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coinbasepro.php
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coinbasepro.php
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<?php
namespace ccxt;
// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
use Exception; // a common import
class coinbasepro extends Exchange {
public function describe() {
return $this->deep_extend(parent::describe(), array(
'id' => 'coinbasepro',
'name' => 'Coinbase Pro',
'countries' => array( 'US' ),
'rateLimit' => 100,
'userAgent' => $this->userAgents['chrome'],
'pro' => true,
'has' => array(
'CORS' => true,
'spot' => true,
'margin' => false,
'swap' => false,
'future' => false,
'option' => false,
'cancelAllOrders' => true,
'cancelOrder' => true,
'createDepositAddress' => true,
'createOrder' => true,
'createStopLimitOrder' => true,
'createStopMarketOrder' => true,
'createStopOrder' => true,
'fetchAccounts' => true,
'fetchBalance' => true,
'fetchClosedOrders' => true,
'fetchCurrencies' => true,
'fetchDepositAddress' => false, // the exchange does not have this method, only createDepositAddress, see https://github.com/ccxt/ccxt/pull/7405
'fetchDeposits' => true,
'fetchLedger' => true,
'fetchMarginMode' => false,
'fetchMarkets' => true,
'fetchMyTrades' => true,
'fetchOHLCV' => true,
'fetchOpenOrders' => true,
'fetchOrder' => true,
'fetchOrderBook' => true,
'fetchOrders' => true,
'fetchOrderTrades' => true,
'fetchPositionMode' => false,
'fetchTicker' => true,
'fetchTickers' => true,
'fetchTime' => true,
'fetchTrades' => true,
'fetchTradingFee' => false,
'fetchTradingFees' => true,
'fetchTransactions' => true,
'fetchWithdrawals' => true,
'withdraw' => true,
),
'timeframes' => array(
'1m' => 60,
'5m' => 300,
'15m' => 900,
'1h' => 3600,
'6h' => 21600,
'1d' => 86400,
),
'hostname' => 'pro.coinbase.com',
'urls' => array(
'test' => array(
'public' => 'https://api-public.sandbox.pro.coinbase.com',
'private' => 'https://api-public.sandbox.pro.coinbase.com',
),
'logo' => 'https://user-images.githubusercontent.com/1294454/41764625-63b7ffde-760a-11e8-996d-a6328fa9347a.jpg',
'api' => array(
'public' => 'https://api.{hostname}',
'private' => 'https://api.{hostname}',
),
'www' => 'https://pro.coinbase.com/',
'doc' => 'https://docs.pro.coinbase.com',
'fees' => array(
'https://docs.pro.coinbase.com/#fees',
'https://support.pro.coinbase.com/customer/en/portal/articles/2945310-fees',
),
),
'requiredCredentials' => array(
'apiKey' => true,
'secret' => true,
'password' => true,
),
'api' => array(
'public' => array(
'get' => array(
'currencies',
'products',
'products/{id}',
'products/{id}/book',
'products/{id}/candles',
'products/{id}/stats',
'products/{id}/ticker',
'products/{id}/trades',
'time',
'products/spark-lines', // experimental
),
),
'private' => array(
'get' => array(
'accounts',
'accounts/{id}',
'accounts/{id}/holds',
'accounts/{id}/ledger',
'accounts/{id}/transfers',
'coinbase-accounts',
'fills',
'funding',
'fees',
'margin/profile_information',
'margin/buying_power',
'margin/withdrawal_power',
'margin/withdrawal_power_all',
'margin/exit_plan',
'margin/liquidation_history',
'margin/position_refresh_amounts',
'margin/status',
'oracle',
'orders',
'orders/{id}',
'orders/client:{client_oid}',
'otc/orders',
'payment-methods',
'position',
'profiles',
'profiles/{id}',
'reports/{report_id}',
'transfers',
'transfers/{transfer_id}',
'users/self/exchange-limits',
'users/self/hold-balances',
'users/self/trailing-volume',
'withdrawals/fee-estimate',
'conversions/{conversion_id}',
),
'post' => array(
'conversions',
