coinbasepro-api 0.5.1

checksums.yaml

@@ -0,0 +1,7 @@
+---
+SHA256:
+  metadata.gz: fd29ab89dec13d57bbec900fd3dbb26ac8042aaaaf9ca9f368c401e5ee6642a9
+  data.tar.gz: 2eff7d986eff56df5a1784dc2f07a249592fd6ec89670c74e8d68a81d0ee01a0
+SHA512:
+  metadata.gz: 882bb9d958054b73e09a590c46722b2ebe1f5dfe2ad1a451b69b82ca4dec41696ffd20546c3e286eb616d908c9a8e48caac566d620205f5a059a652f337914fb
+  data.tar.gz: 40f61ae4beac2c329362482e3dde25224ff4d8d6c973a7e56b2de4bcd30843259b9711342868e8cfd9592fa156f4aa62c4c467137eab7902edf19a91a6b4ec30

data/.gitignore

@@ -0,0 +1,2 @@
+*.gem
+Gemfile.lock

data/.rubocop.yml

@@ -0,0 +1,21 @@
+AllCops:
+  Exclude:
+    - '*.gemspec'
+
+Style/StringLiterals:
+  Enabled: false
+Style/SpaceInsideBrackets:
+  Enabled: false
+Style/TrivialAccessors:
+  Enabled: false
+
+Metrics/LineLength:
+  Max: 120
+Metrics/MethodLength:
+  Max: 50
+Metrics/ClassLength:
+  Enabled: false
+Metrics/AbcSize:
+  Max: 50
+Metrics/CyclomaticComplexity:
+  Max: 15

data/Gemfile

@@ -0,0 +1,4 @@
+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in coinbasepro-api.gemspec
+gemspec

