coinbase-api 0.3.2 → 0.5.0

package/dist/mjs/lib/BaseRestClient.js

@@ -0,0 +1,429 @@
+import axios from 'axios';
+import https from 'https';
+import { nanoid } from 'nanoid';
+import { signJWT } from './jwtNode.js';
+import { neverGuard } from './misc-util.js';
+import { APIIDPrefix, getRestBaseUrl, logInvalidOrderId, REST_CLIENT_TYPE_ENUM, serializeParams, } from './requestUtils.js';
+import { signMessage } from './webCryptoAPI.js';
+const MISSING_API_KEYS_ERROR = 'API Key, Secret & API Passphrase are ALL required to use the authenticated REST client';
+const ENABLE_HTTP_TRACE = typeof process === 'object' &&
+    typeof process.env === 'object' &&
+    process.env.CBTRACE;
+if (ENABLE_HTTP_TRACE) {
+    axios.interceptors.request.use((request) => {
+        console.log(new Date(), 'Starting Request', JSON.stringify({
+            url: request.url,
+            method: request.method,
+            params: request.params,
+            data: request.data,
+        }, null, 2));
+        return request;
+    });
+    axios.interceptors.response.use((response) => {
+        console.log(new Date(), 'Response:', {
+            // request: {
+            //   url: response.config.url,
+            //   method: response.config.method,
+            //   data: response.config.data,
+            //   headers: response.config.headers,
+            // },
+            response: {
+                status: response.status,
+                statusText: response.statusText,
+                headers: response.headers,
+                data: JSON.stringify(response.data, null, 2),
+            },
+        });
+        return response;
+    });
+}
+/**
+ * Impure, mutates params to remove any values that have a key but are undefined.
+ */
+function deleteUndefinedValues(params) {
+    if (!params) {
+        return;
+    }
+    for (const key in params) {
+        const value = params[key];
+        if (typeof value === 'undefined') {
+            delete params[key];
+        }
+    }
+}
+export class BaseRestClient {
+    options;
+    baseUrl;
+    globalRequestOptions;
+    apiKey;
+    apiSecret;
+    apiPassphrase;
+    /**
+     * Create an instance of the REST client. Pass API credentials in the object in the first parameter.
+     * @param {RestClientOptions} [restClientOptions={}] options to configure REST API connectivity
+     * @param {AxiosRequestConfig} [networkOptions={}] HTTP networking options for axios
+     */
+    constructor(restClientOptions = {}, networkOptions = {}) {
+        this.options = {
+            /** Throw errors if any request params are empty */
+            strictParamValidation: false,
+            ...restClientOptions,
+        };
+        const VERSION = '0.1.0';
+        const USER_AGENT = `${APIIDPrefix}/${VERSION}`;
+        this.globalRequestOptions = {
+            /** in ms == 5 minutes by default */
+            timeout: 1000 * 60 * 5,
+            /** inject custom rquest options based on axios specs - see axios docs for more guidance on AxiosRequestConfig: https://github.com/axios/axios#request-config */
+            ...networkOptions,
+            headers: {
+                ...networkOptions.headers,
+                'Content-Type': 'application/json',
+                locale: 'en-US',
+                'User-Agent': USER_AGENT,
+            },
+        };
+        if (restClientOptions.localisation) {
+            if (!this.globalRequestOptions.headers) {
+                this.globalRequestOptions.headers = {};
+            }
+            this.globalRequestOptions.headers['Accept-Language'] =
+                restClientOptions.localisation;
+        }
+        // If enabled, configure a https agent with keepAlive enabled
+        if (this.options.keepAlive) {
+            // For more advanced configuration, raise an issue on GitHub or use the "networkOptions"
+            // parameter to define a custom httpsAgent with the desired properties
+            this.globalRequestOptions.httpsAgent = new https.Agent({
+                keepAlive: true,
+                keepAliveMsecs: this.options.keepAliveMsecs,
+            });
+        }
+        this.baseUrl = getRestBaseUrl(restClientOptions, this.getClientType());
+        this.apiKey = this.options.apiKey;
+        this.apiSecret = this.options.apiSecret;
+        this.apiPassphrase = this.options.apiPassphrase;
+        if (restClientOptions.cdpApiKey) {
+            this.apiKey = restClientOptions.cdpApiKey.name;
+            this.apiSecret = restClientOptions.cdpApiKey.privateKey;
+        }
+        // Throw if one of these values is missing, and at least one of them is set
+        const credentials = [this.apiKey, this.apiSecret];
+        if (
