# -*- coding: utf-8 -*- # 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 from ccxt.async_support.base.exchange import Exchange # ----------------------------------------------------------------------------- try: basestring # Python 3 except NameError: basestring = str # Python 2 import hashlib from ccxt.base.errors import ExchangeError from ccxt.base.errors import AuthenticationError from ccxt.base.errors import PermissionDenied from ccxt.base.errors import ArgumentsRequired from ccxt.base.errors import InsufficientFunds from ccxt.base.errors import InvalidAddress from ccxt.base.errors import InvalidOrder from ccxt.base.errors import OrderNotFound from ccxt.base.errors import NotSupported from ccxt.base.errors import RateLimitExceeded from ccxt.base.errors import OnMaintenance from ccxt.base.decimal_to_precision import TICK_SIZE class coinbasepro(Exchange): def describe(self): return self.deep_extend(super(coinbasepro, self).describe(), { 'id': 'coinbasepro', 'name': 'Coinbase Pro', 'countries': ['US'], 'rateLimit': 1000, 'userAgent': self.userAgents['chrome'], 'pro': True, 'has': { 'cancelAllOrders': True, 'cancelOrder': True, 'CORS': True, 'createDepositAddress': True, 'createOrder': True, 'deposit': True, 'fetchAccounts': True, 'fetchBalance': True, 'fetchCurrencies': True, 'fetchClosedOrders': True, 'fetchDepositAddress': False, # the exchange does not have self method, only createDepositAddress, see https://github.com/ccxt/ccxt/pull/7405 'fetchMarkets': True, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenOrders': True, 'fetchOrder': True, 'fetchOrderBook': True, 'fetchOrders': True, 'fetchOrderTrades': True, 'fetchTime': True, 'fetchTicker': True, 'fetchTrades': True, 'fetchTransactions': True, 'withdraw': True, 'fetchDeposits': True, 'fetchWithdrawals': True, }, 'timeframes': { '1m': 60, '5m': 300, '15m': 900, '1h': 3600, '6h': 21600, '1d': 86400, }, 'urls': { 'test': { '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': { 'public': 'https://api.pro.coinbase.com', 'private': 'https://api.pro.coinbase.com', }, 'www': 'https://pro.coinbase.com/', 'doc': 'https://docs.pro.coinbase.com', 'fees': [ 'https://docs.pro.coinbase.com/#fees', 'https://support.pro.coinbase.com/customer/en/portal/articles/2945310-fees', ], }, 'requiredCredentials': { 'apiKey': True, 'secret': True, 'password': True, }, 'api': { 'public': { 'get': [ 'currencies', 'products', 'products/{id}', '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', '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/trailing-volume', 'users/self/exchange-limits', 'withdrawals/fee-estimate', ], 'post': [ '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': [ 'orders', 'orders/client:{client_oid}', 'orders/{id}', ], }, }, 'commonCurrencies': { 'CGLD': 'CELO', }, 'precisionMode': TICK_SIZE, 'fees': { 'trading': { 'tierBased': True, # complicated tier system per coin 'percentage': True, 'maker': 0.5 / 100, # highest fee of all tiers 'taker': 0.5 / 100, # highest fee of all tiers }, '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, }, }, }, 'exceptions': { 'exact': { 'Insufficient funds': InsufficientFunds, 'NotFound': OrderNotFound, 'Invalid API Key': AuthenticationError, 'invalid signature': AuthenticationError, 'Invalid Passphrase': AuthenticationError, 'Invalid order id': InvalidOrder, 'Private rate limit exceeded': RateLimitExceeded, 'Trading pair not available': PermissionDenied, 'Product not found': InvalidOrder, }, 'broad': { 'Order already done': OrderNotFound, 'order not found': OrderNotFound, 'price too small': InvalidOrder, 'price too precise': InvalidOrder, 'under maintenance': OnMaintenance, 'size is too small': InvalidOrder, 'Cancel only mode': OnMaintenance, # https://github.com/ccxt/ccxt/issues/7690 }, }, }) async def fetch_currencies(self, params={}): response = await self.publicGetCurrencies(params) # # [ # { # id: 'XTZ', # name: 'Tezos', # min_size: '0.000001', # status: 'online', # message: '', # max_precision: '0.000001', # convertible_to: [], # details: { # type: 'crypto', # symbol: 'Τ', # network_confirmations: 60, # sort_order: 53, # crypto_address_link: 'https://tzstats.com/{{address}}', # crypto_transaction_link: 'https://tzstats.com/{{txId}}', # push_payment_methods: ['crypto'], # group_types: [], # display_name: '', # processing_time_seconds: 0, # min_withdrawal_amount: 1 # } # } # ] # result = {} for i in range(0, len(response)): currency = response[i] id = self.safe_string(currency, 'id') name = self.safe_string(currency, 'name') code = self.safe_currency_code(id) details = self.safe_value(currency, 'details', {}) precision = self.safe_float(currency, 'max_precision') status = self.safe_string(currency, 'status') active = (status == 'online') result[code] = { 'id': id, 'code': code, 'info': currency, 'type': self.safe_string(details, 'type'), 'name': name, 'active': active, 'fee': None, 'precision': precision, 'limits': { 'amount': { 'min': self.safe_float(details, 'min_size'), 'max': None, }, 'price': { 'min': None, 'max': None, }, 'cost': { 'min': None, 'max': None, }, 'withdraw': { 'min': self.safe_float(details, 'min_withdrawal_amount'), 'max': None, }, }, } return result async def fetch_markets(self, params={}): response = await self.publicGetProducts(params) # # [ # { # "id":"ZEC-BTC", # "base_currency":"ZEC", # "quote_currency":"BTC", # "base_min_size":"0.01000000", # "base_max_size":"1500.00000000", # "quote_increment":"0.00000100", # "base_increment":"0.00010000", # "display_name":"ZEC/BTC", # "min_market_funds":"0.001", # "max_market_funds":"30", # "margin_enabled":false, # "post_only":false, # "limit_only":false, # "cancel_only":false, # "trading_disabled":false, # "status":"online", # "status_message":"" # } # ] # result = [] for i in range(0, len(response)): market = response[i] id = self.safe_string(market, 'id') baseId = self.safe_string(market, 'base_currency') quoteId = self.safe_string(market, 'quote_currency') base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) symbol = base + '/' + quote priceLimits = { 'min': self.safe_float(market, 'quote_increment'), 'max': None, } precision = { 'amount': self.safe_float(market, 'base_increment'), 'price': self.safe_float(market, 'quote_increment'), } status = self.safe_string(market, 'status') active = (status == 'online') result.append(self.extend(self.fees['trading'], { 'id': id, 'symbol': symbol, 'baseId': baseId, 'quoteId': quoteId, 'base': base, 'quote': quote, 'precision': precision, 'limits': { 'amount': { 'min': self.safe_float(market, 'base_min_size'), 'max': self.safe_float(market, 'base_max_size'), }, 'price': priceLimits, 'cost': { 'min': self.safe_float(market, 'min_market_funds'), 'max': self.safe_float(market, 'max_market_funds'), }, }, 'active': active, 'info': market, })) return result async def fetch_accounts(self, params={}): await self.load_markets() response = await self.privateGetAccounts(params) # # [ # { # id: '4aac9c60-cbda-4396-9da4-4aa71e95fba0', # currency: 'BTC', # balance: '0.0000000000000000', # available: '0', # hold: '0.0000000000000000', # profile_id: 'b709263e-f42a-4c7d-949a-a95c83d065da' # }, # { # id: 'f75fa69a-1ad1-4a80-bd61-ee7faa6135a3', # currency: 'USDC', # balance: '0.0000000000000000', # available: '0', # hold: '0.0000000000000000', # profile_id: 'b709263e-f42a-4c7d-949a-a95c83d065da' # }, # ] # result = [] for i in range(0, len(response)): account = response[i] accountId = self.safe_string(account, 'id') currencyId = self.safe_string(account, 'currency') code = self.safe_currency_code(currencyId) result.append({ 'id': accountId, 'type': None, 'currency': code, 'info': account, }) return result async def fetch_balance(self, params={}): await self.load_markets() response = await self.privateGetAccounts(params) result = {'info': response} for i in range(0, len(response)): balance = response[i] currencyId = self.safe_string(balance, 'currency') code = self.safe_currency_code(currencyId) account = { 'free': self.safe_float(balance, 'available'), 'used': self.safe_float(balance, 'hold'), 'total': self.safe_float(balance, 'balance'), } result[code] = account return self.parse_balance(result) async def fetch_order_book(self, symbol, limit=None, params={}): await self.