package coinbasepro import ( "errors" "fmt" "strconv" "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/account" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "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/ticker" "github.com/thrasher-corp/gocryptotrader/log" "github.com/thrasher-corp/gocryptotrader/portfolio/withdraw" ) // 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 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: map[string]bool{ kline.OneMin.Word(): true, kline.FiveMin.Word(): true, kline.FifteenMin.Word(): true, kline.OneHour.Word(): true, kline.SixHour.Word(): true, kline.OneDay.Word(): true, }, ResultLimit: 300, }, }, } c.Requester = request.New(c.Name, common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout), request.WithLimiter(SetRateLimit())) c.API.Endpoints.URLDefault = coinbaseproAPIURL c.API.Endpoints.URL = c.API.Endpoints.URLDefault c.API.Endpoints.WebsocketURL = coinbaseproWebsocketURL 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.ExchangeConfig) error { if !exch.Enabled { c.SetEnabled(false) return nil } err := c.SetupDefaults(exch) if err != nil { return err } err = c.Websocket.Setup(&stream.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, GenerateSubscriptions: c.GenerateDefaultSubscriptions, Features: &c.Features.Supports.WebsocketCapabilities, OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit, BufferEnabled: true, 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(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 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 { 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(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(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 } format, err := c.GetPairFormat(asset, false) if err != nil { return nil, err } var products []string for x := range pairs { products = append(products, pairs[x].BaseCurrency+ format.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 } p, err := currency.NewPairsFromStrings(pairs) if err != nil { return err } return c.UpdatePairs(p, asset.Spot, false, forceUpdate) } // UpdateAccountInfo retrieves balances for all enabled currencies for the // coinbasepro exchange func (c *CoinbasePro) UpdateAccountInfo() (account.Holdings, error) { var response account.Holdings response.Exchange = c.Name accountBalance, err := c.GetAccounts() if err != nil { return response, err } var currencies []account.Balance for i := range accountBalance { var exchangeCurrency account.Balance 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, account.SubAccount{ Currencies: currencies, }) err = account.Process(&response) if err != nil { return account.Holdings{}, err } return response, nil } // FetchAccountInfo retrieves balances for all enabled currencies func (c *CoinbasePro) FetchAccountInfo() (account.Holdings, error) { acc, err := account.GetHoldings(c.Name) if err != nil { return c.UpdateAccountInfo() } return acc, nil } // UpdateTicker updates and returns the ticker for a currency pair func (c *CoinbasePro) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { fpair, err := c.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } tick, err := c.GetTicker(fpair.String()) if err != nil { return nil, err } stats, err := c.GetStats(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: assetType} err = ticker.ProcessTicker(tickerPrice) 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) { fpair, err := c.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } orderbookNew, err := c.GetOrderbook(fpair.String(), 2) if err != nil { return nil, err } obNew := orderbookNew.(OrderbookL1L2) orderBook := new(orderbook.Base) 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 within the timeframe provided. func (c *CoinbasePro) GetExchangeHistory(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]exchange.TradeHistory, error) { return nil, common.ErrNotYetImplemented } // SubmitOrder submits a new order func (c *CoinbasePro) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) { if err := s.Validate(); err != nil { return order.SubmitResponse{}, err } var submitOrderResponse order.SubmitResponse if err := s.Validate(); err != nil { return submitOrderResponse, err } fpair, err := c.FormatExchangeCurrency(s.Pair, asset.Spot) if err != nil { return submitOrderResponse, err } var response string switch s.Type { case order.Market: response, err = c.PlaceMarketOrder("", s.Amount, s.Amount, s.Side.Lower(), fpair.String(), "") case order.Limit: response, err = c.PlaceLimitOrder("", s.Price, s.Amount, s.Side.Lower(), "", "", fpair.String(), "", false) default: err = errors.New("order type not supported") } if err != nil { return submitOrderResponse, err } if s.Type == 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(o *order.Cancel) error { if err := o.Validate(o.StandardCancel()); err != nil { return err } return c.CancelExistingOrder(o.ID) } // 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 order information based on order ID func (c *CoinbasePro) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) { genOrderDetail, errGo := c.GetOrder(orderID) if errGo != nil { return order.Detail{}, fmt.Errorf("error retrieving order %s : %s", orderID, errGo) } od, errOd := time.Parse(time.RFC3339, genOrderDetail.DoneAt) if errOd != nil { return order.Detail{}, fmt.Errorf("error parsing order done at time: %s", errOd) } os, errOs := order.StringToOrderStatus(genOrderDetail.Status) if errOs != nil { return order.Detail{}, fmt.Errorf("error parsing order status: %s", errOs) } tt, errOt := order.StringToOrderType(genOrderDetail.Type) if errOt != nil { return order.Detail{}, fmt.Errorf("error parsing order type: %s", errOt) } ss, errOss := order.StringToOrderSide(genOrderDetail.Side) if errOss != nil { return order.Detail{}, fmt.Errorf("error parsing order side: %s", errOss) } p, errP := currency.NewPairDelimiter(genOrderDetail.ProductID, "-") if errP != nil { return order.Detail{}, fmt.Errorf("error parsing order side: %s", errP) } response := order.Detail{ Exchange: c.GetName(), ID: genOrderDetail.ID, Pair: p, Side: ss, Type: tt, Date: od, Status: os, Price: genOrderDetail.Price, Amount: genOrderDetail.Size, ExecutedAmount: genOrderDetail.FilledSize, RemainingAmount: genOrderDetail.Size - genOrderDetail.FilledSize, Fee: genOrderDetail.FillFees, } fillResponse, errGF := c.GetFills(orderID, genOrderDetail.ProductID) if errGF != nil { return response, fmt.Errorf("error retrieving the order fills: %s", errGF) } for i := range fillResponse { trSi, errTSi := order.StringToOrderSide(fillResponse[i].Side) if errTSi != nil { return response, fmt.Errorf("error parsing order Side: %s", errTSi) } 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: tt, Side: trSi, Fee: fillResponse[i].Fee, }) } return response, nil } // 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.