(string) if !ok { return nil, errors.New("unable to type assert order ID") } ob.Asks[x] = OrderL3{Price: price, Amount: amount, OrderID: ordID} } for x := range orderbook.Bids { priceConv, ok := orderbook.Bids[x][0].(string) if !ok { return nil, errors.New("unable to type assert price") } price, err := strconv.ParseFloat(priceConv, 64) if err != nil { return nil, err } amountConv, ok := orderbook.Bids[x][1].(string) if !ok { return nil, errors.New("unable to type assert amount") } amount, err := strconv.ParseFloat(amountConv, 64) if err != nil { return nil, err } ordID, ok := orderbook.Bids[x][2].(string) if !ok { return nil, errors.New("unable to type assert order ID") } ob.Bids[x] = OrderL3{Price: price, Amount: amount, OrderID: ordID} } return ob, nil } ob := OrderbookL1L2{ Sequence: orderbook.Sequence, Bids: make([]OrderL1L2, len(orderbook.Bids)), Asks: make([]OrderL1L2, len(orderbook.Asks)), } for x := range orderbook.Asks { priceConv, ok := orderbook.Asks[x][0].(string) if !ok { return nil, errors.New("unable to type assert price") } price, err := strconv.ParseFloat(priceConv, 64) if err != nil { return nil, err } amountConv, ok := orderbook.Asks[x][1].(string) if !ok { return nil, errors.New("unable to type assert amount") } amount, err := strconv.ParseFloat(amountConv, 64) if err != nil { return nil, err } numOrders, ok := orderbook.Asks[x][2].(float64) if !ok { return nil, errors.New("unable to type assert number of orders") } ob.Asks[x] = OrderL1L2{Price: price, Amount: amount, NumOrders: numOrders} } for x := range orderbook.Bids { priceConv, ok := orderbook.Bids[x][0].(string) if !ok { return nil, errors.New("unable to type assert price") } price, err := strconv.ParseFloat(priceConv, 64) if err != nil { return nil, err } amountConv, ok := orderbook.Bids[x][1].(string) if !ok { return nil, errors.New("unable to type assert amount") } amount, err := strconv.ParseFloat(amountConv, 64) if err != nil { return nil, err } numOrders, ok := orderbook.Bids[x][2].(float64) if !ok { return nil, errors.New("unable to type assert number of orders") } ob.Bids[x] = OrderL1L2{Price: price, Amount: amount, NumOrders: numOrders} } return ob, nil } // GetTicker returns ticker by currency pair // currencyPair - example "BTC-USD" func (c *CoinbasePro) GetTicker(ctx context.Context, currencyPair string) (Ticker, error) { tick := Ticker{} path := fmt.Sprintf( "%s/%s/%s", coinbaseproProducts, currencyPair, coinbaseproTicker) return tick, c.SendHTTPRequest(ctx, exchange.RestSpot, path, &tick) } // GetTrades listd the latest trades for a product // currencyPair - example "BTC-USD" func (c *CoinbasePro) GetTrades(ctx context.Context, currencyPair string) ([]Trade, error) { var trades []Trade path := fmt.Sprintf( "%s/%s/%s", coinbaseproProducts, currencyPair, coinbaseproTrades) return trades, c.SendHTTPRequest(ctx, exchange.RestSpot, path, &trades) } // GetHistoricRates returns historic rates for a product. Rates are returned in // grouped buckets based on requested granularity. func (c *CoinbasePro) GetHistoricRates(ctx context.Context, currencyPair, start, end string, granularity int64) ([]History, error) { values := url.Values{} if len(start) > 0 { values.Set("start", start) } else { values.Set("start", "") } if len(end) > 0 { values.Set("end", end) } else { values.Set("end", "") } allowedGranularities := [6]int64{60, 300, 900, 3600, 21600, 86400} validGran, _ := common.InArray(granularity, allowedGranularities) if !validGran { return nil, errors.New("Invalid granularity value: " + strconv.FormatInt(granularity, 10) + ". Allowed values are {60, 300, 900, 3600, 21600, 86400}") } if granularity > 0 { values.Set("granularity", strconv.FormatInt(granularity, 10)) } var resp [][6]float64 path := common.EncodeURLValues( fmt.Sprintf("%s/%s/%s", coinbaseproProducts, currencyPair, coinbaseproHistory), values) if err := c.