'deposits/coinbase-account',
'deposits/payment-method',
'coinbase-accounts/{id}/addresses',
'funding/repay',
'orders',
'position/close',
'profiles/margin-transfer',
'profiles/transfer',
'reports',
'withdrawals/coinbase',
'withdrawals/coinbase-account',
'withdrawals/crypto',
'withdrawals/payment-method',
),
'delete' => array(
'orders',
'orders/client:{client_oid}',
'orders/{id}',
),
),
),
'commonCurrencies' => array(
'CGLD' => 'CELO',
),
'precisionMode' => TICK_SIZE,
'fees' => array(
'trading' => array(
'tierBased' => true, // complicated tier system per coin
'percentage' => true,
'maker' => $this->parse_number('0.004'), // highest fee of all tiers
'taker' => $this->parse_number('0.006'), // highest fee of all tiers
),
'funding' => array(
'tierBased' => false,
'percentage' => false,
'withdraw' => array(
'BCH' => 0,
'BTC' => 0,
'LTC' => 0,
'ETH' => 0,
'EUR' => 0.15,
'USD' => 25,
),
'deposit' => array(
'BCH' => 0,
'BTC' => 0,
'LTC' => 0,
'ETH' => 0,
'EUR' => 0.15,
'USD' => 10,
),
),
),
'exceptions' => array(
'exact' => array(
'Insufficient funds' => '\\ccxt\\InsufficientFunds',
'NotFound' => '\\ccxt\\OrderNotFound',
'Invalid API Key' => '\\ccxt\\AuthenticationError',
'invalid signature' => '\\ccxt\\AuthenticationError',
'Invalid Passphrase' => '\\ccxt\\AuthenticationError',
'Invalid order id' => '\\ccxt\\InvalidOrder',
'Private rate limit exceeded' => '\\ccxt\\RateLimitExceeded',
'Trading pair not available' => '\\ccxt\\PermissionDenied',
'Product not found' => '\\ccxt\\InvalidOrder',
),
'broad' => array(
'Order already done' => '\\ccxt\\OrderNotFound',
'order not found' => '\\ccxt\\OrderNotFound',
'price too small' => '\\ccxt\\InvalidOrder',
'price too precise' => '\\ccxt\\InvalidOrder',
'under maintenance' => '\\ccxt\\OnMaintenance',
'size is too small' => '\\ccxt\\InvalidOrder',
'Cancel only mode' => '\\ccxt\\OnMaintenance', // https://github.com/ccxt/ccxt/issues/7690
),
),
));
}
public function fetch_currencies($params = array ()) {
/**
* fetches all available currencies on an exchange
* @param {array} $params extra parameters specific to the coinbasepro api endpoint
* @return {array} an associative dictionary of currencies
*/
$response = $this->publicGetCurrencies ($params);
//
// array(
// {
// $id => 'XTZ',
// $name => 'Tezos',
// min_size => '0.000001',
// $status => 'online',
// message => '',
// max_precision => '0.000001',
// convertible_to => array(),
// $details => {
// type => 'crypto',
// symbol => 'Τ',
// network_confirmations => 60,
// sort_order => 53,
// crypto_address_link => 'https://tzstats.com/array({address})',
// crypto_transaction_link => 'https://tzstats.com/array({txId})',
// push_payment_methods => array( 'crypto' ),
// group_types => array(),
// display_name => '',
// processing_time_seconds => 0,
// min_withdrawal_amount => 1
// }
// }
// )
//
$result = array();
for ($i = 0; $i < count($response); $i++) {
$currency = $response[$i];
$id = $this->safe_string($currency, 'id');
$name = $this->safe_string($currency, 'name');
$code = $this->safe_currency_code($id);
$details = $this->safe_value($currency, 'details', array());
$status = $this->safe_string($currency, 'status');
$active = ($status === 'online');
$result[$code] = array(
'id' => $id,
'code' => $code,
'info' => $currency,
'type' => $this->safe_string($details, 'type'),
'name' => $name,
'active' => $active,
'deposit' => null,
'withdraw' => null,
'fee' => null,
'precision' => $this->safe_number($currency, 'max_precision'),
'limits' => array(
'amount' => array(
'min' => $this->safe_number($details, 'min_size'),
