coinbasepro-api 0.5.1
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- checksums.yaml +7 -0
- data/.gitignore +2 -0
- data/.rubocop.yml +21 -0
- data/Gemfile +4 -0
- data/LICENSE +201 -0
- data/README.md +462 -0
- data/Rakefile +7 -0
- data/bin/console +14 -0
- data/bin/setup +7 -0
- data/coinbasepro-api.gemspec +29 -0
- data/lib/coinbasepro/api.rb +21 -0
- data/lib/coinbasepro/api/adapters/em_http.rb +83 -0
- data/lib/coinbasepro/api/adapters/net_http.rb +66 -0
- data/lib/coinbasepro/api/api_client.rb +413 -0
- data/lib/coinbasepro/api/api_object.rb +39 -0
- data/lib/coinbasepro/api/api_response.rb +29 -0
- data/lib/coinbasepro/api/ca-coinbase.crt +629 -0
- data/lib/coinbasepro/api/client.rb +9 -0
- data/lib/coinbasepro/api/errors.rb +42 -0
- data/lib/coinbasepro/api/version.rb +6 -0
- data/lib/coinbasepro/api/websocket.rb +119 -0
- metadata +176 -0
data/Rakefile
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data/bin/console
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#!/usr/bin/env ruby
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require "bundler/setup"
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require "coinbasepro/api"
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# You can add fixtures and/or initialization code here to make experimenting
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# with your gem easier. You can also use a different console, if you like.
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# (If you use this, don't forget to add pry to your Gemfile!)
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# require "pry"
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# Pry.start
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require "irb"
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IRB.start
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data/bin/setup
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# coding: utf-8
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lib = File.expand_path('../lib', __FILE__)
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$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
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require 'coinbasepro/api/version'
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Gem::Specification.new do |spec|
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spec.name = "coinbasepro-api"
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spec.version = Coinbasepro::Api::VERSION
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spec.authors = ["Ronald Derksen"]
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spec.email = ["ronald@derksen-it.nl"]
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spec.summary = "Client library for Coinbase Pro"
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spec.homepage = "https://github.com/ronaldderksen/coinbasepro-api"
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spec.license = "MIT"
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spec.files = `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
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spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
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spec.require_paths = ["lib"]
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spec.add_dependency "bigdecimal"
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spec.add_dependency "faye-websocket"
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spec.add_dependency "em-http-request"
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spec.add_development_dependency "bundler", "~> 1.8"
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spec.add_development_dependency "rake", "~> 10.0"
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spec.add_development_dependency "rspec"
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spec.add_development_dependency "webmock"
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spec.add_development_dependency "pry"
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end
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require "bigdecimal"
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require "json"
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require "uri"
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require "net/http"
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require "em-http-request"
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require "faye/websocket"
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require "coinbasepro/api/errors"
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require "coinbasepro/api/api_object"
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require "coinbasepro/api/api_response"
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require "coinbasepro/api/api_client.rb"
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require "coinbasepro/api/adapters/net_http.rb"
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require "coinbasepro/api/adapters/em_http.rb"
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require "coinbasepro/api/client"
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require "coinbasepro/api/websocket"
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module Coinbasepro
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# Coinbase Pro module
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module Api
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end
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end
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module Coinbasepro
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module Api
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# EM-Http Adapter
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class EMHTTPClient < APIClient
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def initialize(api_key = '', api_secret = '', api_pass = '', options = {})
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super(api_key, api_secret, api_pass, options)
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end
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private
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def http_verb(method, path, body = nil)
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if !EventMachine.reactor_running?
