forked from thrasher-corp/gocryptotrader
/
coinbasepro.go
859 lines (747 loc) · 28 KB
/
coinbasepro.go
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package coinbasepro
import (
"bytes"
"context"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/nbltrust/gocryptotrader/common"
"github.com/nbltrust/gocryptotrader/common/crypto"
"github.com/nbltrust/gocryptotrader/currency"
exchange "github.com/nbltrust/gocryptotrader/exchanges"
"github.com/nbltrust/gocryptotrader/exchanges/order"
"github.com/nbltrust/gocryptotrader/exchanges/request"
"github.com/nbltrust/gocryptotrader/exchanges/websocket/wshandler"
"github.com/nbltrust/gocryptotrader/log"
)
const (
coinbaseproAPIURL = "https://api.pro.coinbase.com/"
coinbaseproSandboxAPIURL = "https://api-public.sandbox.pro.coinbase.com/"
coinbaseproAPIVersion = "0"
coinbaseproProducts = "products"
coinbaseproOrderbook = "book"
coinbaseproTicker = "ticker"
coinbaseproTrades = "trades"
coinbaseproHistory = "candles"
coinbaseproStats = "stats"
coinbaseproCurrencies = "currencies"
coinbaseproAccounts = "accounts"
coinbaseproLedger = "ledger"
coinbaseproHolds = "holds"
coinbaseproOrders = "orders"
coinbaseproFills = "fills"
coinbaseproTransfers = "transfers"
coinbaseproReports = "reports"
coinbaseproTime = "time"
coinbaseproMarginTransfer = "profiles/margin-transfer"
coinbaseproFunding = "funding"
coinbaseproFundingRepay = "funding/repay"
coinbaseproPosition = "position"
coinbaseproPositionClose = "position/close"
coinbaseproPaymentMethod = "payment-methods"
coinbaseproPaymentMethodDeposit = "deposits/payment-method"
coinbaseproDepositCoinbase = "deposits/coinbase-account"
coinbaseproWithdrawalPaymentMethod = "withdrawals/payment-method"
coinbaseproWithdrawalCoinbase = "withdrawals/coinbase"
coinbaseproWithdrawalCrypto = "withdrawals/crypto"
coinbaseproCoinbaseAccounts = "coinbase-accounts"
coinbaseproTrailingVolume = "users/self/trailing-volume"
)
// CoinbasePro is the overarching type across the coinbasepro package
type CoinbasePro struct {
exchange.Base
WebsocketConn *wshandler.WebsocketConnection
}
// GetProducts returns supported currency pairs on the exchange with specific
// information about the pair
func (c *CoinbasePro) GetProducts() ([]Product, error) {
var products []Product
return products, c.SendHTTPRequest(c.API.Endpoints.URL+coinbaseproProducts, &products)
}
// GetOrderbook returns orderbook by currency pair and level
func (c *CoinbasePro) GetOrderbook(symbol string, level int) (interface{}, error) {
orderbook := OrderbookResponse{}
path := fmt.Sprintf("%s/%s/%s", c.API.Endpoints.URL+coinbaseproProducts, symbol, coinbaseproOrderbook)
if level > 0 {
levelStr := strconv.Itoa(level)
path = fmt.Sprintf("%s/%s/%s?level=%s", c.API.Endpoints.URL+coinbaseproProducts, symbol, coinbaseproOrderbook, levelStr)
}
if err := c.SendHTTPRequest(path, &orderbook); err != nil {
return nil, err
}
if level == 3 {
ob := OrderbookL3{}
ob.Sequence = orderbook.Sequence
for _, x := range orderbook.Asks {
price, err := strconv.ParseFloat((x[0].(string)), 64)
if err != nil {
continue
}
amount, err := strconv.ParseFloat((x[1].(string)), 64)
if err != nil {
continue
}
ob.Asks = append(ob.Asks, OrderL3{Price: price, Amount: amount, OrderID: x[2].(string)})
}
for _, x := range orderbook.Bids {
price, err := strconv.ParseFloat((x[0].(string)), 64)
if err != nil {
continue
}
amount, err := strconv.ParseFloat((x[1].(string)), 64)
