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A JavaScript / Python / PHP cryptocurrency trading library with support for 90+ exchanges
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JavaScript
"use strict";
// ----------------------------------------------------------------------------
var _keys = require('babel-runtime/core-js/object/keys');
var _keys2 = _interopRequireDefault(_keys);
var _log = require('babel-runtime/core-js/math/log10');
var _log2 = _interopRequireDefault(_log);
var _asyncToGenerator2 = require('babel-runtime/helpers/asyncToGenerator');
var _asyncToGenerator3 = _interopRequireDefault(_asyncToGenerator2);
function _interopRequireDefault(obj) { return obj && obj.__esModule ? obj : { default: obj }; }
const Exchange = require('./base/Exchange');
const { ExchangeError, InvalidOrder, AuthenticationError, NotSupported } = require('./base/errors');
// ----------------------------------------------------------------------------
module.exports = class gdax extends Exchange {
describe() {
return this.deepExtend(super.describe(), {
'id': 'gdax',
'name': 'GDAX',
'countries': 'US',
'rateLimit': 1000,
'userAgent': this.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
}
}
}
});
}
fetchMarkets() {
var _this = this;
return (0, _asyncToGenerator3.default)(function* () {
let markets = yield _this.publicGetProducts();
let result = [];
for (let p = 0; p < markets.length; p++) {
let market = markets[p];
let id = market['id'];
let base = market['base_currency'];
let quote = market['quote_currency'];
let symbol = base + '/' + quote;
let amountLimits = {
'min': market['base_min_size'],
'max': market['base_max_size']
};
let priceLimits = {
'min': market['quote_increment'],
'max': undefined
};
let costLimits = {
'min': priceLimits['min'],
'max': undefined
};
let limits = {
'amount': amountLimits,
'price': priceLimits,
'cost': costLimits
};
let precision = {
'amount': -(0, _log2.default)(parseFloat(amountLimits['min'])),
'price': -(0, _log2.default)(parseFloat(priceLimits['min']))
};
let taker = _this.fees['trading']['taker'];
if (base == 'ETH' || base == 'LTC') {
taker = 0.003;
}
result.push(_this.extend(_this.fees['trading'], {
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'info': market,
'precision': precision,
'limits': limits,
'taker': taker
}));
}
return result;
})();
}
fetchBalance(params = {}) {
var _this2 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this2.loadMarkets();
let balances = yield _this2.privateGetAccounts();
let result = { 'info': balances };
for (let b = 0; b < balances.length; b++) {
let balance = balances[b];
let currency = balance['currency'];
let account = {
'free': parseFloat(balance['available']),
'used': parseFloat(balance['hold']),
'total': parseFloat(balance['balance'])
};
result[currency] = account;
}
return _this2.parseBalance(result);
})();
}
fetchOrderBook(symbol, params = {}) {
var _this3 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this3.loadMarkets();
let orderbook = yield _this3.publicGetProductsIdBook(_this3.extend({
'id': _this3.marketId(symbol),
'level': 2 // 1 best bidask, 2 aggregated, 3 full
}, params));
return _this3.parseOrderBook(orderbook);
})();
}
fetchTicker(symbol, params = {}) {
var _this4 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this4.loadMarkets();
let market = _this4.market(symbol);
let request = _this4.extend({
'id': market['id']
}, params);
let ticker = yield _this4.publicGetProductsIdTicker(request);
let timestamp = _this4.parse8601(ticker['time']);
let bid = undefined;
let ask = undefined;
if ('bid' in ticker) bid = parseFloat(ticker['bid']);
if ('ask' in ticker) ask = parseFloat(ticker['ask']);
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': _this4.iso8601(timestamp),
'high': undefined,
'low': undefined,
'bid': bid,
'ask': ask,
'vwap': undefined,
'open': undefined,
'close': undefined,
'first': undefined,
'last': _this4.safeFloat(ticker, 'price'),
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': parseFloat(ticker['volume']),
'quoteVolume': undefined,
'info': ticker
};
})();
}
parseTrade(trade, market = undefined) {
let timestamp = this.parse8601(trade['time']);
let side = trade['side'] == 'buy' ? 'sell' : 'buy';
let symbol = undefined;
