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New public endpoint incorporation
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@cranktakular
cranktakular committed Jun 11, 2024
1 parent 91d4b24 commit 75425fd
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Showing 4 changed files with 270 additions and 392 deletions.
23 changes: 4 additions & 19 deletions cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -94,15 +94,12 @@ func setupExchange(ctx context.Context, t *testing.T, name string, cfg *config.C
t.Fatalf("Cannot setup %v UpdateTradablePairs %v", name, err)
}
b := exch.GetBase()
// Strange ordering since Setup must be run before UpdateTradablePairs, but Coinbase will fail if invalid
// credentials have been set, so we must set them after UpdateTradablePairs
// Idiosyncratic execution flow since Setup must be run before UpdateTradablePairs, but Coinbase will fail if
// invalid credentials have been set, so we must set them after UpdateTradablePairs
creds := getExchangeCredentials(name)
b.SetCredentials(creds.Key, creds.Secret, creds.ClientID, creds.Subaccount, creds.Subaccount,
creds.OTPSecret)
b.API.AuthenticatedSupport = true
b.API.SetClientID(creds.ClientID)
b.API.SetKey(creds.Key)
b.API.SetSecret(creds.Secret)
b.API.SetPEMKey(creds.PEMKey)
b.API.SetSubAccount(creds.Subaccount)
// Lbank usually runs this during setup, but if keys aren't set then, it will fail, so we have to manually
// recreate that here
lbankExch, ok := exch.(*lbank.Lbank)
Expand Down Expand Up @@ -717,18 +714,6 @@ func isFiat(t *testing.T, c string) bool {
return false
}

// func getTestableAssets(t *testing.T, exch exchange.IBotExchange) []asset.Item {
// t.Helper()
// var assets []asset.Item
// if exchange == coinbrasepro && asset.Ifutures {
// continue
// }
// for x := range exch.GetBase().CurrencyPairs.GetAssetTypes(false) {
// assets = append(assets, exch.GetBase().CurrencyPairs.GetAssetTypes(false)[x])
// }
// return assets
// }

// disruptFormatting adds in an unused delimiter and strange casing features to
// ensure format currency pair is used throughout the code base.
func disruptFormatting(t *testing.T, p currency.Pair) (currency.Pair, error) {
Expand Down
120 changes: 73 additions & 47 deletions exchanges/coinbasepro/coinbasepro.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -79,6 +79,7 @@ const (
coinbaseTrades = "trades"
coinbaseWrappedAssets = "wrapped-assets"
coinbaseConversionRate = "conversion-rate"
coinbaseMarket = "market"

pageNone = ""
pageBefore = "before"
Expand All @@ -98,6 +99,7 @@ const (

errIntervalNotSupported = "interval not supported"
warnSequenceIssue = "Out of order sequence number. Received %v, expected %v"
warnAuth = "%v authenticated request failed, attempting unauthenticated"
)

// Constants defining whether a transfer is a deposit or withdrawal, used to simplify
Expand All @@ -107,11 +109,11 @@ const (
FiatWithdrawal FiatTransferType = true
)

// While the exchange's fee pages say the worst taker/maker fees are 0.002 lower than the ones listed
// While the exchange's fee pages say the worst taker/maker fees are lower than the ones listed
// here, the data returned by the GetTransactionsSummary endpoint are consistent with these worst
// case scenarios. The best case scenarios are untested, and assumed to be in line with the fee pages
const (
WorstCaseTakerFee = 0.01
WorstCaseTakerFee = 0.012
WorstCaseMakerFee = 0.006
BestCaseTakerFee = 0.0005
BestCaseMakerFee = 0
Expand Down Expand Up @@ -161,7 +163,6 @@ var (
errFloatConvert = errors.New("unable to convert into float64 value")
errNoCredsUser = errors.New("no credentials when attempting to subscribe to authenticated channel user")
errWrappedAssetEmpty = errors.New("wrapped asset cannot be empty")
errAuthenticationNeeded = errors.New("authentication is needed to use this endpoint")
)

// GetAllAccounts returns information on all trading accounts associated with the API key
Expand Down Expand Up @@ -202,7 +203,7 @@ func (c *CoinbasePro) GetBestBidAsk(ctx context.Context, products []string) ([]P
}