'max' => null,
),
'withdraw' => array(
'min' => $this->safe_number($details, 'min_withdrawal_amount'),
'max' => null,
),
),
);
}
return $result;
}
public function fetch_markets($params = array ()) {
/**
* retrieves data on all markets for coinbasepro
* @param {array} $params extra parameters specific to the exchange api endpoint
* @return {[array]} an array of objects representing $market data
*/
$response = $this->publicGetProducts ($params);
//
// array(
// array(
// $id => 'BTCAUCTION-USD',
// base_currency => 'BTC',
// quote_currency => 'USD',
// base_min_size => '0.000016',
// base_max_size => '1500',
// quote_increment => '0.01',
// base_increment => '0.00000001',
// display_name => 'BTCAUCTION/USD',
// min_market_funds => '1',
// max_market_funds => '20000000',
// margin_enabled => false,
// fx_stablecoin => false,
// max_slippage_percentage => '0.02000000',
// post_only => false,
// limit_only => false,
// cancel_only => true,
// trading_disabled => false,
// $status => 'online',
// status_message => '',
// auction_mode => false
// ),
// {
// $id => 'BTC-USD',
// base_currency => 'BTC',
// quote_currency => 'USD',
// base_min_size => '0.000016',
// base_max_size => '1500',
// quote_increment => '0.01',
// base_increment => '0.00000001',
// display_name => 'BTC/USD',
// min_market_funds => '1',
// max_market_funds => '20000000',
// margin_enabled => false,
// fx_stablecoin => false,
// max_slippage_percentage => '0.02000000',
// post_only => false,
// limit_only => false,
// cancel_only => false,
// trading_disabled => false,
// $status => 'online',
// status_message => '',
// auction_mode => false
// }
// )
//
$result = array();
for ($i = 0; $i < count($response); $i++) {
$market = $response[$i];
$id = $this->safe_string($market, 'id');
list($baseId, $quoteId) = explode('-', $id);
// BTCAUCTION-USD vs BTC-USD conflict workaround, see the output sample above
// $baseId = $this->safe_string($market, 'base_currency');
// $quoteId = $this->safe_string($market, 'quote_currency');
$base = $this->safe_currency_code($baseId);
$quote = $this->safe_currency_code($quoteId);
$status = $this->safe_string($market, 'status');
$result[] = array_merge($this->fees['trading'], array(
'id' => $id,
'symbol' => $base . '/' . $quote,
'base' => $base,
'quote' => $quote,
'settle' => null,
'baseId' => $baseId,
'quoteId' => $quoteId,
'settleId' => null,
'type' => 'spot',
'spot' => true,
'margin' => $this->safe_value($market, 'margin_enabled'),
'swap' => false,
'future' => false,
'option' => false,
'active' => ($status === 'online'),
'contract' => false,
'linear' => null,
'inverse' => null,
'contractSize' => null,
'expiry' => null,
'expiryDatetime' => null,
'strike' => null,
'optionType' => null,
'precision' => array(
'amount' => $this->safe_number($market, 'base_increment'),
'price' => $this->safe_number($market, 'quote_increment'),
),
'limits' => array(
'leverage' => array(
'min' => null,
'max' => null,
),
'amount' => array(
'min' => null,
'max' => null,
),
'price' => array(
'min' => null,
'max' => null,
),
'cost' => array(
'min' => $this->safe_number($market, 'min_market_funds'),
'max' => null,
),
),
'info' => $market,
));
}
return $result;
}
public function fetch_accounts($params = array ()) {
/**
* fetch all the accounts associated with a profile
* @param {array} $params extra parameters specific to the coinbasepro api endpoint
* @return {array} a dictionary of {@link https://docs.ccxt.com/en/latest/manual.html#account-structure account structures} indexed by the account type
*/
$this->load_markets();
