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Coinbase WS wrapperupperer
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@cranktakular
cranktakular committed Feb 6, 2024
1 parent 6ac86cd commit cfe6e11
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Showing 6 changed files with 903 additions and 1,043 deletions.
224 changes: 171 additions & 53 deletions exchanges/coinbasepro/coinbasepro.go
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Original file line number Diff line number Diff line change
Expand Up @@ -39,13 +39,17 @@ const (
coinbaseFills = "fills"
coinbaseCandles = "candles"
coinbaseTicker = "ticker"
coinbasePreview = "preview"
coinbasePortfolios = "portfolios"
coinbaseMoveFunds = "move_funds"
coinbaseCFM = "cfm"
coinbaseBalanceSummary = "balance_summary"
coinbasePositions = "positions"
coinbaseSweeps = "sweeps"
coinbaseSchedule = "schedule"
coinbaseIntx = "intx"
coinbaseAllocate = "allocate"
coinbasePortfolio = "portfolio"
coinbaseTransactionSummary = "transaction_summary"
coinbaseConvert = "convert"
coinbaseQuote = "quote"
Expand Down Expand Up @@ -122,6 +126,7 @@ var (
errFeeTypeNotSupported = errors.New("fee type not supported")
errCantDecodePrivKey = errors.New("cannot decode private key")
errNoWalletForCurrency = errors.New("no wallet found for currency, address creation impossible")
errChannelNameUnknown = errors.New("unknown channel name")
)

// GetAllAccounts returns information on all trading accounts associated with the API key
Expand Down Expand Up @@ -301,61 +306,17 @@ func (c *CoinbasePro) PlaceOrder(ctx context.Context, clientOID, productID, side
return nil, errAmountEmpty
}

var orderConfig OrderConfiguration

switch orderType {
case order.Market.String(), order.ImmediateOrCancel.String():
orderConfig.MarketMarketIOC = &MarketMarketIOC{}
if side == order.Buy.String() {
orderConfig.MarketMarketIOC.QuoteSize = strconv.FormatFloat(amount, 'f', -1, 64)
}
if side == order.Sell.String() {
orderConfig.MarketMarketIOC.BaseSize = strconv.FormatFloat(amount, 'f', -1, 64)
}
case order.Limit.String():
if endTime == (time.Time{}) {
orderConfig.LimitLimitGTC = &LimitLimitGTC{}
orderConfig.LimitLimitGTC.BaseSize = strconv.FormatFloat(amount, 'f', -1, 64)
orderConfig.LimitLimitGTC.LimitPrice = strconv.FormatFloat(limitPrice, 'f', -1, 64)
orderConfig.LimitLimitGTC.PostOnly = postOnly
} else {
orderConfig.LimitLimitGTD = &LimitLimitGTD{}
orderConfig.LimitLimitGTD.BaseSize = strconv.FormatFloat(amount, 'f', -1, 64)
orderConfig.LimitLimitGTD.LimitPrice = strconv.FormatFloat(limitPrice, 'f', -1, 64)
orderConfig.LimitLimitGTD.PostOnly = postOnly
orderConfig.LimitLimitGTD.EndTime = endTime
}
case order.StopLimit.String():
if endTime == (time.Time{}) {
orderConfig.StopLimitStopLimitGTC = &StopLimitStopLimitGTC{}
orderConfig.StopLimitStopLimitGTC.BaseSize = strconv.FormatFloat(amount, 'f', -1, 64)
orderConfig.StopLimitStopLimitGTC.LimitPrice = strconv.FormatFloat(limitPrice, 'f', -1,
64)
orderConfig.StopLimitStopLimitGTC.StopPrice = strconv.FormatFloat(stopPrice, 'f', -1, 64)
orderConfig.StopLimitStopLimitGTC.StopDirection = stopDirection
} else {
orderConfig.StopLimitStopLimitGTD = &StopLimitStopLimitGTD{}
orderConfig.StopLimitStopLimitGTD.BaseSize = strconv.FormatFloat(amount, 'f', -1, 64)
orderConfig.StopLimitStopLimitGTD.LimitPrice = strconv.FormatFloat(limitPrice, 'f', -1,
64)
orderConfig.StopLimitStopLimitGTD.StopPrice = strconv.FormatFloat(stopPrice, 'f', -1, 64)
orderConfig.StopLimitStopLimitGTD.StopDirection = stopDirection
orderConfig.StopLimitStopLimitGTD.EndTime = endTime
}
default:
return nil, errInvalidOrderType
orderConfig, err := prepareOrderConfig(orderType, side, stopDirection, amount, limitPrice, stopPrice, endTime,
postOnly)
if err != nil {
return nil, err
}