if (market) symbol = market['symbol'];
let fee = undefined;
if ('fill_fees' in trade) {
fee = {
'cost': parseFloat(trade['fill_fees']),
'currency': market['quote']
};
}
return {
'id': trade['trade_id'].toString(),
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'type': undefined,
'side': side,
'price': parseFloat(trade['price']),
'amount': parseFloat(trade['size']),
'fee': fee
};
}
fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
var _this5 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this5.loadMarkets();
let market = _this5.market(symbol);
let response = yield _this5.publicGetProductsIdTrades(_this5.extend({
'id': market['id'] // fixes issue #2
}, params));
return _this5.parseTrades(response, market, since, limit);
})();
}
parseOHLCV(ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
return [ohlcv[0] * 1000, ohlcv[3], ohlcv[2], ohlcv[1], ohlcv[4], ohlcv[5]];
}
fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
var _this6 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this6.loadMarkets();
let market = _this6.market(symbol);
let granularity = _this6.timeframes[timeframe];
let request = {
'id': market['id'],
'granularity': granularity
};
if (since) {
request['start'] = _this6.iso8601(since);
if (!limit) limit = 200; // max = 200
request['end'] = _this6.iso8601(limit * granularity * 1000 + since);
}
let response = yield _this6.publicGetProductsIdCandles(_this6.extend(request, params));
return _this6.parseOHLCVs(response, market, timeframe, since, limit);
})();
}
fetchTime() {
var _this7 = this;
return (0, _asyncToGenerator3.default)(function* () {
let response = _this7.publicGetTime();
return _this7.parse8601(response['iso']);
})();
}
parseOrderStatus(status) {
let statuses = {
'pending': 'open',
'active': 'open',
'open': 'open',
'done': 'closed',
'canceled': 'canceled'
};
return this.safeString(statuses, status, status);
}
parseOrder(order, market = undefined) {
let timestamp = this.parse8601(order['created_at']);
let symbol = undefined;
if (!market) {
if (order['product_id'] in this.markets_by_id) market = this.markets_by_id[order['product_id']];
}
let status = this.parseOrderStatus(order['status']);
let price = this.safeFloat(order, 'price');
let amount = this.safeFloat(order, 'size');
let filled = this.safeFloat(order, 'filled_size');
let remaining = amount - filled;
let cost = this.safeFloat(order, 'executed_value');
if (market) symbol = market['symbol'];
return {
'id': order['id'],
'info': order,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'status': status,
'symbol': symbol,
'type': order['type'],
'side': order['side'],
'price': price,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'fee': undefined
};
}
fetchOrder(id, symbol = undefined, params = {}) {
var _this8 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this8.loadMarkets();
let response = yield _this8.privateGetOrdersId(_this8.extend({
'id': id
}, params));
return _this8.parseOrder(response);
})();
}
fetchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
var _this9 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this9.loadMarkets();
let request = {
'status': 'all'
};
let market = undefined;
if (symbol) {
market = _this9.market(symbol);
request['product_id'] = market['id'];
}
let response = yield _this9.privateGetOrders(_this9.extend(request, params));
return _this9.parseOrders(response, market, since, limit);
})();
}
fetchOpenOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
var _this10 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this10.loadMarkets();
let request = {};
let market = undefined;
if (symbol) {
market = _this10.market(symbol);
request['product_id'] = market['id'];
}
let response = yield _this10.privateGetOrders(_this10.extend(request, params));
return _this10.parseOrders(response, market, since, limit);
})();
}
fetchClosedOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
var _this11 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this11.loadMarkets();
let request = {
'status': 'done'
};
let market = undefined;
if (symbol) {
market = _this11.market(symbol);
request['product_id'] = market['id'];
}
let response = yield _this11.privateGetOrders(_this11.extend(request, params));
return _this11.parseOrders(response, market, since, limit);
