mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-07 15:11:03 +00:00
* Initial commit * Successful authenticated request implementation. * Removes data from okcoin, okex. Implements some account okgroup endpoints. Adds tests * Finishes account API endpoint implementations. * Implements and adds tests for the following okgroup v3 API endpoints: GetSpotTradingAccounts, GetSpotTradingAccountForCurrency, GetSpotBillDetailsForCurrency, PlaceSpotOrder, PlaceMultipleSpotOrders, CancelSpotOrder, CancelMultipleSpotOrders, GetSpotOrders, GetSpotOpenOrders, GetSpotOrder, GetSpotTransactionDetails, GetSpotTokenPairDetails, GetSpotOrderBook, GetSpotAllTokenPairsInformation, GetSpotAllTokenPairsInformationForCurrency, GetSpotFilledOrdersInformation, GetSpotMarketData * Implements and adds tests for all margin api endpoints: GetMarginTradingAccounts, GetMarginTradingAccountsForCurrency, GetMarginBillDetails, GetMarginAccountSettings, GetMarginLoanHistory, OpenMarginLoan, RepayMarginLoan, PlaceMarginOrder, PlaceMultipleMarginOrders, CancelMarginOrder, CancelMultipleMarginOrders, GetMarginOrders, GetMarginOpenOrders, GetMarginOrder, GetMarginTransactionDetails. Simplifies some Spot endpoints combining ForCurrency funcs where possible * Adds all 29 Futures endpoints with tests. Updates comments and naming conventions. Adds standard realordertest func. Adds ability to make public API requests. Adds test purpose comments * Adds 29 endpoints for SWAP API support. Adds tests for each endpoint. Declares response variables in function declaration. Simplifies URL parameter formatting * Adds all ETT endpoints with tests * Creates OKCoin and OKEX struct types. Moves okgroup tests to okcoin and okex exchanges. Updates withdraw fee calculation. Updates exchange.go exchange declaration to point to new types. Streamlines wrapper tests. Begins websocket integration * Rebase fixes * Deletes okcoin_types.go, okcoin_wrapper.go, okex_types.go, okex_wrapper.go. Combines okex,okcoin wrappers in okgroup_wrapper.go. Removes boilerplate url.values with new request struct type parsing. Adds github.com/google/go-querystring to go modules. Replaces USDT with USD for OKCoin tests. Moves OKEX specific endpoints (futures, swap & ett) to okex.go. Fixes recieving receiving again * Maps the wrapper * Parses json into time.Time instead of string + conversion * Renames websocket.SetEnabled to websocket.SetWsStatusAndConnection. Maps main spot websocket functions for okgroup. Adds some basic ws tests * Updates websocket default URLS, adds checksum tests, removes setdefaults from okgroup, adds WebsocketDataWrapper to wrap all okgroup websocket data responses, handles spot, swap, index and futures ticker, candle, trade, orderbook, funding fee websocket responses. Partially implements checksum validation on orderbook data. Fixes all linting issues * Handles the calculation of okgroup websocket checksums. Adds tests * Now all orderbook checksums are validated. Cleans up implementations and removes invalid checksum calculator functions. Adds function to parse ordertype. Puts verbose logs behind verbose check * Removes parallel from okgroup tests. Removes unused code. Adds GetWsChannelWithoutOrderType. Improves handling of WS data types. Adds types for more ws channels. Simplifies update orderbook handling * updates btse func name * linting * Fixes websocket connection issue with tests. Removes test verbosity * Updates checksum calculation to handle more than 7 decimal places. Adds rate limiters. Uses != "" instead of len > 0. Adds new test to handle checksum calculation with 8 decimal places. * Removes logging. Fixes orderbook wrapper references * Adds slightly more robust resubscribe func. Adds websocket tests that can detect websocket errors * Fixes linting issues * Adds new WS func IsConnected() to expose ws status. Tests protect against channel timeout * Adds test comments. Fixes parallel issues for futures tests * Fixes error output for wrapper function
896 lines
29 KiB
Go
896 lines
29 KiB
Go
package coinbasepro
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import (
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"bytes"
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"errors"
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"fmt"
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"net/http"
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"net/url"
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"strconv"
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"strings"
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"time"
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"github.com/gorilla/websocket"
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"github.com/thrasher-/gocryptotrader/common"
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"github.com/thrasher-/gocryptotrader/config"
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"github.com/thrasher-/gocryptotrader/currency/symbol"
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exchange "github.com/thrasher-/gocryptotrader/exchanges"
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"github.com/thrasher-/gocryptotrader/exchanges/request"
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"github.com/thrasher-/gocryptotrader/exchanges/ticker"
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log "github.com/thrasher-/gocryptotrader/logger"
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)
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const (
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coinbaseproAPIURL = "https://api.pro.coinbase.com/"
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coinbaseproSandboxAPIURL = "https://api-public.sandbox.pro.coinbase.com/"
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coinbaseproAPIVersion = "0"
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coinbaseproProducts = "products"
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coinbaseproOrderbook = "book"
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coinbaseproTicker = "ticker"
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coinbaseproTrades = "trades"
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coinbaseproHistory = "candles"
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coinbaseproStats = "stats"
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coinbaseproCurrencies = "currencies"
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coinbaseproAccounts = "accounts"
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coinbaseproLedger = "ledger"
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coinbaseproHolds = "holds"
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coinbaseproOrders = "orders"
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coinbaseproFills = "fills"
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coinbaseproTransfers = "transfers"
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coinbaseproReports = "reports"
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coinbaseproTime = "time"
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coinbaseproMarginTransfer = "profiles/margin-transfer"
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coinbaseproFunding = "funding"
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coinbaseproFundingRepay = "funding/repay"
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coinbaseproPosition = "position"
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coinbaseproPositionClose = "position/close"
