package coinbasepro import ( "context" "errors" "fmt" "sort" "strconv" "sync" "time" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" "github.com/thrasher-corp/gocryptotrader/exchanges/account" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/deposit" "github.com/thrasher-corp/gocryptotrader/exchanges/kline" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/exchanges/orderbook" "github.com/thrasher-corp/gocryptotrader/exchanges/protocol" "github.com/thrasher-corp/gocryptotrader/exchanges/request" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" "github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/trade" "github.com/thrasher-corp/gocryptotrader/log" "github.com/thrasher-corp/gocryptotrader/portfolio/withdraw" ) // GetDefaultConfig returns a default exchange config func (c *CoinbasePro) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) { c.SetDefaults() exchCfg := new(config.Exchange) exchCfg.Name = c.Name exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout exchCfg.BaseCurrencies = c.BaseCurrencies err := c.SetupDefaults(exchCfg) if err != nil { return nil, err } if c.Features.Supports.RESTCapabilities.AutoPairUpdates { err = c.UpdateTradablePairs(ctx, true) if err != nil { return nil, err } } return exchCfg, nil } // SetDefaults sets default values for the exchange func (c *CoinbasePro) SetDefaults() { c.Name = "CoinbasePro" c.Enabled = true c.Verbose = true c.API.CredentialsValidator.RequiresKey = true c.API.CredentialsValidator.RequiresSecret = true c.API.CredentialsValidator.RequiresClientID = true c.API.CredentialsValidator.RequiresBase64DecodeSecret = true requestFmt := ¤cy.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true} configFmt := ¤cy.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true} err := c.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot) if err != nil { log.Errorln(log.ExchangeSys, err) } c.Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, Websocket: true, RESTCapabilities: protocol.Features{ TickerFetching: true, KlineFetching: true, TradeFetching: true, OrderbookFetching: true, AutoPairUpdates: true, AccountInfo: true, GetOrder: true, GetOrders: true, CancelOrders: true, CancelOrder: true, SubmitOrder: true, DepositHistory: true, WithdrawalHistory: true, UserTradeHistory: true, CryptoDeposit: true, CryptoWithdrawal: true, FiatDeposit: true, FiatWithdraw: true, TradeFee: true, FiatDepositFee: true, FiatWithdrawalFee: true, CandleHistory: true, }, WebsocketCapabilities: protocol.Features{ TickerFetching: true, OrderbookFetching: true, Subscribe: true, Unsubscribe: true, AuthenticatedEndpoints: true, MessageSequenceNumbers: true, GetOrders: true, GetOrder: true, }, WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission | exchange.AutoWithdrawFiatWithAPIPermission, Kline: kline.ExchangeCapabilitiesSupported{ DateRanges: true, Intervals: true, }, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, Kline: kline.ExchangeCapabilitiesEnabled{ Intervals: kline.DeployExchangeIntervals( kline.OneMin, kline.FiveMin, kline.FifteenMin, kline.OneHour, kline.SixHour, kline.OneDay, ), ResultLimit: 300, }, }, } c.Requester, err = request.New(c.Name, common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout), request.WithLimiter(SetRateLimit())) if err != nil { log.Errorln(log.ExchangeSys, err) } c.API.Endpoints = c.NewEndpoints() err = c.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{ exchange.RestSpot: coinbaseproAPIURL, exchange.RestSandbox: coinbaseproSandboxAPIURL, exchange.WebsocketSpot: coinbaseproWebsocketURL, }) if err != nil { log.Errorln(log.ExchangeSys, err) } c.Websocket = stream.New() c.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit c.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout c.