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 = { 'id': self.market_id(symbol), 'level': 2, # 1 best bidask, 2 aggregated, 3 full } response = await self.publicGetProductsIdBook(self.extend(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 = self.parse_order_book(response) orderbook['nonce'] = self.safe_integer(response, 'sequence') return orderbook def parse_ticker(self, ticker, market=None): # # 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 = self.parse8601(self.safe_value(ticker, 'time')) bid = self.safe_float(ticker, 'bid') ask = self.safe_float(ticker, 'ask') last = self.safe_float(ticker, 'price') symbol = None if (market is None) else market['symbol'] return { 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': self.safe_float(ticker, 'high'), 'low': self.safe_float(ticker, 'low'), 'bid': bid, 'bidVolume': None, 'ask': ask, 'askVolume': None, 'vwap': None, 'open': self.safe_float(ticker, 'open'), 'close': last, 'last': last, 'previousClose': None, 'change': None, 'percentage': None, 'average': None, 'baseVolume': self.safe_float(ticker, 'volume'), 'quoteVolume': None, 'info': ticker, } async def fetch_ticker(self, symbol, params={}): await self.load_markets() market = self.market(symbol) request = { 'id': market['id'], } # publicGetProductsIdTicker or publicGetProductsIdStats method = self.safe_string(self.options, 'fetchTickerMethod', 'publicGetProductsIdTicker') response = await getattr(self, method)(self.extend(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 self.parse_ticker(response, market) def parse_trade(self, trade, market=None): # # { # 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 = self.parse8601(self.safe_string_2(trade, 'time', 'created_at')) marketId = self.safe_string(trade, 'product_id') symbol = self.safe_symbol(marketId, market, '-') feeRate = None feeCurrency = None takerOrMaker = None cost = None if market is not None: feeCurrencyId = self.safe_string_lower(market, 'quoteId') costField = feeCurrencyId + '_value' cost = self.safe_float(trade, costField) feeCurrency = market['quote'] liquidity = self.safe_string(trade, 'liquidity') if liquidity is not None: takerOrMaker = 'taker' if (liquidity == 'T') else 'maker' feeRate = market[takerOrMaker] feeCost = self.safe_float_2(trade, 'fill_fees', 'fee') fee = { 'cost': feeCost, 'currency': feeCurrency, 'rate': feeRate, } type = None id = self.safe_string(trade, 'trade_id') side = 'sell' if (trade['side'] == 'buy') else 'buy' orderId = self.safe_string(trade, 'order_id') # Coinbase Pro returns inverted side to fetchMyTrades vs fetchTrades if orderId is not None: side = 'buy' if (trade['side'] == 'buy') else 'sell' price = self.safe_float(trade, 'price') amount = self.safe_float(trade, 'size') if cost is None: cost = amount * price return { 'id': id, 'order': orderId, 'info': trade, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'type': type, 'takerOrMaker': takerOrMaker, 'side': side, 'price': price, 'amount': amount, 'fee': fee, 'cost': cost, } async def fetch_my_trades(self, symbol=None, since=None, limit=None, params={}): # as of 2018-08-23 if symbol is None: raise ArgumentsRequired(self.id + ' fetchMyTrades() requires a symbol argument') await self.load_markets() market = self.market(symbol) request = { 'product_id': market['id'], } if limit is not None: request['limit'] = limit response = await self.privateGetFills(self.extend(request, params)) return self.parse_trades(response, market, since, limit) async def fetch_trades(self, symbol, since=None, limit=None, params={}): await self.load_markets() market = self.market(symbol) request = { 'id': market['id'], # fixes issue #2 } if limit is not None: request['limit'] = limit # default 100 response = await self.publicGetProductsIdTrades(self.extend(request, params)) return self.parse_trades(response, market, since, limit) def parse_ohlcv(self, ohlcv, market=None): # # [ # 1591514160, # 0.02507, # 0.02507, # 0.02507, # 0.02507, # 0.02816506 # ] # return [ self.safe_timestamp(ohlcv, 0), self.safe_float(ohlcv, 3), self.safe_float(ohlcv, 2), self.safe_float(ohlcv, 1), self.safe_float(ohlcv, 4), self.safe_float(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 is not None: request['start'] = self.iso8601(since) if limit is None: # https://docs.pro.coinbase.com/#get-historic-rates limit = 300 # max = 300 request['end'] = self.iso8601(self.sum((limit - 1) * granularity * 1000, since)) response = await self.publicGetProductsIdCandles(self.extend(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 self.parse_ohlcvs(response, market, timeframe, since, limit) async def fetch_time(self, params={}): response = await self.publicGetTime(params) # # { # "iso":"2020-05-12T08:00:51.504Z", # "epoch":1589270451.504 # } # return self.safe_timestamp(response, 'epoch') def parse_order_status(self, status): statuses = { 'pending': 'open', 'active': 'open', 