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coinbaseproPaymentMethod = "payment-methods"
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coinbaseproPaymentMethodDeposit = "deposits/payment-method"
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coinbaseproDepositCoinbase = "deposits/coinbase-account"
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coinbaseproWithdrawalPaymentMethod = "withdrawals/payment-method"
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coinbaseproWithdrawalCoinbase = "withdrawals/coinbase"
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coinbaseproWithdrawalCrypto = "withdrawals/crypto"
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coinbaseproCoinbaseAccounts = "coinbase-accounts"
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coinbaseproTrailingVolume = "users/self/trailing-volume"
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coinbaseproAuthRate = 5
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coinbaseproUnauthRate = 3
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)
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// CoinbasePro is the overarching type across the coinbasepro package
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type CoinbasePro struct {
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exchange.Base
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WebsocketConn *websocket.Conn
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}
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// SetDefaults sets default values for the exchange
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func (c *CoinbasePro) SetDefaults() {
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c.Name = "CoinbasePro"
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c.Enabled = false
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c.Verbose = false
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c.TakerFee = 0.25
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c.MakerFee = 0
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c.RESTPollingDelay = 10
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c.APIWithdrawPermissions = exchange.AutoWithdrawCryptoWithAPIPermission |
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exchange.AutoWithdrawFiatWithAPIPermission
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c.RequestCurrencyPairFormat.Delimiter = "-"
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c.RequestCurrencyPairFormat.Uppercase = true
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c.ConfigCurrencyPairFormat.Delimiter = ""
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c.ConfigCurrencyPairFormat.Uppercase = true
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c.AssetTypes = []string{ticker.Spot}
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c.SupportsAutoPairUpdating = true
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c.SupportsRESTTickerBatching = false
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c.Requester = request.New(c.Name,
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request.NewRateLimit(time.Second, coinbaseproAuthRate),
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request.NewRateLimit(time.Second, coinbaseproUnauthRate),
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
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c.APIUrlDefault = coinbaseproAPIURL
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c.APIUrl = c.APIUrlDefault
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c.WebsocketInit()
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c.Websocket.Functionality = exchange.WebsocketTickerSupported |
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exchange.WebsocketOrderbookSupported
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}
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// Setup initialises the exchange parameters with the current configuration
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func (c *CoinbasePro) Setup(exch config.ExchangeConfig) {
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if !exch.Enabled {
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c.SetEnabled(false)
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} else {
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c.Enabled = true
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c.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
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c.SetAPIKeys(exch.APIKey, exch.APISecret, exch.ClientID, true)
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c.SetHTTPClientTimeout(exch.HTTPTimeout)
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c.SetHTTPClientUserAgent(exch.HTTPUserAgent)
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c.RESTPollingDelay = exch.RESTPollingDelay
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c.Verbose = exch.Verbose
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c.Websocket.SetWsStatusAndConnection(exch.Websocket)
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c.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
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c.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
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c.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
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if exch.UseSandbox {
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c.APIUrl = coinbaseproSandboxAPIURL
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}
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err := c.SetCurrencyPairFormat()
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if err != nil {
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log.Fatal(err)
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}
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err = c.SetAssetTypes()
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if err != nil {
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log.Fatal(err)
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}
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err = c.SetAutoPairDefaults()
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if err != nil {
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log.Fatal(err)
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}
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err = c.SetAPIURL(exch)
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if err != nil {
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log.Fatal(err)
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}
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err = c.SetClientProxyAddress(exch.ProxyAddress)
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if err != nil {
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log.Fatal(err)
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}
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err = c.WebsocketSetup(c.WsConnect,
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exch.Name,
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exch.Websocket,
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coinbaseproWebsocketURL,
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exch.WebsocketURL)
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if err != nil {
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log.Fatal(err)
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}
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}