if err != nil {
continue
}
ob.Bids = append(ob.Bids, OrderL3{Price: price, Amount: amount, OrderID: x[2].(string)})
}
return ob, nil
}
ob := OrderbookL1L2{}
ob.Sequence = orderbook.Sequence
for _, x := range orderbook.Asks {
price, err := strconv.ParseFloat((x[0].(string)), 64)
if err != nil {
continue
}
amount, err := strconv.ParseFloat((x[1].(string)), 64)
if err != nil {
continue
}
ob.Asks = append(ob.Asks, OrderL1L2{Price: price, Amount: amount, NumOrders: x[2].(float64)})
}
for _, x := range orderbook.Bids {
price, err := strconv.ParseFloat((x[0].(string)), 64)
if err != nil {
continue
}
amount, err := strconv.ParseFloat((x[1].(string)), 64)
if err != nil {
continue
}
ob.Bids = append(ob.Bids, OrderL1L2{Price: price, Amount: amount, NumOrders: x[2].(float64)})
}
return ob, nil
}
// GetTicker returns ticker by currency pair
// currencyPair - example "BTC-USD"
func (c *CoinbasePro) GetTicker(currencyPair string) (Ticker, error) {
tick := Ticker{}
path := fmt.Sprintf(
"%s/%s/%s", c.API.Endpoints.URL+coinbaseproProducts, currencyPair, coinbaseproTicker)
return tick, c.SendHTTPRequest(path, &tick)
}
// GetTrades listd the latest trades for a product
// currencyPair - example "BTC-USD"
func (c *CoinbasePro) GetTrades(currencyPair string) ([]Trade, error) {
var trades []Trade
path := fmt.Sprintf(
"%s/%s/%s", c.API.Endpoints.URL+coinbaseproProducts, currencyPair, coinbaseproTrades)
return trades, c.SendHTTPRequest(path, &trades)
}
// GetHistoricRates returns historic rates for a product. Rates are returned in
// grouped buckets based on requested granularity.
func (c *CoinbasePro) GetHistoricRates(currencyPair, start, end string, granularity int64) ([]History, error) {
var resp [][]interface{}
var history []History
values := url.Values{}
if len(start) > 0 {
values.Set("start", start)
} else {
values.Set("start", "")
}
if len(end) > 0 {
values.Set("end", end)
} else {
values.Set("end", "")
}
allowedGranularities := [6]int64{60, 300, 900, 3600, 21600, 86400}
validGran, _ := common.InArray(granularity, allowedGranularities)
if !validGran {
return nil, errors.New("Invalid granularity value: " + strconv.FormatInt(granularity, 10) + ". Allowed values are {60, 300, 900, 3600, 21600, 86400}")
}
if granularity > 0 {
values.Set("granularity", strconv.FormatInt(granularity, 10))
}
path := common.EncodeURLValues(
fmt.Sprintf("%s/%s/%s", c.API.Endpoints.URL+coinbaseproProducts, currencyPair, coinbaseproHistory),
values)
if err := c.SendHTTPRequest(path, &resp); err != nil {
return history, err
}
for _, single := range resp {
var s History
a, _ := single[0].(float64)
s.Time = int64(a)
b, _ := single[1].(float64)
s.Low = b
c, _ := single[2].(float64)
s.High = c
d, _ := single[3].(float64)
s.Open = d
e, _ := single[4].(float64)
s.Close = e
f, _ := single[5].(float64)
s.Volume = f
history = append(history, s)
}
return history, nil
}
// GetStats returns a 24 hr stat for the product. Volume is in base currency
// units. open, high, low are in quote currency units.
func (c *CoinbasePro) GetStats(currencyPair string) (Stats, error) {
stats := Stats{}
path := fmt.Sprintf(
"%s/%s/%s", c.API.Endpoints.URL+coinbaseproProducts, currencyPair, coinbaseproStats)
return stats, c.SendHTTPRequest(path, &stats)
}
// GetCurrencies returns a list of supported currency on the exchange
// Warning: Not all currencies may be currently in use for tradinc.
