coinbasepro-api 0.5.1

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+ *.gem
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+ Gemfile.lock
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+ AllCops:
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+ - '*.gemspec'
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data/Gemfile ADDED
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+ source 'https://rubygems.org'
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+
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+ # Specify your gem's dependencies in coinbasepro-api.gemspec
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+ gemspec
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data/README.md ADDED
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+ # Coinbase Pro Gem
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+
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+ __Note:__ This gem is now being maintained by Vertbase (https://www.vertbase.com).
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+
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+ ## REST Client
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+
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+ We provide an pro client that is a thin wrapper over the pro API. The purpose of this Readme is to provide context for using the gem effectively. For a detailed overview of the information that's available through the API, we recommend consulting the official documentation.
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+ * https://developers.coinbase.com/api/v2
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+
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+ We provide a synchronous and asynchronous client. The only functional difference between the two clients is that the asynchronous client must be started inside the Eventmachine reactor loop.
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+
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+ **Synchronous Client**
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+
14
+ ```ruby
15
+ require 'coinbasepro/api'
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+
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+ rest_api = Coinbasepro::Api::Client.new(api_key, api_secret, api_pass)
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+ while true
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+ sleep 10
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+ rest_api.last_trade(product_id: "BTC-GBP") do |resp|
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+ p "Spot Rate: £ %.2f" % resp.price
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+ end
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+ end
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+ ```
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+
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+ **Asynchronous Client**
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+
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+ ```ruby
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+ require 'coinbasepro/api'
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+ require 'eventmachine'
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+
32
+ rest_api = Coinbasepro::Api::AsyncClient.new(api_key, api_secret, api_pass)
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+ EM.run {
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+ EM.add_periodic_timer(10) {
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+ rest_api.last_trade(product_id: "BTC-GBP") do |resp|
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+ p "Spot Rate: £ %.2f" % resp.price
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+ end
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+ }
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+ }
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+ ```
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+
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+ ## Usage
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+
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+ ### Installation
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+
46
+ ```
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+ $ gem install coinbasepro-api
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+ ```
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+
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+ ### Initialization
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+
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+ To initialize the client, simply pass in an API Key, API Secret, and API Passphrase which you generate on the web interface:
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+ * https://pro.coinbase.com/profile/api
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+
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+ ```ruby
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+ rest_api = Coinbasepro::Api::Client.new(api_key, api_secret, api_pass)
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+ ```
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+
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+ ```ruby
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+ rest_api = Coinbasepro::Api::AsyncClient.new(api_key, api_secret, api_pass)
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+ ```
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+
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+ **Default Product**
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+
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+ Coinbase Pro supports trading bitcoin in several currencies. If you wish to trade a different currency, you can specify an alternative default currency.
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+
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+ ```ruby
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+ gbp_client = Coinbasepro::Api::Client.new(api_key, api_secret, api_pass,
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+ product_id: "BTC-GBP")
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+ ```
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+
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+ **Sandbox**
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+
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+ You can initialize a connection to the sandbox by specifying an alternative api endpoint.
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+
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+ ```ruby
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+ sandbox = Coinbasepro::Api::Client.new(api_key, api_secret, api_pass,
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+ api_url: "https://public.sandbox.pro.coinbase.com")
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+ ```
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+
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+ ### Methods
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+
83
+ The default representation of return data is an unmodified hash from the JSON blob returned in the body of the API response. The response should be accessed in a block like this.
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+
85
+ ```ruby
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+ rest_api.last_trade do |resp|
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+ p "Spot Rate: $ %.2f" % BigDecimal(resp['price'])
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+ end
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+ ```
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+
91
+ Note, the synchronous client will also return the same data. However, this is discouraged since it will make porting code to an asynchronous client more difficult. Here is an example of what that might look like.
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+
93
+ ```ruby
94
+ resp = rest_api.last_trade
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+ p "Spot Rate: $ %.2f" % BigDecimal(resp['price'])
96
+ ```
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+
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+ ### Parameters
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+
100
+ The gem will automatically encode any additional parameters you pass to method calls. For instance to get the full orderbook, you must explicitly set the level parameter to 3.