// GetProductBookV3 returns a list of bids/asks for a single product
func (c *CoinbasePro) GetProductBookV3(ctx context.Context, productID string, limit uint16) (*ProductBook, error) {
func (c *CoinbasePro) GetProductBookV3(ctx context.Context, productID string, limit uint16, authenticated bool) (*ProductBook, error) {
if productID == "" {
return nil, errProductIDEmpty
}
Expand All @@ -212,12 +213,17 @@ func (c *CoinbasePro) GetProductBookV3(ctx context.Context, productID string, li
vals.Set("limit", strconv.FormatInt(int64(limit), 10))
}
var resp ProductBookResponse
return &resp.Pricebook, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
coinbaseV3+coinbaseProductBook, vals, nil, true, &resp, nil)
if authenticated {
return &resp.Pricebook, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
coinbaseV3+coinbaseProductBook, vals, nil, true, &resp, nil)
} else {

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path := coinbaseV3 + coinbaseMarket + "/" + coinbaseProductBook
return &resp.Pricebook, c.SendHTTPRequest(ctx, exchange.RestSpot, path, vals, &resp)
}
}

// GetAllProducts returns information on all currency pairs that are available for trading
func (c *CoinbasePro) GetAllProducts(ctx context.Context, limit, offset int32, productType, contractExpiryType, expiringContractStatus string, productIDs []string) (*AllProducts, error) {
func (c *CoinbasePro) GetAllProducts(ctx context.Context, limit, offset int32, productType, contractExpiryType, expiringContractStatus string, productIDs []string, authenticated bool) (*AllProducts, error) {
vals := url.Values{}
if limit != 0 {
vals.Set("limit", strconv.FormatInt(int64(limit), 10))
Expand All @@ -238,25 +244,35 @@ func (c *CoinbasePro) GetAllProducts(ctx context.Context, limit, offset int32, p
vals.Add("product_ids", productIDs[x])
}
var products AllProducts
return &products, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
coinbaseV3+coinbaseProducts, vals, nil, true, &products, nil)
if authenticated {
return &products, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
coinbaseV3+coinbaseProducts, vals, nil, true, &products, nil)
} else {

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path := coinbaseV3 + coinbaseMarket + "/" + coinbaseProducts
return &products, c.SendHTTPRequest(ctx, exchange.RestSpot, path, vals, &products)
}
}

// GetProductByID returns information on a single specified currency pair
func (c *CoinbasePro) GetProductByID(ctx context.Context, productID string) (*Product, error) {
func (c *CoinbasePro) GetProductByID(ctx context.Context, productID string, authenticated bool) (*Product, error) {
if productID == "" {
return nil, errProductIDEmpty
}
path := coinbaseV3 + coinbaseProducts + "/" + productID
resp := Product{}
return &resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
path, nil, nil, true, &resp, nil)
var resp Product
if authenticated {
path := coinbaseV3 + coinbaseProducts + "/" + productID
return &resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
path, nil, nil, true, &resp, nil)
} else {

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path := coinbaseV3 + coinbaseMarket + "/" + coinbaseProducts + "/" + productID
return &resp, c.SendHTTPRequest(ctx, exchange.RestSpot, path, nil, &resp)
}
}

// GetHistoricRates returns historic rates for a product. Rates are returned in
// grouped buckets based on requested granularity. Requests that return more than
// 300 data points are rejected
func (c *CoinbasePro) GetHistoricRates(ctx context.Context, productID, granularity string, startDate, endDate time.Time) ([]CandleStruct, error) {
func (c *CoinbasePro) GetHistoricRates(ctx context.Context, productID, granularity string, startDate, endDate time.Time, authenticated bool) ([]CandleStruct, error) {
var resp History
if productID == "" {
return nil, errProductIDEmpty
Expand All @@ -272,19 +288,24 @@ func (c *CoinbasePro) GetHistoricRates(ctx context.Context, productID, granulari
vals.Set("start", strconv.FormatInt(startDate.Unix(), 10))
vals.Set("end", strconv.FormatInt(endDate.Unix(), 10))
vals.Set("granularity", granularity)
path := coinbaseV3 + coinbaseProducts + "/" + productID + "/" + coinbaseCandles
err := c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
path, vals, nil, true, &resp, nil)
var err error
if authenticated {
path := coinbaseV3 + coinbaseProducts + "/" + productID + "/" + coinbaseCandles
err = c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
path, vals, nil, true, &resp, nil)
} else {
path := coinbaseV3 + coinbaseMarket + "/" + coinbaseProducts + "/" + productID + "/" + coinbaseCandles
err = c.SendHTTPRequest(ctx, exchange.RestSpot, path, vals, &resp)
}
return resp.Candles, err
}