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EM.run do
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# FIXME: This doesn't work with paginated endpoints
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http_verb(method, path, body) do |resp|
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yield(resp)
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EM.stop
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end
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end
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else
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req_ts = Time.now.utc.to_i.to_s
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signature = Base64.encode64(
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OpenSSL::HMAC.digest('sha256', Base64.decode64(@api_secret).strip,
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"#{req_ts}#{method}#{path}#{body}")).strip
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headers = {}
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headers['Content-Type'] = 'application/json'
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headers['CB-ACCESS-TIMESTAMP'] = req_ts
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headers['CB-ACCESS-PASSPHRASE'] = @api_pass
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headers['CB-ACCESS-KEY'] = @api_key
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headers['CB-ACCESS-SIGN'] = signature
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# NOTE: This is documented but not implemented in em-http-request
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# https://github.com/igrigorik/em-http-request/issues/182
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# https://github.com/igrigorik/em-http-request/pull/179
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ssl_opts = { cert_chain_file: File.expand_path(File.join(File.dirname(__FILE__), 'ca-coinbase.crt')),
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verify_peer: true }
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case method
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when 'GET'
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req = EM::HttpRequest.new(@api_uri).get(path: path, head: headers, body: body, ssl: ssl_opts)
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when 'POST'
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req = EM::HttpRequest.new(@api_uri).post(path: path, head: headers, body: body, ssl: ssl_opts)
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when 'DELETE'
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req = EM::HttpRequest.new(@api_uri).delete(path: path, head: headers, ssl: ssl_opts)
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else fail
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end
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req.callback do |resp|
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case resp.response_header.status
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when 200 then yield(EMHTTPResponse.new(resp))
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when 400 then fail BadRequestError, resp.response
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when 401 then fail NotAuthorizedError, resp.response
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when 403 then fail ForbiddenError, resp.response
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when 404 then fail NotFoundError, resp.response
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when 429 then fail RateLimitError, resp.response
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when 500 then fail InternalServerError, resp.response
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end
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end
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req.errback do |resp|
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fail APIError, "#{method} #{@api_uri}#{path}: #{resp.error}"
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end
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end
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end
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end
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# EM-Http response object
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class EMHTTPResponse < APIResponse
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def body
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@response.response
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end
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def headers
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out = @response.response_header.map do |key, val|
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[ key.upcase.gsub('_', '-'), val ]
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end
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out.to_h
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end
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def status
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@response.response_header.status
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end
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end
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end
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end
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module Coinbasepro
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module Api
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# Net-HTTP adapter
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class NetHTTPClient < APIClient
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def initialize(api_key = '', api_secret = '', api_pass = '', options = {})
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super(api_key, api_secret, api_pass, options)
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@conn = Net::HTTP.new(@api_uri.host, @api_uri.port)
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@conn.use_ssl = true if @api_uri.scheme == 'https'
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@conn.ssl_version = :SSLv23
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end
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private
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def http_verb(method, path, body = nil)
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case method
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when 'GET' then req = Net::HTTP::Get.new(path)
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when 'POST' then req = Net::HTTP::Post.new(path)
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when 'DELETE' then req = Net::HTTP::Delete.new(path)
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else fail
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end
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req.body = body
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req_ts = Time.now.utc.to_i.to_s
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signature = Base64.encode64(
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OpenSSL::HMAC.digest('sha256', Base64.decode64(@api_secret).strip,
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"#{req_ts}#{method}#{path}#{body}")).strip
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req['Content-Type'] = 'application/json'
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req['CB-ACCESS-TIMESTAMP'] = req_ts
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req['CB-ACCESS-PASSPHRASE'] = @api_pass
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req['CB-ACCESS-KEY'] = @api_key
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req['CB-ACCESS-SIGN'] = signature
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resp = @conn.request(req)
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case resp.code
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when "200" then yield(NetHTTPResponse.new(resp))
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when "400" then fail BadRequestError, resp.body
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when "401" then fail NotAuthorizedError, resp.body
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when "403" then fail ForbiddenError, resp.body
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when "404" then fail NotFoundError, resp.body
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when "429" then fail RateLimitError, resp.body
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when "500" then fail InternalServerError, resp.body
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end
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resp.body
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end
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end
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# Net-Http response object
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class NetHTTPResponse < APIResponse
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def body
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@response.body
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end
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def headers
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out = @response.to_hash.map do |key, val|
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[ key.upcase.gsub('_', '-'), val.count == 1 ? val.first : val ]
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end
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out.to_h
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end
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def status
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@response.code.to_i
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end
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end
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end
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end
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module Coinbasepro
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module Api
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# Net-http client for Coinbase Pro API
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class APIClient
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def initialize(api_key = '', api_secret = '', api_pass = '', options = {})
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@api_uri = URI.parse(options[:api_url] || "https://api.pro.coinbase.com")
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@api_pass = api_pass
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@api_key = api_key
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@api_secret = api_secret
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@default_product = options[:product_id] || "BTC-USD"
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end
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def server_epoch(params = {})
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get("/time", params) do |resp|
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yield(resp) if block_given?
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end
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end
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#
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# Market Data
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#
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def currencies(params = {})
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out = nil
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get("/currencies", params) do |resp|
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out = response_collection(resp)
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yield(out, resp) if block_given?