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+
102
+ ```ruby
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+ rest_api.orderbook(level: 3) do |resp|
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+ p "There are #{resp['bids'].count} open bids on the orderbook"
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+ p "There are #{resp['asks'].count} open asks on the orderbook"
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+ end
107
+ ```
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+
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+ ### Return Values
110
+
111
+ Data format is a sensitive issue when writing financial software. The pro API represents monetary data in string format. This is a good intermediary data format for the user to apply their own data format, but is not especially useful on its own.
112
+
113
+ For representing monetary data in ruby, we recommend using the [BigDecimal] (http://ruby-doc.org/stdlib-2.1.1/libdoc/bigdecimal/rdoc/BigDecimal.html) library. If you access data by calling response items as though they were methods on the response itself. If you access data this way, any numerical data will be converted to BigDecimal format.
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+
115
+ ```ruby
116
+ rest_api.orders(before: Time.now - 60*60) do |resp|
117
+ resp.each do |order|
118
+ p sprintf "#{order.side} ฿ %.8f for $ %.2f", order.size, order.price
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+ end
120
+ end
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+ ```
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+
123
+ ### Errors
124
+
125
+ The gem will throw an error if it detects an exception. The possible errors are:
126
+
127
+ |Error|Description
128
+ |---|---
129
+ |APIError|Parent class for all errors.
130
+ |BadRequestError|Server returned status 400.
131
+ |NotAuthorizedError|Server returned status 401.
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+ |ForbiddenError|Server returned status 403.
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+ |NotFoundError|Server returned status 404.
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+ |RateLimitError|Server returned status 429.
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+ |InternalServerError|Server returned status 500.
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+
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+ ### Metadata
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+
139
+ You may need more fine-grained access to API response than just the body. We additionally provide access to the response headers, status, and the raw response as represented by the underlying library.
140
+
141
+ ```ruby
142
+ rest_api.last_trade do |resp|
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+ p "Status: #{resp.response_status}"
144
+ p "Headers: #{resp.response_headers}"
145
+ p "Response: #{resp.raw}"
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+ end
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+ ```
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+
149
+ ## Endpoints
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+
151
+ ### [Market Data] (https://docs.pro.coinbase.com/#market-data)
152
+
153
+ Coinbase supports trading in multiple currencies. When interacting with market data, you can get information about a product other than your default by setting the product_id parameter.
154
+
155
+ ```ruby
156
+ rest_api.last_trade(product_id: 'BTC-GBP') do |resp|
157
+ p "The spot rate is £ %.2f" % resp.price
158
+ end
159
+ ```
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+
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+ **currencies**
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+
163
+ Fetches a list of currencies we support.
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+
165
+ ```ruby
166
+ rest_api.currencies do |resp|
167
+ resp.each do |currency|
168
+ p "The symbol for #{currency.name} is #{currency.id}"
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+ end
170
+ end
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+ ```
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+
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+ **products**
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+
175
+ Fetches a list of products we offer.
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+
177
+ ```ruby
178
+ rest_api.products do |resp|
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+ resp.each do |product|
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+ p "The most #{product.base_currency} you can buy with #{product.quote_currency} is %f" % product.base_max_size
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+ end
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+ end
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+ ```
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+
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+ **orderbook**
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+
187
+ Downloads a list of all open orders on our pro.
188
+
189
+ ```ruby
190
+ rest_api.orderbook do |resp|
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+ p resp
192
+ end
193
+ ```
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+
195
+ If you wish to download a level 2 or level 3 orderbook, pass a level parameter to the method.
196
+
197
+ ```ruby
198
+ rest_api.orderbook(level: 3) do |resp|
199
+ p "There are #{resp.bids.count} open bids on the orderbook"
200
+ p "There are #{resp.asks.count} open asks on the orderbook"
201
+ end
202
+ ```
203
+
204
+ **last_trade**
205
+
206
+ Downloads information about the last trade, which is exposed through the /ticker endpoint.
207
+
208
+ ```ruby
209
+ rest_api.last_trade do |resp|
210
+ p "The spot rate is $ %.2f" % resp.price
211
+ end
212
+ ```
213
+
214
+ **trade_history**
215
+
216
+ Downloads recent trades. Please be aware that if you don't explicitly pass a before parameter this will recursively download every trade that's ever been placed.