// GetTicker returns snapshot information about the last trades (ticks) and best bid/ask.
// Contrary to documentation, this does not tell you the 24h volume
func (c *CoinbasePro) GetTicker(ctx context.Context, productID string, limit uint16, startDate, endDate time.Time) (*Ticker, error) {
func (c *CoinbasePro) GetTicker(ctx context.Context, productID string, limit uint16, startDate, endDate time.Time, authenticated bool) (*Ticker, error) {
if productID == "" {
return nil, errProductIDEmpty
}
path := coinbaseV3 + coinbaseProducts + "/" + productID + "/" + coinbaseTicker
vals := url.Values{}
vals.Set("limit", strconv.FormatInt(int64(limit), 10))
if !startDate.IsZero() && !startDate.Equal(time.Time{}) {
Expand All @@ -294,8 +315,14 @@ func (c *CoinbasePro) GetTicker(ctx context.Context, productID string, limit uin
vals.Set("end", strconv.FormatInt(endDate.Unix(), 10))
}
var resp Ticker
return &resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
path, vals, nil, true, &resp, nil)
if authenticated {
path := coinbaseV3 + coinbaseProducts + "/" + productID + "/" + coinbaseTicker
return &resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
path, vals, nil, true, &resp, nil)
} else {

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path := coinbaseV3 + coinbaseMarket + "/" + coinbaseProducts + "/" + productID + "/" + coinbaseTicker
return &resp, c.SendHTTPRequest(ctx, exchange.RestSpot, path, vals, &resp)
}
}

// PlaceOrder places either a limit, market, or stop order
Expand Down Expand Up @@ -794,7 +821,7 @@ func (c *CoinbasePro) GetConvertTradeByID(ctx context.Context, tradeID, from, to
// GetV3Time returns the current server time, calling V3 of the API
func (c *CoinbasePro) GetV3Time(ctx context.Context) (*ServerTimeV3, error) {
var resp *ServerTimeV3
return resp, c.SendHTTPRequest(ctx, exchange.RestSpot, coinbaseV3+coinbaseTime, &resp)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpot, coinbaseV3+coinbaseTime, nil, &resp)
}

// GetAllPaymentMethods returns a list of all payment methods associated with the user's account
Expand Down Expand Up @@ -1094,14 +1121,14 @@ func (c *CoinbasePro) GetFiatTransferByID(ctx context.Context, walletID, deposit
// GetFiatCurrencies lists currencies that Coinbase knows about
func (c *CoinbasePro) GetFiatCurrencies(ctx context.Context) ([]FiatData, error) {
var resp GetFiatCurrenciesResp
return resp.Data, c.SendHTTPRequest(ctx, exchange.RestSpot, coinbaseV2+coinbaseCurrencies, &resp)
return resp.Data, c.SendHTTPRequest(ctx, exchange.RestSpot, coinbaseV2+coinbaseCurrencies, nil, &resp)
}

// GetCryptocurrencies lists cryptocurrencies that Coinbase knows about
func (c *CoinbasePro) GetCryptocurrencies(ctx context.Context) ([]CryptoData, error) {
var resp GetCryptocurrenciesResp
path := coinbaseV2 + coinbaseCurrencies + "/" + coinbaseCrypto
return resp.Data, c.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
return resp.Data, c.SendHTTPRequest(ctx, exchange.RestSpot, path, nil, &resp)
}

// GetExchangeRates returns exchange rates for the specified currency. If none is specified,
Expand All @@ -1110,8 +1137,7 @@ func (c *CoinbasePro) GetExchangeRates(ctx context.Context, currency string) (*G
var resp *GetExchangeRatesResp
vals := url.Values{}
vals.Set("currency", currency)
path := common.EncodeURLValues(coinbaseV2+coinbaseExchangeRates, vals)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpot, coinbaseV2+coinbaseExchangeRates, vals, &resp)
}

// GetPrice returns the price the spot/buy/sell price for the specified currency pair,
Expand All @@ -1125,19 +1151,19 @@ func (c *CoinbasePro) GetPrice(ctx context.Context, currencyPair, priceType stri
return nil, errInvalidPriceType
}
var resp *GetPriceResp
return resp, c.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpot, path, nil, &resp)
}

// GetV2Time returns the current server time, calling V2 of the API
func (c *CoinbasePro) GetV2Time(ctx context.Context) (*ServerTimeV2, error) {
var resp *ServerTimeV2
return resp, c.SendHTTPRequest(ctx, exchange.RestSpot, coinbaseV2+coinbaseTime, &resp)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpot, coinbaseV2+coinbaseTime, nil, &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)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, coinbaseCurrencies, nil, &resp)
}