$response = $this->privateGetAccounts ($params);
//
// array(
// array(
// id => '4aac9c60-cbda-4396-9da4-4aa71e95fba0',
// currency => 'BTC',
// balance => '0.0000000000000000',
// available => '0',
// hold => '0.0000000000000000',
// profile_id => 'b709263e-f42a-4c7d-949a-a95c83d065da'
// ),
// array(
// id => 'f75fa69a-1ad1-4a80-bd61-ee7faa6135a3',
// currency => 'USDC',
// balance => '0.0000000000000000',
// available => '0',
// hold => '0.0000000000000000',
// profile_id => 'b709263e-f42a-4c7d-949a-a95c83d065da'
// ),
// )
//
return $this->parse_accounts($response, $params);
}
public function parse_account($account) {
//
// {
// id => '4aac9c60-cbda-4396-9da4-4aa71e95fba0',
// currency => 'BTC',
// balance => '0.0000000000000000',
// available => '0',
// hold => '0.0000000000000000',
// profile_id => 'b709263e-f42a-4c7d-949a-a95c83d065da'
// }
//
$currencyId = $this->safe_string($account, 'currency');
return array(
'id' => $this->safe_string($account, 'id'),
'type' => null,
'code' => $this->safe_currency_code($currencyId),
'info' => $account,
);
}
public function parse_balance($response) {
$result = array( 'info' => $response );
for ($i = 0; $i < count($response); $i++) {
$balance = $response[$i];
$currencyId = $this->safe_string($balance, 'currency');
$code = $this->safe_currency_code($currencyId);
$account = $this->account();
$account['free'] = $this->safe_string($balance, 'available');
$account['used'] = $this->safe_string($balance, 'hold');
$account['total'] = $this->safe_string($balance, 'balance');
$result[$code] = $account;
}
return $this->safe_balance($result);
}
public function fetch_balance($params = array ()) {
/**
* query for balance and get the amount of funds available for trading or funds locked in orders
* @param {array} $params extra parameters specific to the coinbasepro api endpoint
* @return {array} a ~@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure balance structure~
*/
$this->load_markets();
$response = $this->privateGetAccounts ($params);
return $this->parse_balance($response);
}
public function fetch_order_book($symbol, $limit = null, $params = array ()) {
/**
* fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} $symbol unified $symbol of the market to fetch the order book for
* @param {int|null} $limit the maximum amount of order book entries to return
* @param {array} $params extra parameters specific to the coinbasepro api endpoint
* @return {array} A dictionary of {@link https://docs.ccxt.com/en/latest/manual.html#order-book-structure order book structures} indexed by market symbols
*/
$this->load_markets();
// level 1 - only the best bid and ask
// level 2 - top 50 bids and asks (aggregated)
// level 3 - full order book (non aggregated)
$request = array(
'id' => $this->market_id($symbol),
'level' => 2, // 1 best bidask, 2 aggregated, 3 full
);
$response = $this->publicGetProductsIdBook (array_merge($request, $params));
//
// {
// "sequence":1924393896,
// "bids":[
// ["0.01825","24.34811287",2],
// ["0.01824","72.5463",3],
// ["0.01823","424.54298049",6],
// ],
// "asks":[
// ["0.01826","171.10414904",4],
// ["0.01827","22.60427028",1],
// ["0.01828","397.46018784",7],
// ]
// }
//
$orderbook = $this->parse_order_book($response, $symbol);
$orderbook['nonce'] = $this->safe_integer($response, 'sequence');
return $orderbook;
}
public function parse_ticker($ticker, $market = null) {
//
// fetchTickers
//
// array(
// 1639472400, // $timestamp
// 4.26, // $low
// 4.38, // $high
// 4.35, // $open
// 4.27 // close
// )
//
// fetchTicker
//
