mxvp-coinbase 0.2.0

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+ *.gem
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+ Gemfile.lock
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+ - '*.gemspec'
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data/CONTRIBUTING.md ADDED
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+ # Contributing to the Coinbase Exchange Ruby Library
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+
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+ ## Code of Conduct
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+
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+ All interactions with this project follow our [Code of Conduct][code-of-conduct].
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+ By participating, you are expected to honor this code. Violators can be banned
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+ from further participation in this project, or potentially all Coinbase projects.
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+
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+ [code-of-conduct]: https://github.com/coinbase/code-of-conduct
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+
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+ ## Bug Reports
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+
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+ * Ensure your issue [has not already been reported][1]. It may already be fixed!
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+ * Include the steps you carried out to produce the problem.
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+ * Include the behavior you observed along with the behavior you expected, and
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+ why you expected it.
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+ * Include any relevant stack traces or debugging output.
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+
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+ ## Feature Requests
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+
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+ We welcome feedback with or without pull requests. If you have an idea for how
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+ to improve the project, great! All we ask is that you take the time to write a
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+ clear and concise explanation of what need you are trying to solve. If you have
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+ thoughts on _how_ it can be solved, include those too!
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+
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+ The best way to see a feature added, however, is to submit a pull request.
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+
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+ ## Pull Requests
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+
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+ * Before creating your pull request, it's usually worth asking if the code
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+ you're planning on writing will actually be considered for merging. You can
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+ do this by [opening an issue][1] and asking. It may also help give the
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+ maintainers context for when the time comes to review your code.
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+
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+ * Ensure your [commit messages are well-written][2]. This can double as your
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+ pull request message, so it pays to take the time to write a clear message.
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+
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+ * Add tests for your feature. You should be able to look at other tests for
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+ examples. If you're unsure, don't hesitate to [open an issue][1] and ask!
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+
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+ * Submit your pull request!
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+
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+ ## Support Requests
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+ For security reasons, any communication referencing support tickets for Coinbase
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+ products will be ignored. The request will have its content redacted and will
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+ be locked to prevent further discussion.
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+
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+ All support requests must be made via [our support team][3].
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+
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+ [1]: https://github.com/coinbase/coinbase-exchange-ruby/issues
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+ [2]: https://medium.com/brigade-engineering/the-secrets-to-great-commit-messages-106fc0a92a25
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+ [3]: https://support.coinbase.com/customer/en/portal/articles/2288496-how-can-i-contact-coinbase-support-
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 coinbase-exchange.gemspec
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+ gemspec
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data/README.md ADDED
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+ # GDAX Ruby library
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+
3
+ __Note:__ This library isn't actively maintained.
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+ Please refer to the [Node.js client library](https://github.com/coinbase/gdax-node) for an up-to-date client implementation.
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+
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+ ## REST Client
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+
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+ We provide an exchange client that is a thin wrapper over the exchange 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://docs.gdax.com/#api
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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.
12
+
13
+ **Synchronous Client**
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+
15
+ ```ruby
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+ require 'coinbase/exchange'
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+
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+ rest_api = Coinbase::Exchange::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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+
29
+ ```ruby
30
+ require 'coinbase/exchange'
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+ require 'eventmachine'
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+
33
+ rest_api = Coinbase::Exchange::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
46
+
47
+ ```
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+ $ gem install coinbase-exchange
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+ ```
50
+
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+ ### Initialization
52
+
53
+ To initialize the client, simply pass in an API Key, API Secret, and API Passphrase which you generate on the web interface:
54
+ * https://gdax.com/settings
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+
56
+ ```ruby
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+ rest_api = Coinbase::Exchange::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 = Coinbase::Exchange::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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+ GDAX 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 = Coinbase::Exchange::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 = Coinbase::Exchange::Client.new(api_key, api_secret, api_pass,
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+ api_url: "https://api-public.sandbox.gdax.com")
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+ ```
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+
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+ ### Methods
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+
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+ 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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+
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+ ```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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+
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+ 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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+
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+ ```ruby
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+ resp = rest_api.last_trade
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+ p "Spot Rate: $ %.2f" % BigDecimal(resp['price'])
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+ ```
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+
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+ ### Parameters
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+
101
+ 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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+
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+ ```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
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+ ```
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+
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+ ### Return Values
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+
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+ Data format is a sensitive issue when writing financial software. The exchange 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.
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+
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+ 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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+
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+ ```ruby
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+ rest_api.orders(before: Time.now - 60*60) do |resp|
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+ resp.each do |order|
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+ p sprintf "#{order.side} ฿ %.8f for $ %.2f", order.size, order.price
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+ end
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+ end
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+ ```
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+
124
+ ### Errors
125
+
126
+ The gem will throw an error if it detects an exception. The possible errors are:
127
+
128
+ |Error|Description
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+ |---|---
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+ |APIError|Parent class for all errors.
