Skip to content

Commit

Permalink
Gdax api (bmoscon#35)
Browse files Browse the repository at this point in the history 
* add gdax api.'

* requests working with gdax.

* refactor code.

* changes based on pr comments.

* add routes for depositing, withdrawling, and account info gdax api

* fixes for code review.

* add docs for deposit and withdrawal methods.
  • Loading branch information
@PandaXcentric @bmoscon
PandaXcentric authored and bmoscon committed Sep 24, 2018
1 parent e93c91f commit 50a905a
Show file tree
Hide file tree
Showing 3 changed files with 242 additions and 6 deletions.
1 change: 1 addition & 0 deletions .gitignore
View file
Original file line number Diff line number Diff line change
Expand Up @@ -46,6 +46,7 @@ nosetests.xml
coverage.xml
*.cover
.hypothesis/
.pytest_cache/

# Translations
*.mo
Expand Down
131 changes: 126 additions & 5 deletions cryptofeed/rest/gdax.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -35,6 +35,24 @@ def _generate_signature(self, endpoint: str, method: str, body = ''):
'Content-Type': 'Application/JSON',
}

def _pagination(self, endpoint: str, body=None):
if body is None:
return endpoint

if 'before' in body:
if '?' in endpoint:
endpoint = '{}&before={}'.format(endpoint, 'before')
else:
endpoint = '{}?before={}'.format(endpoint, 'before')
if 'after' in body:
if '?' in endpoint:
endpoint = '{}&after={}'.format(endpoint, 'after')
else:
endpoint = '{}?after={}'.format(endpoint, 'after')
if 'limit' in body:
endpoint = '{}?limit={}'.format(endpoint, 'limit')

return endpoint

def _make_request(self, method: str, endpoint: str, header: dict, body=None):
api = self.api
Expand Down Expand Up @@ -136,9 +154,11 @@ def _get_orders(self, body):
if 'product_id' in body:
product_id = pair_std_to_exchange(body['product_id'], self.ID)
if 'status' in endpoint:
endpoint = '{}?product_id={}'.format(endpoint, product_id)
else:
endpoint = '{}&product_id={}'.format(endpoint, product_id)
else:
endpoint = '{}?product_id={}'.format(endpoint, product_id)

endpoint = self._pagination(endpoint, body)

header = self._generate_signature(endpoint, "GET")
data = self._make_request("GET", endpoint, header)
Expand Down Expand Up @@ -174,8 +194,16 @@ def _delete_order(self, order_id=None):
if order_id is not None:
endpoint = '{}/{}'.format(endpoint, order_id)

header = self._generate_signature(endpoint, "DELETE", body=json.dumps(body))
self._make_request("DELETE", endpoint, headers)
header = self._generate_signature(endpoint, "DELETE")
self._make_request("DELETE", endpoint, header)

def _get(self, endpoint):
header = self._generate_signature(endpoint, "GET")
return self._make_request("GET", endpoint, header)

def _post(self, endpoint, body):
header = self._generate_signature(endpoint, "POST", body=json.dumps(body))
return self._make_request("POST", endpoint, header, body)


def fills(self, symbol=None, start=None, end=None, retry=None, retry_wait=10):
Expand Down Expand Up @@ -234,9 +262,102 @@ def get_orders(self, body):
return self._get_orders(body)


def get_order(self, order_id: str):
def get_order(self, order_id: str):
return self._trade_normalization(self._get_order(order_id))

def get_accounts(self):
return self._get("/accounts")

def get_account(self, account_id: str):
endpoint = "/accounts/{}".format(account_id)
return self._get(endpoint)

def get_account_history(self, account_id: str, pagination={}):
endpoint = "/accounts/{}/ledger".format(account_id)
endpoint = self._pagination(endpoint, pagination)

return self._get(endpoint)

def get_holds(self, account_id: str, pagination={}):
endpoint = "/accounts/{}/holds".format(account_id)
endpoint = self._pagination(endpoint, pagination)

return self._get(endpoint)