// publicGetProductsIdTicker
//
// {
// "trade_id":843439,
// "price":"0.997999",
// "size":"80.29769",
// "time":"2020-01-28T02:13:33.012523Z",
// "bid":"0.997094",
// "ask":"0.998",
// "volume":"1903188.03750000"
// }
//
// publicGetProductsIdStats
//
// {
// "open" => "34.19000000",
// "high" => "95.70000000",
// "low" => "7.06000000",
// "volume" => "2.41000000"
// }
//
$timestamp = null;
$bid = null;
$ask = null;
$last = null;
$high = null;
$low = null;
$open = null;
$volume = null;
$symbol = ($market === null) ? null : $market['symbol'];
if (gettype($ticker) === 'array' && array_keys($ticker) === array_keys(array_keys($ticker))) {
$last = $this->safe_string($ticker, 4);
$timestamp = $this->milliseconds();
} else {
$timestamp = $this->parse8601($this->safe_value($ticker, 'time'));
$bid = $this->safe_string($ticker, 'bid');
$ask = $this->safe_string($ticker, 'ask');
$high = $this->safe_string($ticker, 'high');
$low = $this->safe_string($ticker, 'low');
$open = $this->safe_string($ticker, 'open');
$last = $this->safe_string_2($ticker, 'price', 'last');
$volume = $this->safe_string($ticker, 'volume');
}
return $this->safe_ticker(array(
'symbol' => $symbol,
'timestamp' => $timestamp,
'datetime' => $this->iso8601($timestamp),
'high' => $high,
'low' => $low,
'bid' => $bid,
'bidVolume' => null,
'ask' => $ask,
'askVolume' => null,
'vwap' => null,
'open' => $open,
'close' => $last,
'last' => $last,
'previousClose' => null,
'change' => null,
'percentage' => null,
'average' => null,
'baseVolume' => $volume,
'quoteVolume' => null,
'info' => $ticker,
), $market);
}
public function fetch_tickers($symbols = null, $params = array ()) {
/**
* fetches price tickers for multiple markets, statistical calculations with the information calculated over the past 24 hours each $market
* @param {[string]|null} $symbols unified $symbols of the markets to fetch the ticker for, all $market tickers are returned if not assigned
* @param {array} $params extra parameters specific to the coinbasepro api endpoint
* @return {array} a dictionary of {@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure ticker structures}
*/
$this->load_markets();
$symbols = $this->market_symbols($symbols);
$request = array();
$response = $this->publicGetProductsSparkLines (array_merge($request, $params));
//
// {
// YYY-USD => array(
// array(
// 1639472400, // timestamp
// 4.26, // low
// 4.38, // high
// 4.35, // open
// 4.27 // close
// ),
// array(
// 1639468800,
// 4.31,
// 4.45,
// 4.35,
// 4.35
// ),
// )
// }
//
$result = array();
$marketIds = is_array($response) ? array_keys($response) : array();
$delimiter = '-';
for ($i = 0; $i < count($marketIds); $i++) {
$marketId = $marketIds[$i];
$entry = $this->safe_value($response, $marketId, array());
$first = $this->safe_value($entry, 0, array());
$market = $this->safe_market($marketId, null, $delimiter);
$symbol = $market['symbol'];
$result[$symbol] = $this->parse_ticker($first, $market);
}
return $this->filter_by_array($result, 'symbol', $symbols);
}
public function fetch_ticker($symbol, $params = array ()) {
/**
* fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific $market
* @param {string} $symbol unified $symbol of the $market to fetch the ticker for
* @param {array} $params extra parameters specific to the coinbasepro api endpoint
* @return {array} a {@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure ticker structure}
*/
$this->load_markets();
$market = $this->market($symbol);
$request = array(
'id' => $market['id'],
);
// publicGetProductsIdTicker or publicGetProductsIdStats