req := map[string]interface{}{"client_order_id": clientOID, "product_id": productID,
"side": side, "order_configuration": orderConfig, "self_trade_prevention_id": stpID,
"leverage": strconv.FormatFloat(leverage, 'f', -1, 64), "retail_portfolio_id": rpID}

if marginType == "ISOLATED" || marginType == "CROSS" {
req["margin_type"] = marginType
}
if marginType == "MULTI" {
req["margin_type"] = "CROSS"
}
prepareMarginType(marginType, req)

var resp PlaceOrderResp

Expand Down Expand Up @@ -520,6 +481,35 @@ func (c *CoinbasePro) GetOrderByID(ctx context.Context, orderID, clientOID, user
return &resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, path, pathParams, nil, true, &resp, nil)
}

// PreviewOrder simulates the results of an order request
func (c *CoinbasePro) PreviewOrder(ctx context.Context, productID, side, orderType, stopDirection, marginType string, commissionValue, amount, limitPrice, stopPrice, tradableBalance, leverage float64, postOnly, isMax, skipFCMRiskCheck bool, endTime time.Time) (*PreviewOrderResp, error) {
if amount == 0 {
return nil, errAmountEmpty
}

orderConfig, err := prepareOrderConfig(orderType, side, stopDirection, amount, limitPrice, stopPrice, endTime,
postOnly)
if err != nil {
return nil, err
}

commissionRate := map[string]string{"value": strconv.FormatFloat(commissionValue, 'f', -1, 64)}

req := map[string]interface{}{"product_id": productID, "side": side, "commission_rate": commissionRate,
"order_configuration": orderConfig, "is_max": isMax,
"tradable_balance": strconv.FormatFloat(tradableBalance, 'f', -1, 64),
"skip_fcm_risk_check": skipFCMRiskCheck, "leverage": strconv.FormatFloat(leverage, 'f', -1, 64)}

prepareMarginType(marginType, req)

var resp *PreviewOrderResp

path := fmt.Sprintf("%s%s/%s", coinbaseV3, coinbaseOrders, coinbasePreview)

return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost, path, "", req, true,
&resp, nil)
}

// GetAllPortfolios returns a list of portfolios associated with the user
func (c *CoinbasePro) GetAllPortfolios(ctx context.Context, portfolioType string) (AllPortfolioResponse, error) {
var resp AllPortfolioResponse
Expand Down Expand Up @@ -695,6 +685,75 @@ func (c *CoinbasePro) CancelPendingFuturesSweep(ctx context.Context) (SuccessBoo
path, "", nil, true, &resp, nil)
}

// AllocatePortfolio allocates funds to a position in your perpetuals portfolio
func (c *CoinbasePro) AllocatePortfolio(ctx context.Context, portfolioID, productID, currency string, amount float64) error {
if portfolioID == "" {
return errPortfolioIDEmpty
}
if productID == "" {
return errProductIDEmpty
}
if currency == "" {
return errCurrencyEmpty
}
if amount == 0 {
return errAmountEmpty
}

req := map[string]interface{}{"portfolio_uuid": portfolioID, "symbol": productID, "currency": currency,
"amount": strconv.FormatFloat(amount, 'f', -1, 64)}

path := fmt.Sprintf("%s%s/%s", coinbaseV3, coinbaseIntx, coinbaseAllocate)

return c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodPost,
path, "", req, true, nil, nil)
}