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp); err != nil { return nil, err } history := make([]History, len(resp)) for x := range resp { history[x] = History{ Time: time.Unix(int64(resp[x][0]), 0), Low: resp[x][1], High: resp[x][2], Open: resp[x][3], Close: resp[x][4], Volume: resp[x][5], } } return history, nil } // GetStats returns a 24 hr stat for the product. Volume is in base currency // units. open, high, low are in quote currency units. func (c *CoinbasePro) GetStats(ctx context.Context, currencyPair string) (Stats, error) { stats := Stats{} path := fmt.Sprintf( "%s/%s/%s", coinbaseproProducts, currencyPair, coinbaseproStats) return stats, c.SendHTTPRequest(ctx, exchange.RestSpot, path, &stats) } // GetCurrencies returns a list of supported currency on the exchange // Warning: Not all currencies may be currently in use for tradinc. func (c *CoinbasePro) GetCurrencies(ctx context.Context) ([]Currency, error) { var currencies []Currency return currencies, c.SendHTTPRequest(ctx, exchange.RestSpot, coinbaseproCurrencies, ¤cies) } // GetCurrentServerTime returns the API server time func (c *CoinbasePro) GetCurrentServerTime(ctx context.Context) (ServerTime, error) { serverTime := ServerTime{} return serverTime, c.SendHTTPRequest(ctx, exchange.RestSpot, coinbaseproTime, &serverTime) } // GetAccounts returns a list of trading accounts associated with the APIKEYS func (c *CoinbasePro) GetAccounts(ctx context.Context) ([]AccountResponse, error) { var resp []AccountResponse return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, coinbaseproAccounts, nil, &resp) } // GetAccount returns information for a single account. Use this endpoint when // account_id is known func (c *CoinbasePro) GetAccount(ctx context.Context, accountID string) (AccountResponse, error) { resp := AccountResponse{} path := fmt.Sprintf("%s/%s", coinbaseproAccounts, accountID) return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, path, nil, &resp) } // GetAccountHistory returns a list of account activity. Account activity either // increases or decreases your account balance. Items are paginated and sorted // latest first. func (c *CoinbasePro) GetAccountHistory(ctx context.Context, accountID string) ([]AccountLedgerResponse, error) { var resp []AccountLedgerResponse path := fmt.Sprintf("%s/%s/%s", coinbaseproAccounts, accountID, coinbaseproLedger) return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, path, nil, &resp) } // GetHolds returns the holds that are placed on an account for any active // orders or pending withdraw requests. As an order is filled, the hold amount // is updated. If an order is canceled, any remaining hold is removed. For a // withdraw, once it is completed, the hold is removed. func (c *CoinbasePro) GetHolds(ctx context.Context, accountID string) ([]AccountHolds, error) { var resp []AccountHolds path := fmt.Sprintf("%s/%s/%s", coinbaseproAccounts, accountID, coinbaseproHolds) return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, path, nil, &resp) } // PlaceLimitOrder places a new limit order. Orders can only be placed if the // account has sufficient funds. Once an order is placed, account funds // will be put on hold for the duration of the order. How much and which funds // are put on hold depends on the order type and parameters specified. // // GENERAL PARAMS // clientRef - [optional] Order ID selected by you to identify your order // side - buy or sell // productID - A valid product id // stp - [optional] Self-trade prevention flag // // LIMIT ORDER PARAMS // price - Price per bitcoin // amount - Amount of BTC to buy or sell // timeInforce - [optional] GTC, GTT, IOC, or FOK (default is GTC) // cancelAfter - [optional] min, hour, day * Requires time_in_force to be GTT // postOnly - [optional] Post only flag Invalid when time_in_force is IOC or FOK func (c *CoinbasePro) PlaceLimitOrder(ctx context.Context, clientRef string, price, amount float64, side string, timeInforce RequestParamsTimeForceType, cancelAfter, productID, stp string, postOnly bool) (string, error) { resp := GeneralizedOrderResponse{} req := make(map[string]interface{}) req["type"] = order.Limit.Lower() req["price"] = strconv.FormatFloat(price, 'f', -1, 64) req["size"] = strconv.FormatFloat(amount, 'f', -1, 64) req["side"] = side req["product_id"] = productID if cancelAfter != "" { req["cancel_after"] = cancelAfter } if timeInforce != "" { req["time_in_force"] = timeInforce } if clientRef != "" { req["client_oid"] = clientRef } if stp != "" { req["stp"] = stp } if postOnly { req["post_only"] = postOnly } err := c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, coinbaseproOrders, req, &resp) if err != nil { return "", err } return resp.ID, nil } // PlaceMarketOrder places a new market order. // Orders can only be placed if the account has sufficient funds. Once an order // is placed, account funds will be put on hold for the duration of the order. // How much and which funds are put on hold depends on the order type and // parameters specified. // // GENERAL PARAMS // clientRef - [optional] Order ID selected by you to identify your order // side - buy or sell // productID - A valid product id // stp - [optional] Self-trade prevention flag // // MARKET ORDER PARAMS // size - [optional]* Desired amount in BTC // funds [optional]* Desired amount of quote currency to use // * One of size or funds is required. func (c *CoinbasePro) PlaceMarketOrder(ctx context.Context, clientRef string, size, funds float64, side, productID, stp string) (string, error) { resp := GeneralizedOrderResponse{} req := make(map[string]interface{}) req["side"] = side req["product_id"] = productID req["type"] = order.Market.Lower() if size != 0 { req["size"] = strconv.FormatFloat(size, 'f', -1, 64) } if funds != 0 { req["funds"] = strconv.FormatFloat(funds, 'f', -1, 64) } if clientRef != "" { req["client_oid"] = clientRef } if stp != "" { req["stp"] = stp } err := c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, coinbaseproOrders, req, &resp) if err != nil { return "", err } return resp.ID, nil } // PlaceMarginOrder places a new market order. // Orders can only be placed if the account has sufficient funds. Once an order // is placed, account funds will be put on hold for the duration of the order. // How much and which funds are put on hold depends on the order type and // parameters specified. // // GENERAL PARAMS // clientRef - [optional] Order ID selected by you to identify your order // side - buy or sell // productID - A valid product id // stp - [optional] Self-trade prevention flag // // MARGIN ORDER PARAMS // size - [optional]* Desired amount in BTC // funds - [optional]* Desired amount of quote currency to use func (c *CoinbasePro) PlaceMarginOrder(ctx context.Context, clientRef string, size, funds float64, side, productID, stp string) (string, error) { resp := GeneralizedOrderResponse{} req := make(map[string]interface{}) req["side"] = side req["product_id"] = productID req["type"] = "margin" if size != 0 { req["size"] = strconv.FormatFloat(size, 'f', -1, 64) } if funds != 0 { req["funds"] = strconv.FormatFloat(funds, 'f', -1, 64) } if clientRef != "" { req["client_oid"] = clientRef } if stp != "" { req["stp"] = stp } err := c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, coinbaseproOrders, req, &resp) if err != nil { return "", err } return resp.ID, nil } // CancelExistingOrder cancels order by orderID func (c *CoinbasePro) CancelExistingOrder(ctx context.Context, orderID string) error { path := fmt.Sprintf("%s/%s", coinbaseproOrders, orderID) return c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodDelete, path, nil, nil) } // CancelAllExistingOrders cancels all open orders on the exchange and returns // and array of order IDs // currencyPair - [optional] all orders for a currencyPair string will be // canceled func (c *CoinbasePro) CancelAllExistingOrders(ctx context.Context, currencyPair string) ([]string, error) { var resp []string req := make(map[string]interface{}) if len(currencyPair) > 0 { req["product_id"] = currencyPair } return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodDelete, coinbaseproOrders, req, &resp) } // GetOrders lists current open orders. Only open or un-settled orders are // returned. As soon as an order is no longer open and settled, it will no // longer appear in the default request. // status - can be a range of "open", "pending", "done" or "active" // currencyPair - [optional] for example "BTC-USD" func (c *CoinbasePro) GetOrders(ctx context.Context, status []string, currencyPair