GDAX-Python

The Python client for the GDAX API (formerly known as the Coinbase Exchange API)

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 GDAX to learn what and who is really behind every tick.

Under Development

• Test Scripts on dev branch
• Additional Functionality for WebsocketClient, including a real-time order book
• FIX API Client Looking for support

Getting Started

This README is documentation on the syntax of the python client presented in this repository. In order to use this wrapper to its full potential, you must familiarize yourself with the official GDAX documentation.

• https://docs.gdax.com/

• You may manually install the project or use pip:

pip install GDAX

Public Client

Only some endpoints in the API are available to everyone. The public endpoints can be reached using PublicClient

import GDAX
publicClient = GDAX.PublicClient()
# Set a default product
publicClient = GDAX.PublicClient(product_id="ETH-USD")

PublicClient Methods

• getProducts

publicClient.getProducts()

• getProductOrderBook

# Get the order book at the default level.
publicClient.getProductOrderBook()
# Get the order book at a specfific level.
publicClient.getProductOrderBook(level=1)

• getProductTicker

# Get the product ticker for the default product.
publicClient.getProductTicker()
# Get the product ticker for a specific product.
publicClient.getProductTicker(product="ETH-USD")

• getProductTrades

# Get the product trades for the default product.
publicClient.getProductTrades()
# Get the product trades for a specific product.
publicClient.getProductTrades(product="ETH-USD")

• getProductHistoricRates

publicClient.getProductHistoricRates()
# To include other parameters, see official documentation:
publicClient.getProductHistoricRates(granularity=3000)

• getProduct24HrStates

publicClient.getProduct24HrStats()

• getCurrencies

publicClient.getCurrencies()

• getTime

publicClient.getTime()

In Development JSON Parsing

Only available for the PublicClient, you may pass any function above raw JSON data. This may be useful for some applications of the project and should not hinder performance, but we are looking into this. Do you love or hate this? Please share your thoughts within the issue tab!

• Both of these calls send the same request:

import GDAX
publicClient = GDAX.PublicClient()

method1 = publicClient.getProductHistoricRates(granularity='3000')

params = {
'granularity': '3000'
}
method2 = publicClient.getProductHistoricRates(params)

# Both methods will send the same request, but not always return the same data if run in series.
print (method1, method2)

Authenticated Client

Not 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 GDAX
authClient = GDAX.AuthenticatedClient(key, b64secret, passphrase)
# Set a default product
authClient = GDAX.AuthenticatedClient(key, b64secret, passphrase, product_id="ETH-USD")
# Use the sandbox API (requires a different set of API access crudentials)
authClient = GDAX.AuthenticatedClient(key, b64secret, passphrase, api_url="https://api-public.sandbox.gdax.com")

Pagination

Some calls are paginated, meaning multiple calls must be made to receive the full set of data. Each page/request is a list of dict objects that are then appended to a master list, making it easy to navigate pages (e.g. request[0] would return the first page of data in the example below). This feature is under consideration for redesign. Please provide feedback if you have issues or suggestions

request = authClient.getFills(limit=100)
request[0] # Page 1 always present
request[1] # Page 2+ present only if the data exists

It should be noted that limit does not behave exactly as the official documentation specifies. If you request a limit and that limit is met, additional pages will not be returned. This is to ensure speedy response times when less data is prefered.

AuthenticatedClient Methods

• getAccounts

authClient.getAccounts()

• getAccount

authClient.getAccount("7d0f7d8e-dd34-4d9c-a846-06f431c381ba")

• getAccountHistory (paginated)

authClient.getAccountHistory("7d0f7d8e-dd34-4d9c-a846-06f431c381ba")

• getAccountHolds (paginated)

authClient.getAccountHolds("7d0f7d8e-dd34-4d9c-a846-06f431c381ba")

• buy & sell

# Buy 0.01 BTC @ 100 USD
authClient.buy(price='100.00', #USD
               size='0.01', #BTC
               product_id='BTC-USD')