+        // commerce only needs keys, not key and secret
+        this.getClientType() !== REST_CLIENT_TYPE_ENUM.commerce &&
+            credentials.includes(undefined) &&
+            credentials.some((v) => typeof v === 'string')) {
+            throw new Error(MISSING_API_KEYS_ERROR);
+        }
+    }
+    /**
+     * Timestamp used to sign the request. Override this method to implement your own timestamp/sync mechanism
+     */
+    getSignTimestampMs() {
+        return Date.now();
+    }
+    get(endpoint, params) {
+        return this._call('GET', endpoint, params, true);
+    }
+    post(endpoint, params) {
+        return this._call('POST', endpoint, params, true);
+    }
+    getPrivate(endpoint, params) {
+        return this._call('GET', endpoint, params, false);
+    }
+    postPrivate(endpoint, params) {
+        return this._call('POST', endpoint, params, false);
+    }
+    deletePrivate(endpoint, params) {
+        return this._call('DELETE', endpoint, params, false);
+    }
+    putPrivate(endpoint, params) {
+        return this._call('PUT', endpoint, params, false);
+    }
+    patchPrivate(endpoint, params) {
+        return this._call('PATCH', endpoint, params, false);
+    }
+    /**
+     * @private Make a HTTP request to a specific endpoint. Private endpoint API calls are automatically signed.
+     */
+    async _call(method, endpoint, params, isPublicApi) {
+        // Sanity check to make sure it's only ever prefixed by one forward slash
+        const requestUrl = [this.baseUrl, endpoint].join(endpoint.startsWith('/') ? '' : '/');
+        // Build a request and handle signature process
+        const options = await this.buildRequest(method, endpoint, requestUrl, params, isPublicApi);
+        if (ENABLE_HTTP_TRACE) {
+            console.log('full request: ', options);
+        }
+        // Dispatch request
+        return axios(options)
+            .then((response) => {
+            if (response.status >= 200 && response.status <= 204) {
+                // Throw if API returns an error (e.g. insufficient balance)
+                if (typeof response.data?.code === 'string' &&
+                    response.data?.code !== '200000') {
+                    throw { response };
+                }
+                return response.data;
+            }
+            throw { response };
+        })
+            .catch((e) => this.parseException(e, { method, endpoint, requestUrl, params }));
+    }
+    generateNewOrderId() {
+        return APIIDPrefix + nanoid(14);
+    }
+    /**
+     * Validate syntax meets requirements set by coinbase. Log warning if not.
+     */
+    validateOrderId(params, orderIdProperty) {
+        // Not the cleanest but strict checks aren't quite necessary here either
+        const requestParams = params;
+        if (!requestParams[orderIdProperty]) {
+            requestParams[orderIdProperty] = this.generateNewOrderId();
+            return;
+        }
+        if (!requestParams[orderIdProperty].startsWith(APIIDPrefix)) {
+            logInvalidOrderId(orderIdProperty, APIIDPrefix, params);
+            const previousValue = requestParams[orderIdProperty];
+            const newValue = APIIDPrefix + requestParams[orderIdProperty];
+            console.warn(`WARNING: "${orderIdProperty}" was automatically prefixed. Changed from "${previousValue}" to "${newValue}". To avoid this, apply the prefix before submitting an order or use the client.generateNewOrderId() utility method.`);
+            requestParams[orderIdProperty] = newValue;
+        }
+    }
+    /**
+     * @private generic handler to parse request exceptions
+     */
+    parseException(e, requestParams) {
+        if (this.options.parseExceptions === false) {
+            throw e;
+        }
+        // Something happened in setting up the request that triggered an error
+        if (!e.response) {
+            if (!e.request) {
+                throw e.message;
+            }
+            // request made but no response received
+            throw e;
+        }
+        // The request was made and the server responded with a status code
+        // that falls out of the range of 2xx
+        const response = e.response;
+        // console.error('err: ', response?.data);
+        throw {
+            code: response.status,
+            message: response.statusText,
+            body: response.data,
+            headers: response.headers,
+            requestOptions: {
+                ...this.options,
+                // Prevent credentials from leaking into error messages
+                apiKey: 'omittedFromError',
+                apiSecret: 'omittedFromError',
+                apiPassphrase: 'omittedFromError',