func (c *CoinbasePro) GetCurrencies() ([]Currency, error) {
var currencies []Currency
return currencies, c.SendHTTPRequest(c.API.Endpoints.URL+coinbaseproCurrencies, ¤cies)
}
// GetServerTime returns the API server time
func (c *CoinbasePro) GetServerTime() (ServerTime, error) {
serverTime := ServerTime{}
return serverTime, c.SendHTTPRequest(c.API.Endpoints.URL+coinbaseproTime, &serverTime)
}
// GetAccounts returns a list of trading accounts associated with the APIKEYS
func (c *CoinbasePro) GetAccounts() ([]AccountResponse, error) {
var resp []AccountResponse
return resp,
c.SendAuthenticatedHTTPRequest(http.MethodGet, coinbaseproAccounts, nil, &resp)
}
// GetAccount returns information for a single account. Use this endpoint when
// account_id is known
func (c *CoinbasePro) GetAccount(accountID string) (AccountResponse, error) {
resp := AccountResponse{}
path := fmt.Sprintf("%s/%s", coinbaseproAccounts, accountID)
return resp, c.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
}
// GetAccountHistory returns a list of account activity. Account activity either
// increases or decreases your account balance. Items are paginated and sorted
// latest first.
func (c *CoinbasePro) GetAccountHistory(accountID string) ([]AccountLedgerResponse, error) {
var resp []AccountLedgerResponse
path := fmt.Sprintf("%s/%s/%s", coinbaseproAccounts, accountID, coinbaseproLedger)
return resp, c.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
}
// GetHolds returns the holds that are placed on an account for any active
// orders or pending withdraw requests. As an order is filled, the hold amount
// is updated. If an order is canceled, any remaining hold is removed. For a
// withdraw, once it is completed, the hold is removed.
func (c *CoinbasePro) GetHolds(accountID string) ([]AccountHolds, error) {
var resp []AccountHolds
path := fmt.Sprintf("%s/%s/%s", coinbaseproAccounts, accountID, coinbaseproHolds)
return resp, c.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
}
// PlaceLimitOrder places a new limit order. Orders can only be placed if the
// account has sufficient funds. Once an order is placed, account funds
// will be put on hold for the duration of the order. How much and which funds
// are put on hold depends on the order type and parameters specified.
//
// GENERAL PARAMS
// clientRef - [optional] Order ID selected by you to identify your order
// side - buy or sell
// productID - A valid product id
// stp - [optional] Self-trade prevention flag
//
// LIMIT ORDER PARAMS
// price - Price per bitcoin
// amount - Amount of BTC to buy or sell
// timeInforce - [optional] GTC, GTT, IOC, or FOK (default is GTC)
// cancelAfter - [optional] min, hour, day * Requires time_in_force to be GTT
// postOnly - [optional] Post only flag Invalid when time_in_force is IOC or FOK
func (c *CoinbasePro) PlaceLimitOrder(clientRef string, price, amount float64, side, timeInforce, cancelAfter, productID, stp string, postOnly bool) (string, error) {
resp := GeneralizedOrderResponse{}
req := make(map[string]interface{})
req["type"] = order.Limit.Lower()
req["price"] = strconv.FormatFloat(price, 'f', -1, 64)
req["size"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["side"] = side
req["product_id"] = productID
if cancelAfter != "" {
req["cancel_after"] = cancelAfter
}
if timeInforce != "" {
req["time_in_foce"] = timeInforce
}
if clientRef != "" {
req["client_oid"] = clientRef
}
if stp != "" {
req["stp"] = stp
}
if postOnly {
req["post_only"] = postOnly
}
err := c.SendAuthenticatedHTTPRequest(http.MethodPost, coinbaseproOrders, req, &resp)
if err != nil {
return "", err
}
return resp.ID, nil
}
// PlaceMarketOrder places a new market order.
// Orders can only be placed if the account has sufficient funds. Once an order
// is placed, account funds will be put on hold for the duration of the order.
// How much and which funds are put on hold depends on the order type and
// parameters specified.