data/LICENSE

@@ -0,0 +1,201 @@
+                                 Apache License
+                           Version 2.0, January 2004
+                        http://www.apache.org/licenses/
+
+   TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+
+   1. Definitions.
+
+      "License" shall mean the terms and conditions for use, reproduction,
+      and distribution as defined by Sections 1 through 9 of this document.
+
+      "Licensor" shall mean the copyright owner or entity authorized by
+      the copyright owner that is granting the License.
+
+      "Legal Entity" shall mean the union of the acting entity and all
+      other entities that control, are controlled by, or are under common
+      control with that entity. For the purposes of this definition,
+      "control" means (i) the power, direct or indirect, to cause the
+      direction or management of such entity, whether by contract or
+      otherwise, or (ii) ownership of fifty percent (50%) or more of the
+      outstanding shares, or (iii) beneficial ownership of such entity.
+
+      "You" (or "Your") shall mean an individual or Legal Entity
+      exercising permissions granted by this License.
+
+      "Source" form shall mean the preferred form for making modifications,
+      including but not limited to software source code, documentation
+      source, and configuration files.
+
+      "Object" form shall mean any form resulting from mechanical
+      transformation or translation of a Source form, including but
+      not limited to compiled object code, generated documentation,
+      and conversions to other media types.
+
+      "Work" shall mean the work of authorship, whether in Source or
+      Object form, made available under the License, as indicated by a
+      copyright notice that is included in or attached to the work
+      (an example is provided in the Appendix below).
+
+      "Derivative Works" shall mean any work, whether in Source or Object
+      form, that is based on (or derived from) the Work and for which the
+      editorial revisions, annotations, elaborations, or other modifications
+      represent, as a whole, an original work of authorship. For the purposes
+      of this License, Derivative Works shall not include works that remain
+      separable from, or merely link (or bind by name) to the interfaces of,
+      the Work and Derivative Works thereof.
+
+      "Contribution" shall mean any work of authorship, including
+      the original version of the Work and any modifications or additions
+      to that Work or Derivative Works thereof, that is intentionally
+      submitted to Licensor for inclusion in the Work by the copyright owner
+      or by an individual or Legal Entity authorized to submit on behalf of
+      the copyright owner. For the purposes of this definition, "submitted"
+      means any form of electronic, verbal, or written communication sent
+      to the Licensor or its representatives, including but not limited to
+      communication on electronic mailing lists, source code control systems,
+      and issue tracking systems that are managed by, or on behalf of, the
+      Licensor for the purpose of discussing and improving the Work, but
+      excluding communication that is conspicuously marked or otherwise
+      designated in writing by the copyright owner as "Not a Contribution."
+
+      "Contributor" shall mean Licensor and any individual or Legal Entity
+      on behalf of whom a Contribution has been received by Licensor and
+      subsequently incorporated within the Work.
+
+   2. Grant of Copyright License. Subject to the terms and conditions of
+      this License, each Contributor hereby grants to You a perpetual,
+      worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+      copyright license to reproduce, prepare Derivative Works of,
+      publicly display, publicly perform, sublicense, and distribute the
+      Work and such Derivative Works in Source or Object form.
+
+   3. Grant of Patent License. Subject to the terms and conditions of
+      this License, each Contributor hereby grants to You a perpetual,
+      worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+      (except as stated in this section) patent license to make, have made,
+      use, offer to sell, sell, import, and otherwise transfer the Work,
+      where such license applies only to those patent claims licensable
+      by such Contributor that are necessarily infringed by their
+      Contribution(s) alone or by combination of their Contribution(s)
+      with the Work to which such Contribution(s) was submitted. If You
+      institute patent litigation against any entity (including a
+      cross-claim or counterclaim in a lawsuit) alleging that the Work
+      or a Contribution incorporated within the Work constitutes direct
+      or contributory patent infringement, then any patent licenses
+      granted to You under this License for that Work shall terminate
+      as of the date such litigation is filed.
+
+   4. Redistribution. You may reproduce and distribute copies of the
+      Work or Derivative Works thereof in any medium, with or without
+      modifications, and in Source or Object form, provided that You
+      meet the following conditions:
+
+      (a) You must give any other recipients of the Work or
+          Derivative Works a copy of this License; and
+
+      (b) You must cause any modified files to carry prominent notices
+          stating that You changed the files; and
+
+      (c) You must retain, in the Source form of any Derivative Works
+          that You distribute, all copyright, patent, trademark, and
+          attribution notices from the Source form of the Work,
