New version + updated tests, docs + refactoring

Author: vnegi10

Project.toml

@@ -1,7 +1,7 @@
 name = "CoinbaseProExchange"
 uuid = "06c3450d-869c-4596-88b4-6f9fb82f72bd"
 authors = ["Vikas Negi <vikas.negi10@gmail.com>"]
-version = "0.1.2"
+version = "0.1.3"
 
 [deps]
 Base64 = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"

README.md

@@ -1,4 +1,4 @@
-## CoinbaseProExchange
+# CoinbaseProExchange.jl
 
 [![Build status (Github Actions)](https://github.com/vnegi10/CoinbaseProExchange.jl/workflows/CI/badge.svg)](https://github.com/vnegi10/CoinbaseProExchange.jl/actions)
 
@@ -17,7 +17,7 @@ This package provides an unofficial Julia wrapper for the Coinbase Pro REST API.
 
 Public endpoints can be accessed without a Coinbase Pro account.
 
-In order to use the private endpoints, you will need to register and create an account on [Coinbase](https://www.coinbase.com/). Please note that Coinbase Pro account is separate froom Coinbase, but they use the same login credentials. More information about the API can be found [here](https://docs.pro.coinbase.com/#api)
+In order to use the private endpoints, you will need to register and create an account on [Coinbase](https://www.coinbase.com/). Please note that Coinbase Pro account is separate from Coinbase, but they use the same login credentials. More information about the API can be found [here.](https://docs.pro.coinbase.com/#api)
 
 ## API key permissions
 
@@ -33,11 +33,7 @@ Some examples of available functions along with the expected output are shown be
 * Press '?' to enter the help mode
 * Type function name and press enter
 
-### Available functions
-
-show_historical_data, show_server_time, show_all_products, show_latest_trades, show_product_data, show_all_accounts, show_account_info, place_market_order, place_limit_order, show_open_orders, show_single_order, show_exchange_limits, show_fills, cancel_order, cancel_all_orders
-
-### Public endpoints (Coinbase account is not necessary)
+## Public endpoints (Coinbase account is not necessary)
 
 ```julia
 julia> show_server_time("iso")
@@ -62,7 +58,7 @@ julia> show_historical_data("ETH-EUR", 3600)
 
 **Check docs for more examples:** [![](https://img.shields.io/badge/docs-stable-blue.svg)](https://vnegi10.github.io/CoinbaseProExchange.jl/stable)
 
-### Private endpoints (Coinbase Pro account + API keys are needed)
+## Private endpoints (Coinbase Pro account + API keys are needed)
 
 Obtain your API key, API secret and passphrase from your Coinbase Pro account. Create an object **user_data** with type **UserInfo** to store your API data, as shown below:
 
@@ -93,28 +89,6 @@ Dict{String, Any} with 14 entries:
   "type"            => "market"
 ```
 
-```julia
-julia> place_limit_order("sell", "BTC-EUR", 0.0005, 30000, user_data)
-
-[ Info: Order placed
-Dict{String, Any} with 15 entries:
-  "created_at"     => "2021-07-04T21:59:11.083132Z"
-  "price"          => "30000"
-  "stp"            => "dc"
-  "product_id"     => "BTC-EUR"
-  "settled"        => false
-  "status"         => "pending"
-  "id"             => "cae9158e-1660-448e-bd9a-d368ce3fdc8a"
-  "executed_value" => "0"
-  "post_only"      => false
-  "size"           => "0.0005"
-  "filled_size"    => "0"
-  "side"           => "sell"
-  "time_in_force"  => "GTC"
-  "fill_fees"      => "0"
-  "type"           => "limit"
-```
-
 **Check docs for more examples:** [![](https://img.shields.io/badge/docs-stable-blue.svg)](https://vnegi10.github.io/CoinbaseProExchange.jl/stable)
 
 

docs/make.jl

@@ -2,7 +2,7 @@ using Documenter
 using CoinbaseProExchange
 
 makedocs(
-    sitename = "CoinbaseProExchange",
+    sitename = "CoinbaseProExchange.jl",
     format = Documenter.HTML(),
     modules = [CoinbaseProExchange]
 )

docs/src/index.md

@@ -1,41 +1,61 @@
-# CoinbaseProExchange.jl
+# User Guide
 ---
 
-### Available functions
+## Overview
+CoinbaseProExchange.jl provides a Julia wrapper for the Coinbase Pro REST API. Available endpoints are implemented in the form of callable functions. Depending on the operation, a function can return data (either as a DataFrame or Dict) or the associated HTTP response (Dict).
 