//
// GENERAL PARAMS
// clientRef - [optional] Order ID selected by you to identify your order
// side - buy or sell
// productID - A valid product id
// stp - [optional] Self-trade prevention flag
//
// MARKET ORDER PARAMS
// size - [optional]* Desired amount in BTC
// funds [optional]* Desired amount of quote currency to use
// * One of size or funds is required.
func (c *CoinbasePro) PlaceMarketOrder(clientRef string, size, funds float64, side, productID, stp string) (string, error) {
resp := GeneralizedOrderResponse{}
req := make(map[string]interface{})
req["side"] = side
req["product_id"] = productID
req["type"] = order.Market.Lower()
if size != 0 {
req["size"] = strconv.FormatFloat(size, 'f', -1, 64)
}
if funds != 0 {
req["funds"] = strconv.FormatFloat(funds, 'f', -1, 64)
}
if clientRef != "" {
req["client_oid"] = clientRef
}
if stp != "" {
req["stp"] = stp
}
err := c.SendAuthenticatedHTTPRequest(http.MethodPost, coinbaseproOrders, req, &resp)
if err != nil {
return "", err
}
return resp.ID, nil
}
// PlaceMarginOrder places a new market order.
// Orders can only be placed if the account has sufficient funds. Once an order
// is placed, account funds will be put on hold for the duration of the order.
// How much and which funds are put on hold depends on the order type and
// parameters specified.
//
// GENERAL PARAMS
// clientRef - [optional] Order ID selected by you to identify your order
// side - buy or sell
// productID - A valid product id
// stp - [optional] Self-trade prevention flag
//
// MARGIN ORDER PARAMS
// size - [optional]* Desired amount in BTC
// funds - [optional]* Desired amount of quote currency to use
func (c *CoinbasePro) PlaceMarginOrder(clientRef string, size, funds float64, side, productID, stp string) (string, error) {
resp := GeneralizedOrderResponse{}
req := make(map[string]interface{})
req["side"] = side
req["product_id"] = productID
req["type"] = "margin"
if size != 0 {
req["size"] = strconv.FormatFloat(size, 'f', -1, 64)
}
if funds != 0 {
req["funds"] = strconv.FormatFloat(funds, 'f', -1, 64)
}
if clientRef != "" {
req["client_oid"] = clientRef
}
if stp != "" {
req["stp"] = stp
}
err := c.SendAuthenticatedHTTPRequest(http.MethodPost, coinbaseproOrders, req, &resp)
if err != nil {
return "", err
}
return resp.ID, nil
}
// CancelExistingOrder cancels order by orderID
func (c *CoinbasePro) CancelExistingOrder(orderID string) error {
path := fmt.Sprintf("%s/%s", coinbaseproOrders, orderID)
return c.SendAuthenticatedHTTPRequest(http.MethodDelete, path, nil, nil)
}
// CancelAllExistingOrders cancels all open orders on the exchange and returns
// and array of order IDs
// currencyPair - [optional] all orders for a currencyPair string will be
// canceled
func (c *CoinbasePro) CancelAllExistingOrders(currencyPair string) ([]string, error) {
var resp []string
req := make(map[string]interface{})
if len(currencyPair) > 0 {
req["product_id"] = currencyPair
}
return resp, c.SendAuthenticatedHTTPRequest(http.MethodDelete, coinbaseproOrders, req, &resp)
}
// GetOrders lists current open orders. Only open or un-settled orders are
// returned. As soon as an order is no longer open and settled, it will no
// longer appear in the default request.
// status - can be a range of "open", "pending", "done" or "active"
// currencyPair - [optional] for example "BTC-USD"
func (c *CoinbasePro) GetOrders(status []string, currencyPair string) ([]GeneralizedOrderResponse, error) {
var resp []GeneralizedOrderResponse
params := url.Values{}
for _, individualStatus := range status {
params.Add("status", individualStatus)
}
if currencyPair != "" {
params.Set("product_id", currencyPair)
}
path := common.EncodeURLValues(c.API.Endpoints.URL+coinbaseproOrders, params)
path = common.GetURIPath(path)
return resp,
c.SendAuthenticatedHTTPRequest(http.MethodGet, path[1:], nil, &resp)
}
// GetOrder returns a single order by order id.
func (c *CoinbasePro) GetOrder(orderID string) (GeneralizedOrderResponse, error) {
resp := GeneralizedOrderResponse{}
path := fmt.Sprintf("%s/%s", coinbaseproOrders, orderID)
return resp, c.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
}
// GetFills returns a list of recent fills
func (c *CoinbasePro) GetFills(orderID, currencyPair string) ([]FillResponse, error) {
var resp []FillResponse
params := url.Values{}
if orderID != "" {
params.Set("order_id", orderID)
}
if currencyPair != "" {
params.Set("product_id", currencyPair)
}
if params.Get("order_id") == "" && params.Get("product_id") == "" {
return resp, errors.New("no parameters set")
}
path := common.EncodeURLValues(c.API.Endpoints.URL+coinbaseproFills, params)
uri := common.GetURIPath(path)
return resp,
c.SendAuthenticatedHTTPRequest(http.MethodGet, uri[1:], nil, &resp)
}
// GetFundingRecords every order placed with a margin profile that draws funding
// will create a funding record.