+          excluding those notices that do not pertain to any part of
+          the Derivative Works; and
+
+      (d) If the Work includes a "NOTICE" text file as part of its
+          distribution, then any Derivative Works that You distribute must
+          include a readable copy of the attribution notices contained
+          within such NOTICE file, excluding those notices that do not
+          pertain to any part of the Derivative Works, in at least one
+          of the following places: within a NOTICE text file distributed
+          as part of the Derivative Works; within the Source form or
+          documentation, if provided along with the Derivative Works; or,
+          within a display generated by the Derivative Works, if and
+          wherever such third-party notices normally appear. The contents
+          of the NOTICE file are for informational purposes only and
+          do not modify the License. You may add Your own attribution
+          notices within Derivative Works that You distribute, alongside
+          or as an addendum to the NOTICE text from the Work, provided
+          that such additional attribution notices cannot be construed
+          as modifying the License.
+
+      You may add Your own copyright statement to Your modifications and
+      may provide additional or different license terms and conditions
+      for use, reproduction, or distribution of Your modifications, or
+      for any such Derivative Works as a whole, provided Your use,
+      reproduction, and distribution of the Work otherwise complies with
+      the conditions stated in this License.
+
+   5. Submission of Contributions. Unless You explicitly state otherwise,
+      any Contribution intentionally submitted for inclusion in the Work
+      by You to the Licensor shall be under the terms and conditions of
+      this License, without any additional terms or conditions.
+      Notwithstanding the above, nothing herein shall supersede or modify
+      the terms of any separate license agreement you may have executed
+      with Licensor regarding such Contributions.
+
+   6. Trademarks. This License does not grant permission to use the trade
+      names, trademarks, service marks, or product names of the Licensor,
+      except as required for reasonable and customary use in describing the
+      origin of the Work and reproducing the content of the NOTICE file.
+
+   7. Disclaimer of Warranty. Unless required by applicable law or
+      agreed to in writing, Licensor provides the Work (and each
+      Contributor provides its Contributions) on an "AS IS" BASIS,
+      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
+      implied, including, without limitation, any warranties or conditions
+      of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A
+      PARTICULAR PURPOSE. You are solely responsible for determining the
+      appropriateness of using or redistributing the Work and assume any
+      risks associated with Your exercise of permissions under this License.
+
+   8. Limitation of Liability. In no event and under no legal theory,
+      whether in tort (including negligence), contract, or otherwise,
+      unless required by applicable law (such as deliberate and grossly
+      negligent acts) or agreed to in writing, shall any Contributor be
+      liable to You for damages, including any direct, indirect, special,
+      incidental, or consequential damages of any character arising as a
+      result of this License or out of the use or inability to use the
+      Work (including but not limited to damages for loss of goodwill,
+      work stoppage, computer failure or malfunction, or any and all
+      other commercial damages or losses), even if such Contributor
+      has been advised of the possibility of such damages.
+
+   9. Accepting Warranty or Additional Liability. While redistributing
+      the Work or Derivative Works thereof, You may choose to offer,
+      and charge a fee for, acceptance of support, warranty, indemnity,
+      or other liability obligations and/or rights consistent with this
+      License. However, in accepting such obligations, You may act only
+      on Your own behalf and on Your sole responsibility, not on behalf
+      of any other Contributor, and only if You agree to indemnify,
+      defend, and hold each Contributor harmless for any liability
+      incurred by, or claims asserted against, such Contributor by reason
+      of your accepting any such warranty or additional liability.
+
+   END OF TERMS AND CONDITIONS
+
+   APPENDIX: How to apply the Apache License to your work.
+
+      To apply the Apache License to your work, attach the following
+      boilerplate notice, with the fields enclosed by brackets "{}"
+      replaced with your own identifying information. (Don't include
+      the brackets!)  The text should be enclosed in the appropriate
+      comment syntax for the file format. We also recommend that a
+      file or class name and description of purpose be included on the
+      same "printed page" as the copyright notice for easier
+      identification within third-party archives.
+
+   Copyright 2018 Coinbase, Inc.
+
+   Licensed under the Apache License, Version 2.0 (the "License");
+   you may not use this file except in compliance with the License.
+   You may obtain a copy of the License at
+
+       http://www.apache.org/licenses/LICENSE-2.0
+
+   Unless required by applicable law or agreed to in writing, software
+   distributed under the License is distributed on an "AS IS" BASIS,
+   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+   See the License for the specific language governing permissions and
+   limitations under the License.

