coinbasepro_types.go

package coinbasepro

import (
	"time"

	"github.com/thrasher-corp/gocryptotrader/currency"
)

// Product holds product information
type Product struct {
	ID                        string  `json:"id"`
	BaseCurrency              string  `json:"base_currency"`
	QuoteCurrency             string  `json:"quote_currency"`
	QuoteIncrement            float64 `json:"quote_increment,string"`
	BaseIncrement             float64 `json:"base_increment,string"`
	DisplayName               string  `json:"display_name"`
	MinimumMarketFunds        float64 `json:"min_market_funds,string"`
	MarginEnabled             bool    `json:"margin_enabled"`
	PostOnly                  bool    `json:"post_only"`
	LimitOnly                 bool    `json:"limit_only"`
	CancelOnly                bool    `json:"cancel_only"`
	Status                    string  `json:"status"`
	StatusMessage             string  `json:"status_message"`
	TradingDisabled           bool    `json:"trading_disabled"`
	ForeignExchangeStableCoin bool    `json:"fx_stablecoin"`
	MaxSlippagePercentage     float64 `json:"max_slippage_percentage,string"`
	AuctionMode               bool    `json:"auction_mode"`
}

// Ticker holds basic ticker information
type Ticker struct {
	TradeID int64     `json:"trade_id"`
	Ask     float64   `json:"ask,string"`
	Bid     float64   `json:"bid,string"`
	Price   float64   `json:"price,string"`
	Size    float64   `json:"size,string"`
	Volume  float64   `json:"volume,string"`
	Time    time.Time `json:"time"`
}

// Trade holds executed trade information
type Trade struct {
	TradeID int64     `json:"trade_id"`
	Price   float64   `json:"price,string"`
	Size    float64   `json:"size,string"`
	Time    time.Time `json:"time"`
	Side    string    `json:"side"`
}

// History holds historic rate information
type History struct {
	Time   time.Time
	Low    float64
	High   float64
	Open   float64
	Close  float64
	Volume float64
}

// Stats holds last 24 hr data for coinbasepro
type Stats struct {
	Open        float64 `json:"open,string"`
	High        float64 `json:"high,string"`
	Low         float64 `json:"low,string"`
	Volume      float64 `json:"volume,string"`
	Last        float64 `json:"last,string"`
	Volume30Day float64 `json:"volume_30day,string"`
}

// Currency holds singular currency product information
type Currency struct {
	ID      string
	Name    string
	MinSize float64 `json:"min_size,string"`
}

// ServerTime holds current requested server time information
type ServerTime struct {
	ISO   time.Time `json:"iso"`
	Epoch float64   `json:"epoch"`
}

// AccountResponse holds the details for the trading accounts
type AccountResponse struct {
	ID            string  `json:"id"`
	Currency      string  `json:"currency"`
	Balance       float64 `json:"balance,string"`
	Available     float64 `json:"available,string"`
	Hold          float64 `json:"hold,string"`
	ProfileID     string  `json:"profile_id"`
	MarginEnabled bool    `json:"margin_enabled"`
	FundedAmount  float64 `json:"funded_amount,string"`
	DefaultAmount float64 `json:"default_amount,string"`
}

// AccountLedgerResponse holds account history information
type AccountLedgerResponse struct {
	ID        string      `json:"id"`
	CreatedAt time.Time   `json:"created_at"`
	Amount    float64     `json:"amount,string"`
	Balance   float64     `json:"balance,string"`
	Type      string      `json:"type"`
	Details   interface{} `json:"details"`
}

// AccountHolds contains the hold information about an account
type AccountHolds struct {
	ID        string    `json:"id"`
	AccountID string    `json:"account_id"`
	CreatedAt time.Time `json:"created_at"`
	UpdatedAt string    `json:"updated_at"`
	Amount    float64   `json:"amount,string"`
	Type      string    `json:"type"`
	Reference string    `json:"ref"`
}