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}
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// GetProducts returns supported currency pairs on the exchange with specific
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// information about the pair
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func (c *CoinbasePro) GetProducts() ([]Product, error) {
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products := []Product{}
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return products, c.SendHTTPRequest(c.APIUrl+coinbaseproProducts, &products)
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}
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// GetOrderbook returns orderbook by currency pair and level
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func (c *CoinbasePro) GetOrderbook(symbol string, level int) (interface{}, error) {
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orderbook := OrderbookResponse{}
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path := fmt.Sprintf("%s/%s/%s", c.APIUrl+coinbaseproProducts, symbol, coinbaseproOrderbook)
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if level > 0 {
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levelStr := strconv.Itoa(level)
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path = fmt.Sprintf("%s/%s/%s?level=%s", c.APIUrl+coinbaseproProducts, symbol, coinbaseproOrderbook, levelStr)
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}
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if err := c.SendHTTPRequest(path, &orderbook); err != nil {
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return nil, err
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}
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if level == 3 {
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ob := OrderbookL3{}
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ob.Sequence = orderbook.Sequence
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for _, x := range orderbook.Asks {
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price, err := strconv.ParseFloat((x[0].(string)), 64)
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if err != nil {
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continue
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}
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amount, err := strconv.ParseFloat((x[1].(string)), 64)
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if err != nil {
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continue
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}
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ob.Asks = append(ob.Asks, OrderL3{Price: price, Amount: amount, OrderID: x[2].(string)})
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}
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for _, x := range orderbook.Bids {
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price, err := strconv.ParseFloat((x[0].(string)), 64)
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if err != nil {
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continue
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}
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amount, err := strconv.ParseFloat((x[1].(string)), 64)
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if err != nil {
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continue
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}
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ob.Bids = append(ob.Bids, OrderL3{Price: price, Amount: amount, OrderID: x[2].(string)})
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}
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return ob, nil
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}
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ob := OrderbookL1L2{}
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ob.Sequence = orderbook.Sequence
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for _, x := range orderbook.Asks {
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price, err := strconv.ParseFloat((x[0].(string)), 64)
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if err != nil {
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continue
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}
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amount, err := strconv.ParseFloat((x[1].(string)), 64)
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if err != nil {
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continue
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}
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ob.Asks = append(ob.Asks, OrderL1L2{Price: price, Amount: amount, NumOrders: x[2].(float64)})
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}
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for _, x := range orderbook.Bids {
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price, err := strconv.ParseFloat((x[0].(string)), 64)
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if err != nil {
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continue
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}
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amount, err := strconv.ParseFloat((x[1].(string)), 64)
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if err != nil {
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continue
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}
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ob.Bids = append(ob.Bids, OrderL1L2{Price: price, Amount: amount, NumOrders: x[2].(float64)})
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}
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return ob, nil
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}
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// GetTicker returns ticker by currency pair
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// currencyPair - example "BTC-USD"
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func (c *CoinbasePro) GetTicker(currencyPair string) (Ticker, error) {
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tick := Ticker{}
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path := fmt.Sprintf(
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"%s/%s/%s", c.APIUrl+coinbaseproProducts, currencyPair, coinbaseproTicker)
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return tick, c.SendHTTPRequest(path, &tick)
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}
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// GetTrades listd the latest trades for a product
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// currencyPair - example "BTC-USD"
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func (c *CoinbasePro) GetTrades(currencyPair string) ([]Trade, error) {
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trades := []Trade{}
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path := fmt.Sprintf(
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"%s/%s/%s", c.APIUrl+coinbaseproProducts, currencyPair, coinbaseproTrades)
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return trades, c.SendHTTPRequest(path, &trades)
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}
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// GetHistoricRates returns historic rates for a product. Rates are returned in
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// grouped buckets based on requested granularity.