data/README.md

@@ -0,0 +1,462 @@
+# Coinbase Pro Gem
+
+__Note:__ This gem is now being maintained by Vertbase (https://www.vertbase.com).
+
+## REST Client
+
+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.
+* https://developers.coinbase.com/api/v2
+
+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.
+
+**Synchronous Client**
+
+```ruby
+require 'coinbasepro/api'
+
+rest_api = Coinbasepro::Api::Client.new(api_key, api_secret, api_pass)
+while true
+  sleep 10
+  rest_api.last_trade(product_id: "BTC-GBP") do |resp|
+    p "Spot Rate: £ %.2f" % resp.price
+  end
+end
+```
+
+**Asynchronous Client**
+
+```ruby
+require 'coinbasepro/api'
+require 'eventmachine'
+
+rest_api = Coinbasepro::Api::AsyncClient.new(api_key, api_secret, api_pass)
+EM.run {
+  EM.add_periodic_timer(10) {
+    rest_api.last_trade(product_id: "BTC-GBP") do |resp|
+      p "Spot Rate: £ %.2f" % resp.price
+    end
+  }
+}
+```
+
+## Usage
+
+### Installation
+
+```
+$ gem install coinbasepro-api
+```
+
+### Initialization
+
+To initialize the client, simply pass in an API Key, API Secret, and API Passphrase which you generate on the web interface:
+* https://pro.coinbase.com/profile/api
+
+```ruby
+rest_api = Coinbasepro::Api::Client.new(api_key, api_secret, api_pass)
+```
+
+```ruby
+rest_api = Coinbasepro::Api::AsyncClient.new(api_key, api_secret, api_pass)
+```
+
+**Default Product**
+
+Coinbase Pro supports trading bitcoin in several currencies.  If you wish to trade a different currency, you can specify an alternative default currency.
+
+```ruby
+gbp_client = Coinbasepro::Api::Client.new(api_key, api_secret, api_pass,
+                                            product_id: "BTC-GBP")
+```
+
+**Sandbox**
+
+You can initialize a connection to the sandbox by specifying an alternative api endpoint.
+
+```ruby
+sandbox = Coinbasepro::Api::Client.new(api_key, api_secret, api_pass,
+                                          api_url: "https://public.sandbox.pro.coinbase.com")
+```
+
+### Methods
+
+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.
+
+```ruby
+rest_api.last_trade do |resp|
+  p "Spot Rate: $ %.2f" % BigDecimal(resp['price'])
+end
+```
+
+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.
+
+```ruby
+resp = rest_api.last_trade
+p "Spot Rate: $ %.2f" % BigDecimal(resp['price'])
+```
+
+### Parameters
+
+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.
+
+```ruby
+rest_api.orderbook(level: 3) do |resp|
+  p "There are #{resp['bids'].count} open bids on the orderbook"
+  p "There are #{resp['asks'].count} open asks on the orderbook"
+end
+```
+
+### Return Values
+
+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.
+
+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.
+
+```ruby
+rest_api.orders(before: Time.now - 60*60) do |resp|
+  resp.each do |order|
+    p sprintf "#{order.side} ฿ %.8f for $ %.2f", order.size, order.price
+  end
+end
+```
+
+### Errors
+
+The gem will throw an error if it detects an exception.  The possible errors are:
+
+|Error|Description
+|---|---
+|APIError|Parent class for all errors.
+|BadRequestError|Server returned status 400.
+|NotAuthorizedError|Server returned status 401.
+|ForbiddenError|Server returned status 403.
+|NotFoundError|Server returned status 404.
+|RateLimitError|Server returned status 429.
+|InternalServerError|Server returned status 500.
+
+### Metadata
+
+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.
+
+```ruby
+rest_api.last_trade do |resp|
+  p "Status: #{resp.response_status}"
+  p "Headers: #{resp.response_headers}"
+  p "Response: #{resp.raw}"
+end
+```
+
+## Endpoints
+
+### [Market Data] (https://docs.pro.coinbase.com/#market-data)
+
+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.
+
+```ruby
+rest_api.last_trade(product_id: 'BTC-GBP') do |resp|
+  p "The spot rate is £ %.2f" % resp.price
+end
+```
+
+**currencies**
+
+Fetches a list of currencies we support.
+
+```ruby
+rest_api.currencies do |resp|
+  resp.each do |currency|
+    p "The symbol for #{currency.name} is #{currency.id}"
+  end
+end
+```
+
+**products**
+
+Fetches a list of products we offer.
+
+```ruby
+rest_api.products do |resp|
+  resp.each do |product|
+    p "The most #{product.base_currency} you can buy with #{product.quote_currency} is %f" % product.base_max_size
+  end
+end
+```
+
+**orderbook**
+
+Downloads a list of all open orders on our pro.
+
+```ruby
+rest_api.orderbook do |resp|
+  p resp
+end
+```
+
+If you wish to download a level 2 or level 3 orderbook, pass a level parameter to the method.
+
+```ruby
+rest_api.orderbook(level: 3) do |resp|
+  p "There are #{resp.bids.count} open bids on the orderbook"
+  p "There are #{resp.asks.count} open asks on the orderbook"
+end
+```
+
+**last_trade**
+
+Downloads information about the last trade, which is exposed through the /ticker endpoint.
+
+```ruby
+rest_api.last_trade do |resp|
+  p "The spot rate is $ %.2f" %  resp.price
+end
+```
+
+**trade_history**
+
+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.
+
+```ruby
