# -*- coding: utf-8 -*- from ccxt.async.base.exchange import Exchange import base64 import hashlib import math import json from ccxt.base.errors import ExchangeError from ccxt.base.errors import NotSupported from ccxt.base.errors import AuthenticationError from ccxt.base.errors import InvalidOrder class gdax (Exchange): def describe(self): return self.deep_extend(super(gdax, self).describe(), { 'id': 'gdax', 'name': 'GDAX', 'countries': 'US', 'rateLimit': 1000, 'userAgent': self.userAgents['chrome'], 'hasCORS': True, 'hasFetchOHLCV': True, 'hasDeposit': True, 'hasWithdraw': True, 'hasFetchOrder': True, 'hasFetchOrders': True, 'hasFetchOpenOrders': True, 'hasFetchClosedOrders': True, 'timeframes': { '1m': 60, '5m': 300, '15m': 900, '30m': 1800, '1h': 3600, '2h': 7200, '4h': 14400, '12h': 43200, '1d': 86400, '1w': 604800, '1M': 2592000, '1y': 31536000, }, 'urls': { 'test': 'https://api-public.sandbox.gdax.com', 'logo': 'https://user-images.githubusercontent.com/1294454/27766527-b1be41c6-5edb-11e7-95f6-5b496c469e2c.jpg', 'api': 'https://api.gdax.com', 'www': 'https://www.gdax.com', 'doc': 'https://docs.gdax.com', }, 'requiredCredentials': { 'apiKey': True, 'secret': True, 'password': True, }, 'api': { 'public': { 'get': [ 'currencies', 'products', 'products/{id}/book', 'products/{id}/candles', 'products/{id}/stats', 'products/{id}/ticker', 'products/{id}/trades', 'time', ], }, 'private': { 'get': [ 'accounts', 'accounts/{id}', 'accounts/{id}/holds', 'accounts/{id}/ledger', 'coinbase-accounts', 'fills', 'funding', 'orders', 'orders/{id}', 'payment-methods', 'position', 'reports/{id}', 'users/self/trailing-volume', ], 'post': [ 'deposits/coinbase-account', 'deposits/payment-method', 'funding/repay', 'orders', 'position/close', 'profiles/margin-transfer', 'reports', 'withdrawals/coinbase', 'withdrawals/crypto', 'withdrawals/payment-method', ], 'delete': [ 'orders', 'orders/{id}', ], }, }, 'fees': { 'trading': { 'tierBased': True, # complicated tier system per coin 'percentage': True, 'maker': 0.0, 'taker': 0.30 / 100, # worst-case scenario: https://www.gdax.com/fees/BTC-USD }, 'funding': { 'tierBased': False, 'percentage': False, 'withdraw': { 'BCH': 0, 'BTC': 0, 'LTC': 0, 'ETH': 0, 'EUR': 0.15, 'USD': 25, }, 'deposit': { 'BCH': 0, 'BTC': 0, 'LTC': 0, 'ETH': 0, 'EUR': 0.15, 'USD': 10, }, }, }, }) async def fetch_markets(self): markets = await self.publicGetProducts() result = [] for p in range(0, len(markets)): market = markets[p] id = market['id'] base = market['base_currency'] quote = market['quote_currency'] symbol = base + '/' + quote amountLimits = { 'min': market['base_min_size'], 'max': market['base_max_size'], } priceLimits = { 'min': market['quote_increment'], 'max': None, } costLimits = { 'min': priceLimits['min'], 'max': None, } limits = { 'amount': amountLimits, 'price': priceLimits, 'cost': costLimits, } precision = { 'amount': -math.log10(float(amountLimits['min'])), 'price': -math.log10(float(priceLimits['min'])), } taker = self.fees['trading']['taker'] if (base == 'ETH') or (base == 'LTC'): taker = 0.003 result.append(self.extend(self.fees['trading'], { 'id': id, 'symbol': symbol, 'base': base, 'quote': quote, 'info': market, 'precision': precision, 'limits': limits, 'taker': taker, })) return result async def fetch_balance(self, params={}): await self.load_markets() balances = await self.privateGetAccounts() result = {'info': balances} for b in range(0, len(balances)): balance = balances[b] currency = balance['currency'] account = { 'free': float(balance['available']), 'used': float(balance['hold']), 'total': float(balance['balance']), } result[currency] = account return self.parse_balance(result) async def fetch_order_book(self, symbol, params={}): await self.load_markets() orderbook = await self.publicGetProductsIdBook(self.extend({ 'id': self.market_id(symbol), 'level': 2, # 1 best bidask, 2 aggregated, 3 full }, params)) return self.parse_order_book(orderbook) async def fetch_ticker(self, symbol, params={}): await self.load_markets() market = self.market(symbol) request = self.extend({ 