'open': 'open', 'done': 'closed', 'canceled': 'canceled', 'canceling': 'open', } return self.safe_string(statuses, status, status) def parse_order(self, order, market=None): # # 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 = self.parse8601(self.safe_string(order, 'created_at')) marketId = self.safe_string(order, 'product_id') market = self.safe_market(marketId, market, '-') status = self.parse_order_status(self.safe_string(order, 'status')) price = self.safe_float(order, 'price') filled = self.safe_float(order, 'filled_size') amount = self.safe_float(order, 'size', filled) remaining = None if amount is not None: if filled is not None: remaining = amount - filled cost = self.safe_float(order, 'executed_value') feeCost = self.safe_float(order, 'fill_fees') fee = None if feeCost is not None: feeCurrencyCode = None if market is not None: feeCurrencyCode = market['quote'] fee = { 'cost': feeCost, 'currency': feeCurrencyCode, 'rate': None, } id = self.safe_string(order, 'id') type = self.safe_string(order, 'type') side = self.safe_string(order, 'side') timeInForce = self.safe_string(order, 'time_in_force') postOnly = self.safe_value(order, 'post_only') stopPrice = self.safe_float(order, 'stop_price') clientOrderId = self.safe_string(order, 'client_oid') return { 'id': id, 'clientOrderId': clientOrderId, 'info': order, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': None, 'status': status, 'symbol': market['symbol'], 'type': type, 'timeInForce': timeInForce, 'postOnly': postOnly, 'side': side, 'price': price, 'stopPrice': stopPrice, 'cost': cost, 'amount': amount, 'filled': filled, 'remaining': remaining, 'fee': fee, 'average': None, 'trades': None, } async def fetch_order(self, id, symbol=None, params={}): await self.load_markets() request = {} clientOrderId = self.safe_string_2(params, 'clientOrderId', 'client_oid') method = None if clientOrderId is None: method = 'privateGetOrdersId' request['id'] = id else: method = 'privateGetOrdersClientClientOid' request['client_oid'] = clientOrderId params = self.omit(params, ['clientOrderId', 'client_oid']) response = await getattr(self, method)(self.extend(request, params)) return self.parse_order(response) async def fetch_order_trades(self, id, symbol=None, since=None, limit=None, params={}): await self.load_markets() market = None if symbol is not None: market = self.market(symbol) request = { 'order_id': id, } response = await self.privateGetFills(self.extend(request, params)) return self.parse_trades(response, market, since, limit) async def fetch_orders(self, symbol=None, since=None, limit=None, params={}): request = { 'status': 'all', } return await self.fetch_open_orders(symbol, since, limit, self.extend(request, params)) async def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}): await self.load_markets() request = {} market = None if symbol is not None: market = self.market(symbol) request['product_id'] = market['id'] if limit is not None: request['limit'] = limit # default 100 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={}): request = { 'status': 'done', } return await self.fetch_open_orders(symbol, since, limit, self.extend(request, params)) async def create_order(self, symbol, type, side, amount, price=None, params={}): await self.load_markets() market = self.market(symbol) request = { # common params -------------------------------------------------- # 'client_oid': clientOrderId, 'type': type, 'side': side, 'product_id': market['id'], # 'size': self.amount_to_precision(symbol, amount), # 'stp': 'dc', # self-trade prevention, dc = decrease and cancel, co = cancel oldest, cn = cancel newest, cb = cancel both # 'stop': 'loss', # "loss" = stop loss below price, "entry" = take profit above price # 'stop_price': self.price_to_precision(symbol, price), # limit order params --------------------------------------------- # 'price': self.price_to_precision(symbol, price), # 'size': self.amount_to_precision(symbol, amount), # 'time_in_force': 'GTC', # GTC, GTT, IOC, or FOK # 'cancel_after' [optional]* min, hour, day, requires time_in_force to be GTT # 'post_only': False, # invalid when time_in_force is IOC or FOK # market order params -------------------------------------------- # 'size': self.amount_to_precision(symbol, amount), # 'funds': self.cost_to_precision(symbol, amount), } clientOrderId = self.safe_string_2(params, 