coinbase-advanced 0.1.1

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data/.rubocop.yml

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+inherit_from: .rubocop_todo.yml
+AllCops:
+  NewCops: enable
+
+Style/StringLiterals:
+  EnforcedStyle: double_quotes

data/.rubocop_todo.yml

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+# This configuration was generated by
+# `rubocop --auto-gen-config`
+# on 2024-11-28 01:59:34 UTC using RuboCop version 1.69.0.
+# The point is for the user to remove these configuration records
+# one by one as the offenses are removed from the code base.
+# Note that changes in the inspected code, or installation of new
+# versions of RuboCop, may require this file to be generated again.

data/.ruby-version

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+3.3.6

data/CHANGELOG.md

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+## [Unreleased]
+
+## [0.1.0] - 2024-12-03
+
+- Initial release

data/LICENSE.md

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data/README.md

@@ -0,0 +1,91 @@
+# Coinbase Advanced API Ruby Wrapper (Unofficial)
+
+Ruby wrapper for Coinbase Advanced API. **UNOFFICIAL** as the author is not employed or associated with Coinbase nor has this gem been vetted by Coinbase. 
+
+https://docs.cdp.coinbase.com/advanced-trade/docs/welcome
+
+**If you are an experienced ruby / SDK dev would highly appreciate any guidance, even a review would be highly appreciated as two heads are better than one**
+
+## Caveats:
+
+1. Only REST implemented - https://docs.cdp.coinbase.com/advanced-trade/reference
+2. Not all endpoints fully tested
+3. Some cleanup / refactoring scheduled
+4. Need to implement some tests
+5. Need to pepper in additional logging
+
+Consider this wrapper in alpha / prototype stage. Publishing it despite lack of polish hoping it provides others some utility.
+
+## Installation
+
+```
+gem install coinbase-advanced
+```
+
+or add to Gemfile:
+
+```
+gem "coinbase-advanced"
+```
+
+and run bundle install
+
+## Configuration
+
+Configuration settings + defaults
+
+```ruby
+# not recommended to hard code the following. use environment vars and ENV.fetch("ENV_VAR", nil) instead
+Coinbase::Advanced.key_file = "absolute path to key file"  # default env var: COINBASE_JSON_KEY_FILE
+Coinbase::Advanced.api_key = "your_api_key"                # default env var: COINBASE_API_KEY
+Coinbase::Advanced.api_secret = "your_api_secret"          # default env var: COINBASE_API_SECRET
+
+Coinbase::Advanced.base_url = "api.coinbase.com"
+Coinbase::Advanced.api_prefix = "/api/v3/brokerage"
+
+Coinbase::Advanced.timeout = 30
+
+Coinbase::Advanced.logger = Logger.new($stdout)
+Coinbase::Advanced.log_level = :info # :debug / :info / :warn / :error / :fatal
+Coinbase::Advanced.log_filter_params = ["api_key", "api_secret"] # filters sensitive params from log / console
+
+Coinbase::Advanced.verbose = false
+```
+
+## Examples
+
+```ruby
+require "coinbase/advanced"
+
+# recommended to simply point to key file rather than exporting api key/secret individually
+# first export COINBASE_JSON_KEY_FILE=absolute_key_file_path
+Coinbase::Advanced.key_file = ENV.fetch("COINBASE_JSON_KEY_FILE", nil)
+
+# uncomment for verbose mode
+# Coinbase::Advanced.verbose = true
+client = Coinbase::Advanced::REST::RESTBase.new
+
+res = client.get_server_time.response
+puts "Server time: #{res.iso}"
+
+res = client.get_product(product_id: "BTC-USD").response
+puts "Product: #{res.product_id} - Price: #{res.price}"
+
+res = client.list_fills(limit: "3").response
+res.fills.each_with_index do |fill, i|
+  puts "Fill #{i + 1}\n#{fill.inspect}\n"
+end
+
+res = client.list_futures_positions.response
+if res.positions.empty?
+  puts "No positions"
+else
+  res.positions.each_with_index do |position, i|
+    puts "Position #{i + 1}\n#{position.inspect}\n"
+  end
+end
+```
+
+## Contribution
+
+Open issue or fork + submit PR. You know the drill

data/Rakefile

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+# frozen_string_literal: true
+
+require "bundler/gem_tasks"
+require "rspec/core/rake_task"
+
+RSpec::Core::RakeTask.new(:spec)
+
+require "rubocop/rake_task"
+
+RuboCop::RakeTask.new
+
+task default: %i[spec rubocop]

