coinbase-pro 0.4.0

data/Rakefile

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+require "bundler/gem_tasks"
+require 'rspec/core/rake_task'
+
+RSpec::Core::RakeTask.new(:spec) do
+end
+
+task default: :spec

data/bin/console

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+#!/usr/bin/env ruby
+
+require "bundler/setup"
+require "coinbase/pro"
+
+# You can add fixtures and/or initialization code here to make experimenting
+# with your gem easier. You can also use a different console, if you like.
+
+# (If you use this, don't forget to add pry to your Gemfile!)
+# require "pry"
+# Pry.start
+
+require "irb"
+IRB.start

data/bin/setup

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+#!/bin/bash
+set -euo pipefail
+IFS=$'\n\t'
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/coinbase-pro.gemspec

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+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'coinbase/pro/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = "coinbase-pro"
+  spec.version       = Coinbase::Pro::VERSION
+  spec.authors       = ["Vertbase"]
+  spec.email         = ["dev@vertbase.com"]
+
+  spec.summary       = "Client library for Coinbase Pro"
+  spec.homepage      = "https://github.com/vertbase/coinbase-pro"
+  spec.license       = "MIT"
+
+  spec.files         = `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
+  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
+  spec.require_paths = ["lib"]
+
+  spec.add_dependency "bigdecimal"
+  spec.add_dependency "faye-websocket"
+  spec.add_dependency "em-http-request"
+
+  spec.add_development_dependency "bundler", "~> 1.8"
+  spec.add_development_dependency "rake", "~> 10.0"
+  spec.add_development_dependency "rspec"
+  spec.add_development_dependency "webmock"
+  spec.add_development_dependency "pry"
+end

data/lib/coinbase/pro.rb

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+require "bigdecimal"
+require "json"
+require "uri"
+require "net/http"
+require "em-http-request"
+require "faye/websocket"
+
+require "coinbase/pro/errors"
+require "coinbase/pro/api_object"
+require "coinbase/pro/api_response"
+require "coinbase/pro/api_client.rb"
+require "coinbase/pro/adapters/net_http.rb"
+require "coinbase/pro/adapters/em_http.rb"
+require "coinbase/pro/client"
+require "coinbase/pro/websocket"
+
+module Coinbase
+  # Coinbase Pro module
+  module Pro
+  end
+end

data/lib/coinbase/pro/adapters/em_http.rb

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+module Coinbase
+  module Pro
+    # EM-Http Adapter
+    class EMHTTPClient < APIClient
+      def initialize(api_key = '', api_secret = '', api_pass = '', options = {})
+        super(api_key, api_secret, api_pass, options)
+      end
+
+      private
+
+      def http_verb(method, path, body = nil)
+        if !EventMachine.reactor_running?
+          EM.run do
+            # FIXME: This doesn't work with paginated endpoints
+            http_verb(method, path, body) do |resp|
+              yield(resp)
+              EM.stop
+            end
+          end
+        else
+          req_ts = Time.now.utc.to_i.to_s
+          signature = Base64.encode64(
+            OpenSSL::HMAC.digest('sha256', Base64.decode64(@api_secret).strip,
+                                 "#{req_ts}#{method}#{path}#{body}")).strip
+          headers = {}
+          headers['Content-Type'] = 'application/json'
+          headers['CB-ACCESS-TIMESTAMP'] = req_ts
+          headers['CB-ACCESS-PASSPHRASE'] = @api_pass
+          headers['CB-ACCESS-KEY'] = @api_key
+          headers['CB-ACCESS-SIGN'] = signature
+
+          # NOTE: This is documented but not implemented in em-http-request
+          #       https://github.com/igrigorik/em-http-request/issues/182
+          #       https://github.com/igrigorik/em-http-request/pull/179
+          ssl_opts = { cert_chain_file: File.expand_path(File.join(File.dirname(__FILE__), 'ca-coinbase.crt')),
+                       verify_peer: true }
+
+          case method
+          when 'GET'
+            req = EM::HttpRequest.new(@api_uri).get(path: path, head: headers, body: body, ssl: ssl_opts)
+          when 'POST'
+            req = EM::HttpRequest.new(@api_uri).post(path: path, head: headers, body: body, ssl: ssl_opts)
+          when 'DELETE'
+            req = EM::HttpRequest.new(@api_uri).delete(path: path, head: headers, ssl: ssl_opts)
+          else fail
+          end
+          req.callback do |resp|
+            case resp.response_header.status
+            when 200 then yield(EMHTTPResponse.new(resp))
+            when 400 then fail BadRequestError, resp.response
+            when 401 then fail NotAuthorizedError, resp.response
+            when 403 then fail ForbiddenError, resp.response
+            when 404 then fail NotFoundError, resp.response
+            when 429 then fail RateLimitError, resp.response
+            when 500 then fail InternalServerError, resp.response
+            end
+          end
+          req.errback do |resp|
+            fail APIError, "#{method} #{@api_uri}#{path}: #{resp.error}"
+          end
+        end
+      end
+    end
+
+    # EM-Http response object
+    class EMHTTPResponse < APIResponse
+      def body
+        @response.response
+      end
+
+      def headers
+        out = @response.response_header.map do |key, val|
+          [ key.upcase.gsub('_', '-'), val ]
+        end
+        out.to_h
+      end
+
+      def status
+        @response.response_header.status
+      end
+    end
+  end
+end