'clientOrderId', 'client_oid') if clientOrderId is not None: request['client_oid'] = clientOrderId params = self.omit(params, ['clientOrderId', 'client_oid']) stopPrice = self.safe_float_2(params, 'stopPrice', 'stop_price') if stopPrice is not None: request['stop_price'] = self.price_to_precision(symbol, stopPrice) params = self.omit(params, ['stopPrice', 'stop_price']) timeInForce = self.safe_string_2(params, 'timeInForce', 'time_in_force') if timeInForce is not None: request['time_in_force'] = timeInForce params = self.omit(params, ['timeInForce', 'time_in_force']) if type == 'limit': request['price'] = self.price_to_precision(symbol, price) request['size'] = self.amount_to_precision(symbol, amount) elif type == 'market': cost = self.safe_float_2(params, 'cost', 'funds') if cost is None: if price is not None: cost = amount * price else: params = self.omit(params, ['cost', 'funds']) if cost is not None: request['funds'] = self.cost_to_precision(symbol, cost) else: request['size'] = self.amount_to_precision(symbol, amount) response = await self.privatePostOrders(self.extend(request, params)) # # { # "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 # } # return self.parse_order(response, market) async def cancel_order(self, id, symbol=None, params={}): await self.load_markets() request = { # 'product_id': market['id'], # the request will be more performant if you include it } clientOrderId = self.safe_string_2(params, 'clientOrderId', 'client_oid') method = None if clientOrderId is None: method = 'privateDeleteOrdersId' request['id'] = id else: method = 'privateDeleteOrdersClientClientOid' request['client_oid'] = clientOrderId params = self.omit(params, ['clientOrderId', 'client_oid']) market = None if symbol is not None: market = self.market(symbol) request['product_id'] = market['symbol'] # the request will be more performant if you include it return await getattr(self, method)(self.extend(request, params)) async def cancel_all_orders(self, symbol=None, params={}): await self.load_markets() request = {} market = None if symbol is not None: market = self.market(symbol) request['product_id'] = market['symbol'] # the request will be more performant if you include it return await self.privateDeleteOrders(self.extend(request, params)) def calculate_fee(self, symbol, type, side, amount, price, takerOrMaker='taker', params={}): market = self.markets[symbol] rate = market[takerOrMaker] cost = amount * price currency = market['quote'] return { 'type': takerOrMaker, 'currency': currency, 'rate': rate, 'cost': float(self.currency_to_precision(currency, rate * cost)), } async def fetch_payment_methods(self, params={}): return await self.privateGetPaymentMethods(params) async def deposit(self, code, amount, address, params={}): await self.load_markets() currency = self.currency(code) request = { 'currency': currency['id'], '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 Coinbase Pro 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.pro.coinbase.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, code, amount, address, tag=None, params={}): self.check_address(address) await self.load_markets() currency = self.currency(code) request = { 'currency': currency['id'], '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 if tag is not None: request['destination_tag'] = tag 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'], } async def fetch_transactions(self, code=None, since=None, limit=None, params={}): await self.load_markets() await self.load_accounts() currency = None id = self.safe_string(params, 'id') # account id if id is None: if code is not None: currency = self.currency(code) accountsByCurrencyCode = self.index_by(self.accounts, 'currency') account = self.safe_value(accountsByCurrencyCode, code) if account is None: raise ExchangeError(self.id + ' fetchTransactions() could not find account id for ' + code) id = account['id'] request = {} if id is not None: request['id'] = id if limit is not None: request['limit'] = limit response = None if id is None: response = await self.privateGetTransfers(self.extend(request, params)) for i in range(0, len(response)): account_id = self.safe_string(response[i], 'account_id') account = self.safe_value(self.accountsById, account_id) code = self.safe_string(account, 'currency') response[i]['currency'] = code else: response = await