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func (c *CoinbasePro) GetHistoricRates(currencyPair string, start, end, granularity int64) ([]History, error) {
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var resp [][]interface{}
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history := []History{}
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values := url.Values{}
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if start > 0 {
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values.Set("start", strconv.FormatInt(start, 10))
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}
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if end > 0 {
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values.Set("end", strconv.FormatInt(end, 10))
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}
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if granularity > 0 {
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values.Set("granularity", strconv.FormatInt(granularity, 10))
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}
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path := common.EncodeURLValues(
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fmt.Sprintf("%s/%s/%s", c.APIUrl+coinbaseproProducts, currencyPair, coinbaseproHistory),
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values)
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if err := c.SendHTTPRequest(path, &resp); err != nil {
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return history, err
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}
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for _, single := range resp {
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var s History
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a, _ := single[0].(float64)
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s.Time = int64(a)
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b, _ := single[1].(float64)
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s.Low = b
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c, _ := single[2].(float64)
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s.High = c
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d, _ := single[3].(float64)
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s.Open = d
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e, _ := single[4].(float64)
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s.Close = e
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f, _ := single[5].(float64)
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s.Volume = f
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history = append(history, s)
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}
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return history, nil
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}
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// GetStats returns a 24 hr stat for the product. Volume is in base currency
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// units. open, high, low are in quote currency units.
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func (c *CoinbasePro) GetStats(currencyPair string) (Stats, error) {
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stats := Stats{}
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path := fmt.Sprintf(
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"%s/%s/%s", c.APIUrl+coinbaseproProducts, currencyPair, coinbaseproStats)
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return stats, c.SendHTTPRequest(path, &stats)
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}
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// GetCurrencies returns a list of supported currency on the exchange
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// Warning: Not all currencies may be currently in use for tradinc.
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func (c *CoinbasePro) GetCurrencies() ([]Currency, error) {
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currencies := []Currency{}
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return currencies, c.SendHTTPRequest(c.APIUrl+coinbaseproCurrencies, ¤cies)
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}
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// GetServerTime returns the API server time
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func (c *CoinbasePro) GetServerTime() (ServerTime, error) {
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serverTime := ServerTime{}
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return serverTime, c.SendHTTPRequest(c.APIUrl+coinbaseproTime, &serverTime)
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}
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// GetAccounts returns a list of trading accounts associated with the APIKEYS
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func (c *CoinbasePro) GetAccounts() ([]AccountResponse, error) {
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resp := []AccountResponse{}
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return resp,
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c.SendAuthenticatedHTTPRequest(http.MethodGet, coinbaseproAccounts, nil, &resp)
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}
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// GetAccount returns information for a single account. Use this endpoint when
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// account_id is known
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func (c *CoinbasePro) GetAccount(accountID string) (AccountResponse, error) {
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resp := AccountResponse{}
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path := fmt.Sprintf("%s/%s", coinbaseproAccounts, accountID)
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return resp, c.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
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}
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// GetAccountHistory returns a list of account activity. Account activity either
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// increases or decreases your account balance. Items are paginated and sorted
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// latest first.
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func (c *CoinbasePro) GetAccountHistory(accountID string) ([]AccountLedgerResponse, error) {
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resp := []AccountLedgerResponse{}
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path := fmt.Sprintf("%s/%s/%s", coinbaseproAccounts, accountID, coinbaseproLedger)
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return resp, c.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
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}
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// GetHolds returns the holds that are placed on an account for any active
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// orders or pending withdraw requests. As an order is filled, the hold amount
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// is updated. If an order is canceled, any remaining hold is removed. For a
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// withdraw, once it is completed, the hold is removed.
