# -*- coding: utf-8 -*- from ccxt.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, }, }, }, }) def fetch_markets(self): markets = 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 def fetch_balance(self, params={}): self.load_markets() balances = 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) def fetch_order_book(self, symbol, params={}): self.load_markets() orderbook = 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) def fetch_ticker(self, symbol, params={}): self.load_markets() market = self.market(symbol) request = self.extend({ 'id': market['id'], }, params) ticker = 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, } def fetch_trades(self, symbol, since=None, limit=None, params={}): self.load_markets() market = self.market(symbol) response = 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], ] def fetch_ohlcv(self, symbol, timeframe='1m', since=None, limit=None, params={}): 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 = self.publicGetProductsIdCandles(self.extend(request, params)) return self.parse_ohlcvs(response, market, timeframe, since, limit) 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, } def fetch_order(self, id, symbol=None, params={}): self.load_markets() response = self.privateGetOrdersId(self.extend({ 'id': id, }, params)) return self.parse_order(response) def fetch_orders(self, symbol=None, since=None, limit=None, params={}): self.load_markets() request = { 'status': 'all', } market = None if symbol: market = self.market(symbol) request['product_id'] = market['id'] response = self.privateGetOrders(self.extend(request, params)) return self.parse_orders(response, market, since, limit) def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}): self.load_markets() request = {} market = None if symbol: market = self.market(symbol) request['product_id'] = market['id'] response = self.privateGetOrders(self.extend(request, params)) return self.parse_orders(response, market, since, limit) def fetch_closed_orders(self, symbol=None, since=None, limit=None, params={}): self.load_markets() request = { 'status': 'done', } market = None if symbol: market = self.market(symbol) request['product_id'] = market['id'] response = self.privateGetOrders(self.extend(request, params)) return self.parse_orders(response, market, since, limit) def create_order(self, market, type, side, amount, price=None, params={}): 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 = self.privatePostOrders(self.extend(order, params)) return { 'info': response, 'id': response['id'], } def cancel_order(self, id, symbol=None, params={}): self.load_markets() return self.privateDeleteOrdersId({'id': id}) def get_payment_methods(self): response = self.privateGetPaymentMethods() return response def deposit(self, currency, amount, address, params={}): 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 = 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'], } def withdraw(self, currency, amount, address, params={}): 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 = 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) def request(self, path, api='public', method='GET', params={}, headers=None, body=None): response = self.fetch2(path, api, method, params, headers, body) if 'message' in response: raise ExchangeError(self.id + ' ' + self.json(response)) return response