self.privateGetAccountsIdTransfers(self.extend(request, params)) for i in range(0, len(response)): response[i]['currency'] = code return self.parse_transactions(response, currency, since, limit) async def fetch_deposits(self, code=None, since=None, limit=None, params={}): return self.fetch_transactions(code, since, limit, self.extend(params, {'type': 'deposit'})) async def fetch_withdrawals(self, code=None, since=None, limit=None, params={}): return self.fetch_transactions(code, since, limit, self.extend(params, {'type': 'withdraw'})) def parse_transaction_status(self, transaction): canceled = self.safe_value(transaction, 'canceled_at') if canceled: return 'canceled' processed = self.safe_value(transaction, 'processed_at') completed = self.safe_value(transaction, 'completed_at') if completed: return 'ok' elif processed and not completed: return 'failed' else: return 'pending' def parse_transaction(self, transaction, currency=None): details = self.safe_value(transaction, 'details', {}) id = self.safe_string(transaction, 'id') txid = self.safe_string(details, 'crypto_transaction_hash') timestamp = self.parse8601(self.safe_string(transaction, 'created_at')) updated = self.parse8601(self.safe_string(transaction, 'processed_at')) currencyId = self.safe_string(transaction, 'currency') code = self.safe_currency_code(currencyId, currency) status = self.parse_transaction_status(transaction) amount = self.safe_float(transaction, 'amount') type = self.safe_string(transaction, 'type') address = self.safe_string(details, 'crypto_address') tag = self.safe_string(details, 'destination_tag') address = self.safe_string(transaction, 'crypto_address', address) fee = None if type == 'withdraw': type = 'withdrawal' address = self.safe_string(details, 'sent_to_address', address) feeCost = self.safe_float(details, 'fee') if feeCost is not None: if amount is not None: amount -= feeCost fee = { 'cost': feeCost, 'currency': code, } return { 'info': transaction, 'id': id, 'txid': txid, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'address': address, 'tag': tag, 'type': type, 'amount': amount, 'currency': code, 'status': status, 'updated': updated, 'fee': fee, } 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'][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 what = nonce + method + request + payload secret = self.base64_to_binary(self.secret) signature = self.hmac(self.encode(what), secret, hashlib.sha256, 'base64') headers = { 'CB-ACCESS-KEY': self.apiKey, 'CB-ACCESS-SIGN': signature, 'CB-ACCESS-TIMESTAMP': nonce, 'CB-ACCESS-PASSPHRASE': self.password, 'Content-Type': 'application/json', } return {'url': url, 'method': method, 'body': body, 'headers': headers} async def create_deposit_address(self, code, params={}): await self.load_markets() currency = self.currency(code) accounts = self.safe_value(self.options, 'coinbaseAccounts') if accounts is None: accounts = await self.privateGetCoinbaseAccounts() self.options['coinbaseAccounts'] = accounts # cache it self.options['coinbaseAccountsByCurrencyId'] = self.index_by(accounts, 'currency') currencyId = currency['id'] account = self.safe_value(self.options['coinbaseAccountsByCurrencyId'], currencyId) if account is None: # eslint-disable-next-line quotes raise InvalidAddress(self.id + " fetchDepositAddress() could not find currency code " + code + " with id = " + currencyId + " in self.options['coinbaseAccountsByCurrencyId']") request = { 'id': account['id'], } response = await self.privatePostCoinbaseAccountsIdAddresses(self.extend(request, params)) address = self.safe_string(response, 'address') tag = self.safe_string(response, 'destination_tag') return { 'currency': code, 'address': self.check_address(address), 'tag': tag, 'info': response, } def handle_errors(self, code, reason, url, method, headers, body, response, requestHeaders, requestBody): if (code == 400) or (code == 404): if body[0] == '{': message = self.safe_string(response, 'message') feedback = self.id + ' ' + message self.throw_exactly_matched_exception(self.exceptions['exact'], message, feedback) self.throw_broadly_matched_exception(self.exceptions['broad'], message, feedback) raise ExchangeError(feedback) # unknown message 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 not isinstance(response, basestring): if 'message' in response: raise ExchangeError(self.id + ' ' + self.json(response)) return response