-#### Public endpoints (Coinbase account is not necessary)
+## Available functions
+```@index
+```
 
+## Public endpoints (Coinbase Pro account is not necessary)
 ```@docs
-show_server_time(time_type::String)
+show_server_time(time_type::String="iso")
 
-show_historical_data(pair::String, interval::Int64)
+show_historical_data(pair::String, interval::Int64=300)
 
-show_all_products(currency::String)
+show_all_products(currency::String="USD")
 
 show_latest_trades(pair::String)
 
-show_product_data(pair::String, endpoint::String)
+show_product_data(pair::String, endpoint::String="24hr stats")
 ```
 
-#### Private endpoints (Coinbase Pro account + API keys are needed)
+## Private endpoints (Coinbase Pro account + API keys are needed)
 
+### API key should have "trade" or "view" permission 
 ```@docs
 show_all_accounts(user_data::UserInfo, currencies::Vector{String})
 
 show_account_info(user_data::UserInfo, currency::String, info_type::String)
 
+show_exchange_limits(user_data::UserInfo, currency::String)
+
+show_fills(user_data::UserInfo, pair::String)
+
+show_transfers(user_data::UserInfo, transfer_type::String="deposit")
+
+show_fees(user_data::UserInfo)
+
+show_profiles(user_data::UserInfo)
+```
+
+### API key should have "trade" permission
+```@docs
+place_market_order(side::String, pair::String, amount::IntOrFloat, amount_type::String, user_data::UserInfo)
+
+place_limit_order(side::String, pair::String, amount::IntOrFloat, price::IntOrFloat, user_data::UserInfo)
+
 show_open_orders(user_data::UserInfo)
 
 show_single_order(order_ID::String, user_data::UserInfo)
 
 cancel_order(order_id::String, user_data::UserInfo)
 
 cancel_all_orders(user_data::UserInfo)
+```
 
-show_exchange_limits(user_data::UserInfo, currency::String)
 
-show_fills(user_data::UserInfo, pair::String)
-```
 
 
 

src/CoinbaseProExchange.jl

@@ -4,7 +4,9 @@ export show_historical_data, show_server_time, show_all_products,
        show_latest_trades, show_product_data, show_all_accounts,
        show_account_info, place_market_order, place_limit_order,
        show_open_orders, show_single_order, show_exchange_limits,
-       show_fills, cancel_order, cancel_all_orders, UserInfo
+       show_fills, show_transfers, show_fees, show_profiles,
+       cancel_order, cancel_all_orders, UserInfo, IntOrFloat
+
 
 using DataFrames, HTTP, JSON, CSV, Dates, Statistics, Query, Base64, Nettle
 

src/GetDataFunctions.jl

@@ -197,13 +197,27 @@ function get_exchange_limits(auth_data::CoinbaseProAuth, currency::String)
     return df_limits
 end
 
-function get_fills(auth_data::CoinbaseProAuth)
+function get_common_df(auth_data::CoinbaseProAuth)
 
     account_dict = get_data_dict(auth_data::CoinbaseProAuth)
 
     return vcat(DataFrame.(account_dict)...)
 end
 
+function get_fees(auth_data::CoinbaseProAuth)
+
+    account_dict = get_data_dict(auth_data::CoinbaseProAuth)
+    
+    return DataFrame(account_dict)
+end
+
+
+
+
+
+
+
+
 
 
 

src/ShowDataFunctions.jl

@@ -374,6 +374,8 @@ function show_single_order(order_ID::String, user_data::UserInfo)
     return df_orders
 end
 
+#----------------------------------------------------------------------------------------#
+
 """
     show_exchange_limits(user_data::UserInfo, currency::String)
 
@@ -414,6 +416,8 @@ function show_exchange_limits(user_data::UserInfo, currency::String)
     return df_limits
 end
 
+#----------------------------------------------------------------------------------------#
+
 """
     show_fills(user_data::UserInfo, pair::String)
 
@@ -437,20 +441,121 @@ julia> show_fills(user_data, "ETH-EUR")
 ```
 """
 function show_fills(user_data::UserInfo, pair::String)
-    auth_data = CoinbaseProAuth("/fills?product_id=$(pair)", user_data.api_key, user_data.secret_key, user_data.passphrase, "GET", "")
+        
+    return do_try_catch("/fills?product_id=$(pair)", user_data, get_common_df)
+end
+
+#----------------------------------------------------------------------------------------#
+
+"""
+    show_transfers(user_data::UserInfo, deposit_type::String="deposit")
+
+Get a list of deposits/withdrawals from the profile of the API key, in descending order by created time.
+
+# Arguments
+- `user_data::UserInfo` : API data
+- `deposit_type::String` : "deposit" (default), "internal_deposit" (transfer between portfolios), "withdraw" or "internal_withdraw"
+
+# Example
+```julia-repl
+julia> show_transfers(user_data, "internal_deposit")
+4×7 DataFrame
+ Row │ account_id                         amount                created_at                     curren ⋯
+     │ String                             String                String                         String ⋯
+─────┼─────────────────────────────────────────────────────────────────────────────────────────────────
+   1 │ 6defb94d-80e3-45b4-a6bf-0420cc5f…  10.0000000000000000   2021-07-16 11:10:10.253255+00  EUR    ⋯
+   2 │ 6defb94d-80e3-45b4-a6bf-0420cc5f…  10.0000000000000000   2021-07-16 11:07:48.003446+00  EUR
+```
+"""
+function show_transfers(user_data::UserInfo, transfer_type::String="deposit")
+    
+    return do_try_catch("/transfers?type=$(transfer_type)", user_data, get_common_df)
+end
+
+#----------------------------------------------------------------------------------------#
+
+"""
+    show_fees(user_data::UserInfo)
+
+Get current maker & taker fee rates, as well as your 30-day trailing volume.
+
+# Arguments
+- `user_data::UserInfo` : API data
+
+# Example
+```julia-repl
+julia> show_fees(user_data_default)
+1×3 DataFrame
+ Row │ maker_fee_rate  taker_fee_rate  usd_volume 
+     │ String          String          String     
+─────┼────────────────────────────────────────────
+   1 │ 0.0050          0.0050          117.09
+```
+"""
+function show_fees(user_data::UserInfo)
+    auth_data = CoinbaseProAuth("/fees", user_data.api_key, user_data.secret_key, user_data.passphrase, "GET", "")
+
+    df_fees = DataFrame()
 
