package coinbasepro import ( "errors" "fmt" "strings" "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/asset" "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/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler" "github.com/thrasher-corp/gocryptotrader/exchanges/withdraw" log "github.com/thrasher-corp/gocryptotrader/logger" ) // GetDefaultConfig returns a default exchange config func (c *CoinbasePro) GetDefaultConfig() (*config.ExchangeConfig, error) { c.SetDefaults() exchCfg := new(config.ExchangeConfig) 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(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 c.CurrencyPairs = currency.PairsManager{ AssetTypes: asset.Items{ asset.Spot, }, UseGlobalFormat: true, RequestFormat: ¤cy.PairFormat{ Delimiter: "-", Uppercase: true, }, ConfigFormat: ¤cy.PairFormat{ Delimiter: "-", Uppercase: true, }, } 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, }, WebsocketCapabilities: protocol.Features{ TickerFetching: true, OrderbookFetching: true, Subscribe: true, Unsubscribe: true, AuthenticatedEndpoints: true, MessageSequenceNumbers: true, }, WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission | exchange.AutoWithdrawFiatWithAPIPermission, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, }, } c.Requester = request.New(c.Name, request.NewRateLimit(time.Second, coinbaseproAuthRate), request.NewRateLimit(time.Second, coinbaseproUnauthRate), common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout)) c.API.Endpoints.URLDefault = coinbaseproAPIURL c.API.Endpoints.URL = c.API.Endpoints.URLDefault c.API.Endpoints.WebsocketURL = coinbaseproWebsocketURL c.Websocket = wshandler.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.ExchangeConfig) error { if !exch.Enabled { c.SetEnabled(false) return nil } err := c.SetupDefaults(exch) if err != nil { return err } err = c.Websocket.Setup( &wshandler.WebsocketSetup{ Enabled: exch.Features.Enabled.Websocket, Verbose: exch.Verbose, AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport, WebsocketTimeout: exch.WebsocketTrafficTimeout, DefaultURL: coinbaseproWebsocketURL, ExchangeName: exch.Name, RunningURL: exch.API.Endpoints.WebsocketURL, Connector: c.WsConnect, Subscriber: c.Subscribe, UnSubscriber: c.Unsubscribe, Features: &c.Features.Supports.WebsocketCapabilities, }) if err != nil { return err } c.WebsocketConn = &wshandler.WebsocketConnection{ ExchangeName: c.Name, URL: c.Websocket.GetWebsocketURL(), ProxyURL: c.Websocket.GetProxyAddress(), Verbose: c.Verbose, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, } c.Websocket.Orderbook.Setup( exch.WebsocketOrderbookBufferLimit, true, true, false, false, exch.Name) return nil } // Start starts the coinbasepro go routine func (c *CoinbasePro) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { c.Run() wg.Done() }() } // Run implements the coinbasepro wrapper func (c *CoinbasePro) Run() { 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 delim := c.GetPairFormat(asset.Spot, false).Delimiter if !common.StringDataContains(c.CurrencyPairs.GetPairs(asset.Spot, true).Strings(), delim) || !common.StringDataContains(c.CurrencyPairs.GetPairs(asset.Spot, false).Strings(), delim) { enabledPairs := currency.NewPairsFromStrings( []string{currency.BTC.String() + delim + currency.USD.String()}, ) log.Warn(log.ExchangeSys, "Enabled pairs for CoinbasePro reset due to config upgrade, please enable the ones you would like to use again") forceUpdate = true err := c.UpdatePairs(enabledPairs, 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(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(asset asset.Item) ([]string, error) { pairs, err := c.GetProducts() if err != nil { return nil, err } var products []string for x := range pairs { products = append(products, pairs[x].BaseCurrency+ c.GetPairFormat(asset, false).Delimiter+ pairs[x].QuoteCurrency) } return products, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (c *CoinbasePro) UpdateTradablePairs(forceUpdate bool) error { pairs, err := c.FetchTradablePairs(asset.Spot) if err != nil { return err } return c.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate) } // GetAccountInfo retrieves balances for all enabled currencies for the // coinbasepro exchange func (c *CoinbasePro) GetAccountInfo() (exchange.AccountInfo, error) { var response exchange.AccountInfo response.Exchange = c.Name accountBalance, err := c.GetAccounts() if err != nil { return response, err } var currencies []exchange.AccountCurrencyInfo for i := 0; i < len(accountBalance); i++ { var exchangeCurrency exchange.AccountCurrencyInfo exchangeCurrency.CurrencyName = currency.NewCode(accountBalance[i].Currency) exchangeCurrency.TotalValue = accountBalance[i].Available exchangeCurrency.Hold = accountBalance[i].Hold currencies = append(currencies, exchangeCurrency) } response.Accounts = append(response.Accounts, exchange.Account{ Currencies: currencies, }) return response, nil } // UpdateTicker updates and returns the ticker for a currency pair func (c *CoinbasePro) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { tick, err := c.GetTicker(c.FormatExchangeCurrency(p, assetType).String()) if err != nil { return nil, err } stats, err := c.GetStats(c.FormatExchangeCurrency(p, assetType).String()) if err != nil { return nil, err } tickerPrice := &ticker.Price{ Last: tick.Size, High: stats.High, Low: stats.Low, Bid: tick.Bid, Ask: tick.Ask, Volume: tick.Volume, Open: stats.Open, Pair: p, LastUpdated: tick.Time, } err = ticker.ProcessTicker(c.Name, tickerPrice, assetType) if err != nil { return tickerPrice, err } return ticker.GetTicker(c.Name, p, assetType) } // FetchTicker returns the ticker for a currency pair func (c *CoinbasePro) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { tickerNew, err := ticker.GetTicker(c.Name, p, assetType) if err != nil { return c.UpdateTicker(p, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (c *CoinbasePro) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { ob, err := orderbook.Get(c.Name, p, assetType) if err != nil { return c.UpdateOrderbook(p, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (c *CoinbasePro) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { orderBook := new(orderbook.Base) orderbookNew, err := c.GetOrderbook(c.FormatExchangeCurrency(p, assetType).String(), 2) if err != nil { return orderBook, err } obNew := orderbookNew.(OrderbookL1L2) for x := range obNew.Bids { orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: obNew.Bids[x].Amount, Price: obNew.Bids[x].Price}) } for x := range obNew.Asks { orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: obNew.Asks[x].Amount, Price: obNew.Asks[x].Price}) } orderBook.Pair = p orderBook.ExchangeName = c.Name orderBook.AssetType = assetType err = orderBook.Process() if err != nil { return orderBook, err } return orderbook.Get(c.Name, p, assetType) } // GetFundingHistory returns funding history, deposits and // withdrawals func (c *CoinbasePro) GetFundingHistory() ([]exchange.FundHistory, error) { return nil, common.ErrFunctionNotSupported } // GetExchangeHistory returns historic trade data since exchange opening. func (c *CoinbasePro) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) { return nil, common.ErrNotYetImplemented } // SubmitOrder submits a new order func (c *CoinbasePro) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) { var submitOrderResponse order.SubmitResponse if err := s.Validate(); err != nil { return submitOrderResponse, err } var response string var err error switch s.OrderType { case order.Market: response, err = c.PlaceMarketOrder("", s.Amount, s.Amount, s.OrderSide.String(), c.FormatExchangeCurrency(s.Pair, asset.Spot).String(), "") case order.Limit: response, err = c.PlaceLimitOrder("", s.Price, s.Amount, s.OrderSide.String(), "", "", c.FormatExchangeCurrency(s.Pair, asset.Spot).String(), "", false) default: err = errors.New("order type not supported") } if err != nil { return submitOrderResponse, err } if s.OrderType == order.Market { submitOrderResponse.FullyMatched = true } if response != "" { submitOrderResponse.OrderID = response } submitOrderResponse.IsOrderPlaced = true return submitOrderResponse, nil } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (c *CoinbasePro) ModifyOrder(action *order.Modify) (string, error) { return "", common.ErrFunctionNotSupported } // CancelOrder cancels an order by its corresponding ID number func (c *CoinbasePro) CancelOrder(order *order.Cancel) error { return c.CancelExistingOrder(order.OrderID) } // CancelAllOrders cancels all orders associated with a currency pair func (c *CoinbasePro) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) { // CancellAllExisting orders returns a list of successful cancellations, we're only interested in failures _, err := c.CancelAllExistingOrders("") return order.CancelAllResponse{}, err } // GetOrderInfo returns information on a current open order func (c *CoinbasePro) GetOrderInfo(orderID string) (order.Detail, error) { var orderDetail order.Detail return orderDetail, common.ErrNotYetImplemented } // GetDepositAddress returns a deposit address for a specified currency func (c *CoinbasePro) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) { return "", common.ErrFunctionNotSupported } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (c *CoinbasePro) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.CryptoRequest) (string, error) { resp, err := c.WithdrawCrypto(withdrawRequest.Amount, withdrawRequest.Currency.String(), withdrawRequest.Address) return resp.ID, err } // WithdrawFiatFunds returns a withdrawal ID when a withdrawal is // submitted func (c *CoinbasePro) WithdrawFiatFunds(withdrawRequest *withdraw.FiatRequest) (string, error) { paymentMethods, err := c.GetPayMethods() if err != nil { return "", err } selectedWithdrawalMethod := PaymentMethod{} for i := range paymentMethods { if withdrawRequest.BankName == paymentMethods[i].Name { selectedWithdrawalMethod = paymentMethods[i] break } } if selectedWithdrawalMethod.ID == "" { return "", fmt.Errorf("could not find payment method '%v'. Check the name via the website and try again", withdrawRequest.BankName) } resp, err := c.WithdrawViaPaymentMethod(withdrawRequest.Amount, withdrawRequest.Currency.String(), selectedWithdrawalMethod.ID) if err != nil { return "", err } return resp.ID, nil } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a // withdrawal is submitted func (c *CoinbasePro) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.FiatRequest) (string, error) { return c.WithdrawFiatFunds(withdrawRequest) } // GetWebsocket returns a pointer to the exchange websocket func (c *CoinbasePro) GetWebsocket() (*wshandler.Websocket, error) { return c.Websocket, nil } // GetFeeByType returns an estimate of fee based on type of transaction func (c *CoinbasePro) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) { if !c.AllowAuthenticatedRequest() && // Todo check connection status feeBuilder.FeeType == exchange.CryptocurrencyTradeFee { feeBuilder.FeeType = exchange.OfflineTradeFee } return c.GetFee(feeBuilder) } // GetActiveOrders retrieves any orders that are active/open func (c *CoinbasePro) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) { var respOrders []GeneralizedOrderResponse for i := range req.Currencies { resp, err := c.GetOrders([]string{"open", "pending", "active"}, c.FormatExchangeCurrency(req.Currencies[i], asset.Spot).String()) if err != nil { return nil, err } respOrders = append(respOrders, resp...) } var orders []order.Detail for i := range respOrders { curr := currency.NewPairDelimiter(respOrders[i].ProductID, c.GetPairFormat(asset.Spot, false).Delimiter) orderSide := order.Side(strings.ToUpper(respOrders[i].Side)) orderType := order.Type(strings.ToUpper(respOrders[i].Type)) orderDate, err := time.Parse(time.RFC3339, respOrders[i].CreatedAt) if err != nil { log.Errorf(log.ExchangeSys, "Exchange %v Func %v Order %v Could not parse date to unix with value of %v", c.Name, "GetActiveOrders", respOrders[i].ID, respOrders[i].CreatedAt) } orders = append(orders, order.Detail{ ID: respOrders[i].ID, Amount: respOrders[i].Size, ExecutedAmount: respOrders[i].FilledSize, OrderType: orderType, OrderDate: orderDate, OrderSide: orderSide, CurrencyPair: curr, Exchange: c.Name, }) } order.FilterOrdersByType(&orders, req.OrderType) order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks) order.FilterOrdersBySide(&orders, req.OrderSide) return orders, nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status func (c *CoinbasePro) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) { var respOrders []GeneralizedOrderResponse for i := range req.Currencies { resp, err := c.GetOrders([]string{"done", "settled"}, c.FormatExchangeCurrency(req.Currencies[i], asset.Spot).String()) if err != nil { return nil, err } respOrders = append(respOrders, resp...) } var orders []order.Detail for i := range respOrders { curr := currency.NewPairDelimiter(respOrders[i].ProductID, c.GetPairFormat(asset.Spot, false).Delimiter) orderSide := order.Side(strings.ToUpper(respOrders[i].Side)) orderType := order.Type(strings.ToUpper(respOrders[i].Type)) orderDate, err := time.Parse(time.RFC3339, respOrders[i].CreatedAt) if err != nil { log.Errorf(log.ExchangeSys, "Exchange %v Func %v Order %v Could not parse date to unix with value of %v", c.Name, "GetActiveOrders", respOrders[i].ID, respOrders[i].CreatedAt) } orders = append(orders, order.Detail{ ID: respOrders[i].ID, Amount: respOrders[i].Size, ExecutedAmount: respOrders[i].FilledSize, OrderType: orderType, OrderDate: orderDate, OrderSide: orderSide, CurrencyPair: curr, Exchange: c.Name, }) } order.FilterOrdersByType(&orders, req.OrderType) order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks) order.FilterOrdersBySide(&orders, req.OrderSide) return orders, nil } // SubscribeToWebsocketChannels appends to ChannelsToSubscribe // which lets websocket.manageSubscriptions handle subscribing func (c *CoinbasePro) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error { c.Websocket.SubscribeToChannels(channels) return nil } // UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe // which lets websocket.manageSubscriptions handle unsubscribing func (c *CoinbasePro) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error { c.Websocket.RemoveSubscribedChannels(channels) return nil } // GetSubscriptions returns a copied list of subscriptions func (c *CoinbasePro) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) { return c.Websocket.GetSubscriptions(), nil } // AuthenticateWebsocket sends an authentication message to the websocket func (c *CoinbasePro) AuthenticateWebsocket() error { return common.ErrFunctionNotSupported }