string) ([]GeneralizedOrderResponse, error) { var resp []GeneralizedOrderResponse params := url.Values{} for _, individualStatus := range status { params.Add("status", individualStatus) } if currencyPair != "" { params.Set("product_id", currencyPair) } path := common.EncodeURLValues(coinbaseproOrders, params) return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, path, nil, &resp) } // GetOrder returns a single order by order id. func (c *CoinbasePro) GetOrder(ctx context.Context, orderID string) (GeneralizedOrderResponse, error) { resp := GeneralizedOrderResponse{} path := fmt.Sprintf("%s/%s", coinbaseproOrders, orderID) return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, path, nil, &resp) } // GetFills returns a list of recent fills func (c *CoinbasePro) GetFills(ctx context.Context, orderID, currencyPair string) ([]FillResponse, error) { var resp []FillResponse params := url.Values{} if orderID != "" { params.Set("order_id", orderID) } if currencyPair != "" { params.Set("product_id", currencyPair) } if params.Get("order_id") == "" && params.Get("product_id") == "" { return resp, errors.New("no parameters set") } path := common.EncodeURLValues(coinbaseproFills, params) return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, path, nil, &resp) } // MarginTransfer sends funds between a standard/default profile and a margin // profile. // A deposit will transfer funds from the default profile into the margin // profile. A withdraw will transfer funds from the margin profile to the // default profile. Withdraws will fail if they would set your margin ratio // below the initial margin ratio requirement. // // amount - the amount to transfer between the default and margin profile // transferType - either "deposit" or "withdraw" // profileID - The id of the margin profile to deposit or withdraw from // currency - currency to transfer, currently on "BTC" or "USD" func (c *CoinbasePro) MarginTransfer(ctx context.Context, amount float64, transferType, profileID, currency string) (MarginTransfer, error) { resp := MarginTransfer{} req := make(map[string]interface{}) req["type"] = transferType req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64) req["currency"] = currency req["margin_profile_id"] = profileID return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, coinbaseproMarginTransfer, req, &resp) } // GetPosition returns an overview of account profile. func (c *CoinbasePro) GetPosition(ctx context.Context) (AccountOverview, error) { resp := AccountOverview{} return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, coinbaseproPosition, nil, &resp) } // ClosePosition closes a position and allowing you to repay position as well // repayOnly - allows the position to be repaid func (c *CoinbasePro) ClosePosition(ctx context.Context, repayOnly bool) (AccountOverview, error) { resp := AccountOverview{} req := make(map[string]interface{}) req["repay_only"] = repayOnly return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, coinbaseproPositionClose, req, &resp) } // GetPayMethods returns a full list of payment methods func (c *CoinbasePro) GetPayMethods(ctx context.Context) ([]PaymentMethod, error) { var resp []PaymentMethod return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, coinbaseproPaymentMethod, nil, &resp) } // DepositViaPaymentMethod deposits funds from a payment method. See the Payment // Methods section for retrieving your payment methods. // // amount - The amount to deposit // currency - The type of currency // paymentID - ID of the payment method func (c *CoinbasePro) DepositViaPaymentMethod(ctx context.Context, amount float64, currency, paymentID string) (DepositWithdrawalInfo, error) { resp := DepositWithdrawalInfo{} req := make(map[string]interface{}) req["amount"] = amount req["currency"] = currency req["payment_method_id"] = paymentID return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, coinbaseproPaymentMethodDeposit, req, &resp) } // DepositViaCoinbase deposits funds from a coinbase account. Move funds between // a Coinbase account and coinbasepro trading account within daily limits. Moving // funds between Coinbase