131
+ |BadRequestError|Server returned status 400.
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+ |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
139
+
140
+ 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.
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+
142
+ ```ruby
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+ rest_api.last_trade do |resp|
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+ p "Status: #{resp.response_status}"
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+ p "Headers: #{resp.response_headers}"
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+ p "Response: #{resp.raw}"
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+ end
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+ ```
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+
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+ ## Endpoints
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+
152
+ ### [Market Data] (https://docs.gdax.com/#market-data)
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+
154
+ 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.
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+
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+ ```ruby
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+ rest_api.last_trade(product_id: 'BTC-GBP') do |resp|
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+ p "The spot rate is £ %.2f" % resp.price
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+ end
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+ ```
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+
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+ **currencies**
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+
164
+ Fetches a list of currencies we support.
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+
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+ ```ruby
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+ rest_api.currencies do |resp|
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+ resp.each do |currency|
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+ p "The symbol for #{currency.name} is #{currency.id}"
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+ end
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+ end
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+ ```
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+
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+ **products**
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+
176
+ Fetches a list of products we offer.
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+
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+ ```ruby
179
+ 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
184
+ ```
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+
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+ **orderbook**
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+
188
+ Downloads a list of all open orders on our exchange.
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+
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+ ```ruby
191
+ rest_api.orderbook do |resp|
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+ p resp
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+ end
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+ ```
195
+
196
+ If you wish to download a level 2 or level 3 orderbook, pass a level parameter to the method.
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+
198
+ ```ruby
199
+ rest_api.orderbook(level: 3) do |resp|
200
+ p "There are #{resp.bids.count} open bids on the orderbook"
201
+ p "There are #{resp.asks.count} open asks on the orderbook"
202
+ end
203
+ ```
204
+
205
+ **last_trade**
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+
207
+ Downloads information about the last trade, which is exposed through the /ticker endpoint.
208
+
209
+ ```ruby
210
+ rest_api.last_trade do |resp|
211
+ p "The spot rate is $ %.2f" % resp.price
212
+ end
213
+ ```
214
+
215
+ **trade_history**
216
+
217
+ 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.
218
+
219
+ ```ruby
220
+ rest_api.trade_history(before: Time.now - 10*60) do |resp|
221
+ p "#{resp.count} trades have occurred in the past 10 minutes."
222
+ end
223
+ ```
224
+
225
+ **price_history**
226
+
227
+ Downloads price history. We recommend setting a start parameter. You may also find the granularity parameter useful.
228
+
229
+ ```ruby
230
+ rest_api.price_history(start: Time.now - 60*60, granularity: 60) do |resp|
231
+ p "In the past hour, the maximum price movement was $ %.2f" % resp.map { |candle| candle.high - candle.low }.max
232
+ end
233
+ ```
234
+
235
+ **daily_stats**
236
+
237
+ Downloads price information over the past 24 hours.
238
+
239
+ ```ruby
240
+ rest_api.daily_stats do |resp|
241
+ p "The highest price in in the past 24 hours was %.2f" % resp.high
242
+ p "The lowest price in in the past 24 hours was %.2f" % resp.low
243
+ end
244
+ ```
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+
246
+ ### [Accounts] (https://docs.gdax.com/#accounts)
247
+
248
+ **accounts**
249
+
250
+ Downloads information about your accounts.
251
+
252
+ ```ruby
253
+ rest_api.accounts do |resp|
254
+ resp.each do |account|
255
+ p "#{account.id}: %.2f #{account.currency} available for trading" % account.available
256
+ end
257
+ end
258
+ ```
259
+
260
+ **account**
261
+
262
+ Downloads information about a single account. You must pass the account id as the first parameter.
263
+
264
+ ```ruby
265
+ rest_api.account(account_id) do |account|
266
+ p "Account balance is %.2f #{account.currency}" % account.balance
267
+ end
268
+ ```
269
+
270
+ **account_history**
271
+
272
+ Downloads a ledger of transfers, matches, and fees associated with an account. You must pass the account id as the first parameter.
273
+
274
+ ```ruby
275
+ rest_api.account_history(account_id) do |resp|
276
+ p resp
277
+ end
278
+ ```
279
+
280
+ **account_holds**
281
+
282
+ Holds are placed on an account for open orders. This will download a list of all account holds.
283
+
284
+ ```ruby
285
+ rest_api.account_holds(account_id) do |resp|
286
+ p resp
287
+ end
288
+ ```
289
+
290
+ ### [Orders] (https://docs.gdax.com/#orders)
291
+
292
+ **bid**
293
+
294
+ Places a buy order. Required parameters are amount and price.