def deposit_funds(self, body):
"""
Deposit funds from a payment method to the account the api key is associated with.
data format
{
"amount": 10.00,
"currency": "USD",
"payment_method_id": "bc677162-d934-5f1a-968c-a496b1c1270b"
}
"""
return self._post("/deposits/payment-method", body)


def deposit_coinbase(self, body):
"""
Deposit funds from a different coinbase account into the account the api key is associated with.
data format
{
"amount": 10.00,
"currency": "BTC",
"coinbase_account_id": "c13cd0fc-72ca-55e9-843b-b84ef628c198",
}
"""
return self._post("/deposits/coinbase-account", body)


def withdrawal_funds(self, body):
"""
Withdrawal funds from the account the api key is associated with to the specified account
data format
{
"amount": 10.00,
"currency": "USD",
"payment_method_id": "bc677162-d934-5f1a-968c-a496b1c1270b"
}
"""
return self._post("/withdrawals/payment-method", body)


def withdrawal_coinbase(self, body):
"""
Withdrawal funds from the account the api key is associated with to the specified coinbase account
data format
{
"amount": 10.00,
"currency": "BTC",
"coinbase_account_id": "c13cd0fc-72ca-55e9-843b-b84ef628c198",
}
"""
return self._post("/withdrawals/coinbase-account", body)


def withdrawal_crypto(self, body):
"""
Withdrawal funds from the account the api key is associated with to the specified crypto address
data format
{
"amount": 10.00,
"currency": "BTC",
"crypto_address": "0x5ad5769cd04681FeD900BCE3DDc877B50E83d469"
}
"""
return self._post("/withdrawals/crypto", body)

def list_payment_methods(self):
return self._get("/payment-methods")

def list_coinbase_accounts(self):
return self._get("/coinbase-accounts")


def _trade_normalization(self, trade: dict) -> dict:
trade_data = {
'timestamp': trade['created_at'],
Expand Down
116 changes: 115 additions & 1 deletion ipython_tests/gdax_tests.ipynb
View file
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,7 @@
"outputs": [],
"source": [
"from cryptofeed.rest import Rest\n",
"rest = Rest()"
"rest = Rest(sandbox=True)"
]
},
{
Expand Down Expand Up @@ -48,6 +48,120 @@
"trades = gdax.execute_trades([{\"size\": \"0.01\", \"price\": \"0.100\", \"side\": \"buy\", \"product_id\": \"BTC-USD\"}])"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"gdax.get_accounts()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"gdax.get_account('2c9f0fd4-68e6-4c22-af8f-20779382e4d1')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"gdax.get_account_history('2c9f0fd4-68e6-4c22-af8f-20779382e4d1')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"gdax.get_holds('2c9f0fd4-68e6-4c22-af8f-20779382e4d1')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"gdax.list_payment_methods()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"gdax.list_coinbase_accounts()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"deposit = {\n",
" \"amount\": 10.00,\n",
" \"currency\": \"GBP\",\n",
" \"payment_method_id\": \"b22911ee-ef35-5c97-bdd4-aef3f65618d9\"\n",
"}\n",
"\n",
"gdax.deposit_funds(deposit)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"withdrawal = {\n",
" \"amount\": 10.00,\n",
" \"currency\": \"GBP\",\n",
" \"payment_method_id\": \"b22911ee-ef35-5c97-bdd4-aef3f65618d9\"\n",
"}\n",
"\n",
"gdax.withdrawal_funds(withdrawal)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"deposit = {\n",
" \"amount\": 10.00,\n",
" \"currency\": \"BTC\",\n",
" \"coinbase_account_id\": '95671473-4dda-5264-a654-fc6923e8a334',\n",
"}\n",
"\n",
"gdax.deposit_coinbase(deposit)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"withdrawal = {\n",
" \"amount\": 10.00,\n",
" \"currency\": \"BTC\",\n",
" \"coinbase_account_id\": '95671473-4dda-5264-a654-fc6923e8a334',\n",
"}\n",
"\n",
"gdax.withdrawal_coinbase(withdrawal)"
]
},
{
"cell_type": "code",
"execution_count": null,
Expand Down

0 comments on commit 50a905a

Please sign in to comment.