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Partial public endpoint addition
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@cranktakular
cranktakular committed Apr 15, 2024
1 parent 4d1afc2 commit 55596d8
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Showing 5 changed files with 537 additions and 18 deletions.
248 changes: 245 additions & 3 deletions exchanges/coinbasepro/coinbasepro.go
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Original file line number Diff line number Diff line change
Expand Up @@ -10,8 +10,10 @@ import (
"net/http"
"net/url"
"strconv"
"strings"
"time"

"github.com/gofrs/uuid"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/common/key"
Expand All @@ -23,6 +25,7 @@ import (

const (
coinbaseAPIURL = "https://api.coinbase.com"
coinbaseV1APIURL = "https://api.exchange.coinbase.com/"
coinbaseproSandboxAPIURL = "https://api-public.sandbox.exchange.coinbase.com/"
coinbaseV3 = "/api/v3/brokerage/"
coinbaseAccounts = "accounts"
Expand Down Expand Up @@ -69,6 +72,11 @@ const (
coinbaseExchangeRates = "exchange-rates"
coinbasePrices = "prices"
coinbaseTime = "time"
coinbaseVolumeSummary = "volume-summary"
coinbaseBook = "book"
coinbaseStats = "stats"
coinbaseTrades = "trades"
coinbaseWrappedAssets = "wrapped-assets"

pageNone = ""
pageBefore = "before"
Expand Down Expand Up @@ -147,6 +155,10 @@ var (
errInvalidGranularity = errors.New("invalid granularity")
errOrderFailedToCancel = errors.New("failed to cancel order")
errUnrecognisedStatusType = errors.New("unrecognised status type")
errPairEmpty = errors.New("pair cannot be empty")
errStringConvert = errors.New("unable to convert into string value")
errFloatConvert = errors.New("unable to convert into float64 value")
errConvertGen = errors.New("unable to convert value")
)

// GetAllAccounts returns information on all trading accounts associated with the API key
Expand Down Expand Up @@ -186,8 +198,8 @@ func (c *CoinbasePro) GetBestBidAsk(ctx context.Context, products []string) ([]P
coinbaseV3+coinbaseBestBidAsk, vals, nil, true, &resp, nil)
}

// GetProductBook returns a list of bids/asks for a single product
func (c *CoinbasePro) GetProductBook(ctx context.Context, productID string, limit uint16) (*ProductBook, error) {
// GetProductBookV3 returns a list of bids/asks for a single product
func (c *CoinbasePro) GetProductBookV3(ctx context.Context, productID string, limit uint16) (*ProductBook, error) {
if productID == "" {
return nil, errProductIDEmpty
}
Expand Down Expand Up @@ -1127,6 +1139,232 @@ func (c *CoinbasePro) GetV2Time(ctx context.Context) (*ServerTimeV2, error) {
return resp, c.SendHTTPRequest(ctx, exchange.RestSpot, coinbaseV2+coinbaseTime, &resp)
}

// GetAllCurrencies returns a list of all currencies that Coinbase knows about. These aren't necessarily tradable
func (c *CoinbasePro) GetAllCurrencies(ctx context.Context) ([]CurrencyData, error) {
var resp []CurrencyData
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, coinbaseCurrencies, &resp)
}

// GetACurrency returns information on a single currency specified by the user
func (c *CoinbasePro) GetACurrency(ctx context.Context, currency string) (*CurrencyData, error) {
if currency == "" {
return nil, errCurrencyEmpty
}
var resp *CurrencyData
path := coinbaseCurrencies + "/" + currency
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
}

// GetAllTradingPairs returns a list of currency pairs which are available for trading
func (c *CoinbasePro) GetAllTradingPairs(ctx context.Context, pairType string) ([]PairData, error) {
var resp []PairData
vals := url.Values{}
if pairType != "" {
vals.Set("type", pairType)
}
path := common.EncodeURLValues(coinbaseProducts, vals)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
}