data/lib/coinbase/pro/adapters/net_http.rb

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+module Coinbase
+  module Pro
+    # Net-HTTP adapter
+    class NetHTTPClient < APIClient
+      def initialize(api_key = '', api_secret = '', api_pass = '', options = {})
+        super(api_key, api_secret, api_pass, options)
+        @conn = Net::HTTP.new(@api_uri.host, @api_uri.port)
+        @conn.use_ssl = true if @api_uri.scheme == 'https'
+        @conn.cert_store = self.class.whitelisted_certificates
+        @conn.ssl_version = :TLSv1
+      end
+
+      private
+
+      def http_verb(method, path, body = nil)
+        case method
+        when 'GET' then req = Net::HTTP::Get.new(path)
+        when 'POST' then req = Net::HTTP::Post.new(path)
+        when 'DELETE' then req = Net::HTTP::Delete.new(path)
+        else fail
+        end
+
+        req.body = body
+
+        req_ts = Time.now.utc.to_i.to_s
+        signature = Base64.encode64(
+          OpenSSL::HMAC.digest('sha256', Base64.decode64(@api_secret).strip,
+                               "#{req_ts}#{method}#{path}#{body}")).strip
+        req['Content-Type'] = 'application/json'
+        req['CB-ACCESS-TIMESTAMP'] = req_ts
+        req['CB-ACCESS-PASSPHRASE'] = @api_pass
+        req['CB-ACCESS-KEY'] = @api_key
+        req['CB-ACCESS-SIGN'] = signature
+
+        resp = @conn.request(req)
+        case resp.code
+        when "200" then yield(NetHTTPResponse.new(resp))
+        when "400" then fail BadRequestError, resp.body
+        when "401" then fail NotAuthorizedError, resp.body
+        when "403" then fail ForbiddenError, resp.body
+        when "404" then fail NotFoundError, resp.body
+        when "429" then fail RateLimitError, resp.body
+        when "500" then fail InternalServerError, resp.body
+        end
+        resp.body
+      end
+    end
+
+    # Net-Http response object
+    class NetHTTPResponse < APIResponse
+      def body
+        @response.body
+      end
+
+      def headers
+        out = @response.to_hash.map do |key, val|
+          [ key.upcase.gsub('_', '-'), val.count == 1 ? val.first : val ]
+        end
+        out.to_h
+      end
+
+      def status
+        @response.code.to_i
+      end
+    end
+  end
+end