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func (c *CoinbasePro) GetHolds(accountID string) ([]AccountHolds, error) {
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resp := []AccountHolds{}
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path := fmt.Sprintf("%s/%s/%s", coinbaseproAccounts, accountID, coinbaseproHolds)
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return resp, c.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
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}
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// PlaceLimitOrder places a new limit order. Orders can only be placed if the
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// account has sufficient funds. Once an order is placed, account funds
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// will be put on hold for the duration of the order. How much and which funds
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// are put on hold depends on the order type and parameters specified.
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//
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// GENERAL PARAMS
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// clientRef - [optional] Order ID selected by you to identify your order
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// side - buy or sell
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// productID - A valid product id
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// stp - [optional] Self-trade prevention flag
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//
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// LIMIT ORDER PARAMS
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// price - Price per bitcoin
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// amount - Amount of BTC to buy or sell
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// timeInforce - [optional] GTC, GTT, IOC, or FOK (default is GTC)
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// cancelAfter - [optional] min, hour, day * Requires time_in_force to be GTT
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// postOnly - [optional] Post only flag Invalid when time_in_force is IOC or FOK
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func (c *CoinbasePro) PlaceLimitOrder(clientRef string, price, amount float64, side, timeInforce, cancelAfter, productID, stp string, postOnly bool) (string, error) {
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resp := GeneralizedOrderResponse{}
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req := make(map[string]interface{})
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req["type"] = "limit"
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req["price"] = strconv.FormatFloat(price, 'f', -1, 64)
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req["size"] = strconv.FormatFloat(amount, 'f', -1, 64)
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req["side"] = side
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req["product_id"] = productID
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if cancelAfter != "" {
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req["cancel_after"] = cancelAfter
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}
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if timeInforce != "" {
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req["time_in_foce"] = timeInforce
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}
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if clientRef != "" {
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req["client_oid"] = clientRef
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}
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if stp != "" {
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req["stp"] = stp
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}
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if postOnly {
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req["post_only"] = postOnly
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}
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err := c.SendAuthenticatedHTTPRequest(http.MethodPost, coinbaseproOrders, req, &resp)
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if err != nil {
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return "", err
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}
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return resp.ID, nil
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}
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// PlaceMarketOrder places a new market order.
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// Orders can only be placed if the account has sufficient funds. Once an order
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// is placed, account funds will be put on hold for the duration of the order.
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// How much and which funds are put on hold depends on the order type and
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// parameters specified.
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//
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// GENERAL PARAMS
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// clientRef - [optional] Order ID selected by you to identify your order
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// side - buy or sell
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// productID - A valid product id
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// stp - [optional] Self-trade prevention flag
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//
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// MARKET ORDER PARAMS
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// size - [optional]* Desired amount in BTC
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// funds [optional]* Desired amount of quote currency to use
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// * One of size or funds is required.
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func (c *CoinbasePro) PlaceMarketOrder(clientRef string, size, funds float64, side, productID, stp string) (string, error) {
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resp := GeneralizedOrderResponse{}
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req := make(map[string]interface{})
|
|
req["side"] = side
|
|
req["product_id"] = productID
|
|
req["type"] = "market"
|
|
|
|
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(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(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(http.MethodPost, coinbaseproOrders, req, &resp)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
|
|
return resp.ID, nil
|
|
}
|
|
|
|
// CancelExistingOrder cancels order by orderID
|
|
func (c *CoinbasePro) CancelExistingOrder(orderID string) error {
|
|
path := fmt.Sprintf("%s/%s", coinbaseproOrders, orderID)
|
|
|
|
return c.SendAuthenticatedHTTPRequest(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(currencyPair string) ([]string, error) {
|
|
var resp []string
|
|
req := make(map[string]interface{})
|
|
|
|
if len(currencyPair) > 0 {
|
|
req["product_id"] = currencyPair
|
|
}
|
|
return resp, c.SendAuthenticatedHTTPRequest(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(status []string, currencyPair string) ([]GeneralizedOrderResponse, error) {
|
|
resp := []GeneralizedOrderResponse{}
|
|
params := url.Values{}
|
|
|
|
for _, individualStatus := range status {
|
|
params.Add("status", individualStatus)
|
|
}
|
|
if currencyPair != "" {
|
|
params.Set("product_id", currencyPair)
|
|
}
|
|
|
|
path := common.EncodeURLValues(c.APIUrl+coinbaseproOrders, params)
|
|
path = common.GetURIPath(path)
|
|
|
|
return resp,
|
|
c.SendAuthenticatedHTTPRequest(http.MethodGet, path[1:], nil, &resp)
|
|
}
|
|
|
|
// GetOrder returns a single order by order id.