+                cdpApiKey: 'omittedFromError',
+            },
+            requestParams,
+        };
+    }
+    /**
+     * @private sign request and set recv window
+     */
+    async signRequest(data, url, endpoint, method, signMethod) {
+        const timestampInMs = this.getSignTimestampMs();
+        const res = {
+            originalParams: {
+                ...data,
+            },
+            sign: '',
+            timestamp: timestampInMs,
+            recvWindow: 0,
+            serializedParams: '',
+            queryParamsWithSign: '',
+            headers: {},
+        };
+        const apiKey = this.apiKey;
+        const apiSecret = this.apiSecret;
+        const apiPassphrase = this.apiPassphrase;
+        const jwtExpiresSeconds = this.options.jwtExpiresSeconds || 120;
+        if (!apiKey) {
+            return res;
+        }
+        const strictParamValidation = this.options.strictParamValidation;
+        const encodeQueryStringValues = true;
+        const requestBody = data?.body || data;
+        const requestBodyString = requestBody ? JSON.stringify(requestBody) : '';
+        if (signMethod === 'coinbase') {
+            const clientType = this.getClientType();
+            const signRequestParams = method === 'GET'
+                ? serializeParams(data?.query || data, strictParamValidation, encodeQueryStringValues, '?')
+                : requestBodyString;
+            // https://docs.cdp.coinbase.com/product-apis/docs/welcome
+            switch (clientType) {
+                case REST_CLIENT_TYPE_ENUM.advancedTrade:
+                case REST_CLIENT_TYPE_ENUM.coinbaseApp: {
+                    // Both adv trade & app API use the same JWT auth mechanism
+                    // Advanced Trade: https://docs.cdp.coinbase.com/advanced-trade/docs/rest-api-auth
+                    // App: https://docs.cdp.coinbase.com/coinbase-app/docs/api-key-authentication
+                    if (!apiSecret) {
+                        throw new Error(`No API secret provided, cannot prepare JWT.`);
+                    }
+                    const sign = signJWT({
+                        url,
+                        method,
+                        algorithm: 'ES256',
+                        timestampMs: timestampInMs,
+                        jwtExpiresSeconds,
+                        apiPubKey: apiKey,
+                        apiPrivKey: apiSecret,
+                    });
+                    return {
+                        ...res,
+                        sign: sign,
+                        queryParamsWithSign: signRequestParams,
+                        headers: {
+                            Authorization: `Bearer ${sign}`,
+                        },
+                    };
+                    // TODO: is there demand for oauth support?
+                    // Docs: https://docs.cdp.coinbase.com/coinbase-app/docs/coinbase-app-integration
+                    // See: https://github.com/tiagosiebler/coinbase-api/issues/24
+                }
+                // Docs: https://docs.cdp.coinbase.com/exchange/docs/rest-auth
+                case REST_CLIENT_TYPE_ENUM.exchange:
+                // Docs: https://docs.cdp.coinbase.com/intx/docs/rest-auth
+                case REST_CLIENT_TYPE_ENUM.international: {
+                    const timestampInSeconds = timestampInMs / 1000; // decimals are OK
+                    if (!apiSecret) {
+                        throw new Error(`No API secret provided, cannot sign request.`);
+                    }
+                    if (!apiPassphrase) {
+                        throw new Error(`No API passphrase provided, cannot sign request.`);
+                    }
+                    const signInput = timestampInSeconds + method + endpoint + signRequestParams;
+                    const sign = await signMessage(signInput, apiSecret, 'base64', 'SHA-256', 'base64:web');
+                    const headers = {
+                        'CB-ACCESS-KEY': apiKey,
+                        'CB-ACCESS-SIGN': sign,
+                        'CB-ACCESS-TIMESTAMP': timestampInSeconds,
+                        'CB-ACCESS-PASSPHRASE': apiPassphrase,
+                    };
+                    // console.log('sign res: ', { signInput, ...headers });
+                    return {
+                        ...res,
+                        sign: sign,
+                        queryParamsWithSign: signRequestParams,
+                        headers: {
+                            ...headers,
+                        },
+                    };
+                    // For CB Exchange, is there demand for FIX
+                    // Docs, FIX: https://docs.cdp.coinbase.com/exchange/docs/fix-connectivity