// GetACurrency returns information on a single currency specified by the user
Expand All @@ -1147,7 +1173,7 @@ func (c *CoinbasePro) GetACurrency(ctx context.Context, currency string) (*Curre
}
var resp *CurrencyData
path := coinbaseCurrencies + "/" + currency
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, nil, &resp)
}

// GetAllTradingPairs returns a list of currency pairs which are available for trading
Expand All @@ -1157,15 +1183,14 @@ func (c *CoinbasePro) GetAllTradingPairs(ctx context.Context, pairType string) (
if pairType != "" {
vals.Set("type", pairType)
}
path := common.EncodeURLValues(coinbaseProducts, vals)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, coinbaseProducts, vals, &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)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, nil, &resp)
}

// GetPairDetails returns information on a single currency pair
Expand All @@ -1175,7 +1200,7 @@ func (c *CoinbasePro) GetPairDetails(ctx context.Context, pair string) (*PairDat
}
var resp *PairData
path := coinbaseProducts + "/" + pair
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, nil, &resp)
}

// GetProductBookV1 returns the order book for the specified currency pair. Level 1 only returns the best bids and asks,
Expand All @@ -1188,8 +1213,8 @@ func (c *CoinbasePro) GetProductBookV1(ctx context.Context, pair string, level u
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)
path := coinbaseProducts + "/" + pair + "/" + coinbaseBook
err := c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, vals, &resp)
if err != nil {
return nil, err
}
Expand Down Expand Up @@ -1276,9 +1301,9 @@ func (c *CoinbasePro) GetProductCandles(ctx context.Context, pair string, granul
if granularity != 0 {
params.Values.Set("granularity", strconv.FormatUint(uint64(granularity), 10))
}
path := common.EncodeURLValues(coinbaseProducts+"/"+pair+"/"+coinbaseCandles, params.Values)
path := coinbaseProducts + "/" + pair + "/" + coinbaseCandles
var resp []RawCandles
err = c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
err = c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, params.Values, &resp)
if err != nil {
return nil, err
}
Expand Down Expand Up @@ -1329,7 +1354,7 @@ func (c *CoinbasePro) GetProductStats(ctx context.Context, pair string) (*Produc
}
path := coinbaseProducts + "/" + pair + "/" + coinbaseStats
var resp *ProductStats
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, nil, &resp)
}

// GetProductTicker returns the ticker for the specified currency pair
Expand All @@ -1339,7 +1364,7 @@ func (c *CoinbasePro) GetProductTicker(ctx context.Context, pair string) (*Produ
}
path := coinbaseProducts + "/" + pair + "/" + coinbaseTicker
var resp *ProductTicker
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, nil, &resp)
}

// GetProductTrades returns a list of the latest traides for a pair
Expand All @@ -1352,15 +1377,15 @@ func (c *CoinbasePro) GetProductTrades(ctx context.Context, pair, step, directio
vals.Set(direction, step)
}
vals.Set("limit", strconv.FormatInt(limit, 10))
path := common.EncodeURLValues(coinbaseProducts+"/"+pair+"/"+coinbaseTrades, vals)
path := coinbaseProducts + "/" + pair + "/" + coinbaseTrades
var resp []ProductTrades
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, vals, &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)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, coinbaseWrappedAssets, nil, &resp)
}

// GetWrappedAssetDetails returns information on a single wrapped asset
Expand All @@ -1370,7 +1395,7 @@ func (c *CoinbasePro) GetWrappedAssetDetails(ctx context.Context, wrappedAsset s
}
var resp *WrappedAsset
path := coinbaseWrappedAssets + "/" + wrappedAsset
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, nil, &resp)
}

// GetWrappedAssetConversionRate returns the conversion rate for the specified wrapped asset
Expand All @@ -1380,15 +1405,16 @@ func (c *CoinbasePro) GetWrappedAssetConversionRate(ctx context.Context, wrapped
}
var resp *WrappedAssetConversionRate
path := coinbaseWrappedAssets + "/" + wrappedAsset + "/" + coinbaseConversionRate
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, &resp)
return resp, c.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, nil, &resp)
}

// SendHTTPRequest sends an unauthenticated HTTP request
func (c *CoinbasePro) SendHTTPRequest(ctx context.Context, ep exchange.URL, path string, result interface{}) error {
func (c *CoinbasePro) SendHTTPRequest(ctx context.Context, ep exchange.URL, path string, vals url.Values, result interface{}) error {
endpoint, err := c.API.Endpoints.GetURL(ep)
if err != nil {
return err
}
path = common.EncodeURLValues(path, vals)
item := &request.Item{
Method: http.MethodGet,
Path: endpoint + path,
Expand Down
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