+rest_api.trade_history(before: Time.now - 10*60) do |resp|
+  p "#{resp.count} trades have occurred in the past 10 minutes."
+end
+```
+
+**price_history**
+
+Downloads price history.  We recommend setting a start parameter.  You may also find the granularity parameter useful.
+
+```ruby
+rest_api.price_history(start: Time.now - 60*60, granularity: 60) do |resp|
+  p "In the past hour, the maximum price movement was $ %.2f" % resp.map { |candle| candle.high - candle.low }.max
+end
+```
+
+**daily_stats**
+
+Downloads price information over the past 24 hours.
+
+```ruby
+rest_api.daily_stats do |resp|
+  p "The highest price in in the past 24 hours was %.2f" % resp.high
+  p "The lowest price in in the past 24 hours was %.2f" % resp.low
+end
+```
+
+### [Accounts] (https://docs.pro.coinbase.com/#accounts)
+
+**accounts**
+
+Downloads information about your accounts.
+
+```ruby
+rest_api.accounts do |resp|
+  resp.each do |account|
+    p "#{account.id}: %.2f #{account.currency} available for trading" % account.available
+  end
+end
+```
+
+**account**
+
+Downloads information about a single account.  You must pass the account id as the first parameter.
+
+```ruby
+rest_api.account(account_id) do |account|
+  p "Account balance is %.2f #{account.currency}" % account.balance
+end
+```
+
+**account_history**
+
+Downloads a ledger of transfers, matches, and fees associated with an account.  You must pass the account id as the first parameter.
+
+```ruby
+rest_api.account_history(account_id) do |resp|
+  p resp
+end
+```
+
+**account_holds**
+
+Holds are placed on an account for open orders.  This will download a list of all account holds.
+
+```ruby
+rest_api.account_holds(account_id) do |resp|
+  p resp
+end
+```
+
+### [Orders] (https://docs.pro.coinbase.com/#orders)
+
+**bid**
+
+Places a buy order.  Required parameters are amount and price.
+
+```ruby
+rest_api.bid(0.25, 250) do |resp|
+  p "Order ID is #{resp.id}"
+end
+```
+
+**buy**
+
+This is an alias for bid.
+
+```ruby
+rest_api.buy(0.25, 250) do |resp|
+  p "Order ID is #{resp.id}"
+end
+```
+
+**ask**
+
+Places a sell order.  Required parameters are amount and price.
+
+```ruby
+rest_api.ask(0.25, 250) do |resp|
+  p "Order ID is #{resp.id}"
+end
+```
+
+**sell**
+
+This is an alias for ask.
+
+```ruby
+rest_api.sell(0.25, 250) do |resp|
+  p "Order ID is #{resp.id}"
+end
+```
+
+**cancel**
+
+Cancels an order.  This returns no body, but you can still pass a block to execute on a successful return.
+
+```ruby
+rest_api.cancel(order_id) do
+  p "Order canceled successfully"
+end
+```
+
+**orders**
+
+Downloads a list of all your orders.  Most likely, you'll only care about your open orders when using this.
+
+```ruby
+rest_api.orders(status: "open") do |resp|
+  p "You have #{resp.count} open orders."
+end
+```
+
+**order**
+
+Downloads information about a single order.
+
+```ruby
+rest_api.order(order_id) do |resp|
+  p "Order status is #{resp.status}"
+end
+```
+
+**fills**
+
+Downloads a list of fills.
+
+```ruby
+rest_api.fills do |resp|
+  p resp
+end
+```
+
+### [Transfers] (https://docs.pro.coinbase.com/#transfer-funds)
+
+**deposit**
+
+Deposit money from a Coinbase wallet.
+
+```ruby
+rest_api.deposit(wallet_id, 10) do |resp|
+  p "Deposited 10 BTC"
+end
+```
+
+**withdraw**
+
+Withdraw money for your Coinbase wallet.
+
+```ruby
+rest_api.withdraw(wallet_id, 10) do |resp|
+  p "Withdrew 10 BTC"
+end
+```
+
+**crypto_withdrawal**
+ Withdraw money to a crypto address
+ ```ruby
+rest_api.crypto_withdrawal(10, 'BTC', 'a365117a-8e67-4de2-9655-21ec5cf2211e') do |resp|
+  p "Withdrew 10 BTC to BTC wallet with address a365117a-8e67-4de2-9655-21ec5cf2211e"
+end
+```
+
+### Other
+
+**server_time**
+
+Download the server time.
+
+```ruby
+rest_api.server_time do |resp|
+  p "The time on the server is #{resp}"
+end
+```
+
+## Websocket Client
+
+We recommend reading the official websocket documentation before proceeding.
+
+* https://docs.pro.coinbase.com/#websocket-feed
+
+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.
+
+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.
+
+```ruby
+websocket = Coinbasepro::Api::Websocket.new(keepalive: true)
+```
+
+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.
+
+```ruby
+require 'coinbasepro/api'
+require 'eventmachine'
+
+websocket = Coinbasepro::Api::Websocket.new(product_id: 'BTC-GBP',
+                                              keepalive: true)
+websocket.match do |resp|
+  p "Spot Rate: £ %.2f" % resp.price
+end
+
+EM.run do
+  websocket.start!
+  EM.add_periodic_timer(1) {
+    websocket.ping do
+      p "Websocket is alive"
+    end
+  }
+  EM.error_handler { |e|
+    p "Websocket Error: #{e.message}"
+  }
+end
+```
+
+If started outside the reactor loop, the websocket client will use a very basic Eventmachine handler.
+
+```ruby
+require 'coinbasepro/api'
+
+websocket = Coinbasepro::Api::Websocket.new(product_id: 'BTC-GBP')
+websocket.match do |resp|
+  p "Spot Rate: £ %.2f" % resp.price
+end
+websocket.start!
+```