+                    // For CB International, is there demand for FIX
+                    // Docs, FIX: https://docs.cdp.coinbase.com/intx/docs/fix-overview
+                }
+                // Docs: https://docs.cdp.coinbase.com/prime/docs/rest-authentication
+                case REST_CLIENT_TYPE_ENUM.prime: {
+                    const timestampInSeconds = Math.floor(timestampInMs / 1000); // decimal not allowed
+                    const signInput = timestampInSeconds + method + endpoint + requestBodyString;
+                    if (!apiSecret) {
+                        throw new Error(`No API secret provided, cannot sign request.`);
+                    }
+                    if (!apiPassphrase) {
+                        throw new Error(`No API passphrase provided, cannot sign request.`);
+                    }
+                    const sign = await signMessage(signInput, apiSecret, 'base64', 'SHA-256', 'base64:web');
+                    const headers = {
+                        'X-CB-ACCESS-KEY': apiKey,
+                        'X-CB-ACCESS-PASSPHRASE': apiPassphrase,
+                        'X-CB-ACCESS-SIGNATURE': sign,
+                        'X-CB-ACCESS-TIMESTAMP': timestampInSeconds,
+                    };
+                    // For CB Prime, is there demand for FIX
+                    // Docs, FIX: https://docs.cdp.coinbase.com/prime/docs/fix-connectivity
+                    return {
+                        ...res,
+                        sign: sign,
+                        queryParamsWithSign: signRequestParams,
+                        headers: {
+                            ...headers,
+                        },
+                    };
+                }
+                case REST_CLIENT_TYPE_ENUM.commerce: {
+                    // https://docs.cdp.coinbase.com/commerce-onchain/docs/getting-started
+                    // No auth?
+                    return {
+                        ...res,
+                        headers: {
+                            'X-CC-Api-Key': apiKey,
+                        },
+                    };
+                }
+                default: {
+                    console.error(new Date(), neverGuard(clientType, `Unhandled sign client type : "${clientType}"`));
+                    throw new Error(`Unhandled request sign for client : "${clientType}"`);
+                }
+            }
+        }
+        console.error(new Date(), neverGuard(signMethod, `Unhandled sign method: "${signMessage}"`));
+        return res;
+    }
+    async prepareSignParams(method, url, endpoint, signMethod, params, isPublicApi) {
+        if (isPublicApi) {
+            return {
+                originalParams: params,
+                paramsWithSign: params,
+            };
+        }
+        if (!this.apiKey || !this.apiSecret) {
+            throw new Error(MISSING_API_KEYS_ERROR);
+        }
+        return this.signRequest(params, url, endpoint, method, signMethod);
+    }
+    /** Returns an axios request object. Handles signing process automatically if this is a private API call */
+    async buildRequest(method, endpoint, url, params, isPublicApi) {
+        const options = {
+            ...this.globalRequestOptions,
+            url: url,
+            method: method,
+        };
+        deleteUndefinedValues(params);
+        deleteUndefinedValues(params?.body);
+        deleteUndefinedValues(params?.query);
+        deleteUndefinedValues(params?.headers);
+        if (isPublicApi || !this.apiKey || !this.apiSecret) {
+            return {
+                ...options,
+                params: params,
+            };
+        }
+        const signResult = await this.prepareSignParams(method, url, endpoint, 'coinbase', params, isPublicApi);
+        const requestHeaders = {
+            // request parameter headers for this request
+            ...params?.headers,
+            // auth headers for this request
+            ...signResult.headers,
+            // global headers for every request
+            ...options.headers,
+        };
+        let urlWithQueryParams = options.url;
+        if (method === 'GET') {
+            if (signResult.queryParamsWithSign) {
+                urlWithQueryParams += signResult.queryParamsWithSign;
+            }
+            return {
+                ...options,
+                headers: requestHeaders,
+                url: urlWithQueryParams,
+            };
+        }
+        return {
+            ...options,
+            headers: requestHeaders,
+            url: params?.query ? urlWithQueryParams : options.url,
+            data: signResult.originalParams.body,
+        };
+    }
+}
+//# sourceMappingURL=BaseRestClient.js.map

