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coinbasepro-python
The Python client for the Coinbase Pro API (formerly known as the GDAX) Provided under MIT License by Daniel Paquin.Note: this library may be subtly broken or buggy. The code is released under the MIT License – please take the following message to heart: THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. Benefits A simple to use python wrapper for both public and authenticated endpoints. In about 10 minutes, you could be programmatically trading on one of the largest Bitcoin exchanges in the world! Do not worry about handling the nuances of the API with easy-to-use methods for every API endpoint. Gain an advantage in the market by getting under the hood of CB Pro to learn what and who is behind every tick. Under Development Test Scripts Additional Functionality for the real-time order book FIX API Client Looking for assistance Getting StartedThis README is documentation on the syntax of the python client presented in this repository. See function docstrings for full syntax details. This API attempts to present a clean interface to CB Pro, but in order to use it to its full potential, you must familiarize yourself with the official CB Pro documentation. https://docs.pro.coinbase.com/ You may manually install the project or use pip: pip install cbpro #or pip install git+git://github.com/danpaquin/coinbasepro-python.git Public ClientOnly some endpoints in the API are available to everyone. The public endpoints can be reached using PublicClient import cbpro public_client = cbpro.PublicClient() PublicClient Methods get_products public_client.get_products() get_product_order_book # Get the order book at the default level. public_client.get_product_order_book('BTC-USD') # Get the order book at a specific level. public_client.get_product_order_book('BTC-USD', level=1) get_product_ticker # Get the product ticker for a specific product. public_client.get_product_ticker(product_id='ETH-USD') get_product_trades (paginated) # Get the product trades for a specific product. # Returns a generator public_client.get_product_trades(product_id='ETH-USD') get_product_historic_rates public_client.get_product_historic_rates('ETH-USD') # To include other parameters, see function docstring: public_client.get_product_historic_rates('ETH-USD', granularity=3000) get_product_24hr_stats public_client.get_product_24hr_stats('ETH-USD') get_currencies public_client.get_currencies() get_time public_client.get_time() Authenticated ClientNot all API endpoints are available to everyone. Those requiring user authentication can be reached using AuthenticatedClient. You must setup API access within your account settings. The AuthenticatedClient inherits all methods from the PublicClient class, so you will only need to initialize one if you are planning to integrate both into your script. import cbpro auth_client = cbpro.AuthenticatedClient(key, b64secret, passphrase) # Use the sandbox API (requires a different set of API access credentials) auth_client = cbpro.AuthenticatedClient(key, b64secret, passphrase, api_url="https://api-public.sandbox.pro.coinbase.com") PaginationSome calls are paginated, meaning multiple calls must be made to receive the full set of data. The CB Pro Python API provides an abstraction for paginated endpoints in the form of generators which provide a clean interface for iteration but may make multiple HTTP requests behind the scenes. The pagination options before, after, and limit may be supplied as keyword arguments if desired, but aren't necessary for typical use cases. fills_gen = auth_client.get_fills() # Get all fills (will possibly make multiple HTTP requests) all_fills = list(fills_gen)One use case for pagination parameters worth pointing out is retrieving only new data since the previous request. For the case of get_fills(), the trade_id is the parameter used for indexing. By passing before=some_trade_id, only fills more recent than that trade_id will be returned. Note that when using before, a maximum of 100 entries will be returned - this is a limitation of CB Pro. from itertools import islice # Get 5 most recent fills recent_fills = islice(auth_client.get_fills(), 5) # Only fetch new fills since last call by utilizing `before` parameter. new_fills = auth_client.get_fills(before=recent_fills[0]['trade_id']) AuthenticatedClient Methods get_accounts auth_client.get_accounts() get_account