217
+
218
+ ```ruby
219
+ rest_api.trade_history(before: Time.now - 10*60) do |resp|
220
+ p "#{resp.count} trades have occurred in the past 10 minutes."
221
+ end
222
+ ```
223
+
224
+ **price_history**
225
+
226
+ Downloads price history. We recommend setting a start parameter. You may also find the granularity parameter useful.
227
+
228
+ ```ruby
229
+ rest_api.price_history(start: Time.now - 60*60, granularity: 60) do |resp|
230
+ p "In the past hour, the maximum price movement was $ %.2f" % resp.map { |candle| candle.high - candle.low }.max
231
+ end
232
+ ```
233
+
234
+ **daily_stats**
235
+
236
+ Downloads price information over the past 24 hours.
237
+
238
+ ```ruby
239
+ rest_api.daily_stats do |resp|
240
+ p "The highest price in in the past 24 hours was %.2f" % resp.high
241
+ p "The lowest price in in the past 24 hours was %.2f" % resp.low
242
+ end
243
+ ```
244
+
245
+ ### [Accounts] (https://docs.pro.coinbase.com/#accounts)
246
+
247
+ **accounts**
248
+
249
+ Downloads information about your accounts.
250
+
251
+ ```ruby
252
+ rest_api.accounts do |resp|
253
+ resp.each do |account|
254
+ p "#{account.id}: %.2f #{account.currency} available for trading" % account.available
255
+ end
256
+ end
257
+ ```
258
+
259
+ **account**
260
+
261
+ Downloads information about a single account. You must pass the account id as the first parameter.
262
+
263
+ ```ruby
264
+ rest_api.account(account_id) do |account|
265
+ p "Account balance is %.2f #{account.currency}" % account.balance
266
+ end
267
+ ```
268
+
269
+ **account_history**
270
+
271
+ Downloads a ledger of transfers, matches, and fees associated with an account. You must pass the account id as the first parameter.
272
+
273
+ ```ruby
274
+ rest_api.account_history(account_id) do |resp|
275
+ p resp
276
+ end
277
+ ```
278
+
279
+ **account_holds**
280
+
281
+ Holds are placed on an account for open orders. This will download a list of all account holds.
282
+
283
+ ```ruby
284
+ rest_api.account_holds(account_id) do |resp|
285
+ p resp
286
+ end
287
+ ```
288
+
289
+ ### [Orders] (https://docs.pro.coinbase.com/#orders)
290
+
291
+ **bid**
292
+
293
+ Places a buy order. Required parameters are amount and price.
294
+
295
+ ```ruby
296
+ rest_api.bid(0.25, 250) do |resp|
297
+ p "Order ID is #{resp.id}"
298
+ end
299
+ ```
300
+
301
+ **buy**
302
+
303
+ This is an alias for bid.
304
+
305
+ ```ruby
306
+ rest_api.buy(0.25, 250) do |resp|
307
+ p "Order ID is #{resp.id}"
308
+ end
309
+ ```
310
+
311
+ **ask**
312
+
313
+ Places a sell order. Required parameters are amount and price.
314
+
315
+ ```ruby
316
+ rest_api.ask(0.25, 250) do |resp|
317
+ p "Order ID is #{resp.id}"
318
+ end
319
+ ```
320
+
321
+ **sell**
322
+
323
+ This is an alias for ask.
324
+
325
+ ```ruby
326
+ rest_api.sell(0.25, 250) do |resp|
327
+ p "Order ID is #{resp.id}"
328
+ end
329
+ ```
330
+
331
+ **cancel**
332
+
333
+ Cancels an order. This returns no body, but you can still pass a block to execute on a successful return.
334
+
335
+ ```ruby
336
+ rest_api.cancel(order_id) do
337
+ p "Order canceled successfully"
338
+ end
339
+ ```
340
+
341
+ **orders**
342
+
343
+ Downloads a list of all your orders. Most likely, you'll only care about your open orders when using this.