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end
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out
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end
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def products(params = {})
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out = nil
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get("/products", params) do |resp|
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out = response_collection(resp)
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yield(out, resp) if block_given?
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end
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out
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end
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def orderbook(params = {})
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product = params[:product_id] || @default_product
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out = nil
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get("/products/#{product}/book", params) do |resp|
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out = response_object(resp)
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yield(out, resp) if block_given?
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end
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out
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end
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def last_trade(params = {})
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product = params[:product_id] || @default_product
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out = nil
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get("/products/#{product}/ticker", params) do |resp|
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out = response_object(resp)
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yield(out, resp) if block_given?
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end
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out
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end
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def trade_history(params = {})
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product = params[:product_id] || @default_product
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out = nil
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get("/products/#{product}/trades", params, paginate: true) do |resp|
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out = response_collection(resp)
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yield(out, resp) if block_given?
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end
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out
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end
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def price_history(params = {})
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product = params[:product_id] || @default_product
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out = nil
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get("/products/#{product}/candles", params) do |resp|
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out = response_collection(
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resp.map do |item|
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{ 'start' => Time.at(item[0]),
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'low' => item[1],
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'high' => item[2],
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'open' => item[3],
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'close' => item[4],
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'volume' => item[5]
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}
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87
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end
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)
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yield(out, resp) if block_given?
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90
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end
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out
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end
|
93
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+
|
94
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def daily_stats(params = {})
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95
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product = params[:product_id] || @default_product
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96
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|
97
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out = nil
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get("/products/#{product}/stats", params) do |resp|
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resp["start"] = (Time.now - 24 * 60 * 60).to_s
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out = response_object(resp)
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yield(out, resp) if block_given?
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end
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out
|
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end
|
105
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|
106
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#
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107
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# Accounts
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108
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#
|
109
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def accounts(params = {})
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out = nil
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get("/accounts", params) do |resp|
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112
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out = response_collection(resp)
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113
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yield(out, resp) if block_given?
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114
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end
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out
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end
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+
|
118
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def account(id, params = {})
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out = nil
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get("/accounts/#{id}", params) do |resp|
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out = response_object(resp)
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yield(out, resp) if block_given?
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end
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out
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end
|
126
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+
|
127
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def account_history(id, params = {})
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out = nil
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get("/accounts/#{id}/ledger", params, paginate: true) do |resp|
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130
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out = response_collection(resp)
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yield(out, resp) if block_given?
|
132
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end
|
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out
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end
|
135
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+
|
136
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def account_holds(id, params = {})
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out = nil
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get("/accounts/#{id}/holds", params, paginate: true) do |resp|
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out = response_collection(resp)
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140
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yield(out, resp) if block_given?
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end
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out
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end
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+
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145
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#
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146
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# Orders
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147
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#
|
148
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def bid(amt, price, params = {})
|
149
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params[:product_id] ||= @default_product
|
150
|
+
params[:size] = amt
|
151
|
+
params[:price] = price
|
152
|
+
params[:side] = "buy"
|
153
|
+
|
154
|
+
out = nil
|
155
|
+
post("/orders", params) do |resp|
|
156
|
+
out = response_object(resp)
|
157
|
+
yield(out, resp) if block_given?
|
158
|
+
end
|
159
|
+
out
|
160
|
+
end
|
161
|
+
alias_method :buy, :bid
|
162
|
+
|
163
|
+
def ask(amt, price, params = {})
|
164
|
+
params[:product_id] ||= @default_product
|
165
|
+
params[:size] = amt
|
166
|
+
params[:price] = price
|
167
|
+
params[:side] = "sell"
|
168
|
+
|
169
|
+
out = nil
|
170
|
+
post("/orders", params) do |resp|
|
171
|
+
out = response_object(resp)
|
172
|
+
yield(out, resp) if block_given?
|
173
|
+
end
|
174
|
+
out
|
175
|
+
end
|
176
|
+
alias_method :sell, :ask
|
177
|
+
|
178
|
+
def cancel(id)
|
179
|
+
out = nil
|
180
|
+
delete("/orders/#{id}") do |resp|
|
181
|
+
out = response_object(resp)
|
182
|
+
yield(out, resp) if block_given?
|
183
|
+
end
|
184
|
+
out
|
185
|
+
end
|
186
|
+
|
187
|
+
def orders(params = {})
|
188
|
+
params[:status] ||= "all"
|
189
|
+
|
190
|
+
out = nil
|
191
|
+
get("/orders", params, paginate: true) do |resp|
|
192
|
+
out = response_collection(resp)
|
193
|
+
yield(out, resp) if block_given?