295
+
296
+ ```ruby
297
+ rest_api.bid(0.25, 250) do |resp|
298
+ p "Order ID is #{resp.id}"
299
+ end
300
+ ```
301
+
302
+ **buy**
303
+
304
+ This is an alias for bid.
305
+
306
+ ```ruby
307
+ rest_api.buy(0.25, 250) do |resp|
308
+ p "Order ID is #{resp.id}"
309
+ end
310
+ ```
311
+
312
+ **ask**
313
+
314
+ Places a sell order. Required parameters are amount and price.
315
+
316
+ ```ruby
317
+ rest_api.ask(0.25, 250) do |resp|
318
+ p "Order ID is #{resp.id}"
319
+ end
320
+ ```
321
+
322
+ **sell**
323
+
324
+ This is an alias for ask.
325
+
326
+ ```ruby
327
+ rest_api.sell(0.25, 250) do |resp|
328
+ p "Order ID is #{resp.id}"
329
+ end
330
+ ```
331
+
332
+ **cancel**
333
+
334
+ Cancels an order. This returns no body, but you can still pass a block to execute on a successful return.
335
+
336
+ ```ruby
337
+ rest_api.cancel(order_id) do
338
+ p "Order canceled successfully"
339
+ end
340
+ ```
341
+
342
+ **orders**
343
+
344
+ Downloads a list of all your orders. Most likely, you'll only care about your open orders when using this.
345
+
346
+ ```ruby
347
+ rest_api.orders(status: "open") do |resp|
348
+ p "You have #{resp.count} open orders."
349
+ end
350
+ ```
351
+
352
+ **order**
353
+
354
+ Downloads information about a single order.
355
+
356
+ ```ruby
357
+ rest_api.order(order_id) do |resp|
358
+ p "Order status is #{resp.status}"
359
+ end
360
+ ```
361
+
362
+ **fills**
363
+
364
+ Downloads a list of fills.
365
+
366
+ ```ruby
367
+ rest_api.fills do |resp|
368
+ p resp
369
+ end
370
+ ```
371
+
372
+ ### [Transfers] (https://docs.gdax.com/#transfer-funds)
373
+
374
+ **deposit**
375
+
376
+ Deposit money from a Coinbase wallet.
377
+
378
+ ```ruby
379
+ rest_api.deposit(wallet_id, 10) do |resp|
380
+ p "Deposited 10 BTC"
381
+ end
382
+ ```
383
+
384
+ **withdraw**
385
+
386
+ Withdraw money for your Coinbase wallet.
387
+
388
+ ```ruby
389
+ rest_api.withdraw(wallet_id, 10) do |resp|
390
+ p "Withdrew 10 BTC"
391
+ end
392
+ ```
393
+
394
+ ### Other
395
+
396
+ **server_time**
397
+
398
+ Download the server time.
399
+
400
+ ```ruby
401
+ rest_api.server_time do |resp|
402
+ p "The time on the server is #{resp}"
403
+ end
404
+ ```
405
+
406
+ ## Websocket Client
407
+
408
+ We recommend reading the official websocket documentation before proceeding.
409
+
410
+ * https://docs.gdax.com/#websocket-feed
411
+
412
+ 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.
413
+
414
+ 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.
415
+
416
+ ```ruby
417
+ websocket = Coinbase::Exchange::Websocket.new(keepalive: true)
418
+ ```
419
+
420
+ 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.
421
+
422
+ ```ruby
423
+ require 'coinbase/exchange'
424
+ require 'eventmachine'
425
+
426
+ websocket = Coinbase::Exchange::Websocket.new(product_id: 'BTC-GBP',
427
+ keepalive: true)
428
+ websocket.match do |resp|
429
+ p "Spot Rate: £ %.2f" % resp.price
430
+ end
431
+
432
+ EM.run do
433
+ websocket.start!
434
+ EM.add_periodic_timer(1) {
435
+ websocket.ping do
436
+ p "Websocket is alive"
437
+ end
438
+ }
439
+ EM.error_handler { |e|
440
+ p "Websocket Error: #{e.message}"
441
+ }
442
+ end
443
+ ```
444
+
445
+ If started outside the reactor loop, the websocket client will use a very basic Eventmachine handler.
446
+
447
+ ```ruby
448
+ require 'coinbase/exchange'
449
+
450
+ websocket = Coinbase::Exchange::Websocket.new(product_id: 'BTC-GBP')
451
+ websocket.match do |resp|
452
+ p "Spot Rate: £ %.2f" % resp.price
453
+ end
454
+ websocket.start!
455
+ ```