and coinbasepro is instant and free. See the Coinbase // Accounts section for retrieving your Coinbase accounts. // // amount - The amount to deposit // currency - The type of currency // accountID - ID of the coinbase account func (c *CoinbasePro) DepositViaCoinbase(ctx context.Context, amount float64, currency, accountID string) (DepositWithdrawalInfo, error) { resp := DepositWithdrawalInfo{} req := make(map[string]interface{}) req["amount"] = amount req["currency"] = currency req["coinbase_account_id"] = accountID return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, coinbaseproDepositCoinbase, req, &resp) } // WithdrawViaPaymentMethod withdraws funds to a payment method // // amount - The amount to withdraw // currency - The type of currency // paymentID - ID of the payment method func (c *CoinbasePro) WithdrawViaPaymentMethod(ctx context.Context, amount float64, currency, paymentID string) (DepositWithdrawalInfo, error) { resp := DepositWithdrawalInfo{} req := make(map[string]interface{}) req["amount"] = amount req["currency"] = currency req["payment_method_id"] = paymentID return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, coinbaseproWithdrawalPaymentMethod, req, &resp) } // /////////////////////// NO ROUTE FOUND ERROR //////////////////////////////// // WithdrawViaCoinbase withdraws funds to a coinbase account. // // amount - The amount to withdraw // currency - The type of currency // accountID - ID of the coinbase account // func (c *CoinbasePro) WithdrawViaCoinbase(amount float64, currency, accountID string) (DepositWithdrawalInfo, error) { // resp := DepositWithdrawalInfo{} // req := make(map[string]interface{}) // req["amount"] = amount // req["currency"] = currency // req["coinbase_account_id"] = accountID // // return resp, // c.SendAuthenticatedHTTPRequest(ctx,http.MethodPost, coinbaseproWithdrawalCoinbase, req, &resp) // } // WithdrawCrypto withdraws funds to a crypto address // // amount - The amount to withdraw // currency - The type of currency // cryptoAddress - A crypto address of the recipient func (c *CoinbasePro) WithdrawCrypto(ctx context.Context, amount float64, currency, cryptoAddress string) (DepositWithdrawalInfo, error) { resp := DepositWithdrawalInfo{} req := make(map[string]interface{}) req["amount"] = amount req["currency"] = currency req["crypto_address"] = cryptoAddress return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, coinbaseproWithdrawalCrypto, req, &resp) } // GetCoinbaseAccounts returns a list of coinbase accounts func (c *CoinbasePro) GetCoinbaseAccounts(ctx context.Context) ([]CoinbaseAccounts, error) { var resp []CoinbaseAccounts return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, coinbaseproCoinbaseAccounts, nil, &resp) } // GetReport returns batches of historic information about your account in // various human and machine readable forms. // // reportType - "fills" or "account" // startDate - Starting date for the report (inclusive) // endDate - Ending date for the report (inclusive) // currencyPair - ID of the product to generate a fills report for. // E.c. BTC-USD. *Required* if type is fills // accountID - ID of the account to generate an account report for. *Required* // if type is account // format - pdf or csv (default is pdf) // email - [optional] Email address to send the report to func (c *CoinbasePro) GetReport(ctx context.Context, reportType, startDate, endDate, currencyPair, accountID, format, email string) (Report, error) { resp := Report{} req := make(map[string]interface{}) req["type"] = reportType req["start_date"] = startDate req["end_date"] = endDate req["format"] = "pdf" if currencyPair != "" { req["product_id"] = currencyPair } if accountID != "" { req["account_id"] = accountID } if format == "csv" { req["format"] = format } if email != "" { req["email"] = email } return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, coinbaseproReports, req, &resp) } // GetReportStatus once a report request has been accepted for processing, the // status is available by polling the report resource endpoint. func (c *CoinbasePro) GetReportStatus(ctx context.Context, reportID