|
194
|
+
end
|
195
|
+
out
|
196
|
+
end
|
197
|
+
|
198
|
+
def order(id, params = {})
|
199
|
+
out = nil
|
200
|
+
get("/orders/#{id}", params) do |resp|
|
201
|
+
out = response_object(resp)
|
202
|
+
yield(out, resp) if block_given?
|
203
|
+
end
|
204
|
+
out
|
205
|
+
end
|
206
|
+
|
207
|
+
def fills(params = {})
|
208
|
+
out = nil
|
209
|
+
get("/fills", params, paginate: true) do |resp|
|
210
|
+
out = response_collection(resp)
|
211
|
+
yield(out, resp) if block_given?
|
212
|
+
end
|
213
|
+
out
|
214
|
+
end
|
215
|
+
|
216
|
+
#
|
217
|
+
# Transfers
|
218
|
+
#
|
219
|
+
def deposit(account_id, amt, params = {})
|
220
|
+
params[:type] = "deposit"
|
221
|
+
params[:coinbase_account_id] = account_id
|
222
|
+
params[:amount] = amt
|
223
|
+
|
224
|
+
out = nil
|
225
|
+
post("/transfers", params) do |resp|
|
226
|
+
out = response_object(resp)
|
227
|
+
yield(out, resp) if block_given?
|
228
|
+
end
|
229
|
+
out
|
230
|
+
end
|
231
|
+
|
232
|
+
def withdraw(account_id, amt, params = {})
|
233
|
+
params[:type] = "withdraw"
|
234
|
+
params[:coinbase_account_id] = account_id
|
235
|
+
params[:amount] = amt
|
236
|
+
|
237
|
+
out = nil
|
238
|
+
post("/transfers", params) do |resp|
|
239
|
+
out = response_object(resp)
|
240
|
+
yield(out, resp) if block_given?
|
241
|
+
end
|
242
|
+
out
|
243
|
+
end
|
244
|
+
|
245
|
+
def payment_method_withdrawal(amount, currency, payment_method_id, params = {})
|
246
|
+
params[:amount] = amount
|
247
|
+
params[:currency] = currency
|
248
|
+
params[:payment_method_id] = payment_method_id
|
249
|
+
out = nil
|
250
|
+
post("/withdrawals/payment-method", params) do |resp|
|
251
|
+
out = response_object(resp)
|
252
|
+
yield(out, resp) if block_given?
|
253
|
+
end
|
254
|
+
out
|
255
|
+
end
|
256
|
+
|
257
|
+
def coinbase_withdrawal(amount, currency, coinbase_account_id, params = {})
|
258
|
+
params[:amount] = amount
|
259
|
+
params[:currency] = currency
|
260
|
+
params[:coinbase_account_id] = coinbase_account_id
|
261
|
+
out = nil
|
262
|
+
post("/withdrawals/coinbase-account", params) do |resp|
|
263
|
+
out = response_object(resp)
|
264
|
+
yield(out, resp) if block_given?
|
265
|
+
end
|
266
|
+
out
|
267
|
+
end
|
268
|
+
|
269
|
+
def crypto_withdrawal(amount, currency, crypto_address, params = {})
|
270
|
+
params[:amount] = amount
|
271
|
+
params[:currency] = currency
|
272
|
+
params[:crypto_address] = crypto_address
|
273
|
+
out = nil
|
274
|
+
post("/withdrawals/crypto", params) do |resp|
|
275
|
+
out = response_object(resp)
|
276
|
+
yield(out, resp) if block_given?
|
277
|
+
end
|
278
|
+
out
|
279
|
+
end
|
280
|
+
|
281
|
+
def payment_methods(params = {})
|
282
|
+
out = nil
|
283
|
+
get("/payment-methods", params, paginate: true) do |resp|
|
284
|
+
out = response_collection(resp)
|
285
|
+
yield(out, resp) if block_given?
|
286
|
+
end
|
287
|
+
out
|
288
|
+
end
|
289
|
+
|
290
|
+
def coinbase_accounts(params = {})
|
291
|
+
out = nil
|
292
|
+
get("/coinbase-accounts", params, paginate: true) do |resp|
|
293
|
+
out = response_collection(resp)
|
294
|
+
yield(out, resp) if block_given?