package/dist/mjs/lib/BaseRestClient.js.map

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package/dist/mjs/lib/BaseWSClient.d.ts

@@ -0,0 +1,169 @@
+import EventEmitter from 'events';
+import WebSocket from 'isomorphic-ws';
+import { WebsocketClientOptions, WSClientConfigurableOptions } from '../types/websockets/client.js';
+import { WsOperation } from '../types/websockets/requests.js';
+import { DefaultLogger } from './websocket/logger.js';
+import { MessageEventLike, WsTopicRequest, WsTopicRequestOrStringTopic } from './websocket/websocket-util.js';
+import { WsStore } from './websocket/WsStore.js';
+import { WSConnectedResult } from './websocket/WsStore.types.js';
+interface WSClientEventMap<WsKey extends string> {
+    /** Connection opened. If this connection was previously opened and reconnected, expect the reconnected event instead */
+    open: (evt: {
+        wsKey: WsKey;
+        event: any;
+    }) => void;
+    /** Reconnecting a dropped connection */
+    reconnect: (evt: {
+        wsKey: WsKey;
+        event: any;
+    }) => void;
+    /** Successfully reconnected a connection that dropped */
+    reconnected: (evt: {
+        wsKey: WsKey;
+        event: any;
+    }) => void;
+    /** Connection closed */
+    close: (evt: {
+        wsKey: WsKey;
+        event: any;
+    }) => void;
+    /** Received reply to websocket command (e.g. after subscribing to topics) */
+    response: (response: any & {
+        wsKey: WsKey;
+    }) => void;
+    /** Received data for topic */
+    update: (response: any & {
+        wsKey: WsKey;
+    }) => void;
+    /** Exception from ws client OR custom listeners (e.g. if you throw inside your event handler) */
+    exception: (response: any & {
+        wsKey: WsKey;
+    }) => void;
+    error: (response: any & {
+        wsKey: WsKey;
+    }) => void;
+    /** Confirmation that a connection successfully authenticated */
+    authenticated: (event: {
+        wsKey: WsKey;
+        event: any;
+    }) => void;
+}
+export interface EmittableEvent<TEvent = any> {
+    eventType: 'response' | 'update' | 'exception' | 'authenticated' | 'connectionReady';
+    event: TEvent;
+}
+export interface BaseWebsocketClient<TWSKey extends string> {
+    on<U extends keyof WSClientEventMap<TWSKey>>(event: U, listener: WSClientEventMap<TWSKey>[U]): this;
+    emit<U extends keyof WSClientEventMap<TWSKey>>(event: U, ...args: Parameters<WSClientEventMap<TWSKey>[U]>): boolean;
+}
+type WSTopic = string;
+export declare abstract class BaseWebsocketClient<TWSKey extends string> extends EventEmitter {
+    private wsStore;
+    protected logger: typeof DefaultLogger;
+    protected options: WebsocketClientOptions;
+    private wsApiRequestId;
+    constructor(options?: WSClientConfigurableOptions, logger?: typeof DefaultLogger);
+    protected abstract sendPingEvent(wsKey: TWSKey, ws: WebSocket): void;
+    protected abstract sendPongEvent(wsKey: TWSKey, ws: WebSocket): void;
+    protected abstract isWsPong(data: any): boolean;
+    protected abstract isWsPing(data: any): boolean;
+    protected abstract getWsAuthRequestEvent(wsKey: TWSKey): Promise<object>;
+    protected abstract isPrivateTopicRequest(request: WsTopicRequest<WSTopic>, wsKey: TWSKey): boolean;
+    /**
+     * Returns a list of string events that can be individually sent upstream to complete subscribing/unsubscribing/etc to these topics
+     */
+    protected abstract getWsOperationEventsForTopics(topics: WsTopicRequest<WSTopic>[], wsKey: TWSKey, operation: WsOperation): Promise<string[]>;
+    protected abstract getPrivateWSKeys(): TWSKey[];
+    protected abstract getWsUrl(wsKey: TWSKey): Promise<string>;
+    protected abstract getMaxTopicsPerSubscribeEvent(wsKey: TWSKey): number | null;
+    /**
+     * Abstraction called to sort ws events into emittable event types (response to a request, data update, etc)
+     */
+    protected abstract resolveEmittableEvents(wsKey: TWSKey, event: MessageEventLike): EmittableEvent[];
+    /**
+     * Request connection of all dependent (public & private) websockets, instead of waiting for automatic connection by library
+     */
+    protected abstract connectAll(): Promise<(WSConnectedResult | undefined)[]>;
+    protected isPrivateWsKey(wsKey: TWSKey): boolean;
+    /** Returns auto-incrementing request ID, used to track promise references for async requests */
+    protected getNewRequestId(): string;
+    protected abstract sendWSAPIRequest(wsKey: TWSKey, channel: WSTopic, params?: any): Promise<unknown>;
+    protected abstract sendWSAPIRequest(wsKey: TWSKey, channel: WSTopic, params: any): Promise<unknown>;
+    /**
+     * Subscribe to one or more topics on a WS connection (identified by WS Key).