|
|
func (c *CoinbasePro) GetOrder(orderID string) (GeneralizedOrderResponse, error) {
|
|
resp := GeneralizedOrderResponse{}
|
|
path := fmt.Sprintf("%s/%s", coinbaseproOrders, orderID)
|
|
|
|
return resp, c.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
|
|
}
|
|
|
|
// GetFills returns a list of recent fills
|
|
func (c *CoinbasePro) GetFills(orderID, currencyPair string) ([]FillResponse, error) {
|
|
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(c.APIUrl+coinbaseproFills, params)
|
|
uri := common.GetURIPath(path)
|
|
|
|
return resp,
|
|
c.SendAuthenticatedHTTPRequest(http.MethodGet, uri[1:], nil, &resp)
|
|
}
|
|
|
|
// GetFundingRecords every order placed with a margin profile that draws funding
|
|
// will create a funding record.
|
|
//
|
|
// status - "outstanding", "settled", or "rejected"
|
|
func (c *CoinbasePro) GetFundingRecords(status string) ([]Funding, error) {
|
|
resp := []Funding{}
|
|
params := url.Values{}
|
|
params.Set("status", status)
|
|
|
|
path := common.EncodeURLValues(c.APIUrl+coinbaseproFunding, params)
|
|
uri := common.GetURIPath(path)
|
|
|
|
return resp,
|
|
c.SendAuthenticatedHTTPRequest(http.MethodGet, uri[1:], nil, &resp)
|
|
}
|
|
|
|
// //////////////////////// Not receiving reply from server /////////////////
|
|
// RepayFunding repays the older funding records first
|
|
//
|
|
// amount - amount of currency to repay
|
|
// currency - currency, example USD
|
|
// func (c *CoinbasePro) RepayFunding(amount, currency string) (Funding, error) {
|
|
// resp := Funding{}
|
|
// params := make(map[string]interface{})
|
|
// params["amount"] = amount
|
|
// params["currency"] = currency
|
|
//
|
|
// return resp,
|
|
// c.SendAuthenticatedHTTPRequest(http.MethodPost, coinbaseproFundingRepay, params, &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(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(http.MethodPost, coinbaseproMarginTransfer, req, &resp)
|
|
}
|
|
|
|
// GetPosition returns an overview of account profile.
|
|
func (c *CoinbasePro) GetPosition() (AccountOverview, error) {
|
|
resp := AccountOverview{}
|
|
|
|
return resp,
|
|
c.SendAuthenticatedHTTPRequest(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(repayOnly bool) (AccountOverview, error) {
|
|
resp := AccountOverview{}
|
|
req := make(map[string]interface{})
|
|
req["repay_only"] = repayOnly
|
|
|
|
return resp,
|
|
c.SendAuthenticatedHTTPRequest(http.MethodPost, coinbaseproPositionClose, req, &resp)
|
|
}
|
|
|
|
// GetPayMethods returns a full list of payment methods
|
|
func (c *CoinbasePro) GetPayMethods() ([]PaymentMethod, error) {
|
|
resp := []PaymentMethod{}
|
|
|
|
return resp,
|
|
c.SendAuthenticatedHTTPRequest(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(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(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(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(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(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(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(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(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(http.MethodPost, coinbaseproWithdrawalCrypto, req, &resp)
|
|
}
|
|
|
|
// GetCoinbaseAccounts returns a list of coinbase accounts
|
|
func (c *CoinbasePro) GetCoinbaseAccounts() ([]CoinbaseAccounts, error) {
|
|
resp := []CoinbaseAccounts{}
|
|
|
|
return resp,
|
|
c.SendAuthenticatedHTTPRequest(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(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(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(reportID string) (Report, error) {
|
|
resp := Report{}
|
|
path := fmt.Sprintf("%s/%s", coinbaseproReports, reportID)
|
|
|
|
return resp, c.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
|
|
}
|
|
|
|
// GetTrailingVolume this request will return your 30-day trailing volume for
|
|
// all products.