//
// status - "outstanding", "settled", or "rejected"
func (c *CoinbasePro) GetFundingRecords(status string) ([]Funding, error) {
var resp []Funding
params := url.Values{}
params.Set("status", status)
path := common.EncodeURLValues(c.API.Endpoints.URL+coinbaseproFunding, params)
uri := common.GetURIPath(path)
return resp,
c.SendAuthenticatedHTTPRequest(http.MethodGet, uri[1:], nil, &resp)
}
// //////////////////////// Not receiving reply from server /////////////////
// RepayFunding repays the older funding records first
//
// amount - amount of currency to repay
// currency - currency, example USD
// func (c *CoinbasePro) RepayFunding(amount, currency string) (Funding, error) {
// resp := Funding{}
// params := make(map[string]interface{})
// params["amount"] = amount
// params["currency"] = currency
//
// return resp,
// c.SendAuthenticatedHTTPRequest(http.MethodPost, coinbaseproFundingRepay, params, &resp)
// }
// MarginTransfer sends funds between a standard/default profile and a margin
// profile.
// A deposit will transfer funds from the default profile into the margin
// profile. A withdraw will transfer funds from the margin profile to the
// default profile. Withdraws will fail if they would set your margin ratio
// below the initial margin ratio requirement.
//
// amount - the amount to transfer between the default and margin profile
// transferType - either "deposit" or "withdraw"
// profileID - The id of the margin profile to deposit or withdraw from
// currency - currency to transfer, currently on "BTC" or "USD"
func (c *CoinbasePro) MarginTransfer(amount float64, transferType, profileID, currency string) (MarginTransfer, error) {
resp := MarginTransfer{}
req := make(map[string]interface{})
req["type"] = transferType
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["currency"] = currency
req["margin_profile_id"] = profileID
return resp,
c.SendAuthenticatedHTTPRequest(http.MethodPost, coinbaseproMarginTransfer, req, &resp)
}
// GetPosition returns an overview of account profile.
func (c *CoinbasePro) GetPosition() (AccountOverview, error) {
resp := AccountOverview{}
return resp,
c.SendAuthenticatedHTTPRequest(http.MethodGet, coinbaseproPosition, nil, &resp)
}
// ClosePosition closes a position and allowing you to repay position as well
// repayOnly - allows the position to be repaid
func (c *CoinbasePro) ClosePosition(repayOnly bool) (AccountOverview, error) {
resp := AccountOverview{}
req := make(map[string]interface{})
req["repay_only"] = repayOnly
return resp,
c.SendAuthenticatedHTTPRequest(http.MethodPost, coinbaseproPositionClose, req, &resp)
}
// GetPayMethods returns a full list of payment methods
func (c *CoinbasePro) GetPayMethods() ([]PaymentMethod, error) {
var resp []PaymentMethod
return resp,
c.SendAuthenticatedHTTPRequest(http.MethodGet, coinbaseproPaymentMethod, nil, &resp)
}
// DepositViaPaymentMethod deposits funds from a payment method. See the Payment
// Methods section for retrieving your payment methods.
//
// amount - The amount to deposit
// currency - The type of currency
// paymentID - ID of the payment method
func (c *CoinbasePro) DepositViaPaymentMethod(amount float64, currency, paymentID string) (DepositWithdrawalInfo, error) {
resp := DepositWithdrawalInfo{}
req := make(map[string]interface{})
req["amount"] = amount
req["currency"] = currency
req["payment_method_id"] = paymentID
return resp,
c.SendAuthenticatedHTTPRequest(http.MethodPost, coinbaseproPaymentMethodDeposit, req, &resp)
}
// DepositViaCoinbase deposits funds from a coinbase account. Move funds between
// a Coinbase account and coinbasepro trading account within daily limits. Moving
// funds between Coinbase and coinbasepro is instant and free. See the Coinbase
// Accounts section for retrieving your Coinbase accounts.