$method = $this->safe_string($this->options, 'fetchTickerMethod', 'publicGetProductsIdTicker');
$response = $this->$method (array_merge($request, $params));
//
// publicGetProductsIdTicker
//
// {
// "trade_id":843439,
// "price":"0.997999",
// "size":"80.29769",
// "time":"2020-01-28T02:13:33.012523Z",
// "bid":"0.997094",
// "ask":"0.998",
// "volume":"1903188.03750000"
// }
//
// publicGetProductsIdStats
//
// {
// "open" => "34.19000000",
// "high" => "95.70000000",
// "low" => "7.06000000",
// "volume" => "2.41000000"
// }
//
return $this->parse_ticker($response, $market);
}
public function parse_trade($trade, $market = null) {
//
// {
// type => 'match',
// trade_id => 82047307,
// maker_order_id => '0f358725-2134-435e-be11-753912a326e0',
// taker_order_id => '252b7002-87a3-425c-ac73-f5b9e23f3caf',
// order_id => 'd50ec984-77a8-460a-b958-66f114b0de9b',
// $side => 'sell',
// size => '0.00513192',
// $price => '9314.78',
// product_id => 'BTC-USD',
// profile_id => '6244401d-c078-40d9-b305-7ad3551bc3b0',
// sequence => 12038915443,
// time => '2020-01-31T20:03:41.158814Z'
// created_at => '2014-11-07T22:19:28.578544Z',
// $liquidity => 'T',
// $fee => '0.00025',
// settled => true,
// usd_volume => '0.0924556000000000',
// user_id => '595eb864313c2b02ddf2937d'
// }
//
$timestamp = $this->parse8601($this->safe_string_2($trade, 'time', 'created_at'));
$marketId = $this->safe_string($trade, 'product_id');
$market = $this->safe_market($marketId, $market, '-');
$feeRate = null;
$takerOrMaker = null;
$cost = null;
$feeCurrencyId = $this->safe_string_lower($market, 'quoteId');
if ($feeCurrencyId !== null) {
$costField = $feeCurrencyId . '_value';
$cost = $this->safe_string($trade, $costField);
$liquidity = $this->safe_string($trade, 'liquidity');
if ($liquidity !== null) {
$takerOrMaker = ($liquidity === 'T') ? 'taker' : 'maker';
$feeRate = $this->safe_string($market, $takerOrMaker);
}
}
$feeCost = $this->safe_string_2($trade, 'fill_fees', 'fee');
$fee = array(
'cost' => $feeCost,
'currency' => $market['quote'],
'rate' => $feeRate,
);
$id = $this->safe_string($trade, 'trade_id');
$side = ($trade['side'] === 'buy') ? 'sell' : 'buy';
$orderId = $this->safe_string($trade, 'order_id');
// Coinbase Pro returns inverted $side to fetchMyTrades vs fetchTrades
$makerOrderId = $this->safe_string($trade, 'maker_order_id');
$takerOrderId = $this->safe_string($trade, 'taker_order_id');
if (($orderId !== null) || (($makerOrderId !== null) && ($takerOrderId !== null))) {
$side = ($trade['side'] === 'buy') ? 'buy' : 'sell';
}
$price = $this->safe_string($trade, 'price');
$amount = $this->safe_string($trade, 'size');
return $this->safe_trade(array(
'id' => $id,
'order' => $orderId,
'info' => $trade,
'timestamp' => $timestamp,
'datetime' => $this->iso8601($timestamp),
'symbol' => $market['symbol'],
'type' => null,
'takerOrMaker' => $takerOrMaker,
'side' => $side,
'price' => $price,
'amount' => $amount,
'fee' => $fee,
'cost' => $cost,
), $market);
}
public function fetch_my_trades($symbol = null, $since = null, $limit = null, $params = array ()) {
/**
* fetch all trades made by the user
* @param {string} $symbol unified $market $symbol
* @param {int|null} $since the earliest time in ms to fetch trades for
* @param {int|null} $limit the maximum number of trades structures to retrieve
* @param {array} $params extra parameters specific to the coinbasepro api endpoint
* @return {[array]} a list of {@link https://docs.ccxt.com/en/latest/manual.html#trade-structure trade structures}
*/