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit } // Setup initialises the exchange parameters with the current configuration func (c *CoinbasePro) Setup(exch *config.Exchange) error { err := exch.Validate() if err != nil { return err } if !exch.Enabled { c.SetEnabled(false) return nil } err = c.SetupDefaults(exch) if err != nil { return err } wsRunningURL, err := c.API.Endpoints.GetURL(exchange.WebsocketSpot) if err != nil { return err } err = c.Websocket.Setup(&stream.WebsocketSetup{ ExchangeConfig: exch, DefaultURL: coinbaseproWebsocketURL, RunningURL: wsRunningURL, Connector: c.WsConnect, Subscriber: c.Subscribe, Unsubscriber: c.Unsubscribe, GenerateSubscriptions: c.GenerateDefaultSubscriptions, ConnectionMonitorDelay: exch.ConnectionMonitorDelay, Features: &c.Features.Supports.WebsocketCapabilities, OrderbookBufferConfig: buffer.Config{ SortBuffer: true, }, }) if err != nil { return err } return c.Websocket.SetupNewConnection(stream.ConnectionSetup{ ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, }) } // Start starts the coinbasepro go routine func (c *CoinbasePro) Start(ctx context.Context, wg *sync.WaitGroup) error { if wg == nil { return fmt.Errorf("%T %w", wg, common.ErrNilPointer) } wg.Add(1) go func() { c.Run(ctx) wg.Done() }() return nil } // Run implements the coinbasepro wrapper func (c *CoinbasePro) Run(ctx context.Context) { if c.Verbose { log.Debugf(log.ExchangeSys, "%s Websocket: %s. (url: %s).\n", c.Name, common.IsEnabled(c.Websocket.IsEnabled()), coinbaseproWebsocketURL) c.PrintEnabledPairs() } forceUpdate := false if !c.BypassConfigFormatUpgrades { format, err := c.GetPairFormat(asset.Spot, false) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err: %s\n", c.Name, err) return } enabled, err := c.CurrencyPairs.GetPairs(asset.Spot, true) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err: %s\n", c.Name, err) return } avail, err := c.CurrencyPairs.GetPairs(asset.Spot, false) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err: %s\n", c.Name, err) return } if !common.StringDataContains(enabled.Strings(), format.Delimiter) || !common.StringDataContains(avail.Strings(), format.Delimiter) { var p currency.Pairs p, err = currency.NewPairsFromStrings([]string{currency.BTC.String() + format.Delimiter + currency.USD.String()}) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err: %s\n", c.Name, err) } else { forceUpdate = true log.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, c.Name, asset.Spot, p) err = c.UpdatePairs(p, asset.Spot, true, true) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err: %s\n", c.Name, err) } } } } if !c.GetEnabledFeatures().AutoPairUpdates && !forceUpdate { return } err := c.UpdateTradablePairs(ctx, forceUpdate) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", c.Name, err) } } // FetchTradablePairs returns a list of the exchanges tradable pairs func (c *CoinbasePro) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) { products, err := c.GetProducts(ctx) if err != nil { return nil, err } pairs := make([]currency.Pair, 0, len(products)) for x := range products { if products[x].TradingDisabled { continue } var pair currency.Pair pair, err = currency.NewPairDelimiter(products[x].ID, currency.DashDelimiter) if err != nil { return nil, err } pairs = append(pairs, pair) } return pairs, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (c *CoinbasePro) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error { pairs, err := c.FetchTradablePairs(ctx, asset.Spot) if err != nil { return err } return c.UpdatePairs(pairs, asset.Spot, false, forceUpdate) } // UpdateAccountInfo retrieves balances for all enabled currencies for the // coinbasepro exchange func (c *CoinbasePro) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) { var response account.Holdings response.Exchange = c.Name accountBalance, err := c.GetAccounts(ctx) if err != nil { return response, err } accountCurrencies := make(map[string][]account.Balance) for i := range accountBalance { profileID := accountBalance[i].ProfileID currencies := accountCurrencies[profileID] accountCurrencies[profileID] = append(currencies, account.Balance{ Currency: currency.NewCode(accountBalance[i].Currency), Total: accountBalance[i].Balance, Hold: accountBalance[i].Hold, Free: accountBalance[i].Available, AvailableWithoutBorrow: accountBalance[i].Available - accountBalance[i].FundedAmount, Borrowed: accountBalance[i].FundedAmount, }) } if response.Accounts, err = account.CollectBalances(accountCurrencies, assetType); err != nil { return account.Holdings{}, err } creds, err := c.GetCredentials(ctx) if err != nil { return account.Holdings{}, err } err = account.Process(&response, creds) if err != nil { return account.Holdings{}, err } return response, nil } // FetchAccountInfo retrieves balances for all enabled currencies func (c *CoinbasePro) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) { creds, err := c.GetCredentials(ctx) if err != nil { return account.Holdings{}, err } acc, err := account.GetHoldings(c.Name, creds, assetType) if err != nil { return c.UpdateAccountInfo(ctx, assetType) } return acc, nil } // UpdateTickers updates the ticker for all currency pairs of a given asset type func (c *CoinbasePro) UpdateTickers(ctx context.Context, a asset.Item) error { return common.ErrFunctionNotSupported } // UpdateTicker updates and returns the ticker for a currency pair func (c *CoinbasePro) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) { fpair, err := c.FormatExchangeCurrency(p, a) if err != nil { return nil, err } tick, err := c.GetTicker(ctx, fpair.String()) if err != nil { return nil, err } stats, err := c.GetStats(ctx, fpair.String()) if err != nil { return nil, err } tickerPrice := &ticker.Price{ Last: stats.Last, High: stats.High, Low: stats.Low, Bid: tick.Bid, Ask: tick.Ask, Volume: tick.Volume, Open: stats.Open, Pair: p, LastUpdated: tick.Time, ExchangeName: c.Name, AssetType: a} err = ticker.ProcessTicker(tickerPrice) if err != nil { return tickerPrice, err } return ticker.GetTicker(c.Name, p, a) } // FetchTicker returns the ticker for a currency pair func (c *CoinbasePro) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) { tickerNew, err := ticker.GetTicker(c.Name, p, assetType) if err != nil { return c.UpdateTicker(ctx, p, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (c *CoinbasePro) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { ob, err := orderbook.Get(c.Name, p, assetType) if err != nil { return c.UpdateOrderbook(ctx, p, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (c *CoinbasePro) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { book := &orderbook.Base{ Exchange: c.Name, Pair: p, Asset: assetType, VerifyOrderbook: c.CanVerifyOrderbook, } fpair, err := c.FormatExchangeCurrency(p, assetType) if err != nil { return book, err } orderbookNew, err := c.GetOrderbook(ctx, fpair.String(), 2) if err != nil { return book, err } obNew, ok := orderbookNew.(OrderbookL1L2) if !ok { return book, errors.New("unable to type assert orderbook data") } book.Bids = make(orderbook.Items, len(obNew.Bids)) for x := range obNew.Bids { book.Bids[x] = orderbook.Item{ Amount: obNew.Bids[x].Amount, Price: obNew.Bids[x].Price, } } book.Asks = make(orderbook.Items, len(obNew.Asks)) for x := range obNew.Asks { book.Asks[x] = orderbook.Item{ Amount: obNew.Asks[x].Amount, Price: obNew.Asks[x].Price, } } err = book.Process() if err != nil { return book, err } return orderbook.Get(c.Name, p, assetType) } // GetFundingHistory returns funding history, deposits and // withdrawals func (c *CoinbasePro) GetFundingHistory(_ context.Context) ([]exchange.FundHistory, error) { return nil, common.ErrFunctionNotSupported } // GetWithdrawalsHistory returns previous withdrawals data func (c *CoinbasePro) GetWithdrawalsHistory(_ context.Context, _ currency.Code, _ asset.Item) (resp []exchange.WithdrawalHistory, err error) { return nil, common.ErrNotYetImplemented } // GetRecentTrades returns the most recent trades for a currency and asset func (c *CoinbasePro) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) { var err error p, err = c.