// GeneralizedOrderResponse is the generalized return type across order
// placement and information collation
type GeneralizedOrderResponse struct {
	ID             string    `json:"id"`
	Price          float64   `json:"price,string"`
	Size           float64   `json:"size,string"`
	ProductID      string    `json:"product_id"`
	Side           string    `json:"side"`
	Stp            string    `json:"stp"`
	Type           string    `json:"type"`
	TimeInForce    string    `json:"time_in_force"`
	PostOnly       bool      `json:"post_only"`
	CreatedAt      time.Time `json:"created_at"`
	FillFees       float64   `json:"fill_fees,string"`
	FilledSize     float64   `json:"filled_size,string"`
	ExecutedValue  float64   `json:"executed_value,string"`
	Status         string    `json:"status"`
	Settled        bool      `json:"settled"`
	Funds          float64   `json:"funds,string"`
	SpecifiedFunds float64   `json:"specified_funds,string"`
	DoneReason     string    `json:"done_reason"`
	DoneAt         time.Time `json:"done_at"`
}

// Funding holds funding data
type Funding struct {
	ID            string    `json:"id"`
	OrderID       string    `json:"order_id"`
	ProfileID     string    `json:"profile_id"`
	Amount        float64   `json:"amount,string"`
	Status        string    `json:"status"`
	CreatedAt     time.Time `json:"created_at"`
	Currency      string    `json:"currency"`
	RepaidAmount  float64   `json:"repaid_amount"`
	DefaultAmount float64   `json:"default_amount,string"`
	RepaidDefault bool      `json:"repaid_default"`
}

// MarginTransfer holds margin transfer details
type MarginTransfer struct {
	CreatedAt       time.Time `json:"created_at"`
	ID              string    `json:"id"`
	UserID          string    `json:"user_id"`
	ProfileID       string    `json:"profile_id"`
	MarginProfileID string    `json:"margin_profile_id"`
	Type            string    `json:"type"`
	Amount          float64   `json:"amount,string"`
	Currency        string    `json:"currency"`
	AccountID       string    `json:"account_id"`
	MarginAccountID string    `json:"margin_account_id"`
	MarginProductID string    `json:"margin_product_id"`
	Status          string    `json:"status"`
	Nonce           int       `json:"nonce"`
}

// AccountOverview holds account information returned from position
type AccountOverview struct {
	Status  string `json:"status"`
	Funding struct {
		MaxFundingValue   float64 `json:"max_funding_value,string"`
		FundingValue      float64 `json:"funding_value,string"`
		OldestOutstanding struct {
			ID        string    `json:"id"`
			OrderID   string    `json:"order_id"`
			CreatedAt time.Time `json:"created_at"`
			Currency  string    `json:"currency"`
			AccountID string    `json:"account_id"`
			Amount    float64   `json:"amount,string"`
		} `json:"oldest_outstanding"`
	} `json:"funding"`
	Accounts struct {
		LTC Account `json:"LTC"`
		ETH Account `json:"ETH"`
		USD Account `json:"USD"`
		BTC Account `json:"BTC"`
	} `json:"accounts"`
	MarginCall struct {
		Active bool    `json:"active"`
		Price  float64 `json:"price,string"`
		Side   string  `json:"side"`
		Size   float64 `json:"size,string"`
		Funds  float64 `json:"funds,string"`
	} `json:"margin_call"`
	UserID    string `json:"user_id"`
	ProfileID string `json:"profile_id"`
	Position  struct {
		Type       string  `json:"type"`
		Size       float64 `json:"size,string"`
		Complement float64 `json:"complement,string"`
		MaxSize    float64 `json:"max_size,string"`
	} `json:"position"`
	ProductID string `json:"product_id"`
}

// Account is a sub-type for account overview
type Account struct {
	ID            string  `json:"id"`
	Balance       float64 `json:"balance,string"`
	Hold          float64 `json:"hold,string"`
	FundedAmount  float64 `json:"funded_amount,string"`
	DefaultAmount float64 `json:"default_amount,string"`
}