// as of 2018-08-23
if ($symbol === null) {
throw new ArgumentsRequired($this->id . ' fetchMyTrades() requires a $symbol argument');
}
$this->load_markets();
$market = $this->market($symbol);
$request = array(
'product_id' => $market['id'],
);
if ($limit !== null) {
$request['limit'] = $limit;
}
$response = $this->privateGetFills (array_merge($request, $params));
return $this->parse_trades($response, $market, $since, $limit);
}
public function fetch_trades($symbol, $since = null, $limit = null, $params = array ()) {
/**
* get the list of most recent trades for a particular $symbol
* @param {string} $symbol unified $symbol of the $market to fetch trades for
* @param {int|null} $since timestamp in ms of the earliest trade to fetch
* @param {int|null} $limit the maximum amount of trades to fetch
* @param {array} $params extra parameters specific to the coinbasepro api endpoint
* @return {[array]} a list of ~@link https://docs.ccxt.com/en/latest/manual.html?#public-trades trade structures~
*/
$this->load_markets();
$market = $this->market($symbol);
$request = array(
'id' => $market['id'], // fixes issue #2
);
if ($limit !== null) {
$request['limit'] = $limit; // default 100
}
$response = $this->publicGetProductsIdTrades (array_merge($request, $params));
return $this->parse_trades($response, $market, $since, $limit);
}
public function fetch_trading_fees($params = array ()) {
/**
* fetch the trading fees for multiple markets
* @param {array} $params extra parameters specific to the coinbasepro api endpoint
* @return {array} a dictionary of {@link https://docs.ccxt.com/en/latest/manual.html#fee-structure fee structures} indexed by market symbols
*/
$this->load_markets();
$response = $this->privateGetFees ($params);
//
// {
// "maker_fee_rate" => "0.0050",
// "taker_fee_rate" => "0.0050",
// "usd_volume" => "43806.92"
// }
//
$maker = $this->safe_number($response, 'maker_fee_rate');
$taker = $this->safe_number($response, 'taker_fee_rate');
$result = array();
for ($i = 0; $i < count($this->symbols); $i++) {
$symbol = $this->symbols[$i];
$result[$symbol] = array(
'info' => $response,
'symbol' => $symbol,
'maker' => $maker,
'taker' => $taker,
'percentage' => true,
'tierBased' => true,
);
}
return $result;
}
public function parse_ohlcv($ohlcv, $market = null) {
//
// array(
// 1591514160,
// 0.02507,
// 0.02507,
// 0.02507,
// 0.02507,
// 0.02816506
// )
//
return array(
$this->safe_timestamp($ohlcv, 0),
$this->safe_number($ohlcv, 3),
$this->safe_number($ohlcv, 2),
$this->safe_number($ohlcv, 1),
$this->safe_number($ohlcv, 4),
$this->safe_number($ohlcv, 5),
);
}
public function fetch_ohlcv($symbol, $timeframe = '1m', $since = null, $limit = null, $params = array ()) {
/**
* fetches historical candlestick data containing the open, high, low, and close price, and the volume of a $market
* @param {string} $symbol unified $symbol of the $market to fetch OHLCV data for
* @param {string} $timeframe the length of time each candle represents
* @param {int|null} $since timestamp in ms of the earliest candle to fetch
* @param {int|null} $limit the maximum amount of candles to fetch
* @param {array} $params extra parameters specific to the coinbasepro api endpoint
* @return {[[int]]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
$this->load_markets();
$market = $this->market($symbol);
$granularity = $this->safe_integer($this->timeframes, $timeframe, $timeframe);
$request = array(
'id' => $market['id'],
'granularity' => $granularity,
);
if ($since !== null) {
$request['start'] = $this->iso8601($since);