string) (Report, error) { resp := Report{} path := fmt.Sprintf("%s/%s", coinbaseproReports, reportID) return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, path, nil, &resp) } // GetTrailingVolume this request will return your 30-day trailing volume for // all products. func (c *CoinbasePro) GetTrailingVolume(ctx context.Context) ([]Volume, error) { var resp []Volume return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, coinbaseproTrailingVolume, nil, &resp) } // SendHTTPRequest sends an unauthenticated HTTP request func (c *CoinbasePro) SendHTTPRequest(ctx context.Context, ep exchange.URL, path string, result interface{}) error { endpoint, err := c.API.Endpoints.GetURL(ep) if err != nil { return err } item := &request.Item{ Method: http.MethodGet, Path: endpoint + path, Result: result, Verbose: c.Verbose, HTTPDebugging: c.HTTPDebugging, HTTPRecording: c.HTTPRecording, } return c.SendPayload(ctx, request.Unset, func() (*request.Item, error) { return item, nil }) } // SendAuthenticatedHTTPRequest sends an authenticated HTTP request func (c *CoinbasePro) SendAuthenticatedHTTPRequest(ctx context.Context, ep exchange.URL, method, path string, params map[string]interface{}, result interface{}) (err error) { creds, err := c.GetCredentials(ctx) if err != nil { return err } endpoint, err := c.API.Endpoints.GetURL(ep) if err != nil { return err } newRequest := func() (*request.Item, error) { payload := []byte("") if params != nil { payload, err = json.Marshal(params) if err != nil { return nil, err } } n := strconv.FormatInt(time.Now().Unix(), 10) message := n + method + "/" + path + string(payload) hmac, err := crypto.GetHMAC(crypto.HashSHA256, []byte(message), []byte(creds.Secret)) if err != nil { return nil, err } headers := make(map[string]string) headers["CB-ACCESS-SIGN"] = crypto.Base64Encode(hmac) headers["CB-ACCESS-TIMESTAMP"] = n headers["CB-ACCESS-KEY"] = creds.Key headers["CB-ACCESS-PASSPHRASE"] = creds.ClientID headers["Content-Type"] = "application/json" return &request.Item{ Method: method, Path: endpoint + path, Headers: headers, Body: bytes.NewBuffer(payload), Result: result, AuthRequest: true, Verbose: c.Verbose, HTTPDebugging: c.HTTPDebugging, HTTPRecording: c.HTTPRecording, }, nil } return c.SendPayload(ctx, request.Unset, newRequest) } // GetFee returns an estimate of fee based on type of transaction func (c *CoinbasePro) GetFee(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) { var fee float64 switch feeBuilder.FeeType { case exchange.CryptocurrencyTradeFee: trailingVolume, err := c.GetTrailingVolume(ctx) if err != nil { return 0, err } fee = c.calculateTradingFee(trailingVolume, feeBuilder.Pair.Base, feeBuilder.Pair.Quote, feeBuilder.Pair.Delimiter, feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker) case exchange.InternationalBankWithdrawalFee: fee = getInternationalBankWithdrawalFee(feeBuilder.FiatCurrency) case exchange.InternationalBankDepositFee: fee = getInternationalBankDepositFee(feeBuilder.FiatCurrency) case exchange.OfflineTradeFee: fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount) } if fee < 0 { fee = 0 } return fee, nil } // getOfflineTradeFee calculates the worst case-scenario trading fee func getOfflineTradeFee(price, amount float64) float64 { return 0.0025 * price * amount } func (c *CoinbasePro) calculateTradingFee(trailingVolume []Volume, base, quote currency.Code, delimiter string, purchasePrice, amount float64, isMaker bool) float64 { var fee float64 for _, i := range trailingVolume { if strings.EqualFold(i.ProductID, base.String()+delimiter+quote.String()) { switch { case isMaker: fee = 0 case i.Volume <= 10000000: fee = 0.003 case i.Volume > 10000000 && i.Volume <= 100000000: fee = 0.002 case i.Volume > 100000000: fee = 0.001 } break } } return fee * amount * purchasePrice } func getInternationalBankWithdrawalFee(c currency.Code) float64 { var fee float64 if c.Equal(currency.USD) { fee = 25 } else if c == currency.EUR { fee = 0.15 } return fee } func getInternationalBankDepositFee(c currency.Code) float64 { var fee float64 if c.Equal(currency.USD) { fee = 10 } else if c == currency.EUR { fee = 0.15 } return fee }