-    df_fills = DataFrame()
     try
-        df_fills = get_fills(auth_data)
+        df_fees = get_fees(auth_data)
     catch e
         if isa(e, HTTP.ExceptionRequest.StatusError)
-            @info "404 Not Found - Check if the input data is valid"
+            @info "404 Not Found/403 Forbidden - Check if the input data is valid"
+        else
+            @info "Could not retrieve data, try again!"
+        end
+    end
+
+    return df_fees
+end
+
+#----------------------------------------------------------------------------------------#
+
+"""
+    show_profiles(user_data::UserInfo)
+
+Get a list of all user profiles/portfolios.
+
+# Arguments
+- `user_data::UserInfo` : API data
+
+# Example
+```julia-repl
+julia> show_profiles(user_data_default)
+6×6 DataFrame
+ Row │ active  created_at                   id                                 is_default  name       ⋯
+     │ Bool    String                       String                             Bool        String     ⋯
+─────┼─────────────────────────────────────────────────────────────────────────────────────────────────
+   1 │   true  2019-06-23T00:19:33.647283Z  dc06c753-2e85-4e2f-b281-3a78bc7b…        true  default    ⋯
+   2 │   true  2021-05-07T21:10:07.037681Z  4617f329-2709-453b-b95d-d14727cb…       false  Julia Bot
+   3 │   true  2021-05-07T22:08:15.362932Z  70c483c4-112e-402d-a498-3dd70155…       false  Julia Bot
+```
+"""
+function show_profiles(user_data::UserInfo)    
+
+    return do_try_catch("/profiles", user_data, get_common_df)
+end
+
+##################### Helper function #####################
+
+function do_try_catch(endpoint::String, user_data::UserInfo, get_common_df)
+
+    auth_data = CoinbaseProAuth(endpoint, user_data.api_key, user_data.secret_key, user_data.passphrase, "GET", "")
+
+    df_data = DataFrame()
+
+    try
+        df_data = get_common_df(auth_data)
+    catch e
+        if isa(e, HTTP.ExceptionRequest.StatusError)
+            @info "404 Not Found/403 Forbidden - Check if the input data is valid"
         else
             @info "Could not retrieve data, try again!"
         end
     end
 
-    return df_fills
+    return df_data
 end
 
 
@@ -468,4 +573,8 @@ end
 
 
 
+
+
+
+