if ($limit === null) {
// https://docs.pro.coinbase.com/#get-historic-rates
$limit = 300; // max = 300
} else {
$limit = min (300, $limit);
}
$request['end'] = $this->iso8601($this->sum(($limit - 1) * $granularity * 1000, $since));
}
$response = $this->publicGetProductsIdCandles (array_merge($request, $params));
//
// [
// [1591514160,0.02507,0.02507,0.02507,0.02507,0.02816506],
// [1591514100,0.02507,0.02507,0.02507,0.02507,1.63830323],
// [1591514040,0.02505,0.02507,0.02505,0.02507,0.19918178]
// ]
//
return $this->parse_ohlcvs($response, $market, $timeframe, $since, $limit);
}
public function fetch_time($params = array ()) {
/**
* fetches the current integer timestamp in milliseconds from the exchange server
* @param {array} $params extra parameters specific to the coinbasepro api endpoint
* @return {int} the current integer timestamp in milliseconds from the exchange server
*/
$response = $this->publicGetTime ($params);
//
// {
// "iso":"2020-05-12T08:00:51.504Z",
// "epoch":1589270451.504
// }
//
return $this->safe_timestamp($response, 'epoch');
}
public function parse_order_status($status) {
$statuses = array(
'pending' => 'open',
'active' => 'open',
'open' => 'open',
'done' => 'closed',
'canceled' => 'canceled',
'canceling' => 'open',
);
return $this->safe_string($statuses, $status, $status);
}
public function parse_order($order, $market = null) {
//
// createOrder
//
// {
// "id" => "d0c5340b-6d6c-49d9-b567-48c4bfca13d2",
// "price" => "0.10000000",
// "size" => "0.01000000",
// "product_id" => "BTC-USD",
// "side" => "buy",
// "stp" => "dc",
// "type" => "limit",
// "time_in_force" => "GTC",
// "post_only" => false,
// "created_at" => "2016-12-08T20:02:28.53864Z",
// "fill_fees" => "0.0000000000000000",
// "filled_size" => "0.00000000",
// "executed_value" => "0.0000000000000000",
// "status" => "pending",
// "settled" => false
// }
//
$timestamp = $this->parse8601($this->safe_string($order, 'created_at'));
$marketId = $this->safe_string($order, 'product_id');
$market = $this->safe_market($marketId, $market, '-');
$status = $this->parse_order_status($this->safe_string($order, 'status'));
$doneReason = $this->safe_string($order, 'done_reason');
if (($status === 'closed') && ($doneReason === 'canceled')) {
$status = 'canceled';
}
$price = $this->safe_string($order, 'price');
$filled = $this->safe_string($order, 'filled_size');
$amount = $this->safe_string($order, 'size', $filled);
$cost = $this->safe_string($order, 'executed_value');
$feeCost = $this->safe_number($order, 'fill_fees');
$fee = null;
if ($feeCost !== null) {
$fee = array(
'cost' => $feeCost,
'currency' => $market['quote'],
'rate' => null,
);
}
$id = $this->safe_string($order, 'id');
$type = $this->safe_string($order, 'type');
$side = $this->safe_string($order, 'side');
$timeInForce = $this->safe_string($order, 'time_in_force');
$postOnly = $this->safe_value($order, 'post_only');
$stopPrice = $this->safe_number($order, 'stop_price');
$clientOrderId = $this->safe_string($order, 'client_oid');
return $this->safe_order(array(
'id' => $id,
'clientOrderId' => $clientOrderId,
'info' => $order,
'timestamp' => $timestamp,
'datetime' => $this->iso8601($timestamp),
'lastTradeTimestamp' => null,
'status' => $status,
'symbol' => $market['symbol'],
'type' => $type,
'timeInForce' => $timeInForce,
'postOnly' => $postOnly,
'side' => $side,
'price' => $price,
'stopPrice' => $stopPrice,
'triggerPrice' => $stopPrice,
'cost' => $cost,
'amount' => $amount,
'filled' => $filled,
'remaining' => null,
'fee' => $fee,
'average' => null,
'trades' => null,