// PaymentMethod holds payment method information
type PaymentMethod struct {
	ID            string `json:"id"`
	Type          string `json:"type"`
	Name          string `json:"name"`
	Currency      string `json:"currency"`
	PrimaryBuy    bool   `json:"primary_buy"`
	PrimarySell   bool   `json:"primary_sell"`
	AllowBuy      bool   `json:"allow_buy"`
	AllowSell     bool   `json:"allow_sell"`
	AllowDeposits bool   `json:"allow_deposits"`
	AllowWithdraw bool   `json:"allow_withdraw"`
	Limits        struct {
		Buy        []LimitInfo `json:"buy"`
		InstantBuy []LimitInfo `json:"instant_buy"`
		Sell       []LimitInfo `json:"sell"`
		Deposit    []LimitInfo `json:"deposit"`
	} `json:"limits"`
}

// LimitInfo is a sub-type for payment method
type LimitInfo struct {
	PeriodInDays int `json:"period_in_days"`
	Total        struct {
		Amount   float64 `json:"amount,string"`
		Currency string  `json:"currency"`
	} `json:"total"`
}

// DepositWithdrawalInfo holds returned deposit information
type DepositWithdrawalInfo struct {
	ID       string    `json:"id"`
	Amount   float64   `json:"amount,string"`
	Currency string    `json:"currency"`
	PayoutAt time.Time `json:"payout_at"`
}

// CoinbaseAccounts holds coinbase account information
type CoinbaseAccounts struct {
	ID                     string  `json:"id"`
	Name                   string  `json:"name"`
	Balance                float64 `json:"balance,string"`
	Currency               string  `json:"currency"`
	Type                   string  `json:"type"`
	Primary                bool    `json:"primary"`
	Active                 bool    `json:"active"`
	WireDepositInformation struct {
		AccountNumber string `json:"account_number"`
		RoutingNumber string `json:"routing_number"`
		BankName      string `json:"bank_name"`
		BankAddress   string `json:"bank_address"`
		BankCountry   struct {
			Code string `json:"code"`
			Name string `json:"name"`
		} `json:"bank_country"`
		AccountName    string `json:"account_name"`
		AccountAddress string `json:"account_address"`
		Reference      string `json:"reference"`
	} `json:"wire_deposit_information"`
	SepaDepositInformation struct {
		Iban            string `json:"iban"`
		Swift           string `json:"swift"`
		BankName        string `json:"bank_name"`
		BankAddress     string `json:"bank_address"`
		BankCountryName string `json:"bank_country_name"`
		AccountName     string `json:"account_name"`
		AccountAddress  string `json:"account_address"`
		Reference       string `json:"reference"`
	} `json:"sep_deposit_information"`
}

// Report holds historical information
type Report struct {
	ID          string    `json:"id"`
	Type        string    `json:"type"`
	Status      string    `json:"status"`
	CreatedAt   time.Time `json:"created_at"`
	CompletedAt time.Time `json:"completed_at"`
	ExpiresAt   time.Time `json:"expires_at"`
	FileURL     string    `json:"file_url"`
	Params      struct {
		StartDate time.Time `json:"start_date"`
		EndDate   time.Time `json:"end_date"`
	} `json:"params"`
}

// Volume type contains trailing volume information
type Volume struct {
	ProductID      string  `json:"product_id"`
	ExchangeVolume float64 `json:"exchange_volume,string"`
	Volume         float64 `json:"volume,string"`
	RecordedAt     string  `json:"recorded_at"`
}

// OrderL1L2 is a type used in layer conversion
type OrderL1L2 struct {
	Price     float64
	Amount    float64
	NumOrders float64
}

// OrderL3 is a type used in layer conversion
type OrderL3 struct {
	Price   float64
	Amount  float64
	OrderID string
}

