Update Auth feed for new API (coinbase#28)

run-ts.sh

@@ -0,0 +1,6 @@
+#!/usr/bin/env bash
+BUILD=build
+yarn run build
+file=$1
+jsfile=$BUILD/${file%ts}js
+node $jsfile

src/exchanges/gdax/GDAXExchangeAPI.ts

@@ -23,7 +23,6 @@ import { PlaceOrderMessage } from '../../core/Messages';
 import { Level3Order, LiveOrder } from '../../lib/Orderbook';
 import request = require('superagent');
 import querystring = require('querystring');
-import Buffer = require('buffer');
 import crypto = require('crypto');
 import Response = request.Response;
 
@@ -326,7 +325,7 @@ export class GDAXExchangeAPI implements PublicExchangeAPI, AuthenticatedExchange
         body = body || '';
         const timestamp = (Date.now() / 1000).toFixed(3);
         const what: string = timestamp + method + relativeURI + body;
-        const key = new Buffer.Buffer(this.auth.secret, 'base64');
+        const key = Buffer.from(this.auth.secret, 'base64');
         const hmac = crypto.createHmac('sha256', key);
         const signature = hmac.update(what).digest('base64');
         return {

src/exchanges/gdax/GDAXFeed.ts

@@ -30,13 +30,13 @@ import {
 } from '../../core/Messages';
 import { OrderPool } from '../../lib/BookBuilder';
 import {
-    GDAXChangeMessage,
+    GDAXChangeMessage, GDAXChannel,
     GDAXDoneMessage,
     GDAXL2UpdateMessage,
     GDAXMatchMessage,
     GDAXMessage,
     GDAXOpenMessage,
-    GDAXSnapshotMessage,
+    GDAXSnapshotMessage, GDAXSubscriptionsMessage,
     GDAXTickerMessage
 } from './GDAXMessages';
 import { AuthenticatedExchangeAPI } from '../AuthenticatedExchangeAPI';
@@ -132,10 +132,6 @@ export class GDAXFeed extends ExchangeFeed {
                     this.emit('error', err);
                     return reject(err);
                 }
-                this.products = new Set<string>();
-                products.forEach((p) => {
-                    this.products.add(p);
-                });
                 return resolve(true);
             });
         });
@@ -163,6 +159,9 @@ export class GDAXFeed extends ExchangeFeed {
             const feedMessage: GDAXMessage = JSON.parse(msg);
             let message: StreamMessage;
             switch (feedMessage.type) {
+                case 'subscriptions':
+                    this.setProducts(feedMessage as any);
+                    return;
                 case 'heartbeat':
                     this.confirmAlive();
                     return;
@@ -209,7 +208,7 @@ export class GDAXFeed extends ExchangeFeed {
     }
 
     private signMessage(msg: any): any {
-        const headers: AuthHeaders = this.gdaxAPI.getSignature('GET', '/users/self', '');
+        const headers: AuthHeaders = this.gdaxAPI.getSignature('GET', '/users/self/verify', '');
         msg.signature = headers['CB-ACCESS-SIGN'];
         msg.key = headers['CB-ACCESS-KEY'];
         msg.timestamp = headers['CB-ACCESS-TIMESTAMP'];
@@ -405,10 +404,10 @@ export class GDAXFeed extends ExchangeFeed {
      * consideration
      */
     private mapAuthMessage(feedMessage: GDAXMessage): StreamMessage {
+        const time = (feedMessage as any).time ? new Date((feedMessage as any).time) : new Date();
         switch (feedMessage.type) {
             case 'match':
                 const isTaker: boolean = !!(feedMessage as any).taker_user_id;
-                const time = (feedMessage as any).time ? new Date((feedMessage as any).time) : new Date();
                 let side: string;
                 if (!isTaker) {
                     side = (feedMessage as GDAXMatchMessage).side;
@@ -455,4 +454,11 @@ export class GDAXFeed extends ExchangeFeed {
                 } as UnknownMessage;
         }
     }
+
+    private setProducts(msg: GDAXSubscriptionsMessage) {
+        msg.channels.forEach((ch: GDAXChannel) => {
+            ch.product_ids.forEach((p: string) => this.products.add(p));
+        });
+        this.log('debug', 'GDAX Feed subscriptions confirmed', msg);
+    }
 }

src/exchanges/gdax/GDAXMessages.ts

@@ -22,6 +22,16 @@ export interface GDAXMessage {
     user_id?: string; // Authenticated messages only
 }
 
+export interface GDAXChannel {
+    name: string;
+    product_ids: string[];
+}
+
+export interface GDAXSubscriptionsMessage {
+    type: string;
+    channels: GDAXChannel[];
+}
+
 export interface GDAXOpenMessage extends GDAXMessage {
     sequence: number;
     time: string;

src/samples/gdaxAuthChannel.ts

@@ -0,0 +1,42 @@
+/**********************************************************************************************************************
+ * @license                                                                                                           *
+ * Copyright 2017 Coinbase, Inc.                                                                                      *
+ *                                                                                                                    *
+ * Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance     *
+ * with the License. You may obtain a copy of the License at                                                          *
+ *                                                                                                                    *
+ * http://www.apache.org/licenses/LICENSE-2.0                                                                         *
+ *                                                                                                                    *
+ * Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on*
+ * an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the                 *
+ * License for the specific language governing permissions and limitations under the License.                         *
+ **********************************************************************************************************************/
+
+import { GDAXFeed, GDAXFeedConfig } from '../exchanges/gdax/GDAXFeed';
+import { ConsoleLoggerFactory } from '../utils/Logger';
+import { getSubscribedFeeds } from '../factories/gdaxFactories';
+
+const logger = ConsoleLoggerFactory();
+const options: GDAXFeedConfig = {
+    logger: logger,
+    channels: ['matches', 'user'],
+    auth: {
+        key: process.env.GDAX_KEY,
+        secret: process.env.GDAX_SECRET,
+        passphrase: process.env.GDAX_PASSPHRASE
+    },
+    wsUrl: null,
+    apiUrl: null
+};
+
+if (!options.auth.key || !options.auth.secret) {
+    logger.log('error', 'API credentials are required for this demo');
+    process.exit(1);
+}
+
+getSubscribedFeeds(options, ['BTC-USD', 'LTC-USD']).then((feed: GDAXFeed) => {
+    feed.on('data', (msg: any) => {
+        const level = msg.type === 'match' ? 'debug' : 'info';
+        logger.log(level, `${msg.type} received`, msg);
+    });
+});

src/samples/gdaxDemo.ts

@@ -51,6 +51,14 @@ gdax.loadAllOrders(product).then((orders) => {
         total = total.plus(o.size);
     });
     console.log(`You have ${orders.length} orders on the book for a total of ${total.toFixed(1)} BTC`);
+    return gdax.handleResponse(gdax.authCall('GET', '/users/self', {}), {});
+}).then((result) => {
+    console.log('Self');
+    console.log(JSON.stringify(result));
+    return gdax.handleResponse(gdax.authCall('GET', '/users/self/verify', {}), {});
+}).then((result) => {
+    console.log('Self verify');
+    console.log(JSON.stringify(result));
 }).catch(logError);
 
 const order: PlaceOrderMessage = {