+     *
+     * - Topics are automatically cached
+     * - Connections are automatically opened, if not yet connected
+     * - Authentication is automatically handled
+     * - Topics are automatically resubscribed to, if something happens to the connection, unless you call unsubsribeTopicsForWsKey(topics, key).
+     *
+     * @param wsTopicRequests array of topics to subscribe to
+     * @param wsKey ws key referring to the ws connection these topics should be subscribed on
+     */
+    subscribeTopicsForWsKey(wsTopicRequests: WsTopicRequestOrStringTopic<WSTopic>[], wsKey: TWSKey): false | Promise<WSConnectedResult | undefined> | undefined;
+    protected unsubscribeTopicsForWsKey(wsTopicRequests: WsTopicRequestOrStringTopic<string>[], wsKey: TWSKey): void;
+    /**
+     * Splits topic requests into two groups, public & private topic requests
+     */
+    private sortTopicRequestsIntoPublicPrivate;
+    /** Get the WsStore that tracks websockets & topics */
+    getWsStore(): WsStore<TWSKey, WsTopicRequest<string>>;
+    close(wsKey: TWSKey, force?: boolean): void;
+    closeAll(force?: boolean): void;
+    isConnected(wsKey: TWSKey): boolean;
+    /**
+     * Request connection to a specific websocket, instead of waiting for automatic connection.
+     */
+    connect(wsKey: TWSKey): Promise<WSConnectedResult | undefined>;
+    private connectToWsUrl;
+    private parseWsError;
+    /** Get a signature, build the auth request and send it */
+    private sendAuthRequest;
+    private reconnectWithDelay;
+    private ping;
+    private clearTimers;
+    private clearPingTimer;
+    private clearPongTimer;
+    /**
+     * Simply builds and sends subscribe events for a list of topics for a ws key
+     *
+     * @private Use the `subscribe(topics)` or `subscribeTopicsForWsKey(topics, wsKey)` method to subscribe to topics. Send WS message to subscribe to topics.
+     */
+    private requestSubscribeTopics;
+    /**
+     * Simply builds and sends unsubscribe events for a list of topics for a ws key
+     *
+     * @private Use the `unsubscribe(topics)` method to unsubscribe from topics. Send WS message to unsubscribe from topics.
+     */
+    private requestUnsubscribeTopics;
+    /**
+     * Try sending a string event on a WS connection (identified by the WS Key)
+     */
+    tryWsSend(wsKey: TWSKey, wsMessage: string): void;
+    private onWsOpen;
+    private onWsPing;
+    private onWsPong;
+    /**
+     * Called automatically once a connection is ready.
+     * - Some exchanges are ready immediately after the connections open.
+     * - Some exchanges send an event to confirm the connection is ready for us.
+     *
+     * This method is called to act when the connection is ready. Use `requireConnectionReadyConfirmation` to control how this is called.
+     */
+    private onWsReadyForEvents;
+    /**
+     * Handle subscription to private topics _after_ authentication successfully completes asynchronously.
+     *
+     * Only used for exchanges that require auth before sending private topic subscription requests
+     */
+    private onWsAuthenticated;
+    private onWsMessage;
+    private onWsClose;
+    private getWs;
+    private setWsState;
+    /**
+     * Promise-driven method to assert that a ws has successfully connected (will await until connection is open)
+     */
+    protected assertIsConnected(wsKey: TWSKey): Promise<unknown>;
+}
+export {};