// GetPerpetualsPortfolioSummary returns a summary of your perpetuals portfolio
func (c *CoinbasePro) GetPerpetualsPortfolioSummary(ctx context.Context, portfolioID string) (PerpetualPortResponse, error) {
var resp PerpetualPortResponse

if portfolioID == "" {
return resp, errPortfolioIDEmpty
}

path := fmt.Sprintf("%s%s/%s/%s", coinbaseV3, coinbaseIntx, coinbasePortfolio, portfolioID)

return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
path, "", nil, true, &resp, nil)
}

// GetAllPerpetualsPositions returns a list of all open positions in your perpetuals portfolio
func (c *CoinbasePro) GetAllPerpetualsPositions(ctx context.Context, portfolioID string) (AllPerpPosResponse, error) {
var resp AllPerpPosResponse

if portfolioID == "" {
return resp, errPortfolioIDEmpty
}

path := fmt.Sprintf("%s%s/%s/%s", coinbaseV3, coinbaseIntx, coinbasePositions, portfolioID)

return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
path, "", nil, true, &resp, nil)
}

// GetPerpetualsPositionByID returns information on a single open position in your perpetuals portfolio
func (c *CoinbasePro) GetPerpetualsPositionByID(ctx context.Context, portfolioID, productID string) (OnePerpPosResponse, error) {
var resp OnePerpPosResponse

if portfolioID == "" {
return resp, errPortfolioIDEmpty
}
if productID == "" {
return resp, errProductIDEmpty
}

path := fmt.Sprintf("%s%s/%s/%s/%s", coinbaseV3, coinbaseIntx, coinbasePositions, portfolioID, productID)

return resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
path, "", nil, true, &resp, nil)
}

// GetTransactionSummary returns a summary of transactions with fee tiers, total volume,
// and fees
func (c *CoinbasePro) GetTransactionSummary(ctx context.Context, startDate, endDate time.Time, userNativeCurrency, productType, contractExpiryType string) (*TransactionSummary, error) {
Expand Down Expand Up @@ -1271,7 +1330,7 @@ func (c *CoinbasePro) SendHTTPRequest(ctx context.Context, ep exchange.URL, path
}

// SendAuthenticatedHTTPRequest sends an authenticated HTTP request
func (c *CoinbasePro) SendAuthenticatedHTTPRequest(ctx context.Context, ep exchange.URL, method, path, queryParams string, bodyParams map[string]interface{}, istrue bool, result interface{}, returnHead *http.Header) (err error) {
func (c *CoinbasePro) SendAuthenticatedHTTPRequest(ctx context.Context, ep exchange.URL, method, path, queryParams string, bodyParams map[string]interface{}, isVersion3 bool, result interface{}, returnHead *http.Header) (err error) {
creds, err := c.GetCredentials(ctx)
if err != nil {
return err
Expand All @@ -1282,7 +1341,7 @@ func (c *CoinbasePro) SendAuthenticatedHTTPRequest(ctx context.Context, ep excha
}

// Version 2 wants query params in the path during signing
if !istrue {
if !isVersion3 {
path = path + queryParams

Check failure on line 1345 in exchanges/coinbasepro/coinbasepro.go

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assignOp: replace `path = path + queryParams` with `path += queryParams` (gocritic)
}

Expand Down Expand Up @@ -1322,7 +1381,7 @@ func (c *CoinbasePro) SendAuthenticatedHTTPRequest(ctx context.Context, ep excha
headers["CB-VERSION"] = "2023-11-13"

// Version 3 only wants query params in the path when the request is sent
if istrue {
if isVersion3 {
path = path + queryParams

Check failure on line 1385 in exchanges/coinbasepro/coinbasepro.go

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GitHub Actions / lint 

assignOp: replace `path = path + queryParams` with `path += queryParams` (gocritic)
}