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } resp, err := c.WithdrawCrypto(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(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } paymentMethods, err := c.GetPayMethods() 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(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(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } v, err := c.WithdrawFiatFunds(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(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) { if err := req.Validate(); err != nil { return nil, err } var respOrders []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([]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 } var orders []order.Detail for i := range respOrders { var curr currency.Pair curr, err = currency.NewPairDelimiter(respOrders[i].ProductID, format.Delimiter) if err != nil { return nil, err } orderSide := order.Side(strings.ToUpper(respOrders[i].Side)) orderType := order.Type(strings.ToUpper(respOrders[i].Type)) orders = append(orders, order.Detail{ ID: respOrders[i].ID, Amount: respOrders[i].Size, ExecutedAmount: respOrders[i].FilledSize, Type: orderType, Date: respOrders[i].CreatedAt, Side: orderSide, Pair: curr, Exchange: c.Name, }) } order.FilterOrdersByType(&orders, req.Type) order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks) order.FilterOrdersBySide(&orders, req.Side) 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) { if err := req.Validate(); err != nil { return nil, err } var respOrders []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([]string{"done", "settled"}, 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 } var orders []order.Detail for i := range respOrders { var curr currency.Pair curr, err = currency.NewPairDelimiter(respOrders[i].ProductID, format.Delimiter) if err != nil { return nil, err } orderSide := order.Side(strings.ToUpper(respOrders[i].Side)) orderType := order.Type(strings.ToUpper(respOrders[i].Type)) orders = append(orders, order.Detail{ ID: respOrders[i].ID, Amount: respOrders[i].Size, ExecutedAmount: respOrders[i].FilledSize, Type: orderType, Date: respOrders[i].CreatedAt, Side: orderSide, Pair: curr, Exchange: c.Name, }) } order.FilterOrdersByType(&orders, req.Type) order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks) order.FilterOrdersBySide(&orders, req.Side) return orders, nil } // checkInterval checks allowable interval func checkInterval(i time.Duration) (int64, error) { switch i.Seconds() { case 60: return 60, nil case 300: return 300, nil case 900: return 900, nil case 3600: return 3600, nil case 21600: return 21600, nil case 86400: return 86400, nil } return 0, fmt.Errorf("interval not allowed %v", i.Seconds()) } // GetHistoricCandles returns a set of candle between two time periods for a // designated time period func (c *CoinbasePro) GetHistoricCandles(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { if err := c.ValidateKline(p, a, interval); err != nil { return kline.Item{}, err } if kline.TotalCandlesPerInterval(start, end, interval) > c.Features.Enabled.Kline.ResultLimit { return kline.Item{}, errors.New(kline.ErrRequestExceedsExchangeLimits) } candles := kline.Item{ Exchange: c.Name, Pair: p, Asset: a, Interval: interval, } gran, err := strconv.ParseInt(c.FormatExchangeKlineInterval(interval), 10, 64) if err != nil { return kline.Item{}, err } formatP, err := c.FormatExchangeCurrency(p, a) if err != nil { return kline.Item{}, err } history, err := c.GetHistoricRates(formatP.String(), start.Format(time.RFC3339), end.Format(time.RFC3339), gran) if err != nil { return kline.Item{}, err } for x := range history { candles.Candles = append(candles.Candles, kline.Candle{ Time: time.Unix(history[x].Time, 0), Low: history[x].Low, High: history[x].High, Open: history[x].Open, Close: history[x].Close, Volume: history[x].Volume, }) } candles.SortCandlesByTimestamp(false) return candles, nil } // GetHistoricCandlesExtended returns candles between a time period for a set time interval func (c *CoinbasePro) GetHistoricCandlesExtended(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { if err := c.ValidateKline(p, a, interval); err != nil { return kline.Item{}, err } ret := kline.Item{ Exchange: c.Name, Pair: p, Asset: a, Interval: interval, } gran, err := strconv.ParseInt(c.FormatExchangeKlineInterval(interval), 10, 64) if err != nil { return kline.Item{}, err } dates := kline.CalcDateRanges(start, end, interval, c.Features.Enabled.Kline.ResultLimit) formattedPair, err := c.FormatExchangeCurrency(p, a) if err != nil { return kline.Item{}, err } for x := range dates { history, err := c.GetHistoricRates(formattedPair.String(), dates[x].Start.Format(time.RFC3339), dates[x].End.Format(time.RFC3339), gran) if err != nil { return kline.Item{}, err } for i := range history { ret.Candles = append(ret.Candles, kline.Candle{ Time: time.Unix(history[i].Time, 0), Low: history[i].Low, High: history[i].High, Open: history[i].Open, Close: history[i].Close, Volume: history[i].Volume, }) } } ret.SortCandlesByTimestamp(false) return ret, nil } // ValidateCredentials validates current credentials used for wrapper // functionality func (c *CoinbasePro) ValidateCredentials() error { _, err := c.UpdateAccountInfo() return c.CheckTransientError(err) }