// OrderbookL1L2 holds level 1 and 2 order book information
type OrderbookL1L2 struct {
	Sequence int64       `json:"sequence"`
	Bids     []OrderL1L2 `json:"bids"`
	Asks     []OrderL1L2 `json:"asks"`
}

// OrderbookL3 holds level 3 order book information
type OrderbookL3 struct {
	Sequence int64     `json:"sequence"`
	Bids     []OrderL3 `json:"bids"`
	Asks     []OrderL3 `json:"asks"`
}

// OrderbookResponse is a generalized response for order books
type OrderbookResponse struct {
	Sequence int64            `json:"sequence"`
	Bids     [][3]interface{} `json:"bids"`
	Asks     [][3]interface{} `json:"asks"`
}

// FillResponse contains fill information from the exchange
type FillResponse struct {
	TradeID   int64     `json:"trade_id"`
	ProductID string    `json:"product_id"`
	Price     float64   `json:"price,string"`
	Size      float64   `json:"size,string"`
	OrderID   string    `json:"order_id"`
	CreatedAt time.Time `json:"created_at"`
	Liquidity string    `json:"liquidity"`
	Fee       float64   `json:"fee,string"`
	Settled   bool      `json:"settled"`
	Side      string    `json:"side"`
}

// WebsocketSubscribe takes in subscription information
type WebsocketSubscribe struct {
	Type       string       `json:"type"`
	ProductIDs []string     `json:"product_ids,omitempty"`
	Channels   []WsChannels `json:"channels,omitempty"`
	Signature  string       `json:"signature,omitempty"`
	Key        string       `json:"key,omitempty"`
	Passphrase string       `json:"passphrase,omitempty"`
	Timestamp  string       `json:"timestamp,omitempty"`
}

// WsChannels defines outgoing channels for subscription purposes
type WsChannels struct {
	Name       string   `json:"name"`
	ProductIDs []string `json:"product_ids,omitempty"`
}

// wsOrderReceived holds websocket received values
type wsOrderReceived struct {
	Type          string    `json:"type"`
	OrderID       string    `json:"order_id"`
	OrderType     string    `json:"order_type"`
	Size          float64   `json:"size,string"`
	Price         float64   `json:"price,omitempty,string"`
	Funds         float64   `json:"funds,omitempty,string"`
	Side          string    `json:"side"`
	ClientOID     string    `json:"client_oid"`
	ProductID     string    `json:"product_id"`
	Sequence      int64     `json:"sequence"`
	Time          time.Time `json:"time"`
	RemainingSize float64   `json:"remaining_size,string"`
	NewSize       float64   `json:"new_size,string"`
	OldSize       float64   `json:"old_size,string"`
	Reason        string    `json:"reason"`
	Timestamp     float64   `json:"timestamp,string"`
	UserID        string    `json:"user_id"`
	ProfileID     string    `json:"profile_id"`
	StopType      string    `json:"stop_type"`
	StopPrice     float64   `json:"stop_price,string"`
	TakerFeeRate  float64   `json:"taker_fee_rate,string"`
	Private       bool      `json:"private"`
	TradeID       int64     `json:"trade_id"`
	MakerOrderID  string    `json:"maker_order_id"`
	TakerOrderID  string    `json:"taker_order_id"`
	TakerUserID   string    `json:"taker_user_id"`
}

// WebsocketHeartBeat defines JSON response for a heart beat message
type WebsocketHeartBeat struct {
	Type        string `json:"type"`
	Sequence    int64  `json:"sequence"`
	LastTradeID int64  `json:"last_trade_id"`
	ProductID   string `json:"product_id"`
	Time        string `json:"time"`
}