data/TODO.md

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+# TODOs
+
+2. Using Data Class to classify JSON response dynamically. Upside: immutable, better performance (maybe?), less work. However it may be best for objects to be explicitiy defined. Can punt this for now. Ideally CoinBase has a standardized API manifest that can be pulled so objects can be autogenerated.
+3. separate JWT logic as mixin / concern?
+5. need someone to help test perpetual resource endpoints
+6. yard documentation of endpoints would be nice
+7. support sandbox mode
+10. make logger "globally" accessible. @config.log("abc", :info)
+11. keep constants.rb ?
+12. Docker devcontainer would be nice
+13. move test.rb to examples directory
+
+# DONE
+
+1. substitute puts with logger + debug / verbose mode generally
+
+Done-ish. The prints have been removed, verbose mode is configurable, but still need to (intelligently) pepper in additional debug logging.
+
+4. Would be nice to have helper function for futures to see whether futures market is open or not (hopefully coinbase provides one at some point). Otherwise up to SDK user to query + cache product endpoint for open status. Maybe beyond scope of API wrapper?
+9. For orders: include helper methods for market / limit orders? or beyond scope of wrapper?
+
+^ executive decision is it is beyond scope. helpers / concerns / decorators / whatever will be contained in separate repo / gem.
+
+8. following TODO #2, need to make executive decision regarding namespacing resources, "orders" being the main culprit as some methods are ambiguous. e.g. - due to being rails-brained - "get_orders" redundant vs just "orders". but then under rails paradigm create_order is also redundant (GET:order vs POST:order). not to mention coinbase API reference using "GET", "LIST", "CREATE" kinda loosely is ... annoying. aliasing methods for now to avoid existential crisis and coding paralysis.
+
+^ Executive decision: to avoid confusion go full explicit and map 1:1 with API reference. No aliasing. Coinbase already achieved a mind-boggling level of incoherence between endpoint namespacing, verbiage, and mapping endpoint names to API reference that - although I almost feel an obligation to in the spirit of coinbase - I will spare the brave souls using this library the additional layer of complication.

data/lib/coinbase/advanced/api_base.rb

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+# frozen_string_literal: true
+
+module Coinbase
+  module Advanced
+    # APIBase serves primarily to store state required for authentication (REST / Websocket)
+    # In addition it should house any contexts / configurations that are shared between communication protocols
+    class APIBase
+      JSON_API_KEY = "name"
+      JSON_API_SECRET = "privateKey"
+
+      def initialize(config = Coinbase::Advanced.config)
+        @config = config
+
+        @key_file = config&.key_file
+        @api_key = config&.api_key
+        @api_secret = config&.api_secret
+
+        @base_url = config&.base_url
+        @api_prefix = config&.api_prefix
+        @timeout = config&.timeout
+
+        @verbose = config&.verbose
+
+        @authenticated = authenticate
+        @config.log("Authentication failed. You may only access public endpoints.", :warn) unless @authenticated
+      end
+
+      def authenticate
+        if @key_file
+          if @api_key && @api_secret
+            @config.log "Ambiguous authentication scheme: use either api_key + api_secret OR key_file.", :warn
+            @config.log "Defaulting to key_file credentials", :warn
+          end
+          parse_key_file
+        end
+
+        @api_key && @api_secret
+      end
+
+      def parse_key_file
+        js = JSON.parse(File.read(@key_file))
+        @api_key = js[JSON_API_KEY]
+        @api_secret = js[JSON_API_SECRET]
+      rescue StandardError => e
+        @config.log "Failed to parse JSON key file: #{e.message}", :error
+      end
+    end
+  end
+end

data/lib/coinbase/advanced/concerns/filter_param.rb

@@ -0,0 +1,38 @@
+# frozen_string_literal: true
+
+module Coinbase
+  module Advanced
+    module Concerns
+      # FilterParam is a concern that provides a way to filter sensitive parameters from being logged
+      # Similar to rails filter_parameters
+      # https://api.rubyonrails.org/classes/ActionDispatch/Http/FilterParameters.html
+      module FilterParam
+        def original_inspect
+          inspect
+        end
+
+        def formatted_instance_variables
+          instance_variables.sort.map do |var|
+            value = @filter_params.include?(var) ? "[FILTERED]" : instance_variable_get(var).inspect
+            "#{var}=#{value}"
+          end
+        end
+
+        def inspect
+          "#<#{self.class}: #{formatted_instance_variables.join(', ')}>"
+        end
+
+        def pretty_print(pp)
+          pp.object_group(self) do
+            instance_variables.sort.each do |var|
+              pp.breakable
+              value = @filter_params.include?(var) ? "[FILTERED]" : instance_variable_get(var)
+              pp.text "#{var}="
+              pp.pp value
+            end
+          end
+        end
+      end
+    end
+  end
+end