data/lib/coinbase/pro/api_client.rb

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+module Coinbase
+  module Pro
+    # Net-http client for Coinbase Pro API
+    class APIClient
+      def initialize(api_key = '', api_secret = '', api_pass = '', options = {})
+        @api_uri = URI.parse(options[:api_url] || "https://api.pro.coinbase.com")
+        @api_pass = api_pass
+        @api_key = api_key
+        @api_secret = api_secret
+        @default_product = options[:product_id] || "BTC-USD"
+      end
+
+      def server_epoch(params = {})
+        get("/time", params) do |resp|
+          yield(resp) if block_given?
+        end
+      end
+
+      #
+      # Market Data
+      #
+      def currencies(params = {})
+        out = nil
+        get("/currencies", params) do |resp|
+          out = response_collection(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def products(params = {})
+        out = nil
+        get("/products", params) do |resp|
+          out = response_collection(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def orderbook(params = {})
+        product = params[:product_id] || @default_product
+
+        out = nil
+        get("/products/#{product}/book", params) do |resp|
+          out = response_object(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def last_trade(params = {})
+        product = params[:product_id] || @default_product
+
+        out = nil
+        get("/products/#{product}/ticker", params) do |resp|
+          out = response_object(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def trade_history(params = {})
+        product = params[:product_id] || @default_product
+
+        out = nil
+        get("/products/#{product}/trades", params, paginate: true) do |resp|
+          out = response_collection(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def price_history(params = {})
+        product = params[:product_id] || @default_product
+
+        out = nil
+        get("/products/#{product}/candles", params) do |resp|
+          out = response_collection(
+            resp.map do |item|
+              { 'start' => Time.at(item[0]),
+                'low' => item[1],
+                'high' => item[2],
+                'open' => item[3],
+                'close' => item[4],
+                'volume' => item[5]
+              }
+            end
+          )
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def daily_stats(params = {})
+        product = params[:product_id] || @default_product
+
+        out = nil
+        get("/products/#{product}/stats", params) do |resp|
+          resp["start"] = (Time.now - 24 * 60 * 60).to_s
+          out = response_object(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      #
+      # Accounts
+      #
+      def accounts(params = {})
+        out = nil
+        get("/accounts", params) do |resp|
+          out = response_collection(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def account(id, params = {})
+        out = nil
+        get("/accounts/#{id}", params) do |resp|
+          out = response_object(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def account_history(id, params = {})
+        out = nil
+        get("/accounts/#{id}/ledger", params, paginate: true) do |resp|
+          out = response_collection(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def account_holds(id, params = {})
+        out = nil
+        get("/accounts/#{id}/holds", params, paginate: true) do |resp|
+          out = response_collection(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      #
+      # Orders
+      #
+      def bid(amt, price, params = {})
+        params[:product_id] ||= @default_product
+        params[:size] = amt
+        params[:price] = price
+        params[:side] = "buy"
+
+        out = nil
+        post("/orders", params) do |resp|
+          out = response_object(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+      alias_method :buy, :bid
+
+      def ask(amt, price, params = {})
+        params[:product_id] ||= @default_product
+        params[:size] = amt
+        params[:price] = price
+        params[:side] = "sell"
+
+        out = nil
+        post("/orders", params) do |resp|
+          out = response_object(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+      alias_method :sell, :ask
+
+      def cancel(id)
+        out = nil
+        delete("/orders/#{id}") do |resp|
+          out = response_object(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def orders(params = {})
+        params[:status] ||= "all"
+
+        out = nil
+        get("/orders", params, paginate: true) do |resp|
+          out = response_collection(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def order(id, params = {})
+        out = nil
+        get("/orders/#{id}", params) do |resp|
+          out = response_object(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def fills(params = {})
+        out = nil
+        get("/fills", params, paginate: true) do |resp|
+          out = response_collection(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      #
+      # Transfers