//
// amount - The amount to deposit
// currency - The type of currency
// accountID - ID of the coinbase account
func (c *CoinbasePro) DepositViaCoinbase(amount float64, currency, accountID string) (DepositWithdrawalInfo, error) {
resp := DepositWithdrawalInfo{}
req := make(map[string]interface{})
req["amount"] = amount
req["currency"] = currency
req["coinbase_account_id"] = accountID
return resp,
c.SendAuthenticatedHTTPRequest(http.MethodPost, coinbaseproDepositCoinbase, req, &resp)
}
// WithdrawViaPaymentMethod withdraws funds to a payment method
//
// amount - The amount to withdraw
// currency - The type of currency
// paymentID - ID of the payment method
func (c *CoinbasePro) WithdrawViaPaymentMethod(amount float64, currency, paymentID string) (DepositWithdrawalInfo, error) {
resp := DepositWithdrawalInfo{}
req := make(map[string]interface{})
req["amount"] = amount
req["currency"] = currency
req["payment_method_id"] = paymentID
return resp,
c.SendAuthenticatedHTTPRequest(http.MethodPost, coinbaseproWithdrawalPaymentMethod, req, &resp)
}
// /////////////////////// NO ROUTE FOUND ERROR ////////////////////////////////
// WithdrawViaCoinbase withdraws funds to a coinbase account.
//
// amount - The amount to withdraw
// currency - The type of currency
// accountID - ID of the coinbase account
// func (c *CoinbasePro) WithdrawViaCoinbase(amount float64, currency, accountID string) (DepositWithdrawalInfo, error) {
// resp := DepositWithdrawalInfo{}
// req := make(map[string]interface{})
// req["amount"] = amount
// req["currency"] = currency
// req["coinbase_account_id"] = accountID
//
// return resp,
// c.SendAuthenticatedHTTPRequest(http.MethodPost, coinbaseproWithdrawalCoinbase, req, &resp)
// }
// WithdrawCrypto withdraws funds to a crypto address
//
// amount - The amount to withdraw
// currency - The type of currency
// cryptoAddress - A crypto address of the recipient
func (c *CoinbasePro) WithdrawCrypto(amount float64, currency, cryptoAddress string) (DepositWithdrawalInfo, error) {
resp := DepositWithdrawalInfo{}
req := make(map[string]interface{})
req["amount"] = amount
req["currency"] = currency
req["crypto_address"] = cryptoAddress
return resp,
c.SendAuthenticatedHTTPRequest(http.MethodPost, coinbaseproWithdrawalCrypto, req, &resp)
}
// GetCoinbaseAccounts returns a list of coinbase accounts
func (c *CoinbasePro) GetCoinbaseAccounts() ([]CoinbaseAccounts, error) {
var resp []CoinbaseAccounts
return resp,
c.SendAuthenticatedHTTPRequest(http.MethodGet, coinbaseproCoinbaseAccounts, nil, &resp)
}
// GetReport returns batches of historic information about your account in
// various human and machine readable forms.
//
// reportType - "fills" or "account"
// startDate - Starting date for the report (inclusive)
// endDate - Ending date for the report (inclusive)
// currencyPair - ID of the product to generate a fills report for.
// E.c. BTC-USD. *Required* if type is fills
// accountID - ID of the account to generate an account report for. *Required*
// if type is account
// format - pdf or csv (default is pdf)
// email - [optional] Email address to send the report to
func (c *CoinbasePro) GetReport(reportType, startDate, endDate, currencyPair, accountID, format, email string) (Report, error) {
resp := Report{}
req := make(map[string]interface{})
req["type"] = reportType
req["start_date"] = startDate
req["end_date"] = endDate
req["format"] = "pdf"
if currencyPair != "" {
req["product_id"] = currencyPair
}
if accountID != "" {
req["account_id"] = accountID
}
if format == "csv" {
req["format"] = format
}
if email != "" {
req["email"] = email
}
return resp,
c.SendAuthenticatedHTTPRequest(http.MethodPost, coinbaseproReports, req, &resp)
}
// GetReportStatus once a report request has been accepted for processing, the
// status is available by polling the report resource endpoint.