344
+
345
+ ```ruby
346
+ rest_api.orders(status: "open") do |resp|
347
+ p "You have #{resp.count} open orders."
348
+ end
349
+ ```
350
+
351
+ **order**
352
+
353
+ Downloads information about a single order.
354
+
355
+ ```ruby
356
+ rest_api.order(order_id) do |resp|
357
+ p "Order status is #{resp.status}"
358
+ end
359
+ ```
360
+
361
+ **fills**
362
+
363
+ Downloads a list of fills.
364
+
365
+ ```ruby
366
+ rest_api.fills do |resp|
367
+ p resp
368
+ end
369
+ ```
370
+
371
+ ### [Transfers] (https://docs.pro.coinbase.com/#transfer-funds)
372
+
373
+ **deposit**
374
+
375
+ Deposit money from a Coinbase wallet.
376
+
377
+ ```ruby
378
+ rest_api.deposit(wallet_id, 10) do |resp|
379
+ p "Deposited 10 BTC"
380
+ end
381
+ ```
382
+
383
+ **withdraw**
384
+
385
+ Withdraw money for your Coinbase wallet.
386
+
387
+ ```ruby
388
+ rest_api.withdraw(wallet_id, 10) do |resp|
389
+ p "Withdrew 10 BTC"
390
+ end
391
+ ```
392
+
393
+ **crypto_withdrawal**
394
+ Withdraw money to a crypto address
395
+ ```ruby
396
+ rest_api.crypto_withdrawal(10, 'BTC', 'a365117a-8e67-4de2-9655-21ec5cf2211e') do |resp|
397
+ p "Withdrew 10 BTC to BTC wallet with address a365117a-8e67-4de2-9655-21ec5cf2211e"
398
+ end
399
+ ```
400
+
401
+ ### Other
402
+
403
+ **server_time**
404
+
405
+ Download the server time.
406
+
407
+ ```ruby
408
+ rest_api.server_time do |resp|
409
+ p "The time on the server is #{resp}"
410
+ end
411
+ ```
412
+
413
+ ## Websocket Client
414
+
415
+ We recommend reading the official websocket documentation before proceeding.
416
+
417
+ * https://docs.pro.coinbase.com/#websocket-feed
418
+
419
+ We provide a websocket interface in the gem for convenience. This is typically used to build a real-time orderbook, although it can also be used for simpler purposes such as tracking the market rate, or tracking when your orders fill. Like the asynchronous client, this depends Eventmachine for asynchronous processing.
420
+
421
+ Please consider setting the keepalive flag to true when initializing the websocket. This will cause the websocket to proactively refresh the connection whenever it closes.
422
+
423
+ ```ruby
424
+ websocket = Coinbasepro::Api::Websocket.new(keepalive: true)
425
+ ```
426
+
427
+ Before starting the websocket, you should hook into whatever messages you're interested in by passing a block to the corresponding method. The methods you can use for access are open, match, change, done, and error. Additionally, you can use message to run a block on every websocket event.
428
+
429
+ ```ruby
430
+ require 'coinbasepro/api'
431
+ require 'eventmachine'
432
+
433
+ websocket = Coinbasepro::Api::Websocket.new(product_id: 'BTC-GBP',
434
+ keepalive: true)
435
+ websocket.match do |resp|
436
+ p "Spot Rate: £ %.2f" % resp.price
437
+ end
438
+
439
+ EM.run do
440
+ websocket.start!
441
+ EM.add_periodic_timer(1) {
442
+ websocket.ping do
443
+ p "Websocket is alive"
444
+ end
445
+ }
446
+ EM.error_handler { |e|
447
+ p "Websocket Error: #{e.message}"
448
+ }
449
+ end
450
+ ```
451
+
452
+ If started outside the reactor loop, the websocket client will use a very basic Eventmachine handler.
453
+
454
+ ```ruby
455
+ require 'coinbasepro/api'
456
+
457
+ websocket = Coinbasepro::Api::Websocket.new(product_id: 'BTC-GBP')
458
+ websocket.match do |resp|
459
+ p "Spot Rate: £ %.2f" % resp.price
460
+ end
461
+ websocket.start!
462
+ ```