data/lib/coinbase/advanced/constants.rb

@@ -0,0 +1,43 @@
+# frozen_string_literal: true
+
+module Coinbase
+  module Advanced
+    API_ENV_KEY = "COINBASE_API_KEY"
+    API_SECRET_ENV_KEY = "COINBASE_API_SECRET"
+    USER_AGENT = "coinbase-advanced-rb/0.0.1"
+
+    # REST Constants
+    BASE_URL = "api.coinbase.com"
+    API_PREFIX = "/api/v3/brokerage"
+
+    # Websocket Constants
+    WS_BASE_URL = "wss://advanced-trade-ws.coinbase.com"
+    WS_USER_BASE_URL = "wss://advanced-trade-ws-user.coinbase.com"
+
+    WS_RETRY_MAX = 5
+    WS_RETRY_BASE = 5
+    WS_RETRY_FACTOR = 1.5
+
+    # Message Types
+    SUBSCRIBE_MESSAGE_TYPE = "subscribe"
+    UNSUBSCRIBE_MESSAGE_TYPE = "unsubscribe"
+
+    # Channels
+    HEARTBEATS = "heartbeats"
+    CANDLES = "candles"
+    MARKET_TRADES = "market_trades"
+    STATUS = "status"
+    TICKER = "ticker"
+    TICKER_BATCH = "ticker_batch"
+    LEVEL2 = "level2"
+    USER = "user"
+    FUTURES_BALANCE_SUMMARY = "futures_balance_summary"
+
+    # WS_AUTH_CHANNELS = {USER, FUTURES_BALANCE_SUMMARY}
+
+    # X_RATELIMIT_LIMIT = "x-ratelimit-limit"
+    # X_RATELIMIT_REMAINING = "x-ratelimit-remaining"
+    # X_RATELIMIT_RESET = "x-ratelimit-reset"
+    # RATE_LIMIT_HEADERS = {X_RATELIMIT_LIMIT, X_RATELIMIT_REMAINING, X_RATELIMIT_RESET}
+  end
+end

data/lib/coinbase/advanced/jwt_generator.rb

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+# frozen_string_literal: true
+
+# Stub. See README

data/lib/coinbase/advanced/rest/base_response.rb

@@ -0,0 +1,35 @@
+# frozen_string_literal: true
+
+require "active_support/inflector"
+
+module Coinbase
+  module Advanced
+    module REST
+      # Converts JSON object to Ruby-style object
+      # Similar to https://github.com/coinbase/coinbase-advanced-py/blob/v1.8.1/coinbase/rest/types/base_response.py
+      class BaseResponse
+        attr_reader :response
+
+        # TODO: should snake case default be true or false? (or perhaps support both via aliasing if possible?)
+        def initialize(json_hash, snake_case: true)
+          @snake_case = snake_case
+          @response = to_data(json_hash)
+        end
+
+        def to_data(value)
+          case value
+          when Hash
+            transformed_keys = value.keys.map { |key| @snake_case ? key.underscore.to_sym : key }
+            transformed_values = value.values.map { |v| to_data(v) }
+
+            Data.define(*transformed_keys).new(*transformed_values)
+          when Array
+            value.map { |v| to_data(v) }
+          else
+            value
+          end
+        end
+      end
+    end
+  end
+end

data/lib/coinbase/advanced/rest/resources/accounts.rb

@@ -0,0 +1,21 @@
+# frozen_string_literal: true
+
+module Coinbase
+  module Advanced
+    module REST
+      module Resources
+        module Accounts
+          def list_accounts(params = {})
+            get("accounts", params)
+          end
+
+          def get_account(params = {})
+            raise ArgumentError, "Missing :account_uuid" unless params.key? :account_uuid
+
+            get("accounts/#{params[:account_uuid]}")
+          end
+        end
+      end
+    end
+  end
+end

data/lib/coinbase/advanced/rest/resources/converts.rb

@@ -0,0 +1,37 @@
+# frozen_string_literal: true
+
+module Coinbase
+  module Advanced
+    module REST
+      module Resources
+        module Converts
+          def create_convert_quote(params = {})
+            raise ArgumentError, "Missing :from_account" unless params.key? :from_account
+            raise ArgumentError, "Missing :to_account" unless params.key? :to_account
+            raise ArgumentError, "Missing :amount" unless params.key? :amount
+
+            post("convert/quote", params)
+          end
+
+          def get_convert_trade(params = {})
+            raise ArgumentError, "Missing :trade_id" unless params.key? :trade_id
+            raise ArgumentError, "Missing :from_account" unless params.key? :from_account
+            raise ArgumentError, "Missing :to_account" unless params.key? :to_account
+
+            trade_id = params.delete(:trade_id)
+            get("convert/trade/#{trade_id}", params)
+          end
+
+          def commit_convert_trade(params = {})
+            raise ArgumentError, "Missing :trade_id" unless params.key? :trade_id
+            raise ArgumentError, "Missing :from_account" unless params.key? :from_account
+            raise ArgumentError, "Missing :to_account" unless params.key? :to_account
+
+            trade_id = params.delete(:trade_id)
+            post("convert/trade/#{trade_id}", params)
+          end
+        end
+      end
+    end
+  end
+end

data/lib/coinbase/advanced/rest/resources/data_api.rb

@@ -0,0 +1,15 @@
+# frozen_string_literal: true
+
+module Coinbase
+  module Advanced
+    module REST
+      module Resources
+        module DataAPI
+          def get_api_key_permissions # rubocop:disable Naming/AccessorMethodName
+            get("key_permissions")
+          end
+        end
+      end
+    end
+  end
+end

data/lib/coinbase/advanced/rest/resources/fees.rb

@@ -0,0 +1,15 @@
+# frozen_string_literal: true
+
+module Coinbase
+  module Advanced
+    module REST
+      module Resources
+        module Fees
+          def get_transaction_summary(params = {})
+            get("transaction_summary", params)
+          end
+        end
+      end
+    end
+  end
+end