+      #
+      def deposit(account_id, amt, params = {})
+        params[:type] = "deposit"
+        params[:coinbase_account_id] = account_id
+        params[:amount] = amt
+
+        out = nil
+        post("/transfers", params) do |resp|
+          out = response_object(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def withdraw(account_id, amt, params = {})
+        params[:type] = "withdraw"
+        params[:coinbase_account_id] = account_id
+        params[:amount] = amt
+
+        out = nil
+        post("/transfers", params) do |resp|
+          out = response_object(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def payment_method_withdrawal(amount, currency, payment_method_id, params = {})
+        params[:amount] = amount
+        params[:currency] = currency
+        params[:payment_method_id] = payment_method_id
+         out = nil
+        post("/withdrawals/payment-method", params) do |resp|
+          out = response_object(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def coinbase_withdrawal(amount, currency, coinbase_account_id, params = {})
+        params[:amount] = amount
+        params[:currency] = currency
+        params[:coinbase_account_id] = coinbase_account_id
+         out = nil
+        post("/withdrawals/coinbase-account", params) do |resp|
+          out = response_object(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def crypto_withdrawal(amount, currency, crypto_address, params = {})
+        params[:amount] = amount
+        params[:currency] = currency
+        params[:crypto_address] = crypto_address
+         out = nil
+        post("/withdrawals/crypto", params) do |resp|
+          out = response_object(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def payment_methods(params = {})
+        out = nil
+        get("/payment-methods", params, paginate: true) do |resp|
+          out = response_collection(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      def coinbase_accounts(params = {})
+        out = nil
+        get("/coinbase-accounts", params, paginate: true) do |resp|
+          out = response_collection(resp)
+          yield(out, resp) if block_given?
+        end
+        out
+      end
+
+      private
+
+      def response_collection(resp)
+        out = resp.map { |item| APIObject.new(item) }
+        out.instance_eval { @response = resp }
+        add_metadata(out)
+        out
+      end
+
+      def response_object(resp)
+        out = APIObject.new(resp)
+        out.instance_eval { @response = resp.response }
+        add_metadata(out)
+        out
+      end
+
+      def add_metadata(resp)
+        resp.instance_eval do
+          def response
+            @response
+          end
+
+          def raw
+            @response.raw
+          end
+
+          def response_headers
+            @response.headers
+          end
+
+          def response_status
+            @response.status
+          end
+        end
+        resp
+      end
+
+      def get(path, params = {}, options = {})
+        params[:limit] ||= 100 if options[:paginate] == true
+
+        http_verb('GET', "#{path}?#{URI.encode_www_form(params)}") do |resp|
+          begin
+            out = JSON.parse(resp.body)
+          rescue JSON::ParserError
+            out = resp.body
+          end
+          out.instance_eval { @response = resp }
+          add_metadata(out)
+
+          if options[:paginate] && out.count == params[:limit]
+            params[:after] = resp.headers['CB-AFTER']
+            get(path, params, options) do |pages|
+              out += pages
+              add_metadata(out)
+              yield(out)
+            end
+          else
+            yield(out)
+          end
+        end
+      end
+
+      def post(path, params = {})
+        http_verb('POST', path, params.to_json) do |resp|
+          begin
+            out = JSON.parse(resp.body)
+          rescue JSON::ParserError
+            out = resp.body
+          end
+          out.instance_eval { @response = resp }
+          add_metadata(out)
+          yield(out)
+        end
+      end
+
+      def delete(path)
+        http_verb('DELETE', path) do |resp|
+          begin
+            out = JSON.parse(resp.body)
+          rescue
+            out = resp.body
+          end
+          out.instance_eval { @response = resp }
+          add_metadata(out)
+          yield(out)
+        end
+      end
+
+      def http_verb(_method, _path, _body)
+        fail NotImplementedError
+      end
+
+      def self.whitelisted_certificates
+        path = File.expand_path(File.join(File.dirname(__FILE__), 'ca-coinbase.crt'))
+
+        certs = [ [] ]
+        File.readlines(path).each do |line|
+          next if ["\n", "#"].include?(line[0])
+          certs.last << line
+          certs << [] if line == "-----END CERTIFICATE-----\n"
+        end
+
+        result = OpenSSL::X509::Store.new
+
+        certs.each do |lines|
+          next if lines.empty?
+          cert = OpenSSL::X509::Certificate.new(lines.join)
+          result.add_cert(cert)
+        end
+
+        result
+      end
+    end
+  end
+end