// WebsocketTicker defines ticker websocket response
type WebsocketTicker struct {
	Type      string        `json:"type"`
	Sequence  int64         `json:"sequence"`
	ProductID currency.Pair `json:"product_id"`
	Price     float64       `json:"price,string"`
	Open24H   float64       `json:"open_24h,string"`
	Volume24H float64       `json:"volume_24h,string"`
	Low24H    float64       `json:"low_24h,string"`
	High24H   float64       `json:"high_24h,string"`
	Volume30D float64       `json:"volume_30d,string"`
	BestBid   float64       `json:"best_bid,string"`
	BestAsk   float64       `json:"best_ask,string"`
	Side      string        `json:"side"`
	Time      time.Time     `json:"time"`
	TradeID   int64         `json:"trade_id"`
	LastSize  float64       `json:"last_size,string"`
}

// WebsocketOrderbookSnapshot defines a snapshot response
type WebsocketOrderbookSnapshot struct {
	ProductID string      `json:"product_id"`
	Type      string      `json:"type"`
	Bids      [][2]string `json:"bids"`
	Asks      [][2]string `json:"asks"`
	Time      time.Time   `json:"time"`
}

// WebsocketL2Update defines an update on the L2 orderbooks
type WebsocketL2Update struct {
	Type      string      `json:"type"`
	ProductID string      `json:"product_id"`
	Time      time.Time   `json:"time"`
	Changes   [][3]string `json:"changes"`
}

type wsMsgType struct {
	Type      string `json:"type"`
	Sequence  int64  `json:"sequence"`
	ProductID string `json:"product_id"`
}

type wsStatus struct {
	Currencies []struct {
		ConvertibleTo []string    `json:"convertible_to"`
		Details       struct{}    `json:"details"`
		ID            string      `json:"id"`
		MaxPrecision  float64     `json:"max_precision,string"`
		MinSize       float64     `json:"min_size,string"`
		Name          string      `json:"name"`
		Status        string      `json:"status"`
		StatusMessage interface{} `json:"status_message"`
	} `json:"currencies"`
	Products []struct {
		BaseCurrency   string      `json:"base_currency"`
		BaseIncrement  float64     `json:"base_increment,string"`
		BaseMaxSize    float64     `json:"base_max_size,string"`
		BaseMinSize    float64     `json:"base_min_size,string"`
		CancelOnly     bool        `json:"cancel_only"`
		DisplayName    string      `json:"display_name"`
		ID             string      `json:"id"`
		LimitOnly      bool        `json:"limit_only"`
		MaxMarketFunds float64     `json:"max_market_funds,string"`
		MinMarketFunds float64     `json:"min_market_funds,string"`
		PostOnly       bool        `json:"post_only"`
		QuoteCurrency  string      `json:"quote_currency"`
		QuoteIncrement float64     `json:"quote_increment,string"`
		Status         string      `json:"status"`
		StatusMessage  interface{} `json:"status_message"`
	} `json:"products"`
	Type string `json:"type"`
}

// RequestParamsTimeForceType Time in force
type RequestParamsTimeForceType string

var (
	// CoinbaseRequestParamsTimeGTC GTC
	CoinbaseRequestParamsTimeGTC = RequestParamsTimeForceType("GTC")

	// CoinbaseRequestParamsTimeIOC IOC
	CoinbaseRequestParamsTimeIOC = RequestParamsTimeForceType("IOC")
)

// TransferHistory returns wallet transfer history
type TransferHistory struct {
	ID          string    `json:"id"`
	Type        string    `json:"type"`
	CreatedAt   string    `json:"created_at"`
	CompletedAt string    `json:"completed_at"`
	CanceledAt  time.Time `json:"canceled_at"`
	ProcessedAt time.Time `json:"processed_at"`
	UserNonce   int64     `json:"user_nonce"`
	Amount      string    `json:"amount"`
	Details     struct {
		CoinbaseAccountID       string `json:"coinbase_account_id"`
		CoinbaseTransactionID   string `json:"coinbase_transaction_id"`
		CoinbasePaymentMethodID string `json:"coinbase_payment_method_id"`
	} `json:"details"`
}