})();
}
createOrder(market, type, side, amount, price = undefined, params = {}) {
var _this12 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this12.loadMarkets();
// let oid = this.nonce ().toString ();
let order = {
'product_id': _this12.marketId(market),
'side': side,
'size': amount,
'type': type
};
if (type == 'limit') order['price'] = price;
let response = yield _this12.privatePostOrders(_this12.extend(order, params));
return {
'info': response,
'id': response['id']
};
})();
}
cancelOrder(id, symbol = undefined, params = {}) {
var _this13 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this13.loadMarkets();
return yield _this13.privateDeleteOrdersId({ 'id': id });
})();
}
getPaymentMethods() {
var _this14 = this;
return (0, _asyncToGenerator3.default)(function* () {
let response = yield _this14.privateGetPaymentMethods();
return response;
})();
}
deposit(currency, amount, address, params = {}) {
var _this15 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this15.loadMarkets();
let request = {
'currency': currency,
'amount': amount
};
let method = 'privatePostDeposits';
if ('payment_method_id' in params) {
// deposit from a payment_method, like a bank account
method += 'PaymentMethod';
} else if ('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
throw new NotSupported(_this15.id + ' deposit() requires one of `coinbase_account_id` or `payment_method_id` extra params');
}
let response = yield _this15[method](_this15.extend(request, params));
if (!response) throw new ExchangeError(_this15.id + ' deposit() error: ' + _this15.json(response));
return {
'info': response,
'id': response['id']
};
})();
}
withdraw(currency, amount, address, params = {}) {
var _this16 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this16.loadMarkets();
let request = {
'currency': currency,
'amount': amount
};
let method = 'privatePostWithdrawals';
if ('payment_method_id' in params) {
method += 'PaymentMethod';
} else if ('coinbase_account_id' in params) {
method += 'CoinbaseAccount';
} else {
method += 'Crypto';
request['crypto_address'] = address;
}
let response = yield _this16[method](_this16.extend(request, params));
if (!response) throw new ExchangeError(_this16.id + ' withdraw() error: ' + _this16.json(response));
return {
'info': response,
'id': response['id']
};
})();
}
sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let request = '/' + this.implodeParams(path, params);
let query = this.omit(params, this.extractParams(path));
if (method == 'GET') {
if ((0, _keys2.default)(query).length) request += '?' + this.urlencode(query);
}
let url = this.urls['api'] + request;
if (api == 'private') {
this.checkRequiredCredentials();
let nonce = this.nonce().toString();
let payload = '';
if (method != 'GET') {
if ((0, _keys2.default)(query).length) {
body = this.json(query);
payload = body;
}
}
// let payload = (body) ? body : '';
let what = nonce + method + request + payload;
let secret = this.base64ToBinary(this.secret);
let signature = this.hmac(this.encode(what), secret, 'sha256', 'base64');
headers = {
'CB-ACCESS-KEY': this.apiKey,
'CB-ACCESS-SIGN': this.decode(signature),
'CB-ACCESS-TIMESTAMP': nonce,
'CB-ACCESS-PASSPHRASE': this.password,
'Content-Type': 'application/json'
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors(code, reason, url, method, headers, body) {
if (code == 400) {
if (body[0] == "{") {
let response = JSON.parse(body);
let message = response['message'];
if (message.indexOf('price too small') >= 0) {
throw new InvalidOrder(this.id + ' ' + message);
} else if (message.indexOf('price too precise') >= 0) {
throw new InvalidOrder(this.id + ' ' + message);
} else if (message == 'Invalid API Key') {
throw new AuthenticationError(this.id + ' ' + message);
}
throw new ExchangeError(this.id + ' ' + this.json(response));
}
throw new ExchangeError(this.id + ' ' + body);
}
}
request(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
var _this17 = this;
return (0, _asyncToGenerator3.default)(function* () {
let response = yield _this17.fetch2(path, api, method, params, headers, body);
if ('message' in response) {
throw new ExchangeError(_this17.id + ' ' + _this17.json(response));
}
return response;
})();
}
};