// GetAllPairVolumes returns a list of currency pairs and their associated volumes
func (c *CoinbasePro) GetAllPairVolumes(ctx context.Context) ([]PairVolumeData, error) {
var resp []PairVolumeData
path := coinbaseProducts + "/" + coinbaseVolumeSummary
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
}

// GetPairDetails returns information on a single currency pair
func (c *CoinbasePro) GetPairDetails(ctx context.Context, pair string) (*PairData, error) {
if pair == "" {
return nil, errPairEmpty
}
var resp *PairData
path := coinbaseProducts + "/" + pair
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
}

// GetProductBookV1 returns the order book for the specified currency pair. Level 1 only returns the best bids and asks,
// Level 2 returns the full order book with orders at the same price aggregated, Level 3 returns the full
// non-aggregated order book.
func (c *CoinbasePro) GetProductBookV1(ctx context.Context, pair string, level uint8) (*OrderBook, error) {
if pair == "" {
return nil, errPairEmpty
}
var resp OrderBookResp
vals := url.Values{}
vals.Set("level", strconv.FormatUint(uint64(level), 10))
path := common.EncodeURLValues(coinbaseProducts+"/"+pair+"/"+coinbaseBook, vals)
err := c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
if err != nil {
return nil, err
}
ob := &OrderBook{
Sequence: resp.Sequence,
Bids: make([]Orders, len(resp.Bids)),
Asks: make([]Orders, len(resp.Asks)),
AuctionMode: resp.AuctionMode,
Auction: resp.Auction,
Time: resp.Time,
}
for i := range resp.Bids {
tempS1, ok := resp.Bids[i][0].(string)
if !ok {
return nil, fmt.Errorf("%w, %v", errStringConvert, resp.Bids[i][0])
}
tempF1, err := strconv.ParseFloat(tempS1, 64)
if err != nil {
return nil, err
}
tempS2, ok := resp.Bids[i][1].(string)
if !ok {
return nil, fmt.Errorf("%w, %v", errStringConvert, resp.Bids[i][1])
}
tempF2, err := strconv.ParseFloat(tempS2, 64)
if err != nil {
return nil, err
}
switch tempV := resp.Bids[i][2].(type) {
case string:
tempU, err := uuid.FromString(tempV)
if err != nil {
return nil, err
}
ob.Bids[i] = Orders{Price: tempF1, Size: tempF2, OrderCount: 1, OrderID: tempU}
case float64:
tempU := uint64(tempV)
ob.Bids[i] = Orders{Price: tempF1, Size: tempF2, OrderCount: tempU}
}
}
for i := range resp.Asks {
tempS1, ok := resp.Asks[i][0].(string)
if !ok {
return nil, fmt.Errorf("%w, %v", errStringConvert, resp.Asks[i][0])
}
tempF1, err := strconv.ParseFloat(tempS1, 64)
if err != nil {
return nil, err
}
tempS2, ok := resp.Asks[i][1].(string)
if !ok {
return nil, fmt.Errorf("%w, %v", errStringConvert, resp.Asks[i][1])
}
tempF2, err := strconv.ParseFloat(tempS2, 64)
if err != nil {
return nil, err
}
switch tempV := resp.Asks[i][2].(type) {
case string:
tempU, err := uuid.FromString(tempV)
if err != nil {
return nil, err
}
ob.Asks[i] = Orders{Price: tempF1, Size: tempF2, OrderCount: 1, OrderID: tempU}
case float64:
tempU := uint64(tempV)
ob.Asks[i] = Orders{Price: tempF1, Size: tempF2, OrderCount: tempU}
}
}
return ob, nil
}

// GetProductCandles returns historical market data for the specified currency pair.
func (c *CoinbasePro) GetProductCandles(ctx context.Context, pair string, granularity uint32, startTime, endTime time.Time) error {
if pair == "" {
return errPairEmpty
}
var params Params
params.Values = url.Values{}
params.prepareDateString(startTime, endTime, "start", "end")