# Sell 0.01 BTC @ 200 USD
authClient.sell(price='200.00', #USD
                size='0.01', #BTC
                product_id='BTC-USD')

• cancelOrder

authClient.cancelOrder("d50ec984-77a8-460a-b958-66f114b0de9b")

• cancelAll

authClient.cancelAll(product='BTC-USD')

• getOrders (paginated)

authClient.getOrders()

• getOrder

authClient.getOrder("d50ec984-77a8-460a-b958-66f114b0de9b")

• getFills (paginated)

authClient.getFills()
# Get fills for a specific order
authClient.getFills(orderId="d50ec984-77a8-460a-b958-66f114b0de9b")
# Get fills for a specific product
authClient.getFills(productId="ETH-BTC")

• deposit & withdraw

# Deposit into GDAX from Coinbase Wallet
depositParams = {
        'amount': '25.00', # Currency determined by account specified
        'coinbase_account_id': '60680c98bfe96c2601f27e9c'
}
authClient.deposit(depositParams)

# Withdraw from GDAX into Coinbase Wallet
withdrawParams = {
        'amount': '1.00', # Currency determined by account specified
        'coinbase_account_id': '536a541fa9393bb3c7000023'
}
authClient.withdraw(withdrawParams)

WebsocketClient

If you would like to receive real-time market updates, you must subscribe to the websocket feed.

Subscribe to a single product

import GDAX
# Paramters are optional
wsClient = GDAX.WebsocketClient(url="wss://ws-feed.gdax.com", products="BTC-USD")
# Do other stuff...
wsClient.close()

Subscribe to multiple products

import GDAX
# Paramters are optional
wsClient = GDAX.WebsocketClient(url="wss://ws-feed.gdax.com", products=["BTC-USD", "ETH-USD"])
# Do other stuff...
wsClient.close()

WebsocketClient Methods

The 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 inital parameters.
• onMessage - called once for every message that arrives and accepts one argument that contains the message of dict type.
• onClose - called once after the websocket has been closed.
• close - call this method to close the websocket connection (do not overwrite).

import GDAX, time
class myWebsocketClient(GDAX.WebsocketClient):
    def onOpen(self):
        self.url = "wss://ws-feed.gdax.com/"
        self.products = ["LTC-USD"]
        self.MessageCount = 0
        print("Lets count the messages!")
    def onMessage(self, msg):
        self.MessageCount += 1
        if 'price' in msg and 'type' in msg:
            print("Message type:", msg["type"], "\t@ %.3f" % float(msg["price"]))
    def onClose(self):
        print("-- Goodbye! --")

wsClient = myWebsocketClient()
wsClient.start()
print(wsClient.url, wsClient.products)
while (wsClient.MessageCount < 500):
    print("\nMessageCount =", "%i \n" % wsClient.MessageCount)
    time.sleep(1)
wsClient.close()

Real-time OrderBook

The OrderBook subscribes to a websocket and keeps a real-time record of the orderbook for the product_id input. Please provide your feedback for future improvements.

import GDAX, time
order_book = GDAX.OrderBook(product_id='BTC-USD')
order_book.start()
time.sleep(10)
order_book.close()

Change Log

0.3 Current PyPI release

• Added crypto and LTC deposit & withdraw (undocumented).
• Added support for Margin trading (undocumented).
• Enhanced functionality of the WebsocketClient.
• Soft launch of the OrderBook (undocumented).
• Minor bug squashing & syntax improvements.

0.2.2

• Added additional API functionality such as cancelAll() and ETH withdrawal.

0.2.1

• Allowed WebsocketClient to operate intuitively and restructured example workflow.

0.2.0

• Renamed project to GDAX-Python
• Merged Websocket updates to handle errors and reconnect.

0.1.2

• Updated JSON handling for increased compatibility among some users.
• Added support for payment methods, reports, and coinbase user accounts.
• Other compatibility updates.

0.1.1b2

• Original PyPI Release.