auth_client.get_account("7d0f7d8e-dd34-4d9c-a846-06f431c381ba") get_account_history (paginated) # Returns generator: auth_client.get_account_history("7d0f7d8e-dd34-4d9c-a846-06f431c381ba") get_account_holds (paginated) # Returns generator: auth_client.get_account_holds("7d0f7d8e-dd34-4d9c-a846-06f431c381ba") buy & sell # Buy 0.01 BTC @ 100 USD auth_client.buy(price='100.00', #USD size='0.01', #BTC order_type='limit', product_id='BTC-USD') # Sell 0.01 BTC @ 200 USD auth_client.sell(price='200.00', #USD size='0.01', #BTC order_type='limit', product_id='BTC-USD') # Limit order-specific method auth_client.place_limit_order(product_id='BTC-USD', side='buy', price='200.00', size='0.01') # Place a market order by specifying amount of USD to use. # Alternatively, `size` could be used to specify quantity in BTC amount. auth_client.place_market_order(product_id='BTC-USD', side='buy', funds='100.00') # Stop order. `funds` can be used instead of `size` here. auth_client.place_stop_order(product_id='BTC-USD', stop_type='loss', price='200.00', size='0.01') cancel_order auth_client.cancel_order("d50ec984-77a8-460a-b958-66f114b0de9b") cancel_all auth_client.cancel_all(product_id='BTC-USD') get_orders (paginated) # Returns generator: auth_client.get_orders() get_order auth_client.get_order("d50ec984-77a8-460a-b958-66f114b0de9b") get_fills (paginated) # All return generators auth_client.get_fills() # Get fills for a specific order auth_client.get_fills(order_id="d50ec984-77a8-460a-b958-66f114b0de9b") # Get fills for a specific product auth_client.get_fills(product_id="ETH-BTC") deposit & withdraw depositParams = { 'amount': '25.00', # Currency determined by account specified 'coinbase_account_id': '60680c98bfe96c2601f27e9c' } auth_client.deposit(depositParams) # Withdraw from CB Pro into Coinbase Wallet withdrawParams = { 'amount': '1.00', # Currency determined by account specified 'coinbase_account_id': '536a541fa9393bb3c7000023' } auth_client.withdraw(withdrawParams) WebsocketClientIf you would like to receive real-time market updates, you must subscribe to the websocket feed. Subscribe to a single product import cbpro # Parameters are optional wsClient = cbpro.WebsocketClient(url="wss://ws-feed.pro.coinbase.com", products="BTC-USD", channels=["ticker"]) # Do other stuff... wsClient.close() Subscribe to multiple products import cbpro # Parameters are optional wsClient = cbpro.WebsocketClient(url="wss://ws-feed.pro.coinbase.com", products=["BTC-USD", "ETH-USD"], channels=["ticker"]) # Do other stuff... wsClient.close() WebsocketClient + MongodbThe WebsocketClient now supports data gathering via MongoDB. Given a MongoDB collection, the WebsocketClient will stream results directly into the database collection. # import PyMongo and connect to a local, running Mongo instance from pymongo import MongoClient import cbpro mongo_client = MongoClient('mongodb://localhost:27017/') # specify the database and collection db = mongo_client.cryptocurrency_database BTC_collection = db.BTC_collection # instantiate a WebsocketClient instance, with a Mongo collection as a parameter wsClient = cbpro.WebsocketClient(url="wss://ws-feed.pro.coinbase.com", products="BTC-USD", mongo_collection=BTC_collection, should_print=False) wsClient.start() WebsocketClient MethodsThe WebsocketClient subscribes in a separate thread upon initialization. There are three methods which you could overwrite (before initialization) so it can react to the data streaming in. The current client is a template used for illustration purposes only. onOpen - called once, immediately before the socket connection is made, this is where you want to add initial parameters. onMessage - called once for every message that arrives and accepts one argument that contains the message of dict type. on_close - called once after the websocket has been closed. close - call this method to close the websocket connection (do not overwrite). import cbpro, time class myWebsocketClient(cbpro.WebsocketClient): def on_open(self): self.url = "wss://ws-feed.pro.coinbase.com/" self.products = ["LTC-USD"] self.message_count = 0 print("Lets count the messages!") def on_message(self, msg): self.message_count += 1 if 'price' in msg and 'type' in msg: print ("Message type:", msg["type"], "\t@ {:.3f}".format(float(msg["price"]))) def on_close(self): print("-- Goodbye! --") wsClient = myWebsocketClient() wsClient.start() print(wsClient.url, wsClient.products) while (wsClienssage_count |
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