Check failure on line 1277 in exchanges/coinbasepro/coinbasepro.go

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Error return value of `params.prepareDateString` is not checked (errcheck)
if granularity != 0 {
params.Values.Set("granularity", strconv.FormatUint(uint64(granularity), 10))
}
path := common.EncodeURLValues(coinbaseProducts+"/"+pair+"/"+coinbaseCandles, params.Values)
var resp []RawCandles
err := c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
if err != nil {
return err
}
candles := make([]Candle, len(resp))
for i := range resp {
f1, ok := resp[i][0].(float64)
if !ok {
return fmt.Errorf("%w, %v", errFloatConvert, resp[i][0])
}
ti := int64(f1)
t := time.Unix(ti, 0)
f2, ok := resp[i][1].(float64)
if !ok {
return fmt.Errorf("%w, %v", errFloatConvert, resp[i][1])
}
f3, ok := resp[i][2].(float64)
if !ok {
return fmt.Errorf("%w, %v", errFloatConvert, resp[i][2])
}
f4, ok := resp[i][3].(float64)
if !ok {
return fmt.Errorf("%w, %v", errFloatConvert, resp[i][3])
}
f5, ok := resp[i][4].(float64)
if !ok {
return fmt.Errorf("%w, %v", errFloatConvert, resp[i][4])
}
f6, ok := resp[i][5].(float64)
if !ok {
return fmt.Errorf("%w, %v", errFloatConvert, resp[i][5])
}
candles[i] = Candle{
Time: t,
Low: f2,
High: f3,
Open: f4,
Close: f5,
Volume: f6,
}
}
return nil
}

// GetProductStats returns information on a specific pair's price and volume
func (c *CoinbasePro) GetProductStats(ctx context.Context, pair string) (*ProductStats, error) {
if pair == "" {
return nil, errPairEmpty
}
path := coinbaseProducts + "/" + pair + "/" + coinbaseStats
var resp *ProductStats
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
}

// GetProductTicker returns the ticker for the specified currency pair
func (c *CoinbasePro) GetProductTicker(ctx context.Context, pair string) (*ProductTicker, error) {
if pair == "" {
return nil, errPairEmpty
}
path := coinbaseProducts + "/" + pair + "/" + coinbaseTicker
var resp *ProductTicker
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
}

// GetProductTrades returns a list of the latest traides for a pair
func (c *CoinbasePro) GetProductTrades(ctx context.Context, pair, step, direction string, limit int64) ([]ProductTrades, error) {
if pair == "" {
return nil, errPairEmpty
}
vals := url.Values{}
if step != "" {
vals.Set(direction, step)
}
vals.Set("limit", strconv.FormatInt(limit, 10))
path := common.EncodeURLValues(coinbaseProducts+"/"+pair+"/"+coinbaseTrades, vals)
var resp []ProductTrades
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
}

// GetAllWrappedAssets returns a list of supported wrapped assets
func (c *CoinbasePro) GetAllWrappedAssets(ctx context.Context) (*AllWrappedAssets, error) {
var resp *AllWrappedAssets
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, coinbaseWrappedAssets, &resp)
}

// SendHTTPRequest sends an unauthenticated HTTP request
func (c *CoinbasePro) SendHTTPRequest(ctx context.Context, ep exchange.URL, path string, result interface{}) error {
endpoint, err := c.API.Endpoints.GetURL(ep)
Expand All @@ -1141,7 +1379,11 @@ func (c *CoinbasePro) SendHTTPRequest(ctx context.Context, ep exchange.URL, path
HTTPDebugging: c.HTTPDebugging,
HTTPRecording: c.HTTPRecording,
}
return c.SendPayload(ctx, request.Unset, func() (*request.Item, error) {
rLim := PubRate
if strings.Contains(path, coinbaseV2) {
rLim = V2Rate
}
return c.SendPayload(ctx, rLim, func() (*request.Item, error) {
return item, nil
}, request.UnauthenticatedRequest)
}
Expand Down
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