Go Coinbase Pro

Fork Notes

This repo is being sliced and diced for our internal needs. Api is changing on the fly !! The tests are not maintained.

Summary

Go client for CoinBase Pro formerly known as gdax

Installation

If using Go modules (Go version >= 11.1) simply import as needed.

go mod init github.com/yourusername/yourprojectname

Older Go versions

go get github.com/preichenberger/go-coinbasepro

Significant releases

Use dep to install previous releases

dep ensure --add github.com/preichenberger/go-gdax@0.5.7

• 0.5.7, last release before rename package to: coinbasepro
• 0.5, as of 0.5 this library uses strings and is not backwards compatible

Documentation

For full details on functionality, see GoDoc documentation.

Setup

Client will respect environment variables: COINBASE_PRO_BASEURL, COINBASE_PRO_PASSPHRASE, COINBASE_PRO_KEY, COINBASE_PRO_SECRET by default

import (
  coinbasepro "github.com/preichenberger/go-coinbasepro/v2"
)

client := coinbasepro.NewClient()

// optional, configuration can be updated with ClientConfig
client.UpdateConfig(&coinbasepro.ClientConfig{
  BaseURL: "https://api.pro.coinbase.com",
  Key: "coinbase pro key",
  Passphrase: "coinbase pro passphrase",
  Secret: "coinbase pro secret",
})

Sandbox

You can switch to the sandbox URL by setting environment variable: COINBASE_PRO_SANDBOX

Enable sandbox

export COINBASE_PRO_SANDBOX=1

Disable sandbox

export COINBASE_PRO_SANDBOX=0

HTTP Settings

import (
  "net/http"
  "time"
)

client.HTTPClient = &http.Client {
  Timeout: 15 * time.Second,
}

Decimals

To manage precision correctly, this library sends all price values as strings. It is recommended to use a decimal library like Spring's Decimal if you are doing any manipulation of prices.

Example:

import (
  "github.com/shopspring/decimal"
)

book, err := client.GetBook("BTC-USD", 1)
if err != nil {
    println(err.Error())  
}

lastPrice, err := decimal.NewFromString(book.Bids[0].Price)
if err != nil {
    println(err.Error())  
}

order := coinbasepro.Order{
  Price: lastPrice.Add(decimal.NewFromFloat(1.00)).String(),
  Size: "2.00",
  Side: "buy",
  ProductID: "BTC-USD",
}

savedOrder, err := client.CreateOrder(&order)
if err != nil {
  println(err.Error())
}

println(savedOrder.ID)

Retry

You can set a retry count which uses exponential backoff: (2^(retry_attempt) - 1) / 2 * 1000 * milliseconds

client.RetryCount = 3 # 500ms, 1500ms, 3500ms

Cursor

This library uses a cursor pattern so you don't have to keep track of pagination.

var orders []coinbasepro.Order
cursor = client.ListOrders()

for cursor.HasMore {
  if err := cursor.NextPage(&orders); err != nil {
    println(err.Error())
    return
  }

  for _, o := range orders {
    println(o.ID)
  }
}

Websockets

Listen for websocket messages

  import(
    ws "github.com/gorilla/websocket"
  )

  var wsDialer ws.Dialer
  wsConn, _, err := wsDialer.Dial("wss://ws-feed.pro.coinbase.com", nil)
  if err != nil {
    println(err.Error())
  }

  subscribe := coinbasepro.Message{
    Type:      "subscribe",
    Channels: []coinbasepro.MessageChannel{
      coinbasepro.MessageChannel{
        Name: "heartbeat",
        ProductIds: []string{
          "BTC-USD",
        },
      },
      coinbasepro.MessageChannel{
        Name: "level2",
        ProductIds: []string{
          "BTC-USD",
        },
      },
    },
  }
  if err := wsConn.WriteJSON(subscribe); err != nil {
    println(err.Error())
  }

  for true {
    message := coinbasepro.Message{}
    if err := wsConn.ReadJSON(&message); err != nil {
      println(err.Error())
      break
    }

    println(message.Type)
  }

Time

Results return coinbase time type which handles different types of time parsing that coinbasepro returns. This wraps the native go time type

  import(
    "time"
    coinbasepro "github.com/preichenberger/go-coinbasepro/v2"
  )

  coinbaseTime := coinbasepro.Time{}
  println(time.Time(coinbaseTime).Day())

Examples

This library supports all public and private endpoints

Get Accounts:

  accounts, err := client.GetAccounts()
  if err != nil {
    println(err.Error())
  }

  for _, a := range accounts {
    println(a.Balance)
  }

List Account Ledger:

  var ledgers []coinbasepro.LedgerEntry

  accounts, err := client.GetAccounts()
  if err != nil {
    println(err.Error())
  }

  for _, a := range accounts {
    cursor := client.ListAccountLedger(a.ID)
    for cursor.HasMore {
      if err := cursor.NextPage(&ledgers); err != nil {
        println(err.Error())
      }

      for _, e := range ledgers {
        println(e.Amount)
      }
  }

Create an Order:

  order := coinbasepro.Order{
    Price: "1.00",
    Size: "1.00",
    Side: "buy",
    ProductID: "BTC-USD",
  }

  savedOrder, err := client.CreateOrder(&order)
  if err != nil {
    println(err.Error())
  }

  println(savedOrder.ID)

Transfer funds:

  transfer := coinbasepro.Transfer {
    Type: "deposit",
    Amount: "1.00",
  }

  savedTransfer, err := client.CreateTransfer(&transfer)
  if err != nil {
    println(err.Error())
  }

Get Trade history:

  var trades []coinbasepro.Trade
  cursor := client.ListTrades("BTC-USD")

  for cursor.HasMore {
    if err := cursor.NextPage(&trades); err != nil {
      for _, t := range trades {
        println(trade.CoinbaseID)
      }
    }
  }

Testing

To test with Coinbase's public sandbox set the following environment variables:

export COINBASE_PRO_KEY="sandbox key"
export COINBASE_PRO_PASSPHRASE="sandbox passphrase"
export COINBASE_PRO_SECRET="sandbox secret"

Then run go test

go test