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } var tradeData []Trade tradeData, err = c.GetTrades(ctx, p.String()) if err != nil { return nil, err } resp := make([]trade.Data, len(tradeData)) for i := range tradeData { var side order.Side side, err = order.StringToOrderSide(tradeData[i].Side) if err != nil { return nil, err } resp[i] = trade.Data{ Exchange: c.Name, TID: strconv.FormatInt(tradeData[i].TradeID, 10), CurrencyPair: p, AssetType: assetType, Side: side, Price: tradeData[i].Price, Amount: tradeData[i].Size, Timestamp: tradeData[i].Time, } } err = c.AddTradesToBuffer(resp...) if err != nil { return nil, err } sort.Sort(trade.ByDate(resp)) return resp, nil } // GetHistoricTrades returns historic trade data within the timeframe provided func (c *CoinbasePro) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) { return nil, common.ErrFunctionNotSupported } // SubmitOrder submits a new order func (c *CoinbasePro) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) { if err := s.Validate(); err != nil { return nil, err } fpair, err := c.FormatExchangeCurrency(s.Pair, asset.Spot) if err != nil { return nil, err } var orderID string switch s.Type { case order.Market: orderID, err = c.PlaceMarketOrder(ctx, "", s.Amount, s.QuoteAmount, s.Side.Lower(), fpair.String(), "") case order.Limit: timeInForce := CoinbaseRequestParamsTimeGTC if s.ImmediateOrCancel { timeInForce = CoinbaseRequestParamsTimeIOC } orderID, err = c.PlaceLimitOrder(ctx, "", s.Price, s.Amount, s.Side.Lower(), timeInForce, "", fpair.String(), "", false) default: err = errors.New("order type not supported") } if err != nil { return nil, err } return s.DeriveSubmitResponse(orderID) } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (c *CoinbasePro) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) { return nil, common.ErrFunctionNotSupported } // CancelOrder cancels an order by its corresponding ID number func (c *CoinbasePro) CancelOrder(ctx context.Context, o *order.Cancel) error { if err := o.Validate(o.StandardCancel()); err != nil { return err } return c.CancelExistingOrder(ctx, o.OrderID) } // CancelBatchOrders cancels an orders by their corresponding ID numbers func (c *CoinbasePro) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) { return order.CancelBatchResponse{}, common.ErrNotYetImplemented } // CancelAllOrders cancels all orders associated with a currency pair func (c *CoinbasePro) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) { // CancellAllExisting orders returns a list of successful cancellations, we're only interested in failures _, err := c.CancelAllExistingOrders(ctx, "") return order.CancelAllResponse{}, err } // GetOrderInfo returns order information based on order ID func (c *CoinbasePro) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair, _ asset.Item) (order.Detail, error) { genOrderDetail, err := c.GetOrder(ctx, orderID) if err != nil { return order.Detail{}, fmt.Errorf("error retrieving order %s : %w", orderID, err) } orderStatus, err := order.StringToOrderStatus(genOrderDetail.Status) if err != nil { return order.Detail{}, fmt.Errorf("error parsing order status: %w", err) } orderType, err := order.StringToOrderType(genOrderDetail.Type) if err != nil { return order.Detail{}, fmt.Errorf("error parsing order type: %w", err) } orderSide, err := order.StringToOrderSide(genOrderDetail.Side) if err != nil { return order.Detail{}, fmt.Errorf("error parsing order side: %w", err) } pair, err := currency.NewPairDelimiter(genOrderDetail.ProductID, "-") if err != nil { return order.Detail{}, fmt.Errorf("error parsing order side: %w", err) } response := order.Detail{ Exchange: c.GetName(), OrderID: genOrderDetail.ID, Pair: pair, Side: orderSide, Type: orderType, Date: genOrderDetail.DoneAt, Status: orderStatus, Price: genOrderDetail.Price, Amount: genOrderDetail.Size, ExecutedAmount: genOrderDetail.FilledSize, RemainingAmount: genOrderDetail.Size - genOrderDetail.FilledSize, Fee: genOrderDetail.FillFees, } fillResponse, err := c.GetFills(ctx, orderID, genOrderDetail.ProductID) if err != nil { return order.Detail{}, fmt.Errorf("error retrieving the order fills: %w", err) } for i := range fillResponse { var fillSide order.Side fillSide, err = order.StringToOrderSide(fillResponse[i].Side) if err != nil { return order.Detail{}, fmt.Errorf("error parsing fill Side: %w", err) } response.Trades = append(response.Trades, order.TradeHistory{ Timestamp: fillResponse[i].CreatedAt, TID: strconv.FormatInt(fillResponse[i].TradeID, 10), Price: fillResponse[i].Price, Amount: fillResponse[i].Size, Exchange: c.GetName(), Type: orderType, Side: fillSide, Fee: fillResponse[i].Fee, }) } return response, nil } // GetDepositAddress returns a deposit address for a specified currency func (c *CoinbasePro) GetDepositAddress(_ context.Context, _ currency.Code, _, _ string) (*deposit.Address, error) { return nil, common.ErrFunctionNotSupported } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (c *CoinbasePro) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } resp, err := c.WithdrawCrypto(ctx, withdrawRequest.Amount, withdrawRequest.Currency.String(), withdrawRequest.Crypto.Address) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ ID: resp.ID, }, err } // WithdrawFiatFunds returns a withdrawal ID when a withdrawal is // submitted func (c *CoinbasePro) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } paymentMethods, err := c.GetPayMethods(ctx) if err != nil { return nil, err } selectedWithdrawalMethod := PaymentMethod{} for i := range paymentMethods { if withdrawRequest.Fiat.Bank.BankName == paymentMethods[i].Name { selectedWithdrawalMethod = paymentMethods[i] break } } if selectedWithdrawalMethod.ID == "" { return nil, fmt.Errorf("could not find payment method '%v'. Check the name via the website and try again", withdrawRequest.Fiat.Bank.BankName) } resp, err := c.WithdrawViaPaymentMethod(ctx, withdrawRequest.Amount, withdrawRequest.Currency.String(), selectedWithdrawalMethod.ID) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ Status: resp.ID, }, nil } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a // withdrawal is submitted func (c *CoinbasePro) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } v, err := c.WithdrawFiatFunds(ctx, withdrawRequest) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ ID: v.ID, Status: v.Status, }, nil } // GetFeeByType returns an estimate of fee based on type of transaction func (c *CoinbasePro) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) { if feeBuilder == nil { return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer) } if !c.AreCredentialsValid(ctx) && // Todo check connection status feeBuilder.FeeType == exchange.CryptocurrencyTradeFee { feeBuilder.FeeType = exchange.OfflineTradeFee } return c.GetFee(ctx, feeBuilder) } // GetActiveOrders retrieves any orders that are active/open func (c *CoinbasePro) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) { err := req.Validate() if err != nil { return nil, err } var respOrders []GeneralizedOrderResponse var fPair currency.Pair for i := range req.Pairs { fPair, err = c.FormatExchangeCurrency(req.Pairs[i], asset.Spot) if err != nil { return nil, err } var resp []GeneralizedOrderResponse resp, err = c.GetOrders(ctx, []string{"open", "pending", "active"}, fPair.String()) if err != nil { return nil, err } respOrders = append(respOrders, resp...) } format, err := c.GetPairFormat(asset.Spot, false) if err != nil { return nil, err } orders := make([]order.Detail, len(respOrders)) for i := range respOrders { var curr currency.Pair curr, err = currency.NewPairDelimiter(respOrders[i].ProductID, format.Delimiter) if err != nil { return nil, err } var side order.Side side, err = order.StringToOrderSide(respOrders[i].Side) if err != nil { return nil, err } var orderType order.Type orderType, err = order.StringToOrderType(respOrders[i].Type) if err != nil { log.Errorf(log.ExchangeSys, "%s %v", c.Name, err) } orders[i] = order.Detail{ OrderID: respOrders[i].ID, Amount: respOrders[i].Size, ExecutedAmount: respOrders[i].FilledSize, Type: orderType, Date: respOrders[i].CreatedAt, Side: side, Pair: curr, Exchange: c.Name, } } return req.Filter(c.Name, orders), nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status func (c *CoinbasePro) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) { err := req.Validate() if err != nil { return nil, err } var respOrders []GeneralizedOrderResponse if len(req.Pairs) > 0 { var fPair currency.Pair var resp []GeneralizedOrderResponse for i := range req.Pairs { fPair, err = c.FormatExchangeCurrency(req.Pairs[i], asset.Spot) if err != nil { return nil, err } resp, err = c.GetOrders(ctx, []string{"done"}, fPair.String()) if err != nil { return nil, err } respOrders = append(respOrders, resp...) } } else { respOrders, err = c.GetOrders(ctx, []string{"done"}, "") if err != nil { return nil, err } } format, err := c.GetPairFormat(asset.Spot, false) if err != nil { return nil, err } orders := make([]order.Detail, len(respOrders)) for i := range respOrders { var curr currency.Pair curr, err = currency.NewPairDelimiter(respOrders[i].ProductID, format.Delimiter) if err != nil { return nil, err } var side order.Side side, err = order.StringToOrderSide(respOrders[i].Side) if err != nil { return nil, err } var orderStatus order.Status orderStatus, err = order.StringToOrderStatus(respOrders[i].Status) if err != nil { log.Errorf(log.ExchangeSys, "%s %v", c.Name, err) } var orderType order.Type orderType, err = order.StringToOrderType(respOrders[i].Type) if err != nil { log.Errorf(log.ExchangeSys, "%s %v", c.Name, err) } detail := order.Detail{ OrderID: respOrders[i].ID, Amount: respOrders[i].Size, ExecutedAmount: respOrders[i].FilledSize, RemainingAmount: respOrders[i].Size - respOrders[i].FilledSize, Cost: respOrders[i].ExecutedValue, CostAsset: curr.Quote, Type: orderType, Date: respOrders[i].CreatedAt, CloseTime: respOrders[i].DoneAt, Fee: respOrders[i].FillFees, FeeAsset: curr.Quote, Side: side, Status: orderStatus, Pair: curr, Price: respOrders[i].Price, Exchange: c.Name, } detail.InferCostsAndTimes() orders[i] = detail } return req.Filter(c.Name, orders), nil } // GetHistoricCandles returns a set of candle between two time periods for a // designated time period func (c *CoinbasePro) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) { req, err := c.GetKlineRequest(pair, a, interval, start, end) if err != nil { return nil, err } history, err := c.GetHistoricRates(ctx, req.RequestFormatted.String(), start.Format(time.RFC3339), end.Format(time.RFC3339), int64(req.ExchangeInterval.Duration().Seconds())) if err != nil { return nil, err } timeSeries := make([]kline.Candle, len(history)) for x := range history { timeSeries[x] = kline.Candle{ Time: history[x].Time, Low: history[x].Low, High: history[x].High, Open: history[x].Open, Close: history[x].Close, Volume: history[x].Volume, } } return req.ProcessResponse(timeSeries) } // GetHistoricCandlesExtended returns candles between a time period for a set time interval func (c *CoinbasePro) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) { req, err := c.GetKlineExtendedRequest(pair, a, interval, start, end) if err != nil { return nil, err } timeSeries := make([]kline.Candle, 0, req.Size()) for x := range req.RangeHolder.Ranges { var history []History history, err = c.GetHistoricRates(ctx, req.RequestFormatted.String(), req.RangeHolder.Ranges[x].Start.Time.Format(time.RFC3339), req.RangeHolder.Ranges[x].End.Time.Format(time.RFC3339), int64(req.ExchangeInterval.Duration().Seconds())) if err != nil { return nil, err } for i := range history { timeSeries = append(timeSeries, kline.Candle{ Time: history[i].Time, Low: history[i].Low, High: history[i].High, Open: history[i].Open, Close: history[i].Close, Volume: history[i].Volume, }) } } return req.ProcessResponse(timeSeries) } // ValidateCredentials validates current credentials used for wrapper // functionality func (c *CoinbasePro) ValidateCredentials(ctx context.Context, assetType asset.Item) error { _, err := c.UpdateAccountInfo(ctx, assetType) return c.CheckTransientError(err) } // GetServerTime returns the current exchange server time. func (c *CoinbasePro) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) { st, err := c.GetCurrentServerTime(ctx) if err != nil { return time.Time{}, err } return st.ISO, nil }