Expand All @@ -1339,7 +1398,7 @@ func (c *CoinbasePro) SendAuthenticatedHTTPRequest(ctx context.Context, ep excha
}, nil
}
rateLim := V2Rate
if istrue {
if isVersion3 {
rateLim = V3Rate
}

Expand Down Expand Up @@ -1488,6 +1547,65 @@ func (p *Params) preparePagination(pag PaginationInp) {
}
}

// prepareOrderConfig is a helper function that popoulates the OrderConfiguration struct
func prepareOrderConfig(orderType, side, stopDirection string, amount, limitPrice, stopPrice float64, endTime time.Time, postOnly bool) (OrderConfiguration, error) {
var orderConfig OrderConfiguration

switch orderType {
case order.Market.String(), order.ImmediateOrCancel.String():
orderConfig.MarketMarketIOC = &MarketMarketIOC{}
if side == order.Buy.String() {
orderConfig.MarketMarketIOC.QuoteSize = strconv.FormatFloat(amount, 'f', -1, 64)
}
if side == order.Sell.String() {
orderConfig.MarketMarketIOC.BaseSize = strconv.FormatFloat(amount, 'f', -1, 64)
}
case order.Limit.String():
if endTime == (time.Time{}) {
orderConfig.LimitLimitGTC = &LimitLimitGTC{}
orderConfig.LimitLimitGTC.BaseSize = strconv.FormatFloat(amount, 'f', -1, 64)
orderConfig.LimitLimitGTC.LimitPrice = strconv.FormatFloat(limitPrice, 'f', -1, 64)
orderConfig.LimitLimitGTC.PostOnly = postOnly
} else {
orderConfig.LimitLimitGTD = &LimitLimitGTD{}
orderConfig.LimitLimitGTD.BaseSize = strconv.FormatFloat(amount, 'f', -1, 64)
orderConfig.LimitLimitGTD.LimitPrice = strconv.FormatFloat(limitPrice, 'f', -1, 64)
orderConfig.LimitLimitGTD.PostOnly = postOnly
orderConfig.LimitLimitGTD.EndTime = endTime
}
case order.StopLimit.String():
if endTime == (time.Time{}) {
orderConfig.StopLimitStopLimitGTC = &StopLimitStopLimitGTC{}
orderConfig.StopLimitStopLimitGTC.BaseSize = strconv.FormatFloat(amount, 'f', -1, 64)
orderConfig.StopLimitStopLimitGTC.LimitPrice = strconv.FormatFloat(limitPrice, 'f', -1,
64)
orderConfig.StopLimitStopLimitGTC.StopPrice = strconv.FormatFloat(stopPrice, 'f', -1, 64)
orderConfig.StopLimitStopLimitGTC.StopDirection = stopDirection
} else {
orderConfig.StopLimitStopLimitGTD = &StopLimitStopLimitGTD{}
orderConfig.StopLimitStopLimitGTD.BaseSize = strconv.FormatFloat(amount, 'f', -1, 64)
orderConfig.StopLimitStopLimitGTD.LimitPrice = strconv.FormatFloat(limitPrice, 'f', -1,
64)
orderConfig.StopLimitStopLimitGTD.StopPrice = strconv.FormatFloat(stopPrice, 'f', -1, 64)
orderConfig.StopLimitStopLimitGTD.StopDirection = stopDirection
orderConfig.StopLimitStopLimitGTD.EndTime = endTime
}
default:
return orderConfig, errInvalidOrderType
}
return orderConfig, nil
}

// prepareMarginType is a helper function that properly formats the margin type for the request
func prepareMarginType(marginType string, req map[string]interface{}) {
if marginType == "ISOLATED" || marginType == "CROSS" {
req["margin_type"] = marginType
}
if marginType == "MULTI" {
req["margin_type"] = "CROSS"
}
}

func (f FiatTransferType) String() string {
if f {
return "withdrawal"
Expand Down
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