func (c *CoinbasePro) GetReportStatus(reportID string) (Report, error) {
resp := Report{}
path := fmt.Sprintf("%s/%s", coinbaseproReports, reportID)
return resp, c.SendAuthenticatedHTTPRequest(http.MethodGet, path, nil, &resp)
}
// GetTrailingVolume this request will return your 30-day trailing volume for
// all products.
func (c *CoinbasePro) GetTrailingVolume() ([]Volume, error) {
var resp []Volume
return resp,
c.SendAuthenticatedHTTPRequest(http.MethodGet, coinbaseproTrailingVolume, nil, &resp)
}
// SendHTTPRequest sends an unauthenticated HTTP request
func (c *CoinbasePro) SendHTTPRequest(path string, result interface{}) error {
return c.SendPayload(context.Background(), &request.Item{
Method: http.MethodGet,
Path: path,
Result: result,
Verbose: c.Verbose,
HTTPDebugging: c.HTTPDebugging,
HTTPRecording: c.HTTPRecording,
})
}
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request
func (c *CoinbasePro) SendAuthenticatedHTTPRequest(method, path string, params map[string]interface{}, result interface{}) (err error) {
if !c.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
c.Name)
}
payload := []byte("")
if params != nil {
payload, err = json.Marshal(params)
if err != nil {
return errors.New("sendAuthenticatedHTTPRequest: Unable to JSON request")
}
if c.Verbose {
log.Debugf(log.ExchangeSys, "Request JSON: %s\n", payload)
}
}
now := time.Now()
n := strconv.FormatInt(now.Unix(), 10)
message := n + method + "/" + path + string(payload)
hmac := crypto.GetHMAC(crypto.HashSHA256, []byte(message), []byte(c.API.Credentials.Secret))
headers := make(map[string]string)
headers["CB-ACCESS-SIGN"] = crypto.Base64Encode(hmac)
headers["CB-ACCESS-TIMESTAMP"] = n
headers["CB-ACCESS-KEY"] = c.API.Credentials.Key
headers["CB-ACCESS-PASSPHRASE"] = c.API.Credentials.ClientID
headers["Content-Type"] = "application/json"
// Timestamp must be within 30 seconds of the api service time
ctx, cancel := context.WithDeadline(context.Background(), now.Add(30*time.Second))
defer cancel()
return c.SendPayload(ctx, &request.Item{
Method: method,
Path: c.API.Endpoints.URL + path,
Headers: headers,
Body: bytes.NewBuffer(payload),
Result: result,
AuthRequest: true,
Verbose: c.Verbose,
HTTPDebugging: c.HTTPDebugging,
HTTPRecording: c.HTTPRecording,
})
}
// GetFee returns an estimate of fee based on type of transaction
func (c *CoinbasePro) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
trailingVolume, err := c.GetTrailingVolume()
if err != nil {
return 0, err
}
fee = c.calculateTradingFee(trailingVolume,
feeBuilder.Pair.Base,
feeBuilder.Pair.Quote,
feeBuilder.Pair.Delimiter,
feeBuilder.PurchasePrice,
feeBuilder.Amount,
feeBuilder.IsMaker)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.FiatCurrency)
case exchange.InternationalBankDepositFee:
fee = getInternationalBankDepositFee(feeBuilder.FiatCurrency)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.0025 * price * amount
}
func (c *CoinbasePro) calculateTradingFee(trailingVolume []Volume, base, quote currency.Code, delimiter string, purchasePrice, amount float64, isMaker bool) float64 {
var fee float64
for _, i := range trailingVolume {
if strings.EqualFold(i.ProductID, base.String()+delimiter+quote.String()) {
switch {
case isMaker:
fee = 0
case i.Volume <= 10000000:
fee = 0.003
case i.Volume > 10000000 && i.Volume <= 100000000:
fee = 0.002
case i.Volume > 100000000:
fee = 0.001
}
break
}
}
return fee * amount * purchasePrice
}
func getInternationalBankWithdrawalFee(c currency.Code) float64 {
var fee float64
if c == currency.USD {
fee = 25
} else if c == currency.EUR {
fee = 0.15
}
return fee
}
func getInternationalBankDepositFee(c currency.Code) float64 {
var fee float64
if c == currency.USD {
fee = 10
} else if c == currency.EUR {
fee = 0.15
}
return fee
}