|
|
func (c *CoinbasePro) GetTrailingVolume() ([]Volume, error) {
|
|
resp := []Volume{}
|
|
|
|
return resp,
|
|
c.SendAuthenticatedHTTPRequest(http.MethodGet, coinbaseproTrailingVolume, nil, &resp)
|
|
}
|
|
|
|
// SendHTTPRequest sends an unauthenticated HTTP request
|
|
func (c *CoinbasePro) SendHTTPRequest(path string, result interface{}) error {
|
|
return c.SendPayload(http.MethodGet, path, nil, nil, result, false, c.Verbose)
|
|
}
|
|
|
|
// SendAuthenticatedHTTPRequest sends an authenticated HTTP reque
|
|
func (c *CoinbasePro) SendAuthenticatedHTTPRequest(method, path string, params map[string]interface{}, result interface{}) (err error) {
|
|
if !c.AuthenticatedAPISupport {
|
|
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, c.Name)
|
|
}
|
|
|
|
payload := []byte("")
|
|
|
|
if params != nil {
|
|
payload, err = common.JSONEncode(params)
|
|
if err != nil {
|
|
return errors.New("sendAuthenticatedHTTPRequest: Unable to JSON request")
|
|
}
|
|
|
|
if c.Verbose {
|
|
log.Debugf("Request JSON: %s\n", payload)
|
|
}
|
|
}
|
|
|
|
nonce := c.Nonce.GetValue(c.Name, false).String()
|
|
message := nonce + method + "/" + path + string(payload)
|
|
hmac := common.GetHMAC(common.HashSHA256, []byte(message), []byte(c.APISecret))
|
|
headers := make(map[string]string)
|
|
headers["CB-ACCESS-SIGN"] = common.Base64Encode(hmac)
|
|
headers["CB-ACCESS-TIMESTAMP"] = nonce
|
|
headers["CB-ACCESS-KEY"] = c.APIKey
|
|
headers["CB-ACCESS-PASSPHRASE"] = c.ClientID
|
|
headers["Content-Type"] = "application/json"
|
|
|
|
return c.SendPayload(method, c.APIUrl+path, headers, bytes.NewBuffer(payload), result, true, c.Verbose)
|
|
}
|
|
|
|
// GetFee returns an estimate of fee based on type of transaction
|
|
func (c *CoinbasePro) GetFee(feeBuilder exchange.FeeBuilder) (float64, error) {
|
|
var fee float64
|
|
switch feeBuilder.FeeType {
|
|
case exchange.CryptocurrencyTradeFee:
|
|
trailingVolume, err := c.GetTrailingVolume()
|
|
if err != nil {
|
|
return 0, err
|
|
}
|
|
fee = c.calculateTradingFee(trailingVolume, feeBuilder.FirstCurrency, feeBuilder.Delimiter, feeBuilder.SecondCurrency, feeBuilder.PurchasePrice, feeBuilder.Amount, feeBuilder.IsMaker)
|
|
case exchange.InternationalBankWithdrawalFee:
|
|
fee = getInternationalBankWithdrawalFee(feeBuilder.CurrencyItem)
|
|
case exchange.InternationalBankDepositFee:
|
|
fee = getInternationalBankDepositFee(feeBuilder.CurrencyItem)
|
|
}
|
|
|
|
if fee < 0 {
|
|
fee = 0
|
|
}
|
|
|
|
return fee, nil
|
|
}
|
|
|
|
func (c *CoinbasePro) calculateTradingFee(trailingVolume []Volume, firstCurrency, delimiter, secondCurrency string, purchasePrice, amount float64, isMaker bool) float64 {
|
|
var fee float64
|
|
for _, i := range trailingVolume {
|
|
if strings.EqualFold(i.ProductID, firstCurrency+delimiter+secondCurrency) {
|
|
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(currency string) float64 {
|
|
var fee float64
|
|
|
|
if currency == symbol.USD {
|
|
fee = 25
|
|
} else if currency == symbol.EUR {
|
|
fee = 0.15
|
|
}
|
|
|
|
return fee
|
|
}
|
|
|
|
func getInternationalBankDepositFee(currency string) float64 {
|
|
var fee float64
|
|
|
|
if currency == symbol.USD {
|
|
fee = 10
|
|
} else if currency == symbol.EUR {
|
|
fee = 0.15
|
|
}
|
|
|
|
return fee
|
|
}
|