|
295
|
+
end
|
296
|
+
out
|
297
|
+
end
|
298
|
+
|
299
|
+
private
|
300
|
+
|
301
|
+
def response_collection(resp)
|
302
|
+
out = resp.map { |item| APIObject.new(item) }
|
303
|
+
out.instance_eval { @response = resp }
|
304
|
+
add_metadata(out)
|
305
|
+
out
|
306
|
+
end
|
307
|
+
|
308
|
+
def response_object(resp)
|
309
|
+
out = APIObject.new(resp)
|
310
|
+
out.instance_eval { @response = resp.response }
|
311
|
+
add_metadata(out)
|
312
|
+
out
|
313
|
+
end
|
314
|
+
|
315
|
+
def add_metadata(resp)
|
316
|
+
resp.instance_eval do
|
317
|
+
def response
|
318
|
+
@response
|
319
|
+
end
|
320
|
+
|
321
|
+
def raw
|
322
|
+
@response.raw
|
323
|
+
end
|
324
|
+
|
325
|
+
def response_headers
|
326
|
+
@response.headers
|
327
|
+
end
|
328
|
+
|
329
|
+
def response_status
|
330
|
+
@response.status
|
331
|
+
end
|
332
|
+
end
|
333
|
+
resp
|
334
|
+
end
|
335
|
+
|
336
|
+
def get(path, params = {}, options = {})
|
337
|
+
params[:limit] ||= 100 if options[:paginate] == true
|
338
|
+
|
339
|
+
http_verb('GET', "#{path}?#{URI.encode_www_form(params)}") do |resp|
|
340
|
+
begin
|
341
|
+
out = JSON.parse(resp.body)
|
342
|
+
rescue JSON::ParserError
|
343
|
+
out = resp.body
|
344
|
+
end
|
345
|
+
out.instance_eval { @response = resp }
|
346
|
+
add_metadata(out)
|
347
|
+
|
348
|
+
if options[:paginate] && out.count == params[:limit]
|
349
|
+
params[:after] = resp.headers['CB-AFTER']
|
350
|
+
get(path, params, options) do |pages|
|
351
|
+
out += pages
|
352
|
+
add_metadata(out)
|
353
|
+
yield(out)
|
354
|
+
end
|
355
|
+
else
|
356
|
+
yield(out)
|
357
|
+
end
|
358
|
+
end
|
359
|
+
end
|
360
|
+
|
361
|
+
def post(path, params = {})
|
362
|
+
http_verb('POST', path, params.to_json) do |resp|
|
363
|
+
begin
|
364
|
+
out = JSON.parse(resp.body)
|
365
|
+
rescue JSON::ParserError
|
366
|
+
out = resp.body
|
367
|
+
end
|
368
|
+
out.instance_eval { @response = resp }
|
369
|
+
add_metadata(out)
|
370
|
+
yield(out)
|
371
|
+
end
|
372
|
+
end
|
373
|
+
|
374
|
+
def delete(path)
|
375
|
+
http_verb('DELETE', path) do |resp|
|
376
|
+
begin
|
377
|
+
out = JSON.parse(resp.body)
|
378
|
+
rescue
|
379
|
+
out = resp.body
|
380
|
+
end
|
381
|
+
out.instance_eval { @response = resp }
|
382
|
+
add_metadata(out)
|
383
|
+
yield(out)
|
384
|
+
end
|
385
|
+
end
|
386
|
+
|
387
|
+
def http_verb(_method, _path, _body)
|
388
|
+
fail NotImplementedError
|
389
|
+
end
|
390
|
+
|
391
|
+
def self.whitelisted_certificates
|
392
|
+
path = File.expand_path(File.join(File.dirname(__FILE__), 'ca-coinbase.crt'))
|
393
|
+
|
394
|
+
certs = [ [] ]
|
395
|
+
File.readlines(path).each do |line|
|
396
|
+
next if ["\n", "#"].include?(line[0])
|
397
|
+
certs.last << line
|
398
|
+
certs << [] if line == "-----END CERTIFICATE-----\n"
|
399
|
+
end
|
400
|
+
|
401
|
+
result = OpenSSL::X509::Store.new
|
402
|
+
|
403
|
+
certs.each do |lines|
|
404
|
+
next if lines.empty?
|
405
|
+
cert = OpenSSL::X509::Certificate.new(lines.join)
|
406
|
+
result.add_cert(cert)
|
407
|
+
end
|
408
|
+
|
409
|
+
result
|
410
|
+
end
|
411
|
+
end
|
412
|
+
end
|
413
|
+
end
|