'id': market['id'], }, params) ticker = await self.publicGetProductsIdTicker(request) timestamp = self.parse8601(ticker['time']) bid = None ask = None if 'bid' in ticker: bid = float(ticker['bid']) if 'ask' in ticker: ask = float(ticker['ask']) return { 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': None, 'low': None, 'bid': bid, 'ask': ask, 'vwap': None, 'open': None, 'close': None, 'first': None, 'last': self.safe_float(ticker, 'price'), 'change': None, 'percentage': None, 'average': None, 'baseVolume': float(ticker['volume']), 'quoteVolume': None, 'info': ticker, } def parse_trade(self, trade, market=None): timestamp = self.parse8601(trade['time']) side = 'sell' if (trade['side'] == 'buy') else 'buy' symbol = None if market: symbol = market['symbol'] fee = None if 'fill_fees' in trade: fee = { 'cost': float(trade['fill_fees']), 'currency': market['quote'], } return { 'id': str(trade['trade_id']), 'info': trade, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'type': None, 'side': side, 'price': float(trade['price']), 'amount': float(trade['size']), 'fee': fee, } async def fetch_trades(self, symbol, since=None, limit=None, params={}): await self.load_markets() market = self.market(symbol) response = await self.publicGetProductsIdTrades(self.extend({ 'id': market['id'], # fixes issue #2 }, params)) return self.parse_trades(response, market, since, limit) def parse_ohlcv(self, ohlcv, market=None, timeframe='1m', since=None, limit=None): return [ ohlcv[0] * 1000, ohlcv[3], ohlcv[2], ohlcv[1], ohlcv[4], ohlcv[5], ] async def fetch_ohlcv(self, symbol, timeframe='1m', since=None, limit=None, params={}): await self.load_markets() market = self.market(symbol) granularity = self.timeframes[timeframe] request = { 'id': market['id'], 'granularity': granularity, } if since: request['start'] = self.iso8601(since) if not limit: limit = 200 # max = 200 request['end'] = self.iso8601(limit * granularity * 1000 + since) response = await self.publicGetProductsIdCandles(self.extend(request, params)) return self.parse_ohlcvs(response, market, timeframe, since, limit) async def fetch_time(self): response = self.publicGetTime() return self.parse8601(response['iso']) def parse_order_status(self, status): statuses = { 'pending': 'open', 'active': 'open', 'open': 'open', 'done': 'closed', 'canceled': 'canceled', } return self.safe_string(statuses, status, status) def parse_order(self, order, market=None): timestamp = self.parse8601(order['created_at']) symbol = None if not market: if order['product_id'] in self.markets_by_id: market = self.markets_by_id[order['product_id']] status = self.parse_order_status(order['status']) price = self.safe_float(order, 'price') amount = self.safe_float(order, 'size') filled = self.safe_float(order, 'filled_size') remaining = amount - filled cost = self.safe_float(order, 'executed_value') if market: symbol = market['symbol'] return { 'id': order['id'], 'info': order, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'status': status, 'symbol': symbol, 'type': order['type'], 'side': order['side'], 'price': price, 'cost': cost, 'amount': amount, 'filled': filled, 'remaining': remaining, 'fee': None, } async def fetch_order(self, id, symbol=None, params={}): await self.load_markets() response = await self.privateGetOrdersId(self.extend({ 'id': id, }, params)) return self.parse_order(response) async def fetch_orders(self, symbol=None, since=None, limit=None, params={}): await self.load_markets() request = { 'status': 'all', } market = None if symbol: market = self.market(symbol) request['product_id'] = market['id'] response = await self.privateGetOrders(self.extend(request, params)) return self.parse_orders(response, market, since, limit) async def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}): await self.load_markets() request = {} market = None if symbol: market = self.market(symbol) request['product_id'] = market['id'] response = await self.privateGetOrders(self.extend(request, params)) return self.parse_orders(response, market, since, limit) async def fetch_closed_orders(self, symbol=None, since=None, limit=None, params={}): await self.load_markets() request = { 'status': 'done', } market = None if symbol: market = self.market(symbol) request['product_id'] = market['id'] response = await self.privateGetOrders(self.extend(request, params)) return self.parse_orders(response, market, since, limit) async def create_order(self, market, type, side, amount, price=None, params={}): await self.load_markets() # oid = str(self.nonce()) order = { 'product_id': self.market_id(market), 'side': side, 'size': amount, 'type': type, } if type == 'limit': order['price'] = price response = await self.privatePostOrders(self.extend(order, params)) return { 'info': response, 'id': response['id'], } async def cancel_order(self, id, symbol=None, params={}): await self.load_markets() return await self.privateDeleteOrdersId({'id': id}) async def get_payment_methods(self): response = await self.privateGetPaymentMethods() return response async def deposit(self, currency, amount, address, params={}): await self.load_markets() request = { 'currency': currency, 'amount': amount, } method = 'privatePostDeposits' if 'payment_method_id' in params: # deposit from a payment_method, like a bank account method += 'PaymentMethod' elif 'coinbase_account_id' in params: # deposit into GDAX account from a Coinbase account method += 'CoinbaseAccount' else: # deposit methodotherwise we did not receive a supported deposit location # relevant docs link for the Googlers # https://docs.gdax.com/#deposits raise NotSupported(self.id + ' deposit() requires one of `coinbase_account_id` or `payment_method_id` extra params') response = await getattr(self, method)(self.extend(request, params)) if not response: raise ExchangeError(self.id + ' deposit() error: ' + self.json(response)) return { 'info': response, 'id': response['id'], } async def withdraw(self, currency, amount, address, params={}): await self.load_markets() request = { 'currency': currency, 'amount': amount, } method = 'privatePostWithdrawals' if 'payment_method_id' in params: method += 'PaymentMethod' elif 'coinbase_account_id' in params: method += 'CoinbaseAccount' else: method += 'Crypto' request['crypto_address'] = address response = await getattr(self, method)(self.extend(request, params)) if not response: raise ExchangeError(self.id + ' withdraw() error: ' + self.json(response)) return { 'info': response, 'id': response['id'], } def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): request = '/' + self.implode_params(path, params) query = self.omit(params, self.extract_params(path)) if method == 'GET': if query: request += '?' + self.urlencode(query) url = self.urls['api'] + request if api == 'private': self.check_required_credentials() nonce = str(self.nonce()) payload = '' if method != 'GET': if query: body = self.json(query) payload = body # payload = body if (body) else '' what = nonce + method + request + payload secret = base64.b64decode(self.secret) signature = self.hmac(self.encode(what), secret, hashlib.sha256, 'base64') headers = { 'CB-ACCESS-KEY': self.apiKey, 'CB-ACCESS-SIGN': self.decode(signature), 'CB-ACCESS-TIMESTAMP': nonce, 'CB-ACCESS-PASSPHRASE': self.password, 'Content-Type': 'application/json', } return {'url': url, 'method': method, 'body': body, 'headers': headers} def handle_errors(self, code, reason, url, method, headers, body): if code == 400: if body[0] == "{": response = json.loads(body) message = response['message'] if message.find('price too small') >= 0: raise InvalidOrder(self.id + ' ' + message) elif message.find('price too precise') >= 0: raise InvalidOrder(self.id + ' ' + message) elif message == 'Invalid API Key': raise AuthenticationError(self.id + ' ' + message) raise ExchangeError(self.id + ' ' + self.json(response)) raise ExchangeError(self.id + ' ' + body) async def request(self, path, api='public', method='GET', params={}, headers=None, body=None): response = await self.fetch2(path, api, method, params, headers, body) if